List of Available Technical Studies

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List of Available Technical Studies




  A/D Line is a calculation of the Advanced and Declined Index


Average True Range is a Moving Average of the True Range values over 'n' periods of time.


Bollinger Bands draws two bands that are typically plotted two numbers of standard deviations above and below a moving average.


Commodity Channel Index is used to identify the beginning and ending of cycles.


Choppiness is a function of market direction. A market that is trending has a low Choppiness number while a trend less market has a high choppiness number. The Choppiness Index ranges between 0 and 100, the higher the index the choppier the price action is and the lower the index the more trending the price action..


  Correlation is a statistical measure of how two securities move in relation to each other.


Crack Spread is the difference between the revenue from the refined products based on futures prices.


Crush Spread is a futures transaction that parallels the process of producing bean oil (BO) and soy meal (SM) from soybeans (S).


Directional Movement Index is used to determine whether a market is in a trending or non-trending mode, helping to identify whether it is bullish or bearish.


Envelopes are bands that are plotted in a certain, identical relationship above and below the Moving Average.


Exponential Moving Average assigns more weight to recent price data and less weight to prices further back in time. It is more sensitive to price activity than the simple moving average and tends to stick closer to the trend.


Exponential Oscillator is the difference between two Exponential Moving Averages.


Highest High/Lowest Low of last 'n' periods defines an envelope of values by using the Highest High of Last 'n' Periods.


High/Low Moving Average allows you to quickly and easily compute a simple moving average of the high and low for the interval. The length of the moving average may vary for the high and low.


Historic Volatility is a statistical standard deviation calculation that shows the historic volatility of the base instrument.


Keltner Channel is a moving average of the "typical price", sometimes referred to as "average price". The width of the channel adjusts to market volatility.


Least Squares Linear Regression indicates the dominant market trend relative to time. It can inform you when the market is diverging from an established trend, but only when prices fluctuate uniformly around the trendline and within a narrow range.


Line Oscillator is a combination of two different studies. The first set of calculations compute a simple oscillator. The second part computes a simple moving average of the oscillator.


Money Flow Index is a volume/momentum technical indicator that measures the strength of total money flowing into and out of a stock, bond or commodity. Money Flow looks at both price and volume activity.


Momentum is the difference between today's low and yesterday's low.


Moving Average is generally used to identify or confirm a trend, and works best in trending markets.


Moving Average Convergence Divergence Indicator calculates moving averages that can monitor and signal trends. It is both a trend following indicator as well as an oscillator.


Moving Standard Deviation is a statistical measurement of volatility. It is derived by calculating an n-time period Simple Moving Average of the data item; summing the squares of the difference between the data item and its Moving Average over each of the preceding n-time periods; dividing this sum by n and calculating the square root of this result.


 McClellan Oscillator is a market breadth indicator used to evaluate the rate of money entering or leaving the market and interpretively indicate overbought or oversold conditions of the market


On Balance Volume is calculated as the continuous consecutive sum of volumes, whereby the entire volume of a day is added to the volume of the previous day’s OBV, if today’s closing price is above that of yesterday


Open Interest plots the number of open contracts for the futures market.


Oscillator can be used to help identify divergences, short-term variations from the long-term trend, and to identify the crossing of two Moving Averages, which occur when the oscillator crosses the zero line.


Parabolic Stop and Reversal - The study continuously computes "stop and reverse" price points. Whenever the market penetrates this "stop and reverse" point, you liquidate your current position and take the opposite position.


Rate Of Change compares the most current bar's closing price in the past. The difference is calculated as a percentage. Crossing above the zero line is considered to be positive indication and, to some, a buy signal.


Relative Strength Index plots upper and lower boundaries to determine overbought and oversold market conditions.


Slow Stochastic is simply the normal stochastic smoothed via a moving average technique.


Smoothed Moving Average is an Exponential Moving Average, only with a longer period applied. The Smoothed Moving Average gives the recent prices an equal weighting to the historic ones.


Smoothed Oscillator is an Exponential Oscillator, only with a longer period applied. The Smoothed Oscillator is plotted as a histogram, using the difference between two moving Averages.


Stochastic is an oscillator that compares the difference between the closing trade price of an instrument and the period low, relative to the trading range over an observation time period.


Variable Moving Average - The Variable Moving Average study allows you to get very creative with the moving averages. Three moving averages are applied (normal, exponential, and smoothed).


Volume can provide insight into the strength or weakness of a price trend.


Volume and Open Interest. These values are transmitted from the exchanges. However, the actual volume and open interest figures are always one day behind price information.


Weighted Close is another way of viewing the price data. It is an average of each day's price, placing a greater emphasis on the closing price rather than the high or low.


William's %R examines ten trading days to determine the trading range, and then calculates where today's closing price fell within that range.