Number of codes displayed = 1006
Name Type Description Rating
350 Swing Indicator CUSTOM CHARTS? Developed by Dr Barbara Star. Dr. Starr proposes a highly visual tool to indentify the beginning and end of a price swing, using a combination of displays, in this case a three period RSI, Donchian channels, and colour coded bars. Ref: Stocks & Commodities Magazine, February 2010
Absolute Momentum CUSTOM CHARTS Developed by Updata Staff.Plots the absolute difference between the close and another some period ago.Ref:None
Accumulative Swing Index CUSTOM CHARTS Developed by J Welles Wilder Jr. Adds or subtracts the Swing Index (see below) value from a cumulative line to create a line which is a replacement for the price line itself and attempts to show what the real price is doing.Ref: New Concepts in Technical Trading Systems by J Welles Wilder Jr
Adaptive Center of Gravity CUSTOM CHARTS Developed by John Ehlers. Center of Gravity Indicator adaptive to the measured cycle period . Ref: Cybernetic Analysis for Stocks and Futures
Adaptive Cycle CUSTOM CHARTS developed by John Ehlers.Cybernetic Cycle Indicator adaptive to the measured cycle period. Ref: Cybernetic Analysis for Stocks and Futures
Adaptive RVI CUSTOM CHARTS developed by John Ehlers.Relative Vigor Index adaptive to the measured cycle period. Ref: Cybernetic Analysis for Stocks and Futures
Adaptive Stochastic Oscillator CUSTOM CHARTS developed by Tushar Chande. The strategy is to change the lookback length of the indicator by connecting it to market volatility. Ref: Stocks & Commodities December 1992
Adaptive VIDYA MACD CUSTOM CHARTS VIDYA Moving Average developed by Tushar Chande. MACD developed by Gerald Appel. Idea of VIDYA MACD by G.Gandolfi, A.Sabatini, M.Rossolini. Uses a measure of volatility to modify the factor in the exponential moving average calculation which is then used to construct the VIDYA MACD. Ref: Stocks & Commodities Magazine,March 1992 and October 1995 and IFTA Conference 2006
ADX Moving Avg Combo CUSTOM CHARTS Developed by Daniel Chesler.An indicator to investigate low level volatility with an ADX in relation to some threshold, and a moving average. Ref:Stocks & Commodities Magazine, September 1997
Alexander Filter CUSTOM CHARTS Developed by Sidney Alexander. Displays the percentage move of stock for a given time frame. Ref: Price Movements in Speculative Markets,Trends or Random Walks.
Alpha Indicator for Bonds CUSTOM CHARTS Developed by Frank Ritchie. Alpha measures the performance of a stock compared with the stock market.This indicator measures the alpha between a cyclical stock group and the Treasury bond market and is used as an indicator for trading Tbonds to signal trends.Ref:Stocks & Commodities Magazine, July 1996
Aroon Indicator CUSTOM CHARTS Developed by Tushar Chande. Divides uptrend and downtrend into two separate lines, Aroon Up and Aroon Down. It measures how many periods have passed since an x period high or low. Ref Stocks & Commodities September 1995
Aroon Oscillator CUSTOM CHARTS Developed by Tushar Chande. Subtracts the Aroon down from the aroon up line. Ref Stocks & Commodities Magazine,September 1995
Asymmetrical RSI (ARSI) CUSTOM CHARTS Developed by Sylvain Vervoot. Uses the standard Welles Wilder RSI calculation but instead of fixed smoothing for up and down differences, it uses a different average for up and down based on the number of up and down bars. Ref: Stocks & Commodities Magazine, October 2008
ATR Adjusted Momentum With Volume CUSTOM CHARTS Example by David Elliot.Normalises price momentum with an ATR, then multiplies by avg volume.Ref:David Elliot Presentation Material
ATR Normalised Average CUSTOM CHARTS Developed by Brian Bell.Normalises the movements of a moving average to an ATR to produce an oscillator.Ref:Stocks & Commodities Magazine,November 2000
ATR Normalised Mov Avg Momentum with Volume Adj CUSTOM CHARTS Example by David Elliot.Normalised an momentum study of an average with an ATR,then multiplies by avg volume.Ref:David Elliot Presentation Material
Average Peak Excursion CUSTOM CHARTS Developed by Chris Young. Coded in VB.Net. The author gives three indicators that help parameterise rate of return,including average peak excursion,average peak excursion ratio and the tendency to trend parameter, alpha. These can then be used to identify high yielding stocks. Ref:Stocks & Commodities, April 2006
Awesome Oscillator CUSTOM CHARTS Developed by Bill Williams. Determines market momentum on the last 5 periods comparing them to the momentum on the last 34 periods. It is the difference between the 34 period and 5-period simple moving averages of the bars midpoints (H+L)/2.Ref: Trading Chaos by Justine Gregory-Williams and Bill M. Williams February 2004
Balance Of Market Power CUSTOM CHARTS Developed by Igor Livshin. Characterises price moves to outlier levels, as being pushed by bulls and bears .Ref: Stocks & Commodities Magazine, August 2001
BenchmarkedRateOfChange CUSTOM CHARTS Developed by Stuart Even.Parameterzies Momentum, by considering its velocity & time taken to achieve it, together with bollinger band to show extremes, hence potential turning points. Ref: Stocks & Commodities Magazine, July 1999
Bollinger Band Width CUSTOM CHARTS Developed by John Bollinger. Measures the width between the upper and lower Bollinger Bands relative to the central Band (moving average). Ref: www.BollingerBands.com
Bollinger %b CUSTOM CHARTS Developed by John Bollinger. Measures position of the price relative to the bands. Ref: www.BollingerBands.com
Bollinger %b Smoothed (SVE_BB%b) CUSTOM CHARTS Developed by Sylvain Vervoort. A variant of the %b indicator. Price data is recalculated via heikin-ashi techniques then smoothed with triple exponential moving averages, to create an oscillator with self adjusting benchmarks. Ref: Stocks & Commodities Magazine, May 2010
Breakaway RSI CUSTOM CHARTS Developed by Updata Staff.Similar on Wilders formula, but instead of close to close inputs, its using weighted High to High for upper exhaustion calculation,and Weighted Low to Low for lower exhaustion calculation. Gives a smoothers output than traditional RSI, with extremes at 90/10.Ref:None
Brownian Model Strategy CUSTOM CHARTS by Rick Martinelli. This system uses differences between price & linear regression forecasted price to created a variable. Whenever this variables deviation is greater (less than) than some optimised value,long (short) trades are initiated.Holding period is one day. Ref: Stocks & Commodities Magazine, June 2006
BB Impulse CUSTOM CHARTS Developed by John Bollinger.If Percentage b characterises volatility, BB Implulse measures strength of moves for that volatility. Ref:www.bollingerbands.com
BW Delta CUSTOM CHARTS Developed by John Bollinger.A momentum oscillator based on the change in band width. Ref:www.bollingerbands.com
Candle-Balance Volume CUSTOM CHARTS Produced by Updata Staff. Cumulative line similar to On-Balance Volume. Adds the volume if the Candle is white and subtracts the volume if the candle is black. Ref: None
Candle-Combiner CUSTOM CHARTS Developed by Dr. Alexander Schwarz && Lars Zilch and others. Combines x periods of candles dynamically. Ref: Traders Magazine May 2006
Close Normalised Average CUSTOM CHARTS Developed by Brian Bell.Normalises the movements of a moving average to the close to produce an oscillator.Ref:Stocks & Commodities Magazine,November 2000
Correlation Chart CUSTOM CHARTS Developed by Updata Staff. Shows the ongoing correlation between two instruments. Ref: None
Composite Index CUSTOM CHARTS Developed by Constance Brown. Identifies divergence within the RSI. Ref: Breakthroughs in Technical Analysis, New Thinking from the Worlds Top Minds, Chapter 5
Carlson Confirmation Model (Indicator) CUSTOM CHARTS Developed by Ed Carlson.The bandwidth indicator (BWI) measures the distance between the RSI Bollinger bands.The theory is that volatility increases (bands are expanding) as the RSI and price are trending and that volatility decreases (bands are narrowing) as the RSI and price are moving against the dominant trend.Ref:Stocks Futures & Options Magazine, November 2009
Center of Gravity Oscillator CUSTOM CHARTS Developed by John Ehlers. Center of Gravity Indicator oscillator adaptive to the measured cycle period . Ref: Cybernetic Analysis for Stocks and Futures
Centered Detrend CUSTOM CHARTS Developed by Walter Bressert.Measures the distance of the OHLC of a candle to an offset moving average.Replots the detrended candle.Average period should be approximately once cycle length of the underlying data.Ref:The Cycle Pattern Trading Manual
Chande RAVI CUSTOM CHARTS Developed by Tushar Chande. This is another indicator used to predict trends, values over 3 percent represent trend periods. Ref: BEYOND TECHNICAL ANALYSIS, by Tushar Chande
Change With Projection Bands CUSTOM CHARTS Developed by Mel Widner PhD. Projection bands, a new method using trading bands, projects market data forward along the data trend with the maxima and minima of the projections defining the band. Ref: Stocks & Commodities Magazine, July 1995
Chart Sentiment Index CUSTOM CHARTS Developed by Viktor Likhovidov.Describes a method of determining sentiment from a price chart via candlestick interpretation.Using slow & fast stochastics and closes in relation to bollinger bands together with candle arrangments to classify bullish or bearish patterns.Ref:Stocks & Commodities Magazine,September 2003
Chartmill Value Indicator CUSTOM CHARTS Developed by Dirk Vandycke.Creates an oscillator with sharper signals than an RSI,by subtracting the avg mid point for current close, then normalising by average true range.Ref: Stocks & Commodities Magazine, January 2013
Classical Mechanics CUSTOM CHARTS Developed by Updata Staff.Draws loose parrallels between Newtonian concepts of accelaration , force and energy to financial data.Considering underlying moves interms of concepts such as energy & force may assist in determining how long far a move will persist for.Velocity = dS/dT , the change in distance per unit time >> Change in price over period. Force = ma >> with volume subsitued for mass, multiplied by change in velocity over period (acceleration) . Energy =(1/2)mv^2 >> velocity square multiplied by volume and divided by two.Ref:None
Color Varying Momentum Histogram CUSTOM CHARTS Produced by Updata Staff. Takes momentum calculation of linearly regressed price,and plots a histogram that turns from green (above zero) to black as it decreases from local maximum momentum value.Also turns from red to black as momentum increases from local minimum value. The total effect is better color emphasis at potential turning points. Ref: None
Combining Patterns with Indicators CUSTOM CHARTS Developed by William Q. Smith. An indicator to indentify time of narrowing range, ready for a breakout.Trend is established by two exponential moving averages, the parabolic SAR should indicate the best places to close positions. Ref: Stocks & Commodities Magazine, November 1998
Consecutive Up and Down Days CUSTOM CHARTS Produced by Updata Staff. Shows how often a specified run of up or down days occurs. Ref: CoD 23 July 2009
Converts Decimals to 32nds Candles CUSTOM CHARTS Developed by Updata Staff. Plots price data in 32nds ,instead of decimals. Only after 2001 were NYSE prices decimalised. Ref: None
Converts Decimals to 64ths Candles CUSTOM CHARTS Developed by Updata Staff. Plots price data in 64ths ,instead of decimals. Only after 2001 were NYSE prices decimalised. Ref: None
Complimentary Approach Trading CUSTOM CHARTS Example by Leslie McNew.An indicator that makes use of 4 distinct components to deduce signals that should compliment eachother.Price and its avg to establish trend parameters.CCI and extreme levels to parameterize the momentum component.Volatility and its avg to parameterize the volatility component.Volume and its avg to parameterize volume components.Compares each component to its avg (or extreme level in CCI case),to determine an aggregate bullish or bearish tendency in market.Ref:Futures Magazine,October 2012
Composite Oscillator CUSTOM CHARTS Date Coded: August 2014 Developed by Updata Staff.Creates a composite oscillator from Slow Stochastic,CCI,MACD and RSI. Mapps onto a [0,1] range for extremes.Ref:None
Connors RSI CUSTOM CHARTS Developed by Larry Connors.Creates an oscillator based on a short period RSI, a percentile rank calculation and a streak based oscillator,duration of up down trend oscillator.The percentile rank calculation determines what percentage of returns in the preceeding defined period is less than the current return.The Connors RSI is the average of them, creating an oscillator from 0 to 100. Connors RSI seeks to capture the momentum component of underlying data.Ref: Introduction To Connors RSI
