成熟指标库慢啃

ABI = |Advancing Issues - Declining issues|

CLV = ((CLOSE(i) - LOW(i)) - (HIGH(i) - CLOSE(i))) / (HIGH(i) - LOW(i))

A/D(i) = CLV * VOLUME(i) + A/D(i-1)

Where:

A/D(i) — value of the Accumulation/Distribution indicator for the current bar;
CLOSE(i) — close price of the bar;
LOW(i) — the lowest price of the bar;
HIGH(i) — the highest price of the bar;
VOLUME(i) — volume;
A/D(i-1) — value of the Accumulation/Distribution indicator for the previous bar.

TRIN = (The number of advancing stocks/The number of declining stocks)/(The composite volume of advancing stocks/The composite volume of declining stocks)

 Aroon(上升)=[(计算期天数-最高价后的天数)/计算期天数]*100
 Aroon(下降)=[(计算期天数-最低价后的天数)/计算期天数]*100
 Aroon Oscillator = Aroon(上升) - Aroon(下降)

(HLC,p[HLC]) ->(TR1,+DM1,-DM1)-sum->(TR14,+DM14,-DM14)->
(+DI14,-DI14)->(DI14 diff, DI14 sum)->DX-ma->ADX

ADXR = (ADX + ADX N periods ago) / 2

src=close
cctbbo=100 * ( src + 2*stdev( src, length) - sma( src, length ) ) / ( 4 * stdev( src, length ) )

BTI = MA(Up / Up + Down, N)

BTI  = 廣量衝力指標
Up   = 上升股票數量
Down = 下跌股票數量
MA(x, n) = n 天的平均值

建議使用 N = 10 計算 BTI 的平均值

  1. Money Flow Multiplier = [(Close  -  Low) - (High - Close)] /(High - Low)

  2. Money Flow Volume = Money Flow Multiplier x Volume for the Period

  3. 20-period CMF = 20-period Sum of Money Flow Volume / 20 period Sum of Volume

diff = Pi - Pi-1,
where Pi -the price (usually closing price) of the current period;
Pi-1 -the price (usually closing price) of the previous period;
If diff > 0, then cmo1i = diff, cmo2i = 0.
If diff < 0, then cmo2i = -diff, cmo1i = 0.
sum1 = Sum(cmo1, n) - summary value of cmo1 within n periods.
sum2 = Sum(cmo2, n) - summary value of cmo2 within n periods.
CMO = ((sum1-sum2)/(sum1+sum2)) 100

Median Price = (High + Low)/2

Jaw (lower moving average) = Smoothed moving average of the median price over 13-period
Teeth (upper moving average) = Smoothed moving average of median over 8-period
Lips (middle moving average) = Smoothed moving Average of the median over 5-period

Top bar = Jaw – Teeth
Bottom bar = – (Absolute value of (Teeth – Lips))

CSI = ( ADXR x ATR14 ) x ( ( V / √M ) x ( 1 / ( 150 + C ) ) ) x 100

V 一跳的价格
M 美元形式的保证金，应该就是指Close Price乘以保证金率
C 手续费

[Price (End of this week) - Price (End of last week)]*[Avg Week Volume / Avg 6 Mo Volume]

[Price (End of this month) - Price (End of last month)]*[Avg Monthly Volume / Avg 12 Mo Volume]

CVI[0] = CVI[1] + Advancing Volume - Declining Volume

where:
  CVI[0] is today's Cumulative Volume Index
  CVI[1] is yesterday's Cumulative Volume Index
  Advancing Volume is the total volume of all advancing stocks on the NYSE
  Declining Volume is the total volume of all declining stocks on the NYSE

DPO＝MA(N)-MA(N÷2+1)

[ C - Mov(C,X,MA ) ] / [ Mov(C,X,MA) * 100 ]

// Where X is the number of time periods
// MA is the calculation type of the moving average.

