5.2.8List of technical analysis calculations

Currently available technical analysis calculations are as follows. This list may be extended in future releases of MyTrader. Many other common calculations can be easily derived from the types here. For example, an "Awesome Oscillator" is simply the difference between the 5- and 34-period simple moving averages of the median price. It can be calculated using FXB.ta.MACD:

// The signal and smoothing values are irrelevant; only need/use the main "MACD" value for AO

var ao = new FXB.ta.MACD({fast: 5, slow: 34, member: "median", maType: "sma"});

The following list does not include moving averages, such FXB.ta.EMA or FXB.ta.HullMA. The moving averages are listed separately above.

The list shows the class within FXB.ta, such as FXB.ta.Slope(), and whether the calculation is bar-based or value-based.

Calculation class

Bar/value-based

Description

ADX

Bar

Directional movement system

AO

Value

Awesome Oscillator

Aroon

Bar

Aroon

AroonOsc

Bar

Aroob oscillator

ASI

Bar

Accumulative swing index

ATR

Bar

Average true range

Bands

Value

Bollinger® bands: a moving average plus/minus standard deviation

BearBull

Bar

Bear/bull power - one candle property minus an average of another candle property

CCI

Value

Commodity channel index

CFO

Value

Chande forecast oscillator

ChaikinVolatility

Bar

Chaikin Volatility

CMF

Bar

Chaikin Money Flow

CMO

Value

Chande momentum oscillator

COG

Value

Centre of gravity

CoppockCurve

Value

Coppock curve

DerivedPrice

Bar

Derived prices from candle data

DPO

Value

Detrended price oscillator

EFI

Bar

Elder force index

EFT

Value

Ehler Fisher transform

EMT

Bar

Elder market thermometer

EOM

Bar

EaseOfMovement

Envelope

Value

Envelopes around a moving average: the average plus/minus a fixed percentage

GRI

Bar

Gopalakrishnan range index

Highest

Value

Highest of the last N values

HV

Value

Historical volatility

IMI

Bar

Intraday momentum index

Keltner

Bar

Keltner channel (and STARC): moving average plus/minus ATR

KVO

Bar

Klinger volume oscillator

Lowest

Value

Lowest of the last N values

LRF

Value

Linear forecast

LRI

Value

Linear intercept

MACD

Value

Moving-average convergence/divergence: difference between two averages, with smoothing of that difference

MAOscillator

Value

Oscillator of a moving average

MassIndex

Bar

Mass index

MktFacilitation

Bar

Market facilitation index

Momentum

Value

Momentum oscillator

MoneyFlowIndex

Bar

Money Flow Index oscillator

Performance

Value

Performance index

PGO

Bar

Pretty Good oscillator

PO

Value

Price oscillator

PSAR

Bar

Parabolic stop and reverse

QStick

Bar

QStick

Rainbox

Value

Rainbow oscillator

Rank

Value

Ranking

RAVI

Value

RAVI

RSI

Value

Relative strength index

RVI

Bar

Relative vigor index

RWI

Bar

Random walk index

RSquared

Value

R-squared

Slope

Value

Slope of linear regression

Stdev

Value

Standard deviation

SMI

Bar

Stochastic momentum index

STC

Value

Schaff trend cycle

Stochastic

Bar/Value

Stochastic oscillator

StochRSI

Value

Stochastic RSI

Sum

Value

Sum of the last N items

SwingIndex

Bar

Swing index

TMF

Bar

Twiggs money flow

TRIX

Value

TRIX oscillator

TrueRange

Bar

True range

UO

Bar

Ultimate oscillator

VHF

Value

Vertical horizontal filter

VolumeIndex

Bar

Positive and negative volume index

WAD

Bar

Williams accumulation/distribution

WilliamsPctR

Bar

Williams %R