Indicators & Oscillators
6 terms
Accumulation/Distribution Line
Indicators & Oscillators
shares
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
Advance-Decline Line
Indicators & Oscillators
ratio (x, times)
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)
Anchored VWAP
Indicators & Oscillators
₹
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
Aroon Indicator
Indicators & Oscillators
%
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
Average Directional Index
Indicators & Oscillators
ratio (x, times)
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
Average True Range
Indicators & Oscillators
₹
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