Currency Pair Patterns CUSTOM CHARTS Taken from Active Trader Magazine February 2008 Issue. Looks at ratios between OHLC to determine bearish or bullish formations in currency pairs
Cutler RSI CUSTOM CHARTS Variation of J Welles Wilders RSI
Damping Index CUSTOM CHARTS Developed by Curtis McKallip Jr. Author suggests trends can begin after damping (values less than 1) occurs. Ref: Stocks & Commodities Magazine, July 1992
Demand Oscillator CUSTOM CHARTS Developed by Thomas E. Aspray.Couples directional moves with volume, to create an oscillating indicator based on a concept of buying and selling pressure.Ref:Stocks & Commodities Magazine, September 1989
Derivative Moving Average CUSTOM CHARTS by Adam White.Long only strategy.Seeks to eliminate whipsaws in trading price crosses over a moving average with condition the moving average must be at a period low.Exits are using the Trend Analysis Index crossing threshold values.Ref: Stocks & Commodities Magazine, July 1996
Directional Breakout Indicator CUSTOM CHARTS Developed by Barbara Starr,PhD. Creates a colour coded chart based on the position of High and Low prices in relation to a moving average, to identify breakout patterns. Ref:Stocks & Commodities Magazine, February 2005
Discrete Fourier Transform CUSTOM CHARTS Developed by John F. Ehlers. Coded in VB.NET. Produces a spectrum measured by a Discrete Fourier Transform (DFT) but with a music based transform applied to it. The color in the heatmap indicates the cycle amplitude and the cycle period is the vertical scale, scaled from 8 to 50 bars. The heatmap is in time synchronism with the price chart. The additional music transformation makes it easier to identify the variable dominant cycle. Ref:Stocks & Commodities Magazine, January 2007
DIX Index CUSTOM CHARTS Developed by Dan Valcu. This technique uses three MACDs to determine when a market has had an over extended move. Ref: Stocks & Commodities Magazine, December 2009
Historic Correlation CUSTOM CHARTS Developed by Updata Staff. Shows the change in the Correlation between two instruments. Ref: Any text on Investment Analysis
Last Week High & Low CUSTOM CHARTS Developed by Tom Hartle. For use on a daily time frame chart, it plots the previous weeks high and low. Ref: Stocks & Commodities Magazine, September 2002
Point and Figure Line Chart CUSTOM CHARTS Developed by Updata Staff. Colours price chart blue when there is a column of Xs and red when there is column of Os
DJIA Long Term Momentum Indicator CUSTOM CHARTS Developed by Jay Kaeppel. For use on monthly data. Provides two indicators to measure markets long term momentum.One is a percentage based oscillator, the other a tradtional direction based indicator.Ref: Stocks & Commodities, May 1995
DMI-Shaded CUSTOM CHARTS Developed by Updata Staff. Shades red or blue between the Plus DI/ Minus DI lines according to their relative positions . Ref:None
DMI Stochastic CUSTOM CHARTS Developed by Barbara Starr PhD.The author derives two new indicators from the classic Directional Movement Index (DMI).The first is an oscillator based on the difference between +DI and -DI lines (DMI Oscillator),and the second parameterizes the DMI Osc. with a stochastic. The end result is two oscillators which capture three technical analysis basics : trend, momentum and support/resistance, to better time trade entries and exits.Ref: Stocks & Commodities Magazine, January 2013
Double Smoothed Momenta CUSTOM CHARTS Developed by William Blau.Creates a double smoothed oscillator based on the position of the close price within a periodic range.Ref: Stocks & Commodities Magazine, May 1991
Double Smoothed Stochastics (Bressert) CUSTOM CHARTS Developed by Walter Bressert.Creates a double smoothed stochastic oscillator of the price in its period high/low range.Ref:None
Dynamic Momentum Index CUSTOM CHARTS Developed by Tushar Chande. Creates a dynamic variable, for substitution into (for example) RSI calculations. Ref: Taken from New Trading Systems and Methods, Third Edition
Elder Ray CUSTOM CHARTS Developed by Alexander Elder.Plots the difference between the high price & an exponential moving average of the close.Also the difference between the low price & an exponential moving average of the close.Both the values are displayed as a histogram to determine whether bears or bull had more control of that days price.Ref:Stocks & Commodities Magazine,October 2004
Empirical Mode Decomposition CUSTOM CHARTS Developed by John Ehlers and Ric Way. The authors propose a method for indentifying when a market is in trend or cyclical mode, using a combination of band pass filters and trend line analysis. Ref: Stocks & Commodities Magazine, March 2010
Equal Weighted Index CUSTOM CHARTS Developed by Updata Staff. Creates an equal weighted index of any watchlist or portfolio, where the data for all members is normalised to start at 100 on a chosen base date. Ref: None
European Crisis Trading Indicator CUSTOM CHARTS Developed by Mark Katsanos. A multi ticker system for gold charts. Specific details in code comments. Long signals are annotated on chart with a green dot when 1) Uses Bank gold correlation as an oscillator 2) Banks ROC less than some threshold 3) The ratio of Banks ROC to Standard Deviation less than the Gold equivalent 4) If Gold ROC less than some threshold.Exits for longs are show with a red dot when: 1) Banks ROC is above some threshold 2) When the average of the Dollar Index is risingOr 3) When a {40,4} stochastics highest value in 5 periods is above 95 4) This stochastic is below is five period average 5) The Banks ROC is above 1%. Ref:Stocks & Commodities Magazine,January 2012
Fischer CG CUSTOM CHARTS Developed by John Ehlers. Center of Gravity Indicator sharpened with the Fisher Transform. Ref: Cybernetic Analysis for Stocks and Futures, John Wiley
Fischer RVI CUSTOM CHARTS Developed by John Ehlers. Relative Vigor Index sharpened with the Fisher Transform. Ref: Cybernetic Analysis for Stocks and Futures, John Wiley
Force Index CUSTOM CHARTS Developed by Dr Alexander Elder. Creates an oscillator based on volume and price. Ref: Trading for a Living by Dr Alexander Elder
General Anchored Momentum CUSTOM CHARTS Developed by Rudy Stefenel. A smoothing technique for the momentum indicator. Ref: Stocks & Commodities February 1998
Fast Put Call Ratio Indicator CUSTOM CHARTS Developed by Sylvain Vervoort.The Fast PCRI uses this Rainbow Average of the Put Call Ratio, as a basis in an RSI calculation.Gives a distinct benchmark for the cycle phase of the Put/Call Ratio, and hence the underlying series.Ref:Stocks & Commodities Magazine,November 2011
Financial Volume Index CUSTOM CHARTS Developed by Patrick Cifaldi.Creates an index based around 50% of the Dow Jones Utility Index, 100% of the Dow Jones 20 Bond Index,Plus an average of the front two contracts of:200% of the CBT Treasury bond futures,200% of the CBT Treasury note futures (10-year),100% of the IMM Treasury bill futures.Ref:Stocks & Commodities Magazine,August 1989
FinVolEleLinregSlope CUSTOM CHARTS Developed by Markos Katsanos. A money flow indicator, used for detecting price breakouts using linear regression techniques on volume and price. Ref: Stocks & Commodities April 2003
Flipflop Stoploss Oscillator CUSTOM CHARTS Developed by Updata Staff. Creates an oscillator measuring the difference (either absolute or percentage) between the price and the long & short stoploss lines. Ref: None
Fibonacci RSI CUSTOM CHARTS Developed by Ingo W Bucher. An RSI indicator, with threshold levels determined by fibonacci ratios of the range of some lookback.Ref:Stocks & Commodities Magazine, March 2003
Fischer Cyber Cycle CUSTOM CHARTS Developed by John Ehlers. The Cyber Cycle is an oscillator-type indicator. That has cyclic swings with variable amplitude. Ref: Cybernetic Analysis for Stocks and Futures, John Wiley
Fisher Transform CUSTOM CHARTS Developed by John Ehlers.Adjusts the period of the momentum calculation by dividing a base period by its zscore for that period.If the base period is 30, and zscore is 3, the adjusted momentum period will be 10.This should lead to a more cyclical appearence to momentum, with more turning points of equal magnitude.Ref:Stocks & Commodities Magazine, Novemeber 2002
Fractal Dimension CUSTOM CHARTS Date Coded: August 2014 Developed by Updata Staff.Compares the log of a periods range, to the ln of the individual returns that make it up. Determines if market is chaotic or trending.Ref:None
Fractal Dimension as a Market Mode Sensor CUSTOM CHARTS Developed by F Ehlers and Ric Way. This is a method for identifying when a market is in trend or cyclical mode, by creating an oscillator based on a measure of the self similarity of the data across different intervals, known as the Fractal Dimension. Data is tending towards trend mode as the Fractal Dimension approaches 1, the direction of which is determined by the slope of data. The data tends towards cyclical mode as the Fractal Dimension approaches 2. There is a ?fuzzy? boundary from 1.6 to 1.4 where mode cannot be determined. Ref: Stocks & Commodities Magazine, June 2010
Freedom Of Movement CUSTOM CHARTS Developed by Melvin E.Dickover.The second coloured histogram is the Freedom of Movement indicator, which seeks to indentify when price movement has suddenly become restricted by comparing a price move to volume change over a period.Ref:Stocks & Commodities Magazine,April 2014
GADX CUSTOM CHARTS Developed by Guy Brys and Luc Van Hof.Exponentially smoothes the ratio of high to previous high, and low to previous low to create sentiment oscillator on bullish or bearish market phases.Ref:Stocks & Commodities Magazine,January 2003
General Anchored Momentum with Exponential Smoothing CUSTOM CHARTS Developed by Rudy Stefenel. A smoothing technique for the momentum indicator. Ref: Stocks & Commodities February 1998
High Low Spread Indicator CUSTOM CHARTS Developed by Updata Staff.Smooths the daily High to Low range, and created five volatility bins to parameterize todays daily range.Ref:None
GDTI CUSTOM CHARTS Developed by Guy Brys and Luc Van Hof. A non parametric oscillator, created from the exponential smoothing of a spread of high to high vs low to low ratios.Ref:Stocks & Commodities Magazine,January 2003
Gopalakrishnan Range Index CUSTOM CHARTS Developed by Jayanthi Gopalakrishnan. Gives an indication of when a range is at an extreme for a given period .Ref: Stocks & Commodities Februaryuary 2001
HACOLT Indicator CUSTOM CHARTS Developed by Sylvain Vervoort.The author proposes that the small price movements of ETFs make day trading unprofitable for trend followers.Using Heikin-Ashi techniques on a weekly timeframe frame, the article details an oscillator to time counter trending entries.Creates a triple exponential average and compares with a longer term average and heikin ashi based candle analysis.Essesntially its value is 100 when oversold, 0 when undersold and 50 for undecided.Ref: Stocks & Commodities Magazine, July 2011
Heikin-Ashi Candles CUSTOM CHARTS Developer unknown. Modifies the standard candlestick chart eliminating irregularities offering a better picture of trend and consolidations. Ref: Dan Valcu Stocks & Commodities Magazine, February 2004
Heikin-Ashi Delta Ratio CUSTOM CHARTS Developed by Updata Staff.Takes the ratio between the Heikin Ashi close and open and smooths with a simple average,to create a volatility oscillator.Ref:None
Heikin-Ashi Delta Spread CUSTOM CHARTS Developed by Updata Staff.Takes the difference between the Heikin Ashi close and open and smooths with a simple average,to create a volatility oscillator.Ref:None
Herrick Payoff Index CUSTOM CHARTS Example by Thomas Aspray.A mathematical method of measuring the money flowing in or out of a commodity by computing the difference in dollar volume each day.Ref:Stocks & Commodities Magazine,March 1988
Hilbert Cycle Period Indicator CUSTOM CHARTS Developed by John Ehlers, Ph.D.This is the Hilbert Cycle Period Function used by the Hilbert.Also shown are unfiltered inphase and quadrature components I1 and Q1 are used to plot the displays .Ref:Stocks & Commodities Magazine, December 2000
Hines Ratio CUSTOM CHARTS Developed by Ray Hines.Creates a ratio of put volume to open interest vs call volume to open interest.Based on fundamental tickers defaulted to Bloomberg references.Ref:Stocks & Commodities Magazine,April 1989
