Documentation / Indicators

VIminus

ProRealTime v11

Returns the Vortex minus line of the Vertex indicator.

Syntax:

Where:

  • period= calculation period of the Vertex indicator

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VIplus

ProRealTime v11

Returns the Vortex plus line of the Vertex indicator.

Syntax:

Where:

  • period= calculation period of the Vertex indicator

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Return value of the Chaikin Volatility indicator over the last S period compared to pre-last L ones.

Syntax:

 

 

VolumeAdjustedAverage

ProRealTime v11

Returns value of the Volume Adjusted Moving Average applied to the selected data serie.

Syntax:

Where:

  • period= calculation period used for the Volume Adjusted Moving Average (default period is 20)
  • price= applied price or data serie into the formula of the VAMA

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Return value of the Volume Oscillator calculate by the volume of two different periods.

Syntax:

Variation % = 100 * [(short average – long average) / long average]

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Return value of the Volume of the Price Rate of Change over the last N periods.

Syntax:

The calculation is the same as for a ROC but calculated on the volume.

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Return value of the Weighted Moving Average over the last N periods for the selected price.

Syntax:

 

 

Return value of a Wilder Moving Average over the last N periods for selected price.

Syntax:

 

Example:

 

Return value of the Williams R% oscillator over the last N periods for the selected price.

Syntax:

Calculation :

The parameter is the number of days used in calculation of %R.

((High on n period – today’s close) / (high on n period – low on n period)) * (-100)

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Return value of the Williams Accumulation Distribution indicator of selected price.

Syntax:

Calculation :

TRH = the highest of (yesterday’s close or today’s high)

TRL = the smallest of (yesterday’s close or today’s low)

If the today’s close > yesterday’s close then A/D = today’s close – TRL

if the today’s close < the yesterday’s close then A/D = today’s close – TRH

If the today’s close = yesterday’s close then A/D = 0

A/D William = today’s A/D + yesterrday’s A/D William

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