Accelerator/Decelerator Oscillator AC

Accumulation/Distribution A/D

Accumulation Swing Index ASI

Alligator

Average Directional Movement Index ADX

Average True Range ATR

Awesome Oscillator AO

Bollinger Bands BB

Chaikin Oscillator CHO--

Chaikin Volatility CHV

Commodity Channel Index CCI

DeMarker DeM

Detrended Price Oscillator DPO

Elder-rays

Envelopes

Force Index FRC

Fractals

Gator Oscillator Gator

Ichimoku Kinko Hyo

Market Facilitation Index BW MFI

Mass Index MI

Momentum

Money Flow Index MFI

Moving Average MA

Moving Average Convergence/Divergence MACD

Moving Average of Oscillator OsMA

On Balance Volume OBV

Parabolic SAR

Pivot Points Support and Resistance Lines PP

Price and Volume Trend PVT

Price Rate of Change ROC

Relative Strenght Index RSI

Relative Vigor Index RVI

Standard Deviation

Stochastic Oscillator

Ultimate Oscillator UO

Volume Rate of Change VROC

Williams Accumulation/Distribution WA/D

Williams Percent Range %R

Zig Zag
:
http://www.metaquotes .ru/techanalysis/indicators

- , . , , ,
, .
, .
/ (Acceleration/Deceleration, AC)
/ (Acceleration/Deceleration, AC)
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5/34 5-
, .
MEDIAN PRICE = (HIGH + LOW) / 2
AO = SMA (MEDIAN PRICE, 5) SMA (MEDIAN PRICE, 34)
AC = AO SMA (AO, 5)
:
MEDIAN PRICE ;
HIGH ;
LOW ;
SMA ;
AO Awesome Oscillator.
/ (Accumulation Distribution, A/D)
/ (Accumulation Distribution, A/D) .
- (),
( ) .
, - (On Balance Volume).
.
Accumulation/Distribution (A/D) () ,
. , ()
, .
Accumulation/Distribution .
. , ,
, .

:
.
, . ,
. , .
A/D = SUM (((CLOSE - LOW) - (HIGH - CLOSE)) * VOLUME / (HIGH - LOW), N)
:
CLOSE

LOW

HIGH

SUM (..., N) N .

;
;
;
;

. 1530% -
, , .
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. , - ,
, .

Alligator
Alligator ( , Moving Averages) ,
.
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( ) (8 , 5 );
( ) ,
(5- , 3 ).
, .
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, . : ,
. , - (
) .

MEDIAN PRICE = (HIGH + LOW) / 2

ALLIGATORS JAW = SMMA (MEDEAN PRICE, 13, 8)
ALLIGATORS TEETH = SMMA (MEDEAN PRICE, 8, 5)
ALLIGATORS LIPS = SMMA (MEDEAN PRICE, 5, 3)
:
MEDIAN PRICE ;
HIGH ;
LOW ;
SMMA (A, B, C) . , ,
. , SMMA (MEDEAN PRICE, 5, 3) , ,
5 , 3;
ALLIGATORS JAW ( );
ALLIGATORS TEETH ( );
ALLIGATORS LIPS ( ).

Gator Oscillator

Gator Oscillator Alligator / (

). .
, ,
.
(Average Directional Movement Index, ADX)
(Average Directional Movement Index, ADX)
.
.


14- +DI 14- -DI. ,
+DI -DI. . , +DI -DI, , +DI
-DI.
. .
. , +DI
-DI . +DI -DI,
. +DI -DI, - .
. , (+DI -DI)
, , .
, .

ADX = SUM ((+DI - (-DI)) / (+DI + (-DI)), N) / N

:
N , ;
SUM (..., N) N ;
+DI (positive directional index);
-DI (negative directional index).
(Average True Range, ATR)
(Average True Range, ATR) - .

.
Average True Range ,
.
, .
, . Average True Range
: , ; ,
.


(True Range) :
;
;
.
(Average True Range, ATR)
.
(Awesome Oscillator, AO)
(Awesome Oscillator, AO) 34-
, (H+L)/2, 5-
, (H+L)/2. ,
.

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, .
. .
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, , Awesome Oscillator
.

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)
.


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), ;
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, .

Awesome Oscillator . , .
- , . " "
.