(2 * n-day EMA) - (n-day EMA of EMA)

[ {(H+L)/2} - {(Hp+Lp)/2} ] / [ V/(H-L) ]

"Bull Power" (Daily High - n period moving average)

"Bear Power" (Daily Low - n period moving average)

UPPER BAND = SMA (CLOSE, N) * [1 + K / 1000]

LOWER BAND = SMA (CLOSE, N) * [1 - K / 1000]

%K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
%D = 3-day SMA of %K

Fast %K = %K basic calculation
Fast %D = 3-period SMA of Fast %K

/*
Lowest Low = lowest low for the look-back period
Highest High = highest high for the look-back period
%K is multiplied by 100 to move the decimal point two places
*/

FI = ( MA( MATYPE, ApPrice, N, J ) – MA( MATYPE, ApPrice, N, J -1 ) ) * VOLUME( J )

Where:

MA- moving average
MATYPE - type of moving average (simple, exponential, smoothed or weighted)
ApPrice - applied price (open, close, high, low, median, typical or weighted)
N -number of intervals used for the moving average
J -current interval

//Time Series Forecast：

Time Series Forecast = a + bx

a = (Σy – bΣx) / n

b = (nΣ(xy) – (Σx) (Σy)) / (nΣx² – (Σx)²)

......

(Close - Previous Time Series Forecast) * 100 / (Close)

Fast Stochastic Oscillator:

Fast %K = %K basic calculation
%K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100

Fast %D = 3-period SMA of Fast %K

Slow Stochastic Oscillator:

Slow %K = Fast %K smoothed with 3-period SMA
Slow %D = 3-period SMA of Slow %K

Full Stochastic Oscillator:

Full %K = Fast %K smoothed with X-period SMA
Full %D = X-period SMA of Full %K

HPI＝Ky＋(K－Ky) 其中Ky＝前一天的HPI
K＝[(M-My)*C*V]*[1±(1*2)/G}]
M=平均价：换言之，（最高价＋最低价）／2
My＝前一天的平均价
C＝1美分价格走势的价值（所有交割月份契约都采用相同的常数）
V＝成交量
I＝今天与前一天的未平仓量差值（取绝对值）
G＝在今天或前一天的未平仓量中，取较低者

Std( Log( C / Ref( C ,-1 ) ) ,10 ) * Sqrt( 365 / 7 )

weekly:

Std( Log( C / Ref( C,-1) ),10 ) * Sqrt( 365 )

If Close price > Open price: Gain = (Close - Open); Loss = 0
If Close price < Open price: Gain = 0; Loss = (Open - Close)
Sum up Gains and Losses for ‘n’ chosen days ago
IMI = 100 x [Gains / (Gains + Losses)]

length=input(14)

ki(src)=> ((src - sma(src, length))/sma(src, length)) * 100

KC Middle = MA(Price, n, Type),
KC Upper = KC Middle + MA(TR, n, Type) * Dev,
KC Lower = KC Middle - MA(TR, n, Type) * Dev,

where
tradingtechnologies
Price – the price in the current period (Close, Open, etc),
TR - True Range
Dev - deviation factor

linear resgression formula

y = mx +b

slope = m = (nΣ(xy) – (Σx) (Σy))/(nΣx² – (Σx)²)

intercept = b = (Σy – mΣx) / n

DIF: (12-day EMA - 26-day EMA)

Signal Line: 9-day EMA of MACD

MACD Histogram: DIF - Signal Line

[High] - [Low] / Volume

DIF=UPW─DPW
AD＝DIF的19天指数平均数。
BD＝DIF的39天指数平均数。
MCL＝AD-BD

Previous day's Summation Index* + current day McClellan Oscillator

* The very first Summation Index is simply the value of the McClellan Oscillator.

(High + Low ) / 2

Inputs: Price((H+L)/2), alpha(.07);

Vars: Smooth(0),Cycle(0),I1(0),Q1(0),I2(0),Q2(0),DeltaPhase(0),MedianDelta(0),MaxAmp(0),AmpFix(0),Re(0),Im(0),DC(0),
alpha1(0),InstPeriod(0),DCPeriod(0),count(0),SmoothCycle(0),RealPart(0),ImagPart(0),DCPhase(0);