Historic Alpha CUSTOM CHARTS Developed by Updata Staff. Shows the changes in the Alpha coefficient, which is the return on a share when the return on the index is zero. Alpha is the intercept of the Y axis by the least squares regression line produced by the CAPM between a stock and the index. Ref: Any text on Investment Analysis
Historic Beta CUSTOM CHARTS Developed by Updata Staff. Shows the changes in the Beta coefficient, which is the sensitivity factor between a stock and the index. Beta is the gradient of the least squares regression line produced by the CAPM between a stock and the index. Ref: Any text on Investment Analysis
Historic Coefficient of Determination CUSTOM CHARTS Developed by Updata Staff. Shows the change in the Coefficient of Determination, which measures the percentage variation of the stock which is explained by the variation in the index. Ref: Any text on Investment Analysis
Price Dispersion Based On Ranges CUSTOM CHARTS Developed by Jean Olivier Fraisse.Takes the logarithm of period extremes as a proxy for volatility.Ref: Stocks & Commodities Magazine, October 1990
Price Filtered OBV CUSTOM CHARTS Developed by Perry Kaufman. This filters low range days from OBV calcualtion.Ref: Taken from New Trading Systems and Methods, Third Edition
Price Volume Rank CUSTOM CHARTS Developed by Anthony Macek. A simple indicator that ranks the day from 1 to 4 for bullish to bearish character . Ref: Stocks & Commodities, June 1994
Index of Candle Strength CUSTOM CHARTS Developed by Viktor Likhovidov. Assigns digital codes to Candlesticks using standard Candle interpretation, colour, body, upper shadow, lower shadow and size. Upper and lower threshold levels are determined by standard deviation based around a moving average. Ref: Stocks & Commodities Magazine, November 1999
Ichimoku Cloud Momentum CUSTOM CHARTS Developed by Updata Staff. Measures the rate of change of the midpoint of the cloud
Ichimoku Cloud Overbought/Oversold CUSTOM CHARTS Developed by Updata Staff. Measures the percentage distance between the Price and the Cloud Midpoint Average
Ichimoku Cloud Width CUSTOM CHARTS Developed by Updata Staff. The difference between Top and Bottom of the Cloud
Ichimoku MACD CUSTOM CHARTS Developed by Updata Staff. Plots a histogram of the difference between the Ichimoku Standard and Turning Lines. Ref:None
Intermarket Bollinger Band Divirgence CUSTOM CHARTS Developed by Mark Katsanos.Provides intermarket signals to trade the Australian dollar/US dollar currency pair.This one finds divirgences between the underlying series and another ticker.Ref:Stocks & Commodities Magazine,February 2009
Intermediate Seasonal Model CUSTOM CHARTS Developed by Wayne Whalley.Creates a baramoteter, scoring regions of financial data based on seasonal patterns and return across some region :-1 Down trend Bias.0 No Predicted Trend Bias.1 Up Trend Bias.2 Large Uptrend Bias.Ref:Futures Magazine,September 2012
Inverse Fisher Transform Stochastic Oscillator CUSTOM CHARTS Developed by Sylvain Vervoort.The Fast PCRI uses this Rainbow Average of the Put Call Ratio, as a basis in an RSI calculation.Gives a distinct benchmark for the cycle phase of the Put/Call Ratio, and hence the underlying series.Ref:Stocks & Commodities Magazine,December 2011
Jiggle Line CUSTOM CHARTS Developed by George Bayer. A momentum indicator. Using the average price, the positive and negative one day momentums are summed. The jiggle line is the difference of the weighted positive and negative differences.Ref: Stocks & Commodities Magazine, May 1996
Kairi CUSTOM CHARTS Developed by Unknown. Kairi Indicator measures as a percentage the divergence between two MAs. Ref: None
Kairi (STMA) CUSTOM CHARTS Developed by Unknown.Expresses price as a % of the average.Ref:None
Kairi Relative Index CUSTOM CHARTS Developed by Unknown.Expresses the prices deviation from a central average in terms of a % of the average.Ref:None
Kaufman Efficiency Ratio CUSTOM CHARTS Developed by Perry Kaufman. Measures market change versus absolute change, to determine a ratio of the efficiency of move . Ref: Smarter Trading by PJ Kaufman
Keltner Price CUSTOM CHARTS Developed by Lars Keltner. Plots the number of ATRs the price is from a moving average, then colours the bars red for overbought periods, and green for oversold. Ref: None
Klinger Volume Oscillator CUSTOM CHARTS Developed by Stephen Klinger. The Klinger Oscillator measures trends of money flows based upon volume. Ref: Stocks & Commodities December 1997
KST CUSTOM CHARTS Developed by Martin Pring. KST (Know sure thing) is a summed rate of change indicator created from a number of time horizons rather than just one which most other indicators are. It includes moving averages so the resultant chart is smooth and reflects the underlying cycles. Ref: Stocks & Commodities Magazine, September 1992
Laguerre RSI CUSTOM CHARTS Developed by John Ehlers. Laguerre Polynomials are applied to RSI equations . Ref: Cybernetic Analysis for Stocks and Futures
Laguerre Indicator CUSTOM CHARTS Developed by John Ehlers. Laguerre Polynomials are used to produce smoothing with a few data samples . Ref: Cybernetic Analysis for Stocks and Futures
StockPairsIndicator CUSTOM CHARTS Developed by Mark Conway and Aaron Behle. An indicator that displays a rolling hedge ratio of two spread components, together with the resultant spread price.Ref:Stocks & Commodities Magazine,May 2002
Stress Indicator CUSTOM CHARTS Developed by Perry Kaufman.The author develops an oscillator based on the difference between stochastics of the underlying data and relative ticker. At extreme level the markets are showing a stress , causing the decoupling.Ref:Stocks & Commodities Magazine, March 2014
SVAPO (Short-term Volume and Price Oscillator) CUSTOM CHARTS Developed by Sylvain Vervoot. Smoothed Oscillator based on price and volume. In an uptrending market, price and volume are moving up when calculating the oscillator volume is added to and in a downtrend volume is subtracted. Ref: Stocks & Commodities Magazine, November 2007
Swami Charts CUSTOM CHARTS Developed by John Ehlers & Ric Way.Coded in VB.Net,The majority of indicators show one value per data point for a static input.The heat map display of SwamiCharts can show, via colour changing, how this value alters across multiple periods at the same data point.Ref:Stocks & Commodities Magazine,March 2012
Swing Index CUSTOM CHARTS Developed by J Welles Wilder Jr. Is a momentum type indicator that compares the relationship between open, high, low and close and the previous periods prices to determine the real swings. Ref: New Concepts in Technical Trading Systems by J Welles Wilder Jr
Swing Position Corona Charts CUSTOM CHARTS Developed by John Ehlers.Coded in VB.Net,The indicator develops a corona near the center of the range signifying that a reversal is not imminent. A corona is displayed when the market is in a trend and there is little cyclic swing.Ref:Stocks & Commodities Magazine,January 2007
Swiss Army Knife CUSTOM CHARTS Developed by John Ehlers. A multiple property indicator, users can select smoothers, filters, oscillators, band pass and band stops. Ref: Stocks & Commodities Magazine, January 2006
TAC-DMI CUSTOM CHARTS Developed by B.C.Low.The author creates three indicators based on the three lines associated with Wilder?s Directional Movement Index.The 3x ADX Cluster is made up of three short term ADX lines, the 3x Plus-DI Cluster and the 3x Minus-DI Cluster made up of three Plus-DI and three Minus-DI lines respectively. Signals are generated in with convergences and turnings above the level 90, and below the level 10.Ref:Stocks & Commodities Magazine, November 2012
Tandem Studies On Market Movement CUSTOM CHARTS Developed by Dima Vonko. The author describes a technique for evaluating the market phases and uses the results to filter long entries,analyzing the structure of the market and anticipates market developments for the immediate future. Ref:Stocks & Commodities Magazine, October 2007
Target Price Indicator CUSTOM CHARTS Developed by Benjamin Cotton. Calculates the future price movement in percentage terms necessary to trigger a moving average cross.Ref:Stocks & Commodities Magazine, November 1999
Targeting Your Pattern CUSTOM CHARTS Developed by Massimiliano Scorpio. An indicator that assigns OHLC values a number from zero to five according to some pattern, then generates statistics on how price behaves following this generated sequence. Price behaviour is coded as closing up or down from previous close, although this is meant to be edited as behaviour definition changes. Ref:Stocks & Commodities Magazine, July 2005
Treasury Patterns CUSTOM CHARTS Taken from Active Trader Mag February 2008 Issue. Looks at ratios between OHLC to determine bearish or bullish formations in Treasury notes
Trend Analysis Index CUSTOM CHARTS Developed by Adam White. For placing the current close in the context of a trend. Ref: Stocks & Commodities Magazine, August 1995
TC for Anticipating Moving Average Crossovers CUSTOM CHARTS Developed by Dimitris Tsokakis. A technique for predicting the crossover of two moving averages. The indicator shows the price line plus the TC line. When the price line crosses the TC line, it predicts that the two averages will cross on the next bar. Ref: Stocks & Commodities Magazine, February 2007
Technical Valuation Oscillator CUSTOM CHARTS Developed by Sacha Kever. Uses a combination of Stochastic, Moving Average and ROC to produce a valuation oscillator where 8 means the components are very bullish and 0 means they are very bearish. Ref: IFTA Conference 2006
TEMA MACD CUSTOM CHARTS Developed by Partick Mulloy.Expands and traditional MACD by using two triple smoothed exponential averages as consituents.Ref: Stocks & Commodities Magazine, February 1994
The 50-50 Strategy CUSTOM CHARTS by Charles B. Schaap.Uses two moving averages to establish long terms uptrend, and two RSIs to time entry into uptrend during short term weakness. Exits are the larger of a moving average trailing stop, or fixed percentage.Ref: Stocks & Commodities Magazine, March 2004
The Entropy Indicator CUSTOM CHARTS Developed by Ron McEwan. An indicator that measures the amount of disorder in a price series. Values above 0.5 indicate the current trend, up or down, will be sustained. Ref:Stocks & Commodities Magazine, November 2006
The InSync Index CUSTOM CHARTS Developed by Norm North. Utilises a list of indicators (RSI, Stochastics, CCI, OBOS,Momentum, DMI, MACD...) to gauge when each is in bullish or bearish mode, and uses this to create an aggregate score.Ref: Stocks & Commodities Magazine, January 1995
The MACD Momentum Oscillator CUSTOM CHARTS Developed by Barbara Starr,PhD.Takes the difference between a 10 and 20 period exponentially smoothed moving average to produce the MACD line.Then calculates the difference between that MACD line value and a 10-period exponentially smoothed moving average (the trigger line) of the MACD line to obtain the histogram value.Ref:Stocks & Commodities Magazine, February 1994
The Market Facilitation Index CUSTOM CHARTS Developed by Thom Hartle.The market facilitation index is the bar range (high-low) divided by the volume for the bar.Then bars are colour coded according to the MFI and Volume permuatation relative to yesterday.THE GREEN BAR the current bar shows an increase in volume and MFI relative to the previous bar.THE FAKE BAR represents a decrease in volume but an increase in the MFI.THE FADE BAR is a decrease in volume and a decrease in the MFI.THE SQUAT BAR the volume of today is greater than that of yesterday, but the MFI is lower.Ref: Stocks & Commodities Magazine, August 1996
The Moving Correlation CUSTOM CHARTS Developed by William Rafter.A moving correlation rate of change. Takes a linear regression slope of the close prices from current point back, and compares with a second ticker e.g. comparing a stock to an index.The correlation of the two instruments is shown underneath.Ref:Stocks & Commodities Magazine, September 2005
The Moving Trend CUSTOM CHARTS Developed by William Rafter.Creates an indicator based on the ratio of a linear regression line in relation to some moving average.Ref:Stocks & Commodities Magazine,January 2003
Trend Periods CUSTOM CHARTS Developed by David Sepiashvili. Describes a method for identifying trending periods in a market. Ref: Stocks & Commodities Magazine, April 2004
Tweezer Bottom CUSTOM PATTERNS Example given by Updata Staff. Indentifies support at Low price. For a more thorough description for this widely documented pattern, see any candlesticks book.
Tweezer Top CUSTOM PATTERNS Example given by Updata Staff. Indentifies resistance at High price. For a more thorough description for this widely documented pattern, see any candlesticks book.
