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Com All rights reserved. This document contains mathematical description of all technical indicators available in AnyChart Stock Component. Accumulation Distribution Line is calculated according to these formulas:. Each point of the Adaptive Moving Average indicator is calculated by the following steps:. Average True Range in each point is calculated according to the following formula:.

This formula is based on the True Range definition. ATR is defined as the greatest of the following:. The Bollinger Combining fast and slow stochastic oscillators with ema Width article indicator is calculated according to the following formula:. Commodity Channel Index combining fast and slow stochastic oscillators with ema calculated according to this formula:.

Chaikin Oscillator is calculated according to this formula:. Directional Movement Indicator is calculated in three steps:. Exponential Moving Average in each point is calculated according to the following formula:. KDJ is calculated quite alike Stochastic indicator, but the difference is in having a J line, which Stochastic does not have. Modified Moving Average indicator points are calculated by the following formula:. Momentum indicator in each point is calculated in accordance to the folowing formula:.

Moving Average Convergence Divergence indicator is calculated as follows:. Parabolic SAR is created according to the following algorithm.

At each step within a trend, the SAR is calculated ahead of time. That is, tomorrow's SAR value is built using data available today. The general formula used for this is:.

The extreme point, EP, is a record kept during each trend that represents the highest value reached by the price during the current up trend — or lowest value during a downtrend. On each period, if a new maximum or minimum is observed, the EP is updated with that value. Usually, this is set to a value of 0.

This factor is increased by 0. To keep it from getting too large, a maximum value for the acceleration factor is normally set at 0.

The SAR is recursively calculated in this manner for each new period. There are, however, two special cases that will modify the SAR value:. Simple Moving Average in each point is calculated according to the following formula:. Also it has 3 types: While Fast Stochastic Oscillator is used for signals, the Slow Stochastic Oscillator is supposed to reflect this emphasis.

For all formulas and indicators below: X i is the value passed by the data source. Accumulation Distribution Line Accumulation Distribution Line is calculated according to these formulas: Then, use the following formula to calculate the SSC value: Now, use the results from the actions made before and calculate the indicator: Aroon Aroon indicator is calculated according to the following formula: Average True Range Average True Range in each point is calculated according to the following formula: ATR is defined as the greatest of the following: Use the next formula to calculate the standard deviation: Bollinger Bands values are calculated according to this formula, where "d" is a deviation: Where TP is a Typical Price calculated as: First a MFM i is calculated for all points according to this formula: Next an MFV i value is calculated for all points like this: And finally the CMF i value is calculated according to this formula: Chaikin Oscillator Chaikin Oscillator is calculated according to this formula: Chaikin Volatility Coming soon.

Chaikin Volatility indicator in each point is calculated according to the following formula: Next they are smoothed using EMA or Wilder's method, calculated as: Exponential Moving Average Exponential Moving Average in each point is calculated according to the following formula: Keltner Channels Coming soon. Modified Moving Average Modified Moving Average indicator points are calculated by the following formula: The typical price for each day is the average of high, low and close: Money flow is the product of typical price and the volume on that day: Totals of the money flow amounts over the given N days are then formed.

Positive money flow is the total for those days where the typical price is higher than the previous day's typical price, and negative money flow where below. If typical price is unchanged then that day is discarded. A money ratio is then formed: From which a money flow index ranging from 0 to is formed: Momentum Momentum combining fast and slow stochastic oscillators with ema in each point is calculated in accordance to the folowing formula: Slow period and fast period are set by slowPeriod default 26 and fastPeriod default 12 parameters of macd method.

MACD series value is calculated: Signal series value is calculated: Histogram series is calculated: Moving Average Envelopes Coming soon. On Balance Volume Coming soon. The general formula used for this is: There are, however, two special cases that will modify the SAR value: If tomorrow's SAR value lies within or beyond today's or yesterday's price range, the SAR must be set to the closest price bound.

For example, if in an up trend, the new SAR value is calculated and it results to be greater than today's or yesterday's lowest price, the SAR must be set equal to that lower boundary. If tomorrow's SAR value lies within or beyond tomorrow's price range, a new trend direction is then signaled, and the SAR must "switch sides. The EP is then reset combining fast and slow stochastic oscillators with ema to this period's maximum.

The acceleration factor is reset to its initial value. Price Channels Coming soon. Rate of Change Rate of Change is calculated according to this formula: Combining fast and slow stochastic oscillators with ema change U or downward change D sequences are calculated: Then two averages are calculated: And final RSI formula is: Simple Moving Average Simple Moving Average in each point is calculated according to the following formula: The defaults create a Fast Stochastic Oscillator indicator.