Algorithms

Free Ehlers Filter Al
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by stefst
21 Aug 2012, 12:49
The generalized Ehlers filter can be adapted to any statistic of your choice. In this case it uses a triangular moving average for smoothing.  
Free Gaussian Filter Al
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  5
  2877
by stefst
21 Aug 2012, 12:36
Gaussian filter, a.k.a. GaussianMovingAverage isan indicator that attempts to eliminate lag while preserving responsiveness. It imitates the Gaussian distribution found in many systems.  The filter poles number is used to...
Free Zero Lag EMA
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  3105
20 Aug 2012, 17:07
Zero Lag Exponential Moving Average.      
Free Hull Moving Average
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20 Aug 2012, 15:28
  The Hull Moving Average is a more responsive moving average that nearly removes lag and improves smoothing at the same time.    
Free X-Pole Super Smother
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  5
  2898
20 Aug 2012, 14:57
Better smoothing than an exponential moving average.  
Free Fractals
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  4.17
  18711
20 Aug 2012, 11:26
The basic Fractals are created with 5 or more bars. With 5 bars, if the highest high is in the middle of the two lower highs on each side an...
Free RSIBBands
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  3.33
  5076
16 Aug 2012, 09:59
This is the RSI with Bollinger Bands
Free TrendMagic
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  7690
by novlog
14 Aug 2012, 21:06
TrendMagic is a trend indicator based on the calculation of Commodity Channel Index and Average True Range. This indicator works similar to Parabolic SAR so it's very useful to set...
Free Donchian Channels
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  4431
by novlog
14 Aug 2012, 20:35
Donchian Channels is a volatility indicator based on the calculation of the current price range with the help of the recent highest and lowest prices.  All that is needed to calculate...
Free Cycle Period
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  3866
14 Aug 2012, 14:03
Cycle Period indicator a.k.a. Cycle Measure indicator, is another cycle measuring indicator, more robust than Cyber Cycle, but with only one line - no crossovers.    
Free Stochastic RVI
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14 Aug 2012, 12:38
The concept of RVI is that prices close higher than they open in up markets and vice versa in down markets. RVI is an oscillator where movement is normalized to...
Free Fisher Center of Gravity
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  3250
14 Aug 2012, 10:56
The Fisher CG  oscillator is similar to the Stochastic CG Oscillator but with sharper reversals and occasionally earlier signals.        
Free MAMA FAMA
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  4221
13 Aug 2012, 15:49
MAMA stands for MESA Adaptive Moving Average. It is a strong moving average indicator that adjusts itself to up/down cycles. It consists of a pair of lines, MAMA and FAMA...
Free Cyber Cycle
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13 Aug 2012, 15:42
Cyber Cycle Indicator is categorized as an oscillator type which tries to measure market cycles. The Cyber Cycle Indicator and the Instantaneous Trendline are used in combination, according to their...
Free Fisher Cyber Cycle
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  2906
13 Aug 2012, 15:35
Fisher Cyber Cycle Indicator is a cycle measuring indicator with a Fisher Transform modification. Cyber Cycle Indicator is categorized as an oscillator type which tries to measure market cycles.   
Free Market Hours
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  7772
10 Aug 2012, 22:15
This indicator is very simple. It shows the main market open / close hours. (London, New York, Sydney, Tokyo)  
Free Camarilla Pivot Points
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  3.75
  5833
by moza11
10 Aug 2012, 15:09
Unlike classic Pivot Points, where the main pivot point level and its relationship to the market price is what traders focus on in their trading, the Camarilla Pivot Points most...
by moza11
10 Aug 2012, 15:07
Similar to regular Pivot Points but Pivot Line is calculated with more weight to the closing price. Pivot Points is a method for calculating support and resistance levels. Resistance and...
Free Pivot Points Intra Day
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  4.29
  8391
by moza11
10 Aug 2012, 14:59
Pivot Points is a method for calculating support and resistance levels. Resistance and support levels indicate where a major price movement is expected. As a trend indicator, it indicates an...
Free Cycle Identifier AL
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  4.17
  3915
by moza11
10 Aug 2012, 08:13
The cycle Identifier AL marks the tops and bottoms of cycles. It also corrects previous signals marking them as false signals. It can be filtered using a moving average or...
Free Fractal Dimension Index
 4
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  4129
06 Aug 2012, 15:09
The FDI ranges between 1.0 and 2.0. FDI approaches 1.0 when prices tend to move in a one-dimensional straight line. Conversely, the more closely prices look like a two-dimensional plane,...
Free Stochastic Momentum Index
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  7899
06 Aug 2012, 14:40
SMI Indicator is used to predict the trend prevailing in the market i.e. either bullish or bearish. The trend is bearish if its SMI Output is below 40. Conversely, an SMI...
Free Pretty Good Oscillator
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  3180
06 Aug 2012, 13:10
The Pretty Good Oscillator measures the distance of the current close from its N-day simple moving average, expressed in terms of an average true range over a similar period.
Free The Pivot Detector Oscillator
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06 Aug 2012, 12:57
A coherent unification model for trend indicators and oscillators is to technical analysis what a unification model of the micro-cosmos and the macro-cosmos is to physics. Although both models may...
Free ThreeBarInside
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  0
  4150
06 Aug 2012, 12:54
This is based on Johnan Prathap’s article in this issue, “Three-Bar Inside Pattern”.
Free percentB
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  2.5
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04 Aug 2012, 10:31
The percentB indicator  
Free Bandwidth
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  5
  3134
04 Aug 2012, 10:26
The Bandwidth indicator derived from the Bollinger Bands  
Free Schaff Trend Cycle
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03 Aug 2012, 16:03
The Schaff Trend Cycle is a faster and more accurate indicator than the MACD because the currency cycle trends are factored into the equation of the MACD. The STC Indicator...
Free Gopalakrishnan Range Index
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  2560
03 Aug 2012, 14:53
This indicator script quantifies the variability in a symbol, based on the logarithm of the trading range over N periods. Calculate the natural logarithm of the highest high minus the...
Free Chande Forecast Oscillator
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  3121
03 Aug 2012, 14:50
The Forecast Oscillator plots the percentage difference between the closing price  and the forecast price  which is  an N period linear regression line. The oscillator is above zero when the forecast price...