Smooth = (Price+2*Price[1]+2*Price[2]+Price[3])/6;
Cycle = (1-.5*alpha)*(1-.5*alpha)*(Smooth-2*Smooth[1]+Smooth[2])+2*(1-alpha)*Cycle[1]-(1-alpha)*(1-alpha)*Cycle[2];
If CurrentBar <7 then Cycle=(Price-2*Price[1]+Price[2])/4;
Q1=(.0962*Cycle+.5769*Cycle[2]-.5769*Cycle[4]-.0962*Cycle[6])*(.5+.08*InstPeriod[1]);
I1 = Cycle[3];
If Q1<>0 and Q1[1]<>0 then DeltaPhase=(I1/Q1-I1[1]/Q1[1])/(1+I1*I1[1]/(Q1*Q1[1]));
If DeltaPhase <0.1 then DeltaPhase=0.1;
If DeltaPhase > 1.1 then DeltaPhase = 1.1;
MedianDelta = Median(DeltaPhase,5);
If MedianDelta =0 then DC=15 else DC=6.28318/MedianDelta+.5;
InstPeriod=.33*DC+.67*InstPeriod[1];
Value1 = .15*InstPeriod+.85*Value1[1];
DCPeriod = IntPortion(Value1);
RealPart = 0;
ImagPart = 0;
For count = 0 To DCPeriod - 1 begin
RealPart = RealPart + Sine(360 * count / DCPeriod) * (Cycle[count]);
ImagPart = ImagPart + Cosine(360 * count / DCPeriod) * (Cycle[count]);
End;
If AbsValue(ImagPart) > 0.001 then DCPhase = Arctangent(RealPart / ImagPart);
If AbsValue(ImagPart) <= 0.001 then DCPhase = 90 * Sign(RealPart);

DCPhase = DCPhase + 90;
If ImagPart < 0 then DCPhase = DCPhase + 180;
If DCPhase > 315 then DCPhase = DCPhase - 360;

Plot1(Sine(DCPhase), "Sine",blue);
Plot2(Sine(DCPhase + 45), "LeadSine",green);

1. MOMENTUM = CLOSE (i) / CLOSE (i - n) * 100

2. MOMENTUM = CLOSE (i) - CLOSE (i - n)

If you define MOmax the highest absolute value of the momentum, the Momentum Percent % is:

MO%t = MOt / MOmax

Money Flow = (Typical Price) * (Volume)

Where Typical Price is defined as: (High + Low + Close) / 3

Money Ratio: Negative Money Flow / Positive Money Flow
Money Flow Index: 100 - 100 / (1+ Money Ratio)

MACD = MA(P, nlong) - MA(P, nshort),

MACD Signal = MA(MACD, n),

where MA(P, nlong) - moving average of the price P within nlong periods (usually 26),

MA(P, nshort) - moving average of the price P within nshort periods (usually 12),

MA(MACD, n) - moving average MACD within n periods (usually 9).

Initial value of PVI:

PVI0 = 1.

If the volume of the current period is more than volume of the previous one, then

PVIi = PVIi-1 + (PVIi-1 * (Pi - Pi-1) / Pi-1),

where Pi - is the price of the current period, Pi-1 - is the price of the previous period.

(New Highs - New Lows) + Yesterday's Indicator value

New Highs/New Lows

Net New Highs = New 52-Week Highs - New 52-Week Lows

# 这个详情请看英英详解，里面有详解的推算
High-Low Line = Prior Cumulative Net New Highs + Current Net New Highs

Function

{ James Sibbet's Demand Index Function }
{ Programmed by David Fenstemaker }
{ The Demand Index combines price and volume in }
{ such a way that it is often a leading indicator
( of price change. }


Inputs: Length (NumericSeries);

Vars : WtCRatio(1), VolRatio(1), VolAvg(Volume),
BuyP(1), SellP(1), Sign(+1), Return(0),
WghtClose(Close), AvgTR(High - Low),
Constant(1), BuyPres(1), SellPres(1),
TempDI(1), DMIndx(1);

If CurrentBar = 1 then
Begin
VolAvg = Average(Volume, Length);
End;

Return = 0 ;

WghtClose = (High + Low + Close + Close) * 0.25;
AvgTR = Average (Highest (High, 2) - Lowest ( Low, 2), Length);
VolAvg = ((VolAvg [1] * (Length - 1)) + Volume) / Length;

If WghtClose <> 0 and WghtClose[1] <> 0 and
    AvgTR <> 0 and VolAvg <> 0 then
    Begin
        WtCRatio = (WghtClose - WghtClose[1]) / MinList(WghtClose,WghtClose[1]) ;
VolRatio = Volume / VolAvg;
Constant = ((WghtClose * 3) /AvgTR) * AbsValue (WtCRatio);
If Constant > 88 then Constant = 88;
Constant = VolRatio / ExpValue (Constant);