Awesome Oscillator 34- ,

(H+L)/2, 5- (+L)/2.
MEDIAN PRICE = (HIGH + LOW) / 2
AO = SMA (MEDIAN PRICE, 5) SMA (MEDIAN PRICE, 34)
:
MEDIAN PRICE ;
HIGH ;
LOW ;
SMA .
(Bollinger Bands, BB)

 (Bollinger Bands, BB) Envelopes. ,

(Envelopes) , ,
Bollinger Bands , .
, : ,
, .
Bollinger Bands , . Envelopes,
Bollinger Bands , .
, .
(.. ) , .
(.. ) , .
:
1. , .
2. , .
3. ,
.
4. , , .
.

. (MIDDLE LINE, ML) .

ML = SUM (CLOSE, N) / N = SMA (CLOSE, N)
(TOP LINE, TL) , (D).
TL = ML + (D * StdDev)
(BOTTOM LINE, BL) , .
BL = ML (D * StdDev)
:
SUM (..., N) N ;
CLOSE ;
N , ;
SMA ;
SQRT ;
StdDev :

StdDev = SQRT (SUM ((CLOSE - SMA (CLOSE, N))^2, N)/N)

20- 2
. , 10 .
(Commodity Channel Index, CCI)
(Commodity Channel Index, CCI)
. , ,
- . , Commodity Channel Index
, .
Commodity Channel Index:
1.
, , Commodity Channel Index
. .
2. /
100. +100
( ), -100 - (
).

1.
2.
3.
4.
5.
6.

. ,
3.
TP = (HIGH + LOW + CLOSE) / 3
n- .
SMA (TP, N) = SUM (TP, N) / N
SMA(TP, N) TP n .
D = TP - SMA (TP, N)
n- D
SMA (D, N) = SUM (D, N) / N
SMA (D, N) 0,015
M = SMA (D, N) * 0,015
M D
CCI = M / D

:
HIGH ;
LOW ;
CLOSE ;
SMA ;
SUM ;
N , .
DeMarker, DeM
(DeMarker, DeM)
. , .
, .
n . DeMarker
.
, , .
DeMarker 30, .
70, .
.

, .

DeMarker i :
DeMax (i)
HIGH (i) > HIGH (i - 1) , DeMax (i) = HIGH (i) - HIGH (i - 1),
DeMax (i) = 0
DeMin (i)
LOW (i) < LOW (i - 1), DeMin (i) = LOW (i - 1) - LOW (i),
DeMin (i) = 0
:
DMark (i) = SMA (DeMax, N) / (SMA (DeMax, N) + SMA (DeMin, N))
:
HIGH (i) ;
LOW (i) ;

HIGH (i - 1) ;
LOW (i - 1) ;
SMA ;
N , .
(Elder-Rays)
(Elder-Rays) - .
(, 13).
. , :
, 2- - (Bulls Power) (Bears Power).
Elder-Rays , . ,
, , .
/ .
, :
( );
, ;
;
.
.
, :
( );
, ;
;
, .
, Bulls Power .
Bulls Power Bears Power - .

BULLS = HIGH - EMA

BEARS = LOW - EMA
:
BULLS ;
BEARS ;
HIGH ;
LOW ;
EMA .
(, Envelopes)
(, Envelopes) ,
, .
: .
Envelopes .
, , .
Envelopes :
(.. ),
, .
(Bollinger Bands, BB).

:
UPPER BAND = SMA (CLOSE, N) * [1 + K / 1000]
LOWER BAND = SMA (CLOSE, N) * [1 - K / 1000]
:
UPPER
BAND

LOWER
BAND

SMA

CLOSE

K / 1000 ( ).
(Force Index, FRC)

;
;
;
;
;

 (Force Index, FRC)

. :
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.
(, 13-), .
, Force Index (
);
, ;
, Force Index ;
, ;
, Force Index ,
.

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(1530 ) .
, .
(Fractals)
(Fractals) ,
. ,
.
( , )
. High Low .
Fractals .
, , ,
, . ,
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, .


, . ,
, . , , .
, . , .
RAW FORCE INDEX = VOLUME (i) * (CLOSE (i) - CLOSE (i - 1))
FORCE INDEX = MA (RAW FORCE INDEX, N)
:
RAW
FORCE
INDEX

""

FORCE
INDEX

VOLUME
(i)

CLOSE
(i)

CLOSE
(i
1)

MA : , ,
N .

;
;
;
;
;
();

/ (Moving Average Convergence/Divergence, MACD)

/ (Moving Average Convergence/Divergence, MACD)
. .
MACD (EMA)
12 26. , MACD
9- .
MACD , .
MACD , / .

