finantic.Indicators

A collection of indicators which proved useful for profitable trading strategies.

ASEMA

Asymetric exponential moving average

AvgDay

Average day is the average of recent Open to Close movements, expressed in units of ATR.

AvgDayNight

AvgDayNight is the difference between AvgDay and AvgNight. The following Chart shows AvgDay inn green, AvgNight in red and the difference AvgDayNinght in blue. It can be clearly seen how an extreme value for AvgDayNight marks a turning point.

AvgFall

Average fall is the average of recent Yesterday’s Close to today’s Low movements, expressed in units of ATR

AvgNight

Average night is the average of recent yestarday’s close to today’s open movements, expressed in units of ATR

AvgRange

Average range is the average of High/Low ranges, expressed in units of ATR.

AvgRec

Average rec is the average of Low to Close ranges, expressed in units of ATR.

AvgRecWkn

AvgRecWkn is the difference between AvgRec and AvgWkn. The following Bar shows AvgRec in red, AvgWkn in green and the difference AvgRecWkn in blue. The extreme values in AvgRecWkn mark turning points.

AvgRise

Average rise is the average of recent Yesterday’s Close to today’s High movements, expressed in units of ATR

AvgRiseFall

AvgRiseFall is the difference between Average Rise and Average Fall. The following Bar shows AvgRise inred, AvgFall in Green and the difference AvgRiseFall in Blue. An extremly low value in AvgRiseFall marks a turning point.

AvgTurnover

Average turnover is the average of Close * Volume.

AvgWkn

Average wkn is the average of High to Close ranges, expressed in units of ATR.

DriftPct

DriftPct calculate drift in percent

MOMAtr

Momentum in ATR.

SROC

Smooth rate of change is a smoothed version of the well known Rate of Change (ROC) indicator. It returns the percentage price change after N bars. The following chart compares a monthly SROC (purple) against a monthly ROC (blue). At the time marked with the red arrow the ROC clearly shows a peak which is not visible in price data. The SROC reflects the relevant monthly change much better.