If WtCRatio > 0 then
    Begin
        BuyP = VolRatio;
        SellP = Constant;
    End
Else
    Begin
        BuyP = Constant;
        SellP = VolRatio;
    End;

BuyPres = ((BuyPres [1] * (Length - 1)) + BuyP) / Length;
SellPres = ((SellPres [1] * (Length - 1)) + SellP) / Length;

TempDI = +1;

If SellPres > BuyPres then
    Begin
        Sign = -1;
        If SellPres <> 0 then TempDI = BuyPres / SellPres;
    End
Else
    Begin
        Sign = +1;
        If BuyPres <> 0 then TempDI = SellPres / BuyPres;
    End;

TempDI = TempDI * Sign;
If TempDI < 0 then
    DMIndx = -1 - TempDI
else
    DMIndx = +1 - TempDI ;

Return = DMIndx {* 100.0} ;

End;

DemandIndex = Return ;

call

{ James Sibbet's Demand Index Indicator }
{ Programmed by David Fenstemaker }
{ The Demand Index combines price and volume in }
{ such a way that it is often a leading
( indicator of price change. }

Inputs: Length(5);

Vars: DMIndx(0);

DMIndx = DeMandIndex (Length) ;

Plot1(DMIndx, "DMI") ;
Plot2(0, "Zero") ;

{
    # BuyP和SellP请参考上面的公式
    BuyP();
    SellP();
}

Smoothing:=Input("Smoothing Periods",3,200,50);

{
Hi[censored]yP() - SellP() ;
{Line} Mov(BuyP() - SellP(),Smoothing,E);
{End} or Smoothing:=Input("Smoothing Periods",3,200,50);
{Green Hi[censored]yP();

{Red Histo} SellP();

{Line} Mov((BuyP()+SellP()/2),Smoothing,E);

{End}

P[i] = High[i]-Close[i],
M[i] = Close[i]-Low[i].

NOTIS[i] = 100*Plus[i]/(Plus[i]+Minus[i]), where
Plus = Moving Average(P, Length, Method),
Minus = Moving average(M, Length, Method),

若今日收盤價高於前一交易日收盤價
則今日OBV值=前一交易日OBV值+今日成交量
若今日收盤價低於前一交易日收盤價，
則今日OBV值=前一交易日OBV值-今日成交量

OsMA = MACD - SIGNAL
We remember that:
MACD = EMA(P, N)-EMA(P, N)
SIGNAL = SMA(MACD, N)
Where:
EMA - exponential moving average;
SIGNAL - smoothing moving line, signal line of the indicator;
N - number of calculation periods;

(Highest High(n) – Close(current period)) ÷ (Highest High(n) - Lowest Low(n)) * -100

PVO = ((Vol 12-day EMA - Vol 26-day EMA)/Vol 12-day EMA) x 100

VARS:  PFE(0), C2C(0), COUNTER(0), FRACEFF(0), EMA(0);

PFE = 0;
C2C = 0;
COUNTER = 0;
FRACEFF = 0;
EMA = 0;

PFE = SQUAREROOT (POWER(CLOSE - CLOSE[9], 2) + 100);

FOR COUNTER = 1 TO 9
BEGIN
         C2C = C2C + SQUAREROOT(POWER((CLOSE[COUNTER - 1] - CLOSE[COUNTER]),2) + 1);
END;

IF (CLOSE - CLOSE[9]) > 0 THEN
    FRACEFF = ROUND((PFE / C2C) * 100,0)
ELSE
    FRACEFF = ROUND(-(PFE / C2C) * 100,0);

IF CURRENTBAR = 1 THEN EMA = FRACEFF
ELSE
    EMA = ROUND((FRACEFF * 0.333) + (EMA[1] * (1 -  0.333)),0);

PLOT1(EMA,"EMA");
PLOT2(50,"BUYZONE");
PLOT3(-50,"SELLZONE");

[(C-O)+(C-H)+(C-L)] / 2

where:

(C-O) defines Intra-Day Momentum,
(C-L) defines Late Selling Pressure (LSP) and
(C-H) defines Late Buying Pressure (LBP)

[ { (Close - Yesterday's Close) / Yesterday's Close } * Volume ] + Yesterday's PVT

PO = MA(P, n1) - MA(P, n2),

where
MA(P, n1) - moving average of the P price within n1 periods,
MA(P, n2) - moving average of theP price within n2 periods.

