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Vertical Horizontal Filter - VHF
by Brian Brown, uploaded several months ago

The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 13 downloads Notes Report an item
 Indicator 
Basic
Vortex Oscillator
by Brian Brown, uploaded several months ago

The Vortex Oscillator is a technical analysis indicator inspired from J. Welles Wilders directional movement indicator. The oscillator can be used to determine if a security is trending, it can be incorporated into a trend following system or can be used directly to generate buy and sell signals.

The Vortex Oscillator...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 3 reviews Number of downloads 88 downloads Notes Report an item
 Indicator 
Basic
End of Month
by Brian Brown, uploaded several months ago

Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 30 downloads Notes Report an item
 Indicator 
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Estimation of the Hurst Exponent - Trading Indicator
by Brian Brown, uploaded several months ago

Based on the Chaos Theory, the Fractal Market Hypothesis is an alternative to the Efficient Market Hypothesis. It assumes that each trader may interpret trading information in different ways and at different times (The Efficient Market Hypothesis assumes that all information is reflected in prices), that investors are not rational...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 161 downloads Notes Report an item
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Basic
Candle Pattern Forecast
by Kyra Packens, uploaded several months ago

This indicator makes a prediction for the returns of the current bar based upon averaging the returns of the NumClosest (parameter) candlestick patterns that were most similar to the current bar's pattern in the Lookback (parameter) period. "Similarity" here is the squared euclidean distance between vectors describing the two...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 43 downloads Notes Report an item
 Indicator 
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Market trading rules
by bug man, uploaded several months ago

This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 20 downloads Notes Report an item
 Indicator 
Basic
Wilder Volatility Index - Average True Range
by Brian Brown, uploaded several months ago

Welles Wilder Jr introduced in his book 'New Concepts in Technical Trading Systems' several trading indicators including the Relative Strength Index (RSI), parabolic stops and the Average Directional Index (ADX).
He also introduced an indicator, based on the True Range (TR), which estimates the volatility of an asset or market volatility....

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 56 downloads Notes Report an item
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