The Special K (Daily) CUSTOM CHARTS Example by Martin Pring.Describes a timing indicator that seeks to identify the direction of the primary trend, along with short-term buy and sell signals and trade reversal signals on a daily basis with zero crossings.Ref:Stocks & Commodities Magazine,March 2009
The Special K (Weekly) CUSTOM CHARTS Example by Martin Pring.Describes a timing indicator that seeks to identify the direction of the primary trend, along with short-term buy and sell signals and trade reversal signals on a weekly basis with zero crossings.Ref:Stocks & Commodities Magazine,March 2009
TickTikiTRIN Indicator CUSTOM CHARTS Developed by Terry O Brian.Indicator based on three charts, TRIN, Tiki & Tick Indexes.When taken together the reveal , The intraday trend,the potential of continuing that trend,precise entry points in an already trending market,the entry point at which the risk/reward ratio is best skewed in your favor, and the most logical place to take profits. Ref: Stocks & Commodities Magazine, April 2000
Time And Money Chart CUSTOM CHARTS Developed by Stuart Belknap. Plots volatility bands around a central price, at different statistical extremes, with a stochastic for market timing. Ref: Stocks & Commodities Magazine, May 2003
TMV Indicator (Trend Momentum,Volatility & Volume Indicator) CUSTOM CHARTS Developed by Dr Barbara Starr.This indicator seeks to remove indicator noise,by reducing chart displays to simply display indications of each of time,momentum,volatility and volume.Candle sticks are coloured according to trend strength & momentum (as measured by ADX).There is a volume based oscillator Keltner channels measure volatility.Ref: Stocks & Commodities Magazine,February 2012
Trading Directional Movement CUSTOM CHARTS Developed by David Penn. An ADX based indicator that does not seek to predict direction, just its timing and magnitude. A count begins when the ADX is lower than both PlusDI/MinusDI. The duration of this count is proportional to the strength of the subsequent bull or bear market. When the difference of ADX to a period low is greater than some threshold it is considered to be a signal of a change in direction. Ref:Stocks & Commodities Magazine, January 2007
Trading Yesterday Close CUSTOM CHARTS Developed by Michael Daley. In this article, the author proposes an indicator that shows if yesterdays close is within todays trading range ,to give a clue on market breakouts. Plots a running pct of occurrences with a period. Ref: Stocks & Commodities Magazine, August 1994
Trend Detection Index CUSTOM CHARTS Developed by MH Pee. Used to detect when a trend has begun or come to an end. Trends are signaled when the indicator is positive and consolidations if it is negative. Ref: Stocks & Commodities Magazine, October 2001
Trend Direction & Strength CUSTOM CHARTS Developed by Barbara Starr , PhD. Indicator to show longs bias when price is above its moving average, the MACD crosses it average up and the ADX is above its threshold strength amount. Vice versa for shorts.Ref:Stocks & Commodities Magazine,January 2002
Trend Intensity Index CUSTOM CHARTS Developed by MH Pee. Creates an index which determines a trends strength,andtakes long positions when the up trend is above a threshold value and shorts when the down trend is below some threshold. Ref: Stocks & Commodities Magazine, June 2001
3LR Pattern MISCELLANEOUS SYSTEMS Taken from June 2002 Active Trader Magazine. A long only system, that enters trades based on pattern confirmation, and exits at profit or stop targets
Adaptive Price Targets MISCELLANEOUS SYSTEMS Taken from December 2000 Active Trader Magazine. Long only system, that alters the price target and stops, depending on trend strength
Adaptive Price Zone SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Lee Leibfarth. Identifies turning points in sideways markets. Ref: Stocks and Commodities Magazine Sept 2006
Trend Trigger Factor CUSTOM CHARTS Developed by MH Pee. An always in the market system, with sample entry criteria that detects uprends and down trends and follows them. Ref: Stocks & Commodities Magazine, June 2004
Trigger Indicator CUSTOM CHARTS Developed by Lee Leibfarth. This is a set of four indicators (inc CCI,Exp MA,LinReg), combined to generate trend direction. Ref: Stocks & Commodities Magazine, January 2006
The Moving Slope Rate of Change CUSTOM CHARTS Developed by William Rafter.A moving slope rate of change. Takes a linear regression slope of the high prices, and low price and observes that a widening between the lines occurs at market tops and bottoms. To aid this visually, a histogram of the difference is supplied.Ref:Stocks & Commodities Magazine, September 2005
The US Dollar And Precious Metals CUSTOM CHARTS Developed by Donald Pendergast Jr.Indicator for use on an underlying metal instrument (priced in dollars).Utilises a detrended Dollar Index to visualise underlying changes to currency.Utilises two sets of bollinger bands to indentify price extremes.Constructs the Chaikin Money Flow Index to show changes in volume weighted price.Divirgences between each is desirable. Ref: Stocks & Commodities Magazine,January 2011
The Vortex Indicator CUSTOM CHARTS Developed by Etienne Botes and Douglas Siepman. Taking principles from Wilders DMI, the authors attempt to recreate the vortices displayed in fluid dynamics to determine data trends across varied time frames. Ref: Stocks & Commodities Magazine, January 2010
The Williams VIX Fix CUSTOM CHARTS Developed by Larry Williams. This indicator mimics the CBOE VIX Index and can therefore be used on any market
The XAU Bond Fund Indicator CUSTOM CHARTS Developed by Dennis Meyers. A gold and bond intermarket indicator for use on underlying bond data.The percentage moves for each market are displayed along with specified thresholds.Ref: Stocks & Commodities Magazine, May 1997
Trix CUSTOM CHARTS Developed by Jack Hudson. An oscillator calculated by smoothing the logged prices three times and plotting the one period difference of the result. Ref: Stocks & Commodities Magazine, February 1983
True Strength Index CUSTOM CHARTS Developed by William Blau. Smoothed momentum indicator which is a variation of RSI. It uses double smoothed exponential moving average of the price change (normally set at 1 period). Ref: Stocks & Commodities Magazine, November 1991
Two Pole Butterworth Smoother CUSTOM CHARTS Developed by John Ehlers. A 2 Pole Butterworth smoothing filter with minimum lag . Ref: Cybernetic Analysis for Stocks and Futures
Two Pole Super Smoother CUSTOM CHARTS Developed by John Ehlers. A 2 Pole smoothing filter with minimum lag . Ref: Cybernetic Analysis for Stocks and Futures
Ultimate Oscillator CUSTOM CHARTS Developed by Larry Williams. A combination of Williams Advance/Decline and Wilder RSI to create an oscillator. It requires the input of 3 periods to overcome the problems of single time horizon oscillators. Its range is between 0 and 100. Ref: Stocks & Commodities Magazine, August 1985
Universal Cycle Index CUSTOM CHARTS Developed by Stuart Belknap.This indicator is the authors own variation of a MACD indicator.He presents an algorithm for plotting a centered cycle oscillator,the universal cycle index (UCI), which seeks to be in phase with the market and to operate in real time. Ref: Stocks & Commodities Magazine, May 2005
Up Days Percentage CUSTOM CHARTS Developed by Updata Staff. Plots the percentage of updays and down days for a given lookback period. Ref: None
VolatilityPct CUSTOM CHARTS Developed by William Brower. Uses a historical lookback, to gauge current volatility against its recent precedent. Ref: Stocks & Commodities Magazine, December 1997
UpDown Indicator CUSTOM CHARTS Developed by Lee Leibfarth. an intraday indicator of where the current close is in relation to the days high and low is given. Ref: Stocks & Commodities Magazine, January 2006
Variable Length Momentum CUSTOM CHARTS Developed by Updata Staff.Adjusts the period of the momentum calculation by dividing a base period by its zscore for that period.If the base period is 30, and zscore is 3, the adjusted momentum period will be 10.This should lead to a more cyclical appearence to momentum, with more turning points of equal magnitude.Ref:None
Vertical Horizontal Filter (VHF) CUSTOM CHARTS Developed by Adam White. Trend quality indicator to determine whether the price is trending or congesting. It measures the vertical rise in prices over time in a similar way to ADX. Ref: Futures August 1991
VIXfix CUSTOM CHARTS Developed by Larry Williams.A simple calculation that closely emulates the performance of the original VIX using only price data, and which can therefore be applied to any tradable.Ref: Stocks & Commodities Magazine, January 2014
VIXRSI CUSTOM CHARTS Developed by Jay Kaeppel.Divides smoothed VIXfix with a smoothed RSI. VIXfix is a simple calculation that closely emulates the performance of the original VIX using only price data, and which can therefore be applied to any tradable.Ref: Stocks & Commodities Magazine, January 2014
Volatility Quality Index CUSTOM CHARTS Developed by Thomas Stridsman. The Volatility Quality Index can help you identify better trade opportunities by distinguishing between good and bad volatility. Ref: Active Trader August 2002
Volume Adjusted Rate Of Change CUSTOM CHARTS Produced by Updata Staff. Creates and indicator to show the rate of change of price action,that multiplies the rate by ratio of long term avg. volume to period avg.Ref: None
Volume Adjusted Normalised Avg Momentum CUSTOM CHARTS Example by David Elliot.Normalised an momentum study of an average,then multiplies by avg volume.Ref:David Elliot Presentation Material
Volatility Adjusted Stop Loss System With MA Cross Entry CUSTOM CHARTS Developed by Edward Rowson.Entries are at the close price upon a moving avg cross over, exits are standard deviation trailing stop based.Ref: IFTA Journal 13
Volatility Switch Mov Avg CUSTOM CHARTS Developed by Ron McEwan.This is a moving average version of the code.The author delivers a volatility regime switching model based on the normalisation of the standard deviation of returns.Price candles are coloured according the indicator reading above or below 0.5,the greater the indicator value, the greater the volatility and thus a mean reverting phase is indicated.The converse is true for trending phases.Ref:Stocks & Commodities Magazine, February 2013
Volatility Switch RSI CUSTOM CHARTS Developed by Ron McEwan.This is an RSI version of the code.The author delivers a volatility regime switching model based on the normalisation of the standard deviation of returns.Price candles are coloured according the indicator reading above or below 0.5,the greater the indicator value, the greater the volatility and thus a mean reverting phase is indicated.The converse is true for trending phases.Ref:Stocks & Commodities Magazine, February 2013
Colour Varying RSI Candles CUSTOM TOOLS Developed by Updata Staff.Colours Candlesticks red if RSI above defined threshold.Colours Candlesticks blue if RSI below defined threshold.Ref:None
McGinley Dynamics CUSTOM TOOLS Developed by John McGinley. Smoothes price data using adaptive technique. Ref: Taken from New Trading Systems and Methods, Third Edition
Moving Average Candles CUSTOM TOOLS Developed by Updata Staff.Each constituent of the candle (OHLC) is an average value of the defined period.Removes noise from the underlying chart.Ref:None
Volume and Volatility Correlation CUSTOM CHARTS Developed by Daniel Chesler.Compares correllation statistic of volume to volatility over some defined lookback region.Ref: Stocks & Commodities Magazine, September 1997
Volume Flow Indicator CUSTOM CHARTS Developed by Markos Katsanos. VFI is a variation of On-Balance Volume but differs in that it uses close, high and low. It also uses price and volume filters to exclude small price changes and volume spikes. Ref: Stocks & Commodities Magazine, June 2004
Volume Flow (IPO) CUSTOM CHARTS Developed by Mark Katsanos.Simplified version of Volume Flow Indicator.For use with time series that have only a small amount of history.If typical price increases the day before to the current trade volume indicator is added.If the typical price in comparison to the previous day is lower, the volume is subtracted.The result is a continuous sum.Divirgences between price and indicator are sought (much like On Balance Volume or VFI) .Ref:Stocks & Commodities Magazine, June 2004
Volume Percent Ratio CUSTOM CHARTS Developed by Mike Burk. Volume Percentage Ratio (VPR) is calculated by subtracting an exponential moving average of downside volume as a percentage of total volume from an exponential moving average of upside volume as a percentage of total volume. Ref: Stocks & Commodities Magazine, December 1989
Volume Zone Oscillator CUSTOM CHARTS Developed by Walid Khalil and David Steckler. An indicator that takes into account both time and volume fluctuations for prediction of future price direction, of equal application to trending or oscillating market phases. Ref: Stocks & Commodities Magazine, May 2011
VZO Volume Zone Oscillator CUSTOM CHARTS Developed by Waleed Ali Khali. Coded by Tony Smith. VZO is similar to OBV but instead of a cumulative line, an exponential moving average of up (+ve) and down (-ve) volume is divided by an exponential average of the total volume to create an oscillator. Ref: IFTA Journal 09 pp18-32
Volume Weighted MACD Histogram CUSTOM CHARTS Developed by David Hawkins. Constructs a volume-weighted exponential moving average and uses this to construct the MACD with a non-volume-weighted exponential average signal line on the MACD.. Ref: Stocks & Commodities Magazine, October 2009
Wave Length CUSTOM CHARTS Date Coded: September 2014 Developed By Updata Staff.Measures length of 5% waves based on HL data.Sums number of days of wave and displays.Ref: None
Wave Volume CUSTOM CHARTS Date Coded: September 2014 Developed By Updata Staff.Measures length of 5% waves based on HL data.Sums the Volume of wave and displays.Ref: None
Warren Momentum Indicator CUSTOM CHARTS Developed by Anthony Warren PhD. Creates a doubly smoothed exponential average of a weighted average of momentum to create oscillator. Ref: Stocks & Commodities Magazine, April 1994
Weighted Position In Range Oscillator CUSTOM CHARTS Date Coded: September 2014 Developed by Updata Staff.Creates an oscillator based on the candles position in its all data, rolling yearly and rolling monthly range. The idea is when at an extreme in all three periods, the indicator will be at an extreme.Breaks below/above the 0.3/0.7 levels are taken for short/long trades.Ref:None