ROC = Pi - Pi-n,

Pi - the price of the current period,
Pi-n - the price of the period, which is located n periods back from the current one.
As usual, they use the relative (in percentage) value of the velocity of the ROC:
ROC% = 100% * (Pi - Pi-n) / Pi-n

QStick = MA(n, (Close - Open)),

RWIH=(high-ref(Low,n))/(ATR(n)*Sqrt(n));

RWIL=(ref(High,n)-L)/(ATR(n)*Sqrt(n));

IF( ( (HI>=LO5 OR HI>=LO6) AND (LO<=HI5 OR LO<=HI6) ) OR ( (HI2>=CL7 OR HI2>=CL8) AND (LO2<=CL7 OR LO2<=CL8) ) )
    THEN
        VALUE = HI - HI2 + LO - LO2
        ABSVALUE = ABS(HI - HI2) + ABS(LO - LO2)
    ELSE
        VALUE = ABSVALUE = 0

TD_REI = SUM(VALUE, N) / SUM(ABSVALUE, N)

where N is the the TD_REI Period

LO5 5天前的Low
HI5 5天前的High
CL7 7天前的Close

len = input(20, title="Length")
mom = input(4, title="Momentum",minval=0)
ob = input(70,title="Overbought")
os = input(30,title="Oversold")
c = close
sig = input(6,title="Signal Length")

//calc
up = ema(max(c - c[mom],0),len)
dn = ema(max(c[mom] - c,0),len)
rmi = dn == 0 ? 0 : 100 - 100 / (1 + up / dn)
signal = sma(rmi,sig)

a = tickerid
b = input("SPX500", type=symbol)
as = security(a, period, close)
bs = security(b, period, close)
plot(as/bs, title="CRS", color=gray)
len = input(10)
plot(sma(as/bs, len), color=navy)

RSI = 100 - 100 / (1 + RS),

RS = U(P,n)/D(P,n)

RS = SMMA(U,n)/SMMA(D,n)

Where U(P,n) is a moving average of growth of the P price within n periods,
D(P,n) - is a moving average of falling of the P price within n periods.

//input = price, user defined, default is closing price
//method = moving average, user defined, default is SMMA
//smoothPeriod = user defined, default is 14
//sdPeriod = user defined, default is 10
//method = moving average, user defined, default is SMMA
//standDev = standard deviation
//diff = difference
//MT = more than
//LT = less than
//ma = moving average, index = current bar number

standDev = std(index, sdPeriod, input);
diff = standDev - standDev[index-1];
if (diff mT; 0) up = diff
else down = diff
avgUp = ma(method, index, smoothPeriod, up);
avgDown = ma(method, index, smoothPeriod, down);
rs = avgUp / avgDown;
Plot: RVI = 100 - ( 100 / (1 + rs));
//Signals
highSell = rvi for last sell signal, reset to max_negative at each  buy signal;
lowBuy = rvi for last buy signal, reset to max_positive at each sell signal;
sell = (rvi MT topGuide) AND (prevRvi MT rvi)  AND (rvi MT highSell);
buy = (rvi LT bottomGuide AND prevRvi LT rvi) AND (rvi LT lowBuy);

stc(length, fastLength, slowLength) =>
    factor=input(0.5)  
    m = macd(close,fastLength,slowLength)     
    v1 = lowest(m, length)
    v2 = highest(m, length) - v1    
    f1 = (v2 > 0 ? ((m - v1) / v2) * 100 : nz(f1[1]))
    pf = (na(pf[1]) ? f1 : pf[1] + (factor * (f1 - pf[1])))
    v3 = lowest(pf, length)
    v4 = highest(pf, length) - v3     
    f2 = (v4 > 0 ? ((pf - v3) / v4) * 100 : nz(f2[1]))
    pff = (na(pff[1]) ? f2 : pff[1] + (factor * (f2 - pff[1])))
    pff

σ/square(N)

σ - 标准差

Smoothed Linear Regression Line: Generally a 21-period linear regression curve that is smoothed by a 3-period simple moving average
Upper Standard Error Band: The linear regression line plus 2 standard errors.
Lower Standard Error Band: The linear regression line minus 2 standard errors.