MACD : Moving
Average Convergence/Divergence ,
. / MACD /.
/

Moving Average Convergence/Divergence /.

(.. MACD ), ,
, , .

MACD , .
, MACD , .
, , . ,
/.

Moving Average Convergence/Divergence 26-

12-. MACD 9-
, .
MACD = EMA(CLOSE, 12)-EMA(CLOSE, 26)
SIGNAL = SMA(MACD, 9)
:
EMA -
SMA -
SIGNAL -
(Moving Average of Oscillator, OsMA)
(Moving Average of Oscillator, OsMA) -
. MACD,
- .
OSMA = MACD-SIGNAL
(On Balance Volume, OBV) ,
. , , .
, OBV,
, .

 On Balance Volume , OBV .

, , .
, , OBV .
On Balance Volume, .
(
) (
).
On Balance Volume , ,
. , OBV
. OBV ,
.
, . On Balance Volume
. ,
.
OBV
. ,
, , , OBV .
On Balance Volume ,
. ,
OBV , , OBV .
, .

OBV (i) = OBV (i - 1) + VOLUME (i).

, :
OBV (i) = OBV (i - 1) - VOLUME (i)
, :
OBV (i) = OBV (i - 1)

:
OBV
(i)

On
OBV
(i
1)

On
VOLUME (i) .

Balance
Balance

Volume
Volume

;
;

SAR (Parabolic SAR)

SAR (Parabolic SAR) .
. , ,
Parabolic SAR . (Up Trend)
, (Down Trend) .
Parabolic SAR, ,
. ,
. ( ) ,
.
Parabolic SAR . ,
, Parabolic SAR.
(trailing stop).
( Parabolic SAR),
, . Parabolic SAR
.

:
SAR (i) = ACCELERATION * (HIGH (i - 1) - SAR (i - 1)) + SAR (i - 1)
:
SAR (i) = ACCELERATION * (LOW (i - 1) - SAR (i - 1)) - SAR (i - 1)
:
SAR
(i
1)

ACCELERATION

HIGH
(i
1)

LOW (i - 1) .

Parabolic
SAR

;
;
;

 (Relative Strenght Index, RSI)

, .
(ACCELERATION), Parabolic SAR . ,
, , .
(Relative Strenght Index, RSI) ,
0 100. Relative Strenght Index, . 14-
. 9 25- .
Relative Strenght Index , , RSI
.
. ,
(failure swing). .
Relative Strenght Index:

Relative Strenght Index 70, 30,
.

Relative Strenght Index ,
.
( )
, Relative Strenght Index ()
().

Relative Strenght Index ,
.

, , (),
() RSI.
Relative Strenght Index.

Relative Strenght Index:

RSI = 100 - (100 / (1 + U / D))

:
U

D .

(Relative Vigor Index, RVI)

(Relative Vigor Index, RVI) ,
, , , . . ,
, .
, .
. 10.
4- Relative
Strenght Index. .

RVI = (CLOSE - OPEN) / (HIGH - LOW)

:
OPEN
HIGH
LOW
CLOSE .

;
;
;

(Stochastic Oscillator)
(Stochastic Oscillator)
. . %K. %D -
%K. %K , %D - .
:
, (%K %D) ( 20),
. , ( 80),
.
, %K %D. , %K %D.
. : , Stochastic Oscillator
.


:
%K. , .
%K. %K. 1
, 3 - .
%D. , %K.
%D. (, , ),
%D.
%K:
%K = (CLOSE - MIN (LOW (%K))) / (MAX (HIGH (%K)) - MIN (LOW (%K))) * 100
:
CLOSE

MIN
(LOW
(%K))

MAX (HIGH (%K)) - %K.

;
%K;

%D :
%D = SMA (%K, N)
:
N
SMA - .

(Williams Percent Range, %R)

(Williams Percent Range, %R) - ,
/. Williams Percent Range
Stochastic Oscillator. , ,
.
-80% -100% . -0%
-20% , . Williams Percent Range

 (, -30%).
.
/ , ,
. , /
, , .
Williams Percent Range .
,
. Williams Percent Range .

Williams Percent Range Stochastic Oscillator:

%R = (MAX (HIGH (i - n)) - CLOSE (i)) / (MAX (HIGH (i - n)) - MIN (LOW (i - n))) * 100
:
CLOSE
(i)

MAX
(HIGH
(i
n))

MIN (LOW (i - n)) n .

;
;