7 Eylül 2010 Salı

İndikatör Formülleri Trend Detection Index

Trend Detection Index M.E. Pee
S&C Magazine, Ekim Sayısı, 2001

X:=Input('Number of Periods',5,50,20);
am:=Abs(C-Ref(C,-(x-1)));
td:=Sum(C-Ref(C,-(x-1)), x);
tdi:=(Abs(td)+Sum(am,x))-Sum(am,(2*x));
status:=If(tdi>0,If(td>0 ,1,-1),PREV);
tdi; td;
status*LastValue( Highest( Max( Abs(tdi),Abs(td))))


True Range Formula Bob Jagow

TR:= (H - L + Abs(H - Ref(C,-1)) + Abs(L - Ref(C,-1)) )/2


True Strength Index
Stocks & Commodities magazine Ocak 1993 Sayısı

100*(Mov(Mov(ROC(C,1,$),25,E),13,E)/ Mov(Mov(Abs(
ROC(C,1,$)),25,E),13,E))


MTF Fixed Balance Point Step Adam Hefner

Dw:=If(DayOfWeek()<=Ref(DayOfWeek(),-1),1,0);
Wt:=If(Dw=1,
{then}(Ref(HighestSince(1,Dw=1,H),-1)+
Ref(LowestSince(1,Dw=1,L),-1) +
Ref(C,-1))/3,
{else}0);
DwP:=ValueWhen(1,Wt>0,Wt);
Dwp


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