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Indicators & Oscillators

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Indicators & Oscillators

Accumulation/Distribution Line

A running total of volume weighted by where each period's close sat within its own range.

Money Flow Multiplier = ((Close - Low) - (High - Close)) / (High - Low); A/D = Previous A/D + Multiplier x Volume shares
Indicators & Oscillators

Advance-Decline Line

A running total of the number of advancing securities minus the number of declining securities each period.

A/D Line = Previous Value + (Number of Advancing Securities - Number of Declining Securities) ratio (x, times)
Indicators & Oscillators

Anchored VWAP

A volume-weighted average price calculated from a chosen starting point rather than from the beginning of the session.

Anchored VWAP = Sum of (Price x Volume) from the anchor date / Sum of Volume from the anchor date
Indicators & Oscillators

Aroon Indicator

A pair of lines measuring how recently the highest high and lowest low occurred within a lookback window.

Aroon Up = ((n - periods since n-period High) / n) x 100; Aroon Down = ((n - periods since n-period Low) / n) x 100 %
Indicators & Oscillators

Average Directional Index

An indicator measuring the strength of a directional move on a scale of 0 to 100, without indicating its direction.

ADX = smoothed average of |+DI - -DI| / (+DI + -DI) x 100 ratio (x, times)
Indicators & Oscillators

Average True Range

The average of the true range over n periods, measuring how much a security typically moves in a period.

True Range = the greatest of (High - Low), |High - Previous Close| and |Low - Previous Close|; ATR = smoothed average of True Range over n periods