A/D Ratio = ( Advancing Issues / Advancing Issues-Declining Issues ) *100

STIX = (A/D Ratio * 0.09) + (yesterday's STIX * 0.91)

RSV = 100 * (N - LLV(n)) / (HHV(n) - LLV(n)),
%K = MA(RSV, m1)
%D = MA(%K, m2)

where N - is the price of closing of the current period,
LLV(n) - the lowest price within the last n periods,
HHV(n) - the highest price within the last n periods,
n - amount of periods (usually from 5 to 21),
m1,m2 - amount of periods of calculation of the moving average.

StochRSI = (RSI - Lowest Low RSI) / (Highest High RSI - Lowest Low RSI)

Upper STARC band = SMA + ATR*
Lower STARC band = SMA - ATR*

Swing Index = 50 * [ { Cy - C + 0.5(Cy - Oy) + 0.25(C - O) } / R ] * (K / T) Where:

C = Today's closing price
L = Today's lowest price
O = Today's opening price
Cy = Yesterday's closing price
Ly = Yesterday's lowest price
Oy = Yesterday's opening price
Hy = Yesterday's highest price
K = The larger of either (Hy - C) or (Ly - C)
R = A variable based on the relationship between today's closing price and yesterday's high and low
T = The limit move value


For the R variable we need to find out:

MAX (H – C n-1) (L – C n-1) (H – C)
If the highest difference is between (H – C n-1), then:
R = (H – C n-1) + 0.5*(L – C n-1) + 0.25*(C n-1 + O n-1)
If the highest difference is between (L – C n-1), then:
R = (L – C n-1) + 0.5*(H – C n-1) + 0.25*(C n-1 + O n-1)
If the highest difference is between (H – C), then:
R = (H – L) + 0.25*(C n-1 + O n-1)

1) Close of the most recent bar is less than the open:

(Current High + 2 * Current Low + Current Close) = X
Projected High = X - Current Low
Projected Low = X - Current High

2) Close of the most recent bar is greater than the open:
(2 * Current High + Current Low + Current Close) = X
Projected High = X - Current Low
Projected Low = X - Current High

3) Close of the most recent bar is equal to the open:
(Current High + Current Low +2 * Current Close) = X
Projected High = X - Current Low
Projected Low = X - Current High

Change = Price - Last Price
MTV = Minimum Tick Value
Accumulation when Change > MTV or Distribution when Change < MTV

With direction determined, calculate the TVI:
Accumulation: TVI = TVI + Today's Volume
Distribution: TVI = TVI - Today's Volume

First, calculate the simple moving average (SMA):

    SMA = (P1 + P2 + P3 + P4 + ... + PN) / N
Then, take the average of all the SMA values to get TMA values.

    TMA = (SMA1 + SMA2 + SMA3 + SMA4 + ... SMAN) / N
The TMA can also be expressed as: TMA = SUM (SMA values) / N

First DEMA is calculated, then the error of price deviation from DEMA is calculated:

err(i) = Price(i) — DEMA(Price, N, ii)

Where:

err(i)  — current DEMA error;
Price(i) — current price;
DEMA(Price, N, i) — current DEMA value from Price series with N period.

Then add value of the exponential average of the error and get TEMA:

TEMA(i) = DEMA(Price, N, i) + EMA(err, N, i) = DEMA(Price, N, i) + EMA(Price - EMA(Price, N, i), N, i) =

= DEMA(Price, N, i) + EMA(Price - DEMA(Price, N, i), N, i) = 3 * EMA(Price, N, i) - 3 * EMA2(Price, N, i) + EMA3(Price, N, i)

Where:

EMA(err, N, i) — current value of the exponential average of the err error;
EMA2(Price, N, i) — current value of the double sequential price smoothing;
EMA3(Price, N, i) — current value of the triple sequential price smoothing.

Double Smoothed PC
------------------
PC = Current Price minus Prior Price
First Smoothing = 25-period EMA of PC
Second Smoothing = 13-period EMA of 25-period EMA of PC

Double Smoothed Absolute PC
---------------------------
Absolute Price Change |PC| = Absolute Value of Current Price minus Prior Price
First Smoothing = 25-period EMA of |PC|
Second Smoothing = 13-period EMA of 25-period EMA of |PC|

TSI = 100 x (Double Smoothed PC / Double Smoothed Absolute PC)

Typical Price = ( High + Low + Close / 3 )

BP = Close - Minimum(Low or Prior Close).