Z-Score Directional Change CUSTOM CHARTS Developed by Veronique Valcu. Displays directional change normalised with respect to Standard Deviation. Ref: Stocks & Commodities Magazine, Feb 2003
ATR Bands CUSTOM TOOLS Developed by Updata Staff. Draws Bands above and below a moving average based on a multiple of Average True Range
Bow Tie System CUSTOM TOOLS by David Landry. After a contraction by the MAs, an expansive movement (appears like Bow Tie) sets up a breakout from range high
Colour Varying Moving Avg CUSTOM TOOLS Developed by Updata Staff.Colours avg green if its rising.Colours avg red if its falling.Ref:None
123 Wave Count Indicator CUSTOM TOOLS Developed by Sylvain Veervort.Rules for swing trading based on counting common wave patterns in financial data.The code shown in this section deals with transitions between up waves and down waves via the breaking of some ATR based threshold from extremities (point and percentage based transitions are already hardcoded within Updata).Ref: Stocks & Commodities Magazine, June 2013
Adaptive Price Zone Indicator CUSTOM TOOLS Developed by Lee Leibfarth. Proposes to identify turning points in sideways trending markets, using double smoothed EMAsand ADX signals. Ref: Stocks and Commodities September 2006
Adjustable Z Score CUSTOM TOOLS Developed by Jacinta Chan.Implements the Kaufman efficiency ratio upon Bollinger bands.The efficiency period considers the magnitude of a move over a period, with the individual changes that make the move up. This efficiency measure then increases or decreases multiples of the bollinger period.Ref: Stocks & Commodities Magazine, December 2011
Anchored VWAP Channel CUSTOM TOOLS Developed by Andrew Coles. The author further develops his MIDAS (Market Interpretation/Data Analysis) approach to the concept of VWAP (Volume Weighted Average Pricing), combining Channel and Envelope methodologies to predict price reversals. Ref: Stocks and Commodities Magazine July 2010
Angell Price Oscillator CUSTOM TOOLS Developed by George Angell.This indicator is an offshoot from a part of the 3-day cycle trading method outlined by George Angell,designed for intraday data (30 min).It creates and oscillator based on the ratios of OHLC prices : 100*((High-Open)+(Close-Low))/(2*(High-Low)).Then smooths with an average.Ref:Winning in the Futures Markets
Automatic Support and Resistance CUSTOM TOOLS Developed by Mel Widner.Plots successive Support & Resistance lines as images varying in shape as distance changes.Also plots an oscillator WSO = zero means that the close is below all of the six support levels, and WSO = 100 means that the current close is above all of the sixs upport levels. Changes in WSO indicate changes in support,either breaking of an old level or establishing a new one. Vice versa for resistance and the WRO.Ref: Stocks and Commodities Magazine, May 1998
Bull Fear Bear Fear CUSTOM TOOLS Developed by Walter T. Downs. A visual tool that colours bars according to the bullish or bearish psychology attached to that closing price. Ref: Stocks & Commodities Magazine, Magazine August 1998
Camarilla Pivots CUSTOM TOOLS Developed by Nick Stott. Creates Camarilla pivot points based on yesterdays range,to predict where support & resistance will be found in todays series. Ref: http://www.camarillaequation.com
Cumulative Period Average CUSTOM TOOLS Developed by Updata Staff.Creates a cumulative period average from the date entered until the series end. Incrementing the smoothing period by one as it progresses.Ref:None
Cup & Handle Pattern Indicator CUSTOM TOOLS Example by Giorgos Siligardos, Ph.D.Rules based approach to finding cup & handle patterns in data.Users define a date, and lookback period, and the code finds any probable patterns within there that are of a minimum specified size.Ref:Stocks & Commodities Magazine,January 1999
Three Black Crows CUSTOM PATTERNS Example given by Updata Staff. A signals reversal of uptrend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Three White Soldiers CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Thrusting Line CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
DFR Dynamic Fibonacci Retracements CUSTOM TOOLS Developed by Joerg Willig. Coded by Tony Smith. Dynamically calculates two retracement levels each period creating an envelope on the price chart. Ref: IFTA Journal 09 pp54-59
Ease Of Movement Oscillator CUSTOM TOOLS Developed by Dr James Gould. Uses volume to indicate when a stock is moving with the least amount of resistance . Ref: Stocks & Commodities Magazine, July 1991
Elders Impulse CUSTOM TOOLS Coded by Tony Smith with permission from Dr Elder of www.elder.com. Identifies inflection points where a trend changes its speed. It is based on a 13 day exponential moving average and a MACD Histogram. The moving average identifies the trend, the MACD Histogram measures momentum, combining trend following and momentum to identify tradable impulses. The indicator colour codes the bars for easy. Ref: Come into my Trading Room by Dr Alexander Elder
Elastic Volume Weighted Moving Average CUSTOM TOOLS Developed by Christian Fries. Presents a volume weighted average, based on the number of floating shares being traded . Ref: Stocks & Commodities Magazine, June 2001
Fibonacci Based Moving Average CUSTOM TOOLS Developed by Updata Staff. Sums CLOSE positions 0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55 and divides by 11 to create a Fibonacci sequence based average. Works very well on trending markets, and could highlight good areas to place stops. Ref: None
Finite Impulse Response Filter CUSTOM TOOLS Developed by John Ehlers. Creates a zero-lag data smoother of finite impulse response, looking back six prices. Notable as Ehlers favourite filter. Ref: Stocks & Commodities July 2002
Finite Volume Elements CUSTOM TOOLS Developed by Markos Katsanos. A money flow indicator, used for detecting price breakouts. Ref: Stocks & Commodities Magazine, April 2003
Fractal Adaptive Moving Average CUSTOM TOOLS Developed by John F Ehlers. Based on the fact that price series are fractal and alters its period accordingly. Ref: Stocks & Commodities Magazine, October 2005
Futures Volume Open Interest CUSTOM TOOLS Developed by Teresa Fernandez. A variation on On Balance Volume (OBV). Designed to pre empt trends turning by highlighting divirgences with the undelying.(Defaulted to use bloomberg code for Open Interest). Ref: Stocks & Commodities Magazine, February 2011
Holt-Winter Channel CUSTOM TOOLS Example by Ichu Cheng.Creates self correcting price bands, based on estimating quadratic coefficents of the equation fitting the time series.Ref:Stocks & Commodities Magazine,August 1988
Hull Moving Average CUSTOM TOOLS Developed by Alan Hull. Creates a zero-lag moving average. Ref: www.alanhull.com
Ichimoku Cloud Cross Colouring CUSTOM TOOLS Developed by Updata Staff.Colouring bar upon on price cloud cross.The same (different colour for the current price bar) if the current price crosses (has crossed) above the upper line of the cloud and if the price crosses below the lower line of the cloud. Ref:None
Ichimoku Cloud Midpoint Average CUSTOM TOOLS Developed by Updata Staff. Plots an exponential Moving Average of the midpoint of the cloud
Implied Volatility Projection Range CUSTOM TOOLS Developed by Mohammed El Saiid.Creates a 30 day version of the VIX index (which is an annualised volatility measure) and projects it 30-days into future,this % number will offer multiplication of the close price for upper and lower bands resulting in a visual tool for use with the SPX Index.Ref: IFTA Journal 13
Kaufman Adaptive RSI CUSTOM TOOLS Developed by Perry Kaufman. This formula adapts the standard RSI to a smoothing constant. Ref: Taken from New Trading Systems and Methods, Third Edition
Linear Regression Curve CUSTOM TOOLS Developed by Dennis Meyers Ph.D. Plots the linear regression curve, for user defined number of periods. Ref: Stocks & Commodities Magazine,May 1998
Infinite Impulse Response Filter CUSTOM TOOLS Developed by John Ehlers. Creates a zero-lag data smoother of infinite impulse response, since exponential smoothing includes calculations from first point in series. Ref: Stocks & Commodities July 2002
JSA Moving Average CUSTOM TOOLS Developed by George R Arrington Ph.D. If the formula is expanded and simplified, the JSA is the functional equivalent of the midpoint between the first and the last price in the series. Ref: Stocks & Commodities Magazine, October 1993
Kaufman Adaptive Moving Average CUSTOM TOOLS Example by Jacinta Chan.Implements the Kaufman efficiency ratio upon Bollinger bands.The efficiency period considers the magnitude of a move over a period, with the individual changes that make the move up. This efficiency measure then increases or decreases multiples of the bollinger period.Ref: Stocks & Commodities Magazine, December 2011
Keltner Channels CUSTOM TOOLS Developed by Chester Keltner. Price bands calculated using the periods range as a proxy for volatility Ref: Chester Keltner, How to make money in Commodities. Ref: Stocks & Commodities Magazine, December 1999
Lead/Lag Trend Channels CUSTOM TOOLS Developed by Anthony W. Warren, Ph.D. Corrects the lag effect of moving averages, and introduces a trend following method that smoothes the data for trend identification and measures short term price fluctuations to establish statistical boundaries.Ref: Stocks & Commodities Magazine, March 1993
Low Frequency Trading CUSTOM TOOLS Developed by Ron McEwan.A market breadth based indicator, expressing the difference between advances and declines as a fraction of total advances and declines.The cumulative sum of this ratio is then smoothed with a 256 day (1 year approx.) average. It is suggested that this tool is useful for low frequency traders, taking directional biases from transitions above and below the long term average.Ref: Stocks & Commodities Magazine, April 2013
MESA Adaptive Moving Average CUSTOM TOOLS Developed by John G Ehlers. Adapts to the price movement based on the rate of change phase as measured by the Hilbert transform discriminator. The exponential factor ranges between an upper and lower limit and plots MAMA and FAMA. Ref: Stocks & Commodities Magazine, September 2001
Modified Moving Average CUSTOM TOOLS Developed by Perry Kaufman. A moving average that increment on the difference between close , and the averages prior value. Ref: The New Commodity Trading Systems and Methods
Modified Moving Average(II) CUSTOM TOOLS Developed by Joe Sharp.A different calculation to the Kaufman MMA,minimises lag of the moving average by accouting for the slope of line. Ref: Stocks & Commodities Magazine, June 2000
Move Adjusted Average CUSTOM TOOLS Developed by Stephan Bisse.Creates a move adjusted moving average that minimises lag, by weighting the components of an average according to the difference in with the prior close. Ref:Stocks & Commodities, February 2005
Moving Average of High CUSTOM TOOLS Produced by Updata Staff. Draws a simple moving average calculated on the price High. The Average type can be changed to Exponential by changing the SGNL parameter to E
Eight Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 8 successive lower closes. Exits at next bar close.Ref:None
Eight Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive higher closes. Exits at next bar close.Ref:None
Fast Paced MA SetUps SYSTEMS FROM TRADERS MAGAZINE Developed by Thomas Bopp. Ref: Traders Magazine December 2006 by Jorg Meyer
Linear Regression Curve With Bond Futures SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Dennies Meyers Ph.D. Ref: Stocks and Commodities Magazine May 1998
Moving Average of Low CUSTOM TOOLS Produced by Updata Staff. Draws a simple moving average calculated on the price Low. The Average type can be changed to Exponential by changing the SGNL parameter to E
Moving Average of (High+Low+Close)/3 CUSTOM TOOLS Produced by Updata Staff. Draws a simple moving average calculated on the average of High, Low and Close. The Average type can be changed to Exponential by changing the SGNL parameter to E
Moving Average of (High+Low)/2 CUSTOM TOOLS Produced by Updata Staff. Draws a simple moving average calculated on the average of High and Low. The Average type can be changed to Exponential by changing the SGNL parameter to E
Moving Average With Support & Resistance CUSTOM TOOLS Developed by Dennis Tilley. Uses simple moving average crosses with support and resistance to confirm price. Ref: Stocks & Commodities Magazine, Sept 1998
Moving Avg Cross Colour Gradient CUSTOM TOOLS Developed by Updata Staff.Approximates the avg time a time series spends between crossings of a moving avg,then uses colour gradiented dots extending from the crossing price to signal when a new crossing becomes likely.Ref:None
Non Linear Ehlers Filter CUSTOM TOOLS Developed by John Ehlers. Price data has a noise component, and is not stationary. Non linear filters work best to restore this type of signal . Ref: Stocks & Commodities Magazine, April 2001
Parabolic SAR CUSTOM TOOLS Produced by Updata Staff from the original Parabolic SAR developed by J Welles Wilder. Draws a Parabolic SAR on a price chart allowing this code to be used to scan for Parabolic crossovers in the Highlighter.Ref: New Concepts in Technical Trading Systems by J. Welles Wilder
Pivot Points CUSTOM TOOLS Developed by Jayanthi Gopalakrishnan. Users can select the nature of their technical pivot point, and then support and resistance lines are drawn .Ref: Stocks & Commodities Magazine, February 2000
Pivot Zone Strategy CUSTOM TOOLS Developed by Detlef Wormstall. Creates technical support and resistance zones, from pivot areas .Ref: Trader Mag January/February 2003 Issue
Projection Bandwidth CUSTOM TOOLS Developed by Mel Widner.Creates an oscillator based on linear regression projection band width.Higher values during increased volatility. Ref: Stocks & Commodities Magazine, July 1995
Projection Oscillator CUSTOM TOOLS Developed by Mel Widner.Creates an oscillator based on upper and lower projection bands based on linear regression slopes. Ref: Stocks & Commodities Magazine, July 1995
Rainbow Averages CUSTOM TOOLS Developed by Mel Widner.Applies recursive smoothing to price, then colours each smoothed iteration according the rainbow.To be used with Rainbow Osc tool. Ref: Stocks & Commodities Magazine, July 1997
