ProRealTime documentation
TRAILING
TriangularAverageReturn value fo the Triangular Moving Average indicator over the last N periods for the selected price.
Syntax:
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1 |
TriangularAverage[N](price) |
Example:
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once ssMA = close MA = TriangularAverage[50](close) if(MA > ssMA + (MA/100)*1) THEN ssMA = MA ELSIF (MA < ssMA - (MA/100)*1) THEN ssMA = MA ELSE ssMA = ssMA ENDIF RETURN ssMA |
Return value of the Triple Smoothed Exponential Moving Average (also known as TRIX) over the last N periods for the selected price.
Syntax:
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1 |
TRIX[N](price) |
Calculation :
First we calculate the triple (3 periods) exponential moving average of the prices. After that, we calculate the percentage of variation of this data to obtain the TRIX indicator.
TypicalPriceReturn value of “Typical Price” as an average of the “N” HLC candlesticks informations, as : (High+Low+Close) / 3
Syntax:
|
1 |
TypicalPrice[N] |
Sets a variable value to undefined.
Example:
|
1 |
myvariable = Undefined |
UnsetReturn variation percent % between the close of the last bar and close of the current bar.
Syntax:
|
1 |
Variation(price) |
Example:
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//looking for statistical abnormal variation var = variation(high) averagingvar = 3*STD[20](exponentialaverage[20](var)) RETURN var, averagingvar |
VIminus
ProRealTime v11Returns the Vortex minus line of the Vertex indicator.
Syntax:
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1 |
VIminus[period] |
Where:
- period= calculation period of the Vertex indicator
VIplus
ProRealTime v11Returns the Vortex plus line of the Vertex indicator.
Syntax:
|
1 |
VIplus[period] |
Where:
- period= calculation period of the Vertex indicator
Return value of the Chaikin Volatility indicator over the last S period compared to pre-last L ones.
Syntax:
|
1 |
Volatility[S,L] |
