Documentation / Indicators

StochasticD

ProRealTime v11

Returns the Stochastic D (signal line) from the stochastic oscillator indicator.

Syntax:

Where:

  • period= calculation period of the stochastic oscillator (default period is 14)
  • %Kperiod= moving average period used to smoothed the stochastic value (default is 3, 1=Fast, 3=Slow)
  • %Dperiod= smoothed period of the signal line of the stochastic oscillator
  • “price1”, “price2” and “price3” are optional. By default the stochasticD will be calculated with Close on the High/Low scale (same as the internal platform indicator). But you can adjust it with any other price or data series (e.g. StochasticD[N,K](close,close,close) or StochasticD[N,K](var1,var2,var3) )

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Sums the selected price over the last N periods.

Syntax:

 

Example:

 

 

Return value of the Supertrend indicator over the last N periods.

Syntax:

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Return value of the Triple Exponential Moving Average indicator over the last N periods for selected price.

Syntax:

Calculation :

We calculate three exponential moving average with p period.

MA1 = exponential moving average of close over p period.

MA2 = exponential moving average of MA1 over p period.

MA3 = exponential moving average of MA2.

TEMA = 3 * (MA1-MA2)+MA3

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TenkanSen

ProRealTime v11

Returns the TenkanSen value (component of the “ichimoku kinko hyo” indicator).

Syntax:

Tenkan Sen represents the highest and lowest average over the last 9 periods. It is therefore a question of adding the highest point of the last 9 candlesticks with the lowest point and dividing by two.

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Return value of the Time Series Average indicator over the last N periods of the selected price.

Syntax:

 

Return value of the True Range indicator for the selected price. True Range is the maximum of three price ranges.

Syntax:

Calculation :

True Range = MAX of ( High – Low or High – Price[1] or Price[1] – Low )

 

Return value fo the Triangular Moving Average indicator over the last N periods for the selected price.

Syntax:

 

Example:

 

Return value of the Triple Smoothed Exponential Moving Average (also known as TRIX) over the last N periods for the selected price.

Syntax:

Calculation :

First we calculate the triple (3 periods) exponential moving average of the prices. After that, we calculate the percentage of variation of this data to obtain the TRIX indicator.

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Return variation percent % between the close of the last bar and close of the current bar.

Syntax:

 

Example:

 


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