TR = Maximum(High or Prior Close)  -  Minimum(Low or Prior Close)

Average7 = (7-period BP Sum) / (7-period TR Sum)
Average14 = (14-period BP Sum) / (14-period TR Sum)
Average28 = (28-period BP Sum) / (28-period TR Sum)

UO = 100 x [(4 x Average7)+(2 x Average14)+Average28]/(4+2+1)

Advancing Issues / Declining issues

Advancing Issues = Total volume traded of securities that closed above their opening price Declining Issues = Total volume traded of securities that closed below their opening price

with VR = Volatility Ratio
VMA = [ { 0.0788 * VR } * Close ] + [ { (1 - 0.078) * VR } * yesterday's VMA ]

Select the number of periods (n) to include in the indicator. This should be based on the length of the cycle that you are analyzing. The most popular is 28 days (for intermediate cycles).
Determine the highest closing price (HCP) in n periods.
Determine the lowest closing price (LCP) in n periods.
Calculate the range of closing prices in n periods:
           HCP - LCP
Next, calculate the movement in closing price for each period:
           Closing price [today] - Closing price [yesterday]
Add up all price movements for n periods, disregarding whether they are up or down:
           Sum of absolute values of ( Close [today] - Close [yesterday] ) for n periods
Divide Step 4 by Step 6:
           VHF = (HCP - LCP) / (Sum of absolute values for n periods)

VAC = Volume * ( Close - High + Low / 2 )

There are four steps involved in the calculation.
This example is based on closing prices and the default parameter setting (12).

  1. Find the high-low range for closing prices for the entire period.  
  2. Divide this range by 12 to create 12 equal price zones.
  3. Total the amount of volume traded within each price zone.  
  4. Divide the volume into up volume and down volume (optional).

Percentage Volume Oscillator (PVO):
((12-day EMA of Volume - 26-day EMA of Volume)/26-day EMA of Volume) x 100

Signal Line: 9-day EMA of PVO

PVO Histogram: PVO - Signal Line

( Volume - Volume n periods ago ) / Volume n periods ago

(Daily Close * 2) + Daily High + Daily Low / 4

WSMA(i) = (SUM1-WSMA1+CLOSE(i))/N

Where:

WSMA1 = Wilder’s
 Smoothing for the first period.

WSMA(i)
 = Wilder’s Smoothing of the current period (except for the first
 one).

CLOSE(i) = The current closing
 price.

N = The smoothing period

he calculation of the ATR is simple and consists of two steps:

Step #1: Define the True Range (TR) - get the highest of the following numbers:

The absolute value of the difference between the current bar High and the current bar Low.
The absolute value of the difference between the current bar High and the previous bar Close.
The absolute value of the difference between the current bar Low and the previous bar Close.
Step #2: Apply the moving average to the defined TR.

ATR = SMA(TR)

Wilder uses simplified formula to calculate Average of True Range:

ATR = Wilder's Volatility = ((N-1) x Previous ATR + TR) / N

Where N is the selected bar period.

When it comes to the formula specified in the Wilder's book for 14-day ATR, the Wilder's formula would look:

14-day ATR = Wilder's Volatility = (13 x Previous ATR + TR) / 14

( Highest High in n periods - Today's Close / Highest High in n periods - Lowest Low in n periods ) * -100

To calculate the Williams' Accumulation/Distribution indicator, determine:

True Range High (TRH) = Yesterday's close or today's high whichever is greater

True Range Low (TRL) = Yesterday's close or today's low whichever is less

The day's accumulation/distribution is then calculated by comparing today's closing price to yesterday's closing price.

If today's close is greater than yesterday's close: Today's A/D = today's close - TRL

If today's close is less than yesterday's close: Today's A/D = today's close - TRH

If today's close is the same as yesterday's close then the A/D is zero.

The Williams' Accumulation/Distribution indicator is a cumulative total of the daily values:

Williams A/D = Today's A/D + Yesterday's Williams A/D

Current KAMA = Prior KAMA + SC x (Price - Prior KAMA)

SC = [ER x (fastest SC - slowest SC) + slowest SC]2

e(2,30):
SC = [ER x (2/(2+1) - 2/(30+1)) + 2/(30+1)]2

......

ER = Change/Volatility

Change = ABS(Close - Close (10 periods ago))

Volatility = Sum10(ABS(Close - Prior Close))