Random Walk Index CUSTOM TOOLS Developed by E Michael Poulos . Draws a circle below significant lows, which could indicate trend change. Ref: Stocks & Commodities Magazine, September 1992
Recursive Value Trendline CUSTOM TOOLS Developed by Dennis Meyers, Ph.D. Uses and exponential moving average, a recursive smoothing method, and plots the difference to indentify changes in market direction. For primary use in Yen futures .Ref: Stocks & Commodities Magazine, December 1998
Rectangle Evaluation CUSTOM TOOLS Developed by Mark Katsanos. Plots the rectangle breakout for a given a given period, and also target price. Ref: Stocks & Commodities Magazine, June 2007
Starc Bands CUSTOM TOOLS Developed by Manning Stoller. Price bands that use Average True Range in their calculation. Ref: Stocks & Commodities Magazine, December 1999
Stochastic Pops CUSTOM TOOLS Developed by David Steckler. Identifies breakouts in stock prices using a stochastic oscillator. Ref: Stocks & Commodities Magazine,August 2000
Reverse Engineered RSI (EMA) CUSTOM TOOLS Developed by Giorgios Siligardos. Using an EMA to calculate the price that would cause an RSI to return to some threshold level. Ref: Stocks & Commodities Magazine, August 2003
Reverse Engineered RSI (SMA) CUSTOM TOOLS Developed by Giorgios Siligardos. Using an SMA to calculate the price that would cause an RSI to return to some threshold level. Ref: Stocks & Commodities Magazine, August 2003
Reverse MACD (psPMACDEqual) CUSTOM TOOLS by Johnny Dough.The author adds to a theme he covered in the January 2012 issue, reversing an MACD calculation (?PMACDsignal?) to indicate the price necessary to cause two indicator value levels to meet.In the main portion of the article, the theme is the underlying price necessary to cause the MACD line to meet its signal line.In addition to this, the author changes the type of averages (from exponential to simple arithmetic) used in his January 2012 article, which indicated the price necessary for the averages to cross each other, to cross a set level and to cross a signal line.Ref: Stocks & Commodities Magazine,November 2013
Reverse MACD (psPMACDZero) CUSTOM TOOLS by Johnny Dough.The author adds to a theme he covered in the January 2012 issue, reversing an MACD calculation (?PMACDsignal?) to indicate the price necessary to cause two indicator value levels to meet.In the main portion of the article, the theme is the underlying price necessary to cause the MACD line to meet its signal line.In addition to this, the author changes the type of averages (from exponential to simple arithmetic) used in his January 2012 article, which indicated the price necessary for the averages to cross each other, to cross a set level and to cross a signal line.Ref: Stocks & Commodities Magazine,November 2013
SemiCup Pattern Indicator CUSTOM TOOLS Developed by Giorgos E.Siligardos, PhD .A method of mechanical recognition of possible cup formation patterns in time series data. This indicator seeks to pre empt a rally from the low point, by finding the left side and base in a precursor to a full cup pattern. Ref: Stocks & Commodities Magazine, April 2011
Sine Weighted Moving Average CUSTOM TOOLS Developed by Patrick E. Lafferty. A moving average that gives higher weighting to middle prices, and low weighting to end prices (Sinosoidaly Varying).Ref: Stocks & Commodities Magazine, June 1999
SmartView Moving Average CUSTOM TOOLS Developed by Alessandro Angeli. A trend following indicator that Uses moving averages of highs and lows to generate normal moving average signals but also creates resistance and support lines when prices are in trading ranges Ref: IFTA Conference 2006
Spencers 15 Point Moving Average CUSTOM TOOLS Developed by J.Spencer.A weighted moving average operation for a sequence of observations equally spaced in time.Often used by actuaries.Ref:Mathematics of Statistics,by JF Kenney & ES Keeping
Standard Deviation ATR Stop CUSTOM TOOLS taken from New Trading Systems and Methods, PJ Kaufman. This tool combines an ATR and its standard deviations, with period highs and lows for form a trailing stop for both long and short postions
Standard Error Bands CUSTOM TOOLS Developed by Jon Andersen.Calculates the beta and alpha coefficients of the linear regression.From this builds standard error bands around close and date complex data. Ref: Stocks & Commodities Magazine, October 1996
Stoploss Long/Short CUSTOM TOOLS Developed by Updata Staff. Draws alternating long/short trailing stoplosses using different stoploss percentages for long and short. Ref: None
T3 Moving Average CUSTOM TOOLS Developed by Tim Tillson. Uses twicing filtering technique to create a six pole non linear Kalman filter. Ref: Stocks & Commodities Magazine, January 1998
The Aligator Indicator CUSTOM TOOLS Developed by Alexander Sabodin.Made up of three simple averages, each with a different offset that represents the Jaws,Lips & Teeth of an aligator.Bullish trend when lips above teeth & jaw.Bearish trend when lips below teeth and jaw.Ref:None
The Swing Line CUSTOM TOOLS Developed by Ron Black.Based on the concept of a change or swing in price overlap to show a change has taken place within the market. This colours the candlesticks red for down swing, green for up swing.Ref: Stocks & Commodities Magazine, September 2010
The Step Candle Pattern CUSTOM TOOLS Developed by Sylvain Vervoort.Note: you need you to create two highlighter patterns to use this code, this example uses two codes called BearishEngulfing.HIG & BullishEngulfing.HIG as shown on line 27 & 28, to trial other patterns, this line of code needs to be changed.The author delivers some rules for swing trading based on counting common wave patterns and candle patterns in financial data.The code shown in this section deals with transitions between up waves and down waves via the breaking of some ATR based threshold from,the bespoke candle pattern of Up Step/Down Step is highlighted in text at the junction of these transitions.Ref: Stocks & Commodities Magazine, July 2013
True Internals & True Peripherals CUSTOM TOOLS Developed by Welles Wilder.This simple charting technique is derived from J. Welles Wilder?s true range True internals (TI) is an average of the present true high,the present true low, the present close, and the prior close.True Peripherals (TP) If the present period?s true mean is higher than the prior period?s true mean, then enter the true high.If the present period?s true mean is lower than the prior period?s, then enter the true low.Ref: Stocks & Commodities Magazine, September 2012
Ulcer Index CUSTOM TOOLS Developed by Gary H. Elsner, Ph.D. The ulcer index is a risk measurement tool (and single value) superior to the standard deviation because it differentiates between rising returns and losses (This version is unique to Updata). Ref: Stocks & Commodities Magazine, April 1999
Upper and Lower Projection Bands CUSTOM TOOLS Developed by Mel Widner. Creates upper and lower projection bands based on linear regression slopes. Ref: Stocks & Commodities Magazine, July 1995
Variable Index Dynamic Average (VIDYA) CUSTOM TOOLS Developed by Tushar Chande. Uses CMO, a measure of volatility to modify the factor in the exponential moving average calculation. Ref: Stocks & Commodities Magazine, March 1992 & October 1995
Variable Index Dynamic Average CMDA (VIDYA/CMDA) CUSTOM TOOLS Developed by Tushar Chande. Uses variable period MA, with an exponentially smoothed ADX to determine trend momentum. Ref: Stocks & Commodities Magazine, June 2001
Variable Length Moving Average (VLMA) CUSTOM TOOLS Developed by Tushar Chande. Uses exponential smoothing as a base for varying the moving average period. The smoothing constant is varied by using a factor based on the relative volatility. Ref: Stocks & Commodities Magazine, October 1992
Variable Interval Moving Average (VIMA) CUSTOM TOOLS Developed by RG Boomers. Uses a simple moving average that increases in period for volatile periods, and decreases for trending periods. Ref: Stocks & Commodities Magazine, July 2001
Variable Volatility Stops CUSTOM TOOLS Developed by Unknown. Volatility adjusted stop sizing, potential stops are plotted over price data. Ref: None
Varying Period Moving Average CUSTOM TOOLS Developed by Tushar Chande. Uses stochastic ADX to create a parameter for varying length of moving average. Ref: Active Trader July 2001
Volatility Stop CUSTOM TOOLS Developed by Mark Vakkur, M.D. A volatility based stop that is usable across various instruments. Ref: Stocks & Commodities Magazine, October 1999
Volume Weighted Moving Average (VWMA) CUSTOM TOOLS Developed by Buff Dormeier. Creates a weighted simple moving average, with prices that have greater volume given greater weighting. Ref: Stocks & Commodities Magazine, February 2001
Volatility Based Envelope CUSTOM TOOLS Developed by Mohamed Elsaiid.Creates a volatility based envelope around price action, based on a weighted average of the standard deviation of percentage price change.Ref: IFTA Journal, 2012 Edition
WeVoMo Average CUSTOM TOOLS Developed by Stephan Bisse.Creates a weighted volume,weighted move average that minimises lag. Ref:Stocks & Commodities, April 2005
Wilder Moving Average CUSTOM TOOLS Developed by J. Welles Wilder Jr. Adds up the prices and divides by the number of prices in the series. To calculate the next average, it takes the previous average and multiplies it by the period minus 1 and add the latest price to it then divides the sum by the average period. Ref: New Concepts in Technical Trading Systems by J Welles Wilder Jr
William AD Normalised Low CUSTOM TOOLS Developed by Joseph Barics.Combines normalised change in Williams AD, with normalised price range.Ref: Stocks & Commodities Magazine, February 1990
Wilson Relative Price Channel CUSTOM TOOLS Developed by Leon Wilson. Displays overbough and oversold prices in adjacent channels. Ref: Stocks & Commodities Magazine, July 2006
Zero Lag Indicator CUSTOM TOOLS Developed by John Ehlers and Ric Way.Creates an Error Correcting filter for an exponential moving average (EMA),that seeks to minimize the lag effect of increasing periods.Increasing the gain parameter from zero changes the filter from an EMA with lag,to effectively zero lag (albeit with zero smoothing also).Ref:Stocks & Commodities, November 2010
NAbandoned Baby CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Advanced Block CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Baby Swallow CUSTOM PATTERNS Example given by Updata Staff. Signals potential trend reversal. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bearish Counter Attack Lines CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bearish Engulfing CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bearish Belt Hold CUSTOM PATTERNS Example given by Updata Staff. A bearish reversal pattern after significant up trend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bullish Belt Hold CUSTOM PATTERNS Example given by Updata Staff. A bullish reversal pattern after significant down trend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bullish Counter Attack Lines CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Bullish Engulfing CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Dark Cloud Cover CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Tasuki Gap Up CUSTOM PATTERNS Example given by Updata Staff. A continuation pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Darvas Box CUSTOM PATTERNS Developed by Nicolas Darvas. Darvas box is a range breakout system where a box is constructed according to a set of rules. A buy signal is generated when the price breaks above the box and a sell when it breaks below. Ref: How I made 2 million in the Stock Market by Nicolas Darvas
Doji CUSTOM PATTERNS Example given by Updata Staff. A reversal pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Evening Star CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Evening Doji Star CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Hammer CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Hanging Man CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Harami CUSTOM PATTERNS Example given by Updata Staff. A reversal pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Harami Cross CUSTOM PATTERNS Example given by Updata Staff. A reversal pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Island Reversal CUSTOM PATTERNS Example given by Updata Staff. A reversal pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Key Reversal CUSTOM PATTERNS Example given by Updata Staff. A reversal pattern (for up or down trend). For a more thorough description for this widely documented pattern, see any candlesticks book.
Kicker Bearish CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Kicker Bullish CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Monthly % Changes CUSTOM PATTERNS Produced by Updata Staff. Places text labels on a Chart for the % change for a specified month. Ref: CoD 4 Oct 2006
Morning Doji Star CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Morning Star CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Piercing Line CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Quarterly % Changes CUSTOM PATTERNS Produced by Updata Staff. Places text labels on a Chart for the % change for a specified quarter and summarises them. Ref: CoD 9 Oct 2006
Quarterly RS % Changes CUSTOM PATTERNS Produced by Updata Staff. Places text labels on a Chart for the % change for a specified quarter. Ref: CoD 13 Oct 2006
Piercing Line CUSTOM PATTERNS Example given by Updata Staff. A bullish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Shooting Star CUSTOM PATTERNS Example given by Updata Staff. A bearish pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Tasuki Gap Down CUSTOM PATTERNS Example given by Updata Staff. A continuation pattern. For a more thorough description for this widely documented pattern, see any candlesticks book.
Ross Hook Ledge CUSTOM PATTERNS Developed by Joe Ross. Ross Hook based on the break out of a ledge. A Ledge consists of a minimum of 4 price bars and must have two matching lows and two matching highs. The highs must be separated by at least one bar. Ref: Trading the Ross Hook by Joe Ross
San Ku (Triple Gap) CUSTOM PATTERNS Example given by Updata Staff. Signals potential trend reversal. For a more thorough description for this widely documented pattern, see any candlesticks book.
Stalled Pattern CUSTOM PATTERNS Example given by Updata Staff. When spotted in upward trend, means trend is stalling. For a more thorough description for this widely documented pattern, see any candlesticks book.
Three Methods Falling CUSTOM PATTERNS Example given by Updata Staff. Signals continuation of a down trend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Three Methods Rising CUSTOM PATTERNS Example given by Updata Staff. Signals continuation of an uptrend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Advance Decline Redux CUSTOM MARKET BREADTH INDICATORS Developed by Robert Kinsman. Combines smoothed Adv-Decl Issues, with exponential MA exits. The default overbought/oversold levels are for the S&P (500 stocks), for use with other indicies, they will need to be altered accordingly. Ref: Stocks & Commodities Magazine Jan 1996
Advance Issues Momentum CUSTOM MARKET BREADTH INDICATORS Developed by Lawrence Chan and Louis Lin. Creates a momentum indicator based on the number of advancing issues within a stock index. Ref:Stocks & Commodities Magazine, August 2004
BRIN Index CUSTOM MARKET BREADTH INDICATORS Developed by Jacobus van den Brink.Presents an overhaul of the Arms Index (TRIN), that uses utlises advancing (declining) issues and volume to produce and indicator that is bounded and symmetrical. Ref: Stocks & Commodities Magazine, December 1995
Ichimoku Breadth Close above or below cloud CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff. Counts if close is above or below cloud in an index or watchlist. The closes within the index above the ichimoku cloud are shown in red.The closes within the index below the ichimoku cloud are shown in blue.These results are displayed as a percentage on the underlying chart.Ref:None
Ichimoku Breadth Cloud Bullish Percent CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff. Counts the items of a watchlist have a lagging line either: above cloud inside cloud having entered from the top direction, therefore still in bullish mode . Results are displayed as a percentage. Note since the lagging line is using future data this looks back historically to display todays result.Ref:None
Ichimoku Breadth Lagging above or below cloud CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff.Counts the items of a watchlist have a lagging line either:above cloud inside cloud having entered from the top direction, therefore still in bullish mode. Results are displayed as a percentage. Note since the lagging line is using future data this looks back historically to display todays result.Bearish below cloud results are similarly displayed in red.Ref:None
Panini RSI SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Rahda Panini. Ref: Stocks and Commodities Magazine March 2007
Seven Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 7 successive lower closes. Exits at next bar close.Ref:None
German Daily Baseload Boll System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCEURO GERBSLDD NEAR Daily.Enters Long if the close is above the upper bollinger band and the open is above yesterdays high, and the yesterdays close is below that prior days high.Exits long if the close is below the prior two days lows.Vice versa for shorts.Ref:None. 3
Producer Storage Levels ENERGY TRADING SYSTEMS Developed by Updata Staff.What primarily drives Henry Hub pricing is storage in the East Region, and more importantly, storage levels in the Producing Region,which is home to the Henry Hub. Use on Weekly Henry Hub. Compares current trough to previous trough , if less than previous, enters long. Compares current peak to previous peak,if greater than previous, enters short.Exits all positions at quarter cycle (13 days). 4
Ichimoku Breadth Lagging and Close above Cloud CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff.Counts the items of a watchlist have a lagging line & close either: above cloud inside cloud having entered from the top direction, therefore still in bullish mode. Results are displayed in blue as a percentage.Note since the lagging line is using future data this looks back historically to display todays result.Bearish below cloud results are similarly displayed in red.Ref:None
Power Index CUSTOM MARKET BREADTH INDICATORS Market Breadth indicator that takes the square of the 39-dy EMA of (A-D)/T and multiplies it by the 9-dy EMA of the same ratio. This is then multiplied by 800. Ref:None
% of Stocks Above ADX Level CUSTOM MARKET BREADTH INDICATORS Produced by Updata Staff. Plots the % of Stocks in a watchlist or sector with an ADX value above a certain level. Ref: None
% of Stocks Above RSI Level CUSTOM MARKET BREADTH INDICATORS Produced by Updata Staff. Plots the % of Stocks in a watchlist or sector with an RSI above a certain level. Ref: None
% of Stocks in a Point and Figure X column CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff. Plots the % of Stocks in a watchlist where the 1% x 3 Point and Figure chart is showing an X column
% of Stocks Making Period Lows CUSTOM MARKET BREADTH INDICATORS Produced by Updata Staff. Plots the % of Stocks in a watchlist or sector that are making lows for some defined period. Ref: None
Haurlan Index CUSTOM MARKET BREADTH INDICATORS Developed by PN Haurlan. Looks at exponentially smoothed changes within Index, to produce an oscillator bounded by total number of stocks traded. Ref: Stocks & Commodities Magazine, January 1994
MACE Chart - Moving Average Cycle Evaluation CUSTOM MARKET BREADTH INDICATORS MACE is based on the position of moving averages of Relative Strength which are categorised into six groups, U1, U2, U3, D1, D2, D3. All six lines are overlayed on the chart. Normally a weekly chart. See code for details of what the categories mean.
MACE Quotescreen Columns - Moving Average Cycle Evaluation CUSTOM MARKET BREADTH INDICATORS MACE is based on the position of moving averages of Relative Strength which are categorised into six groups, U1, U2, U3, D1, D2, D3. A separate Quotescreen column is created for each category. When adding columns, please select weekly. See code for details of what the categories mean.
Plurality Index CUSTOM MARKET BREADTH INDICATORS Developed by Paul Dysart. Looks at individual changes within Index, plots a period total of the absolute difference between advances and declines. Ref: Stocks & Commodities Magazine, April 1990
Resistance Index CUSTOM MARKET BREADTH INDICATORS Developed by Arthur A. Merrill. Plots a normalised ratio of shares per point move for index components, as a measure of resistance. Ref: Stocks & Commodities Magazine, March 1990
Short Term Trading Index CUSTOM MARKET BREADTH INDICATORS Example given by Tushar Chande. The short term trading index (STIX) is a 21 day (9pct) Exponential Moving Average of the Advance Decline Index.When used on S&P 500 Index STIX usually ranges between +42 and +58 and can be used to define overbought or oversold levels.Ref:Stocks & Commodities, May 1994
Up Volume to Up and Down Volume Ratio CUSTOM MARKET BREADTH INDICATORS Developed by Updata Staff. Calculates a ratio of Up Volume/(Up Volume+Down Volume). Ref: None
Directional Movement Columns CUSTOM COLUMNS IN QUOTESCREENS Code for adding +DI -DI ADX and ADXR Columns to a QuoteScreen. This code does not draw a chart
Pivot Points Columns CUSTOM COLUMNS IN QUOTESCREENS Code for adding Pivot plus two Support and two Resistance points Columns to a QuoteScreen. This code does not draw a chart
Triple Smoothed Declines Line Rate Of Change CUSTOM MARKET BREADTH INDICATORS Developed by Gilbert Raff.Triple smoothes the declines line from a breadth scan, then plots day rate of change.System is long only, entering on zero crossing, and exit upon zero crossing.Ref:Stocks & Commodities Magazine,January 1992
WTRIN10 CUSTOM MARKET BREADTH INDICATORS Developed by Harley D. Wilbur. A variation on TRIN,creates a smoothed normalised oscillator from the index position within bollinger bands. Ref: Stocks & Commodities Magazine, November 1992
MACD Column and Buy Sell Signals CUSTOM COLUMNS IN QUOTESCREENS Code for adding a MACD, Signal line as well as Buy, Sell, Wait and Hold text and days since signal into columns in a QuoteScreen. This code does not draw a chart
Relative Strength (Levy) CUSTOM COLUMNS IN QUOTESCREENS Use to rank stocks in quotescreen by relative strength.Divides the current close by its arithmetic average.If an instrument has an RSL of greater than 1, it exhibits greater price strength today than in the past, whilst if it has a RSL of less than 1,the instrument is tending to greater weakness than in the past.This code does not draw a chart.Ref:Relative Strength as a Criterion for Investment Selection
RSI Column and Buy Sell Signals CUSTOM COLUMNS IN QUOTESCREENS Code for adding an RSI, as well as Buy and Sell test and days since Signal into columns in a QuoteScreen. This code does not draw a chart
Smith Volume Bands USER DEVELOPED INDICATORS Developed and coded by Tony Smith. A method of looking at Volume. It takes a 13 period EMA of Volume, and then categorises Very high Volume as being > 1.9 x the EMA, high Volume as being > 1.15 x the EMA, average Volume as being between 0.85 and 1.15 x the EMA, low Volume as being < 0.85 x the EMA, Very Low Volume as being < 0.4 x the EMA. In each case the bands are themselves smoothed by an 8 period EMA. Ref: None
Stendahl Value Chart USER DEVELOPED INDICATORS Developed by Buff Dormeier.Creates a candlestick display oscillator for overbought & oversold levels.Based on the position of each of OHLC values to the prior range.Ref: Written by Chris Grafton
Stop Light Trend Analysis USER DEVELOPED INDICATORS Based on an original idea from Jeffrey Kennedy of Elliott Wave International. Coded by Chris Grafton of Vectisma. A visual aid method to detect trend in the market. Low volatility can be a lead indicator for higher volatility. Use three moving averages and three colours. Green signifies BUY an uptrend. Red signifies SELL OR SHORT a downtrend. Amber signifies WAIT a neutral or sideways trend. Best to use on weekly charts and reduce timeframe. Ideally you want greens in two timeframes if going long. Ref: None
Twiggs Money Flow USER DEVELOPED INDICATORS Developed by Colin Twiggs. Coded by Martin Campling. Ref: http://www.incrediblecharts.com/technical/twiggs_money_flow.htm
Volume Price Confirmation Indicator USER DEVELOPED INDICATORS Developed by Buff Dormeier.An Indicator that compares a market trend with accumalating volume to confirm if the trend is supported.Volume Price Confirmation Indicator is constructed from volume weighted moving averages.Ref: Written by Chris Grafton
Chart of an Expression Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots a chart of an expression. A simple example of how the SOURCEDATA command replaces the standard CLOSE operation with the value from an expression instead
% of Stocks in a Point and Figure X column Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots the % of Stocks in a watchlist where the 1% x 3 Point and Figure chart is showing an X column
Sum the MACDs for a Watchlist Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots the sum of the MACD values for a watchlist. It does this by looping through each instrument in the watchlist, setting the sourcedata to the MACD of that instrument and then using the standard CLOSE command to access values for that instrument
New Custom Index Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots an unweighted index of a watchlist entered, but does it using the sourcedata command. It loops through each instrument in the list setting the sourcedata to that instrument Using the standard CLOSE command then accesses values for that instrument
Candle Chart of a P&F of an RSI of OBOS Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots a candle chart of a Point and Figure of an RSI of an OBOS. This shows how SOURCEDATA can be used to return a point and figure of a complex indicator. The first SOURCEDATA sets up a complex indicator. The second SOURCEDATA sets the OHLC values to the point and figure column values of that indicator and plots a candle chart
Label P&F Signals Updata Custom Code Snippets and Samples Developed by Updata Staff. Plots a candle chart of a Point and Figure. Shows how SOURCEDATA command is used to look at a point and figure chart. Note that when you set SOURCEDATA to a point and figure chart outside of a loop, it resets the #LASTDATE value so that each bar refers to a point and figure column instead. It then loops through each point and figure column looking for double tops or bottoms by comparing against the column two bars ago
Moving Average Crossover using PFTREND Command Updata Custom Code Snippets and Samples Developed by Updata Staff. Sample Code using PFTREND command. The system is a straightforward simple average crossover but it uses the PFTREND command to assess the Point and Figure trend first and only enters trades in the direction of the prevailing 45 degree trend.
Historic Correlation Sample C# coded Custom Indicators Coded in C# by Updata Staff. Shows the change in the Correlation between two instruments. Ref: Any text on Investment Analysis
Simple Moving Average Sample C# coded Custom Indicators Coded in C# by Updata Staff. Simple Moving Average of the price
Volume Circles Sample C# coded Custom Indicators Coded in C# by Updata Staff. Draws Circles which increase in size by 1 every time the volume increases and decrease in size by 1 everytime the volume decreases
Multi-timeframe Moving Averages Sample C# coded Custom Indicators Coded in C# by Updata Staff. Shows how to draw two different timeframe moving averages. In this exampel it draws a daily and a weekly moving average on a daily chart
Historic Correlation CUSTOM CHARTS0 Coded in VB. NET by Updata Staff. Shows the change in the Correlation between two instruments. Ref: Any text on Investment Analysis
Simple Moving Average CUSTOM CHARTS0 Coded in VB.NET by Updata Staff. Simple Moving Average of the price
Volume Circles CUSTOM CHARTS0 Coded in VB.NET by Updata Staff. Draws Circles which increase in size by 1 every time the volume increases and decrease in size by 1 every time the volume decreases
Swami Charts Market Mode CUSTOM CHARTS0 Developed by John F. Ehlers & Ric Way. Coded in VB.NET.The heat map display of SwamiCharts adds an extra dimension to how information is displayed. In this example,the authors show how this effect for market modes of multiple periods can illustrate the complexity of underlying cycles, whilst enhancing market timing.Note the authors gave an incomplete detail of the article, as such the theme had to be interpretted.Ref:Stocks & Commodities Magazine, April 2012
EldersImpulseSystem MISCELLANEOUS SYSTEMS Date Coded: Unknown Coded by Tony Smith with permission from Dr Elder of www.elder.com .Identifies inflection points where a trend changes its speed. It is based on a 13 day exponential moving average and a MACD Histogram. The moving average identifies the trend,the MACD Histogram measures momentum, combining trend following and momentum to identify tradable impulses. The indicator colour codes the bars for easy reference.Ref:Come into my Trading Room by Dr Alexander Elder
ENOD vs NGM Coal Prediction System ENERGY TRADING SYSTEMS Developed by Updata Staff.Trades daily coal prices.Proposes that if electricity becomes expensive relative to gas price a switch to coal may cause rise in coal price.If beta adjusted ratio drifts above 1.02 for two days, buy coal.If beta adjusted ratio drifts below 0.98 for two dats, short coal.If beta adjusted ratio drifts above 1.02 , close short.If beta adjusted ratio drifts below 0.98 , close long. Beta = 1.3333 between ENOD and NGM.Ref:None.
Evening Doji Star PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Evening Star PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
ExpMA Breakout System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by David Landry.Uses an ExpMA to determine trend. When previous two days lows are above the ExpMA, an entry target of a N day high is given. One entered into, the ExpMA becomes a trailing stop.Shorts are the reverse scenario. Ref: Stocks & Commodities Magazine, December 1996
Exponential Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Extraordinary Market Conditions MISCELLANEOUS SYSTEMS Developed by Tushar Chande. Uses an example of a low frequency event in markets that yield good returns in FOREX.A 50 day MA is plotted with 3 pct bands. Once the 7 day MA crosses outside a band, that direction of trade is taken. Ref:Trading Beyond Technical Analysis
Fibonacci Based MA Cross MISCELLANEOUS SYSTEMS Developed by Updata Staff. Uses the fibonacci sequence to create two moving averages.Signals are generated on their crossing.Works consistently on Daily FTSE,DAX and Cac. Ref: None
Filtering Breakouts SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Adam White.The author proposes using Directional Movement (not Avg Directional Movement),to better filter price breakouts of a range.When the DX is at an extreme, when price also is,then the move is faded. Ref:Stocks & Commodities Magazine, April 1993
1234 JeffCooper SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Example by Ralph Kraemer. In this article the author references a system first developed by Jeff Cooper in the book Hit and Run Strategies.The system uses Directional Movement to determine whether a trend is present, followed by moving average filters to get on the long or short side of trend.Exits are when stop levels are hit, or after a set number of days in position.Ref:Traders, December 2012 Issue
15 Minute Breakout System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Anne Marie Baiynd.Intraday system that enters on the first 15 minute break of a high or low.Only enters longs if daily open is above the daily average.Only enters shorts if daily open is below the daily average.Exits positions at end of day.Ref: Stocks & Commodities Magazine, December 2011
65SMA 3CC Trend Following System MISCELLANEOUS SYSTEMS Developed by Tushar Chande. A trend following system that wait for 3 consecutive closes,3CC,below a 65 period SMA before taking a trade.Results are filtered using the RAVI technique (comparing abs differenced between long term and short term MA). Ref:Trading Beyond Technical Analysis
80-20s TM SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. Low risk setup for day traders. When the bar following the 80-20 bar takes out the previous days high/low and then reverses, it represents a failure test. Ref: Chapter 6. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
A Market Open EURUSD Correlation Strategy MISCELLANEOUS SYSTEMS Developed by Azeez Mustapha.Enters short trades upon sunday morning (intraday).Exits are a fixed stop or profit target.Ref:Traders Magazine,October 2012
A Seasonal System For Soybean Futures SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Markos Katsanos. Uses the four-period RSI.A system that seeks to exploit seasonal patterns in the soyabean market.Uses a Seasonal Soya bean ticker and Dollar Index ticker , and calculates the percentage change of some linear regression lines of both.If these values are below(above) some threshold there is still momentum in the long(short) trade. Also uses moving averages and donchian channels on underlying ticker to enter with trend on short term breakouts of price extrema.See code coments for more detail. Ideally seek out the magazine if still unclear.Ref: Stocks & Commodities Magazine,November 2009
AD Volume NewHigh NewLow System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Dennis Meyers PhD. A indicator for use on American stocks using New York Stock Exchange NYSE advance decline volume and the daily NYSE 52 week new highs and new lows. Ref: Stocks and Commodities July 1996
Adaptive Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Adjustable Z Score System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jacinta Chan.Implements the Kaufman efficiency ratio upon Bollinger bands.The efficiency period considers the magnitude of a move over a period, with the individual changes that make the move up. This efficiency measure then increases or decreases multiples of the bollinger period.Ref: Stocks & Commodities Magazine, December 2011
Advance Decline Redux SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Robert Kinsman. Combines smoothed Adv Decl Issues , with exponential MA exits. Ref: Stocks and Commodities July 1996
Advance Issues Momentum SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Lawrence Chan and Louis Lin. Creates a momentum system based on the number of advancing issues within a stock index.Entries and Exits are upon crossing of user defined thresholds.This value should alter with index size. Ref:Stocks & Commodities Magazine, August 2004
Advanced Block PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.Signals trend continuation in down trend. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
ADX Gapper SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. Simple retracement pattern which provides an entry in the direction of the trend. It uses ADX and +DI/-DI as a filter. Ref: Chapter 11. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
ADX Moving Avg Combo System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Daniel Chesler.An system that enters longs (covers shorts) upon price crossing over a moving average,with ADX above some threshold filter.Vice versa for shorts.Ref:Stocks & Commodities Magazine, September 1997
ADX System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long when the PlusDI is above the MinusDI and the ADX is above some threshold amount.Closes position when the ADX falls below said theshold.Ref:None
ADX With Range Breakouts MISCELLANEOUS SYSTEMS Taken from January 2010 Active Trader Magazine. Instead of simply fading a breakout move, the following shorter term system waits for a strong confirmation of a reversal, like a downside breakdown after an upside breakout or vice versa
Agressive Gap Trading MISCELLANEOUS SYSTEMS Taken from August 2005 Active Trader Magazine. Long Only strategy,buy on down trend reversal
An Expert Of A System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Sylvain Vervoort.The author presents the penultimate part of his series with a system utilising Heikin-Ashi techniques to simplify entry and exit decisions.The author exponentially smoothes the Heikin-Ashi candle close, and together with the exponentially smoothed typical price and thus creates the basis of a crossover system. The system incorporates a percentage based stop. All parameter values can be optimised within the Updata System Optimiser.Ref: Stocks & Commodities Magazine, October 2013
An MACD Trading System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Alexander Sabodin.Enters longs when MACD & Stoch crosses its respective avg up , whilst close is above upper bollinger.Enters shorts when MACD & Stoch crosses its respective avg down , whilst close is below lower bollinger.Ref:Stocks & Commodities Magazine, January 2008
Angell Price Oscillator System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by George Angell .This indicator is an offshoot from a part of the 3-day cycle trading method outlined by George Angell,designed for intraday data (30 min).It creates and oscillator based on the ratios of OHLC prices :100*((High-Open)+(Close-Low))/(2*(High-Low)).Then smooths with an average. Enters long at crossing lower level up, exits at crossing upper level down. Vice versa shorts.Ref:Winning in the Futures Markets
Average True Range System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when ATR crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Asian Session Scalper SYSTEMS FROM TRADERS MAGAZINE Developed by Azeez Mustapha.For use on 1 minute eurusd and gbpusd fx data.Buy when the Sma 50 crosses the Sma 90 counterpart to the upside and the rSI 14 is above the level 50, but not in the overbought region (the level at 70). Sell when the Sma 50 crosses the Sma 90 counterpart to the downside and the rSI 14 is below the level 50, but not in the oversold region (the level at 30).Ref:Traders Magazine,February 2013
ATR Trailing Stop System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Sylvain Vervoort. Implements an ATR based trailing stop system, from a specified date. Longs/shorts are taken on crossover of close and trailing stop. Ref: Stocks & Commodities Magazine, June 2009
ATRBasedSystem SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. Adds & subtracts the ATR (with some multiple) onto the previous days close.If there is a break from one of these levels, a trade is entered in that direction e.g. breaking close + ATR = long.Long exits at two consecutive lower closes.Vice versa for shorts.Ref:None
Baby Swallow PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bacton Interconnector System ENERGY TRADING SYSTEMS Developed by Updata Staff.Use on GWM Near Daily with ICIBTFLOW as parameter.If the flow through the interconnector is positive yesterday, short at todays open and cover at close .If the flow through the interconnector is negative yesterday, buy at todays open and sell at close.Ref:None.
Baumgarten French Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Baumgarten MS2 Prompt Day Ahead DailyCreates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (Baumgarten/Peg Nord H) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (Baumgarten/Peg Nord H) rises and price ratio falls and open is less greater prior close. exits at close.Has large loss in the middle, but worked around this point.Ref:None.
Baumgarten PSV Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Peg Nord H Prompt Day Ahead DailyCreates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (PegNordH/NBP) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (PegNordH/NBP) rises and price ratio rises and open is less greater prior close. exits at close.Ref:None.
Bearish Belt Hold PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern relevant after significant uptrend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bearish Counter Attack Lines PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern relevant after significant uptrend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bearish Engulfing PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bearish Kicker PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bollinger Band Reversal With Mean Exits MISCELLANEOUS SYSTEMS Developed by Updata Staff.Buy when the low price crosses down through lower band and sell when it rises through mean.Vice versa for shorts.Ref:None.
Bollinger Band System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy long and cover short when the price rises up through the lower Bollinger band and sell long and open short when it falls through the upper Bollinger band
Bollinger Band Z-Test SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Jacinta Chan. Entries and exits determined by price crosses over deviation bands. Ref: Stocks and Commodities Magazine March 2006
Bollinger Bandit MISCELLANEOUS SYSTEMS Developed by George Pruitt. A system that trades on bollinger band directional breakouts with ROC confirmation. Exits are upon crossing a moving average whose period length decays with time in trade.Ref: Building Winning Trading Systems
Bollinger Bands With Daily Pivots SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jim White.For use on intraday data.A bollinger band system that enters long if day open is below daily pivot point & crosses lower bollinger band up and enters short if day open is above daily pivot point & crosses upper bollinger band down.Ref:Stocks & Commodities Magazine,November 2008
Bollinger Momentum System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Plots Bollinger bands over a momentum study.Buy when the momentum crosses down through lower band and sell when it rises through mean.Vice versa for shorts.Ref:None
Bollinger Momentum System Variable Deviations MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Plots Bollinger bands over a momentum study.Buy when the momentum crosses down through lower band and sell when it rises through mean.Bollinger deviations from mean is equal to number of higher highs/lower lower lows.Vice versa for shorts.Ref:None
Bollinger Of Bollinger Channels MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Utilises upper and lower price bollinger for inputs into another two sets of bollingers.Long entries upon crossing highest set of bands. Exits crossing lowest set of bands.Ref:None
Bollinger with RSI Confirmation SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Stuart Evens. A simple Bollinger band reversal system, with RSI confirmation. Ref: Stocks and Commodities Magazine March 1999
Bollinger with RSI Confirmation & Trailing Stop SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Martin Handler.Reversal Strategy that enters longs on lower bollinger cross with RSI confirmations. Exits are trailing stop based on a multiple of an ATR.Ref:Traders Magazine, April 2012
Bow Tie System MISCELLANEOUS SYSTEMS by David Landry. After a contraction by the MAs, an expansive movement (appears like Bow Tie) sets up a breakout from range high
Directional Movement System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when +DI crosses above -DI and Sell when it crosses below. See code for enable Shorts as well
DMI and MA SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Rombout Kertsens. Ref: Stocks and Commodities Magazine Aug 2009
Ehrlich 17 System MISCELLANEOUS SYSTEMS Developed by Stan Ehrlich. Daily time frame breakout system, for use on heating oil Ref:Trading Systems: Secrets of the Masters
Bottom Fishing SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Tushar Chande. An S&P system designed for parameter optimisation , to pick the bottom of market and enter longs. Ref: Stocks and Commodities Magazine March 1995
Breadth Correlation System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. Calculates the avg correlation of the watchlist to the underlying. If this is below a certain threshold,long and short breakouts accepted. This is because an increase in correlation is anticipated and thus trending periods anticipated.Ref:None
BreakawayRSI System MISCELLANEOUS SYSTEMS Date Coded: 2014 July Developed by Updata Staff.Similar on Wilders formula, but instead of close to close inputs, its using weighted High to High for upper exhaustion calculation,and Weighted Low to Low for lower exhaustion calculation. Gives a smoothers output than traditional RSI, with extremes at 90/10.Enters crossing of lower threshold.Stops out longs if BRSI reads below 30 after hitting 70, otherwise upon crossing of upper limit.Ref:None
Breakout SYSTEMS FROM TRADERS MAGAZINE Developed by Brandon Tristan.Intraday system.Longs are initiated when previous days high is broken, shorts are intiated when previous days low broken.Exits are fixed , and some multiple of an ATR from yesterdays high for long trades (and yesterdays low for short trades) .Ref:Traders Magazine, January 2012
Breakout Trend Trader MISCELLANEOUS SYSTEMS Developed by Updata Staff.For each date, a look back of 3 to defined value is initiated where the range of an LSR line from current bar,back.This is summed then averaged for the number of bars in look back.E.g. Search range 3:5 at each bar will:measure the High to Low range of a 3 period LSR line and divide by 3 measure the High to Low range of a 4 period LSR line and divide by 4 measure the High to Low range of a 5 period LSR line and divide by 5.Then average them to create an oscillator.This is then overlayed with a simple average to create extremes to filter trades.Then Long/Short breakouts are taken from Donchian channels.Long exits at the close of a bar below previous low.Short exits at the close of a bar above previous high.Other exits at crossing of range oscillator with its avg value.Works very well on intraday index futures like 5min ES1.Ref:None
Bull Fear Bear Fear SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Walter T.Downs. A trend following system, that enters longs/shorts after crosses into bull/bear regions. Ref: Stocks and Commodities Magazine August 1998
Bullish Belt Hold PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern relevant after significant down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bullish Counter Attack Lines PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bullish Engulfing PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Bullish Kicker PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
C-6 Pattern for T-Bond MISCELLANEOUS SYSTEMS Taken from June 2002 Active Trader Magazine. A long only system, that enