Momentum Indicator Functions
AC - Accelerator/Decelerator Oscillator
real = AC(high, low, fastperiod=5, slowperiod=34, signalperiod=5)
ADX - Average Directional Movement Index
NOTE: The ADX function has an unstable period.
real = ADX(high, low, close, timeperiod=14)
Learn more about the Average Directional Movement Index at tadoc.org.
ADXR - Average Directional Movement Index Rating
real = ADXR(high, low, close, timeperiod=14)
Learn more about the Average Directional Movement Index Rating at tadoc.org.
AO - Awesome Oscillator
real = AO(high, low, fastperiod=5, slowperiod=34)
APO - Absolute Price Oscillator
real = APO(close, fastperiod=12, slowperiod=26, matype=1)
Learn more about the Absolute Price Oscillator at tadoc.org.
AROON - Aroon
aroondown, aroonup = AROON(high, low, timeperiod=14)
Learn more about the Aroon at tadoc.org.
AROONOSC - Aroon Oscillator
real = AROONOSC(high, low, timeperiod=14)
Learn more about the Aroon Oscillator at tadoc.org.
ASI - Wilder Accumulative Swing Index
real = ASI(open, high, low, close, limitmove=3)
BOP - Balance Of Power
real = BOP(open, high, low, close)
Learn more about the Balance Of Power at tadoc.org.
CCI - Commodity Channel Index
real = CCI(high, low, close, timeperiod=14)
Learn more about the Commodity Channel Index at tadoc.org.
CG - Center of Gravity Oscillator
real = CG(close, timeperiod=10)
CHOP - Choppiness Index
real = CHOP(high, low, close, timeperiod=14)
CHOPTR - Choppiness Index (True Range Box)
real = CHOPTR(high, low, close, timeperiod=14)
CMO - Chande Momentum Oscillator
NOTE: The CMO function has an unstable period.
real = CMO(close, timeperiod=14)
Learn more about the Chande Momentum Oscillator at tadoc.org.
CMOU - Chande Momentum Oscillator (Unsmoothed)
real = CMOU(close, timeperiod=14)
COPPOCK - Coppock Curve
real = COPPOCK(close, wmaperiod=10, roc1period=11, roc2period=14)
CRSI - Connors Relative Strength Index
real = CRSI(close, timeperiod=3, streakperiod=2, rankperiod=100)
CTI - Correlation Trend Indicator
real = CTI(close, timeperiod=20)
DOSC - Derivative Oscillator
real = DOSC(close, timeperiod=14, firstperiod=5, secondperiod=3, signalperiod=9)
DPO - Detrended Price Oscillator
real = DPO(close, timeperiod=20)
Learn more about the Detrended Price Oscillator at tadoc.org.
DX - Directional Movement Index
NOTE: The DX function has an unstable period.
real = DX(high, low, close, timeperiod=14)
Learn more about the Directional Movement Index at tadoc.org.
ER - Kaufman Efficiency Ratio
real = ER(close, timeperiod=10)
ERI - Elder Ray Index (Bull Power / Bear Power)
bullpower, bearpower = ERI(high, low, close, timeperiod=13)
FISHER - Fisher Transform
NOTE: The FISHER function has an unstable period.
fisher, trigger = FISHER(high, low, timeperiod=10)
FOSC - Forecast Oscillator
real = FOSC(close, timeperiod=5)
Learn more about the Forecast Oscillator at tadoc.org.
FRACTAL - Williams Fractal
swinghigh, swinglow = FRACTAL(high, low, leftbars=2, rightbars=2)
IBS - Internal Bar Strength
real = IBS(high, low, close)
IMI - Intraday Momentum Index
real = IMI(open, close, timeperiod=14)
KDJ - KDJ Stochastic
k, d, j = KDJ(high, low, close, fastk_period=9, slowk_period=3, slowk_matype=13, slowd_period=3, slowd_matype=13)
KST - Know Sure Thing (Pring)
kst, kstsignal = KST(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, sma1period=10, sma2period=10, sma3period=10, sma4period=15, signalperiod=9)
KSTEXT - Know Sure Thing with controllable MA type
kst, kstsignal = KSTEXT(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, ma1period=10, ma2period=10, ma3period=10, ma4period=15, signalperiod=9, rocmatype=0, signalmatype=0)
MACD - Moving Average Convergence/Divergence
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
Learn more about the Moving Average Convergence/Divergence at tadoc.org.
MACDEXT - MACD with controllable MA type
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI - Money Flow Index
real = MFI(high, low, close, volume, timeperiod=14)
Learn more about the Money Flow Index at tadoc.org.
MINUS_DI - Minus Directional Indicator
NOTE: The MINUS_DI function has an unstable period.
real = MINUS_DI(high, low, close, timeperiod=14)
Learn more about the Minus Directional Indicator at tadoc.org.
MINUS_DM - Minus Directional Movement
NOTE: The MINUS_DM function has an unstable period.
real = MINUS_DM(high, low, timeperiod=14)
Learn more about the Minus Directional Movement at tadoc.org.
MOM - Momentum
real = MOM(close, timeperiod=10)
Learn more about the Momentum at tadoc.org.
PLUS_DI - Plus Directional Indicator
NOTE: The PLUS_DI function has an unstable period.
real = PLUS_DI(high, low, close, timeperiod=14)
Learn more about the Plus Directional Indicator at tadoc.org.
PLUS_DM - Plus Directional Movement
NOTE: The PLUS_DM function has an unstable period.
real = PLUS_DM(high, low, timeperiod=14)
Learn more about the Plus Directional Movement at tadoc.org.
PPO - Percentage Price Oscillator
real = PPO(close, fastperiod=12, slowperiod=26, matype=1)
Learn more about the Percentage Price Oscillator at tadoc.org.
PSO - Premier Stochastic Oscillator
real = PSO(high, low, close, fastk_period=8, emaperiod=5)
QSTICK - Qstick
real = QSTICK(open, close, timeperiod=10)
Learn more about the Qstick at tadoc.org.
ROC - Rate of change : ((price/prevPrice)-1)*100
real = ROC(close, timeperiod=10)
Learn more about the Rate of change : ((price/prevPrice)-1)*100 at tadoc.org.
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
real = ROCP(close, timeperiod=10)
Learn more about the Rate of change Percentage: (price-prevPrice)/prevPrice at tadoc.org.
ROCR - Rate of change ratio: (price/prevPrice)
real = ROCR(close, timeperiod=10)
Learn more about the Rate of change ratio: (price/prevPrice) at tadoc.org.
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
real = ROCR100(close, timeperiod=10)
Learn more about the Rate of change ratio 100 scale: (price/prevPrice)*100 at tadoc.org.
RSI - Relative Strength Index
NOTE: The RSI function has an unstable period.
real = RSI(close, timeperiod=14)
Learn more about the Relative Strength Index at tadoc.org.
SI - Wilder Swing Index
real = SI(open, high, low, close, limitmove=3)
SMI - Stochastic Momentum Index
smi, smisignal = SMI(high, low, close, timeperiod=13, fastperiod=2, slowperiod=25, signalperiod=9)
SQZMOM - Squeeze Momentum and Level
momentum, squeeze = SQZMOM(high, low, close, bbperiod=20, nbdev=2, kcperiod=20, factorwide=2, factornormal=1, factornarrow=1)
STC - Schaff Trend Cycle
NOTE: The STC function has an unstable period.
real = STC(close, fastperiod=23, slowperiod=50, cycleperiod=10)
STOCH - Stochastic
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
Learn more about the Stochastic at tadoc.org.
STOCHF - Stochastic Fast
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
Learn more about the Stochastic Fast at tadoc.org.
STOCHRSI - Stochastic Relative Strength Index
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
Learn more about the Stochastic Relative Strength Index at tadoc.org.
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
real = TRIX(close, timeperiod=30)
Learn more about the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA at tadoc.org.
TSI - True Strength Index
real = TSI(close, firstperiod=25, secondperiod=13)
Learn more about the True Strength Index at tadoc.org.
ULTOSC - Ultimate Oscillator
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
Learn more about the Ultimate Oscillator at tadoc.org.
VHF - Vertical Horizontal Filter
real = VHF(close, timeperiod=28)
Learn more about the Vertical Horizontal Filter at tadoc.org.
VORTEX - Vortex Indicator
plusvi, minusvi = VORTEX(high, low, close, timeperiod=14)
WAD - Williams' Accumulation/Distribution
real = WAD(high, low, close)
Learn more about the Williams' Accumulation/Distribution at tadoc.org.
WAVETREND - WaveTrend Oscillator
wt1, wt2 = WAVETREND(high, low, close, channelperiod=10, averageperiod=21, signalperiod=4)
WILLR - Williams' %R
real = WILLR(high, low, close, timeperiod=14)
Learn more about the Williams' %R at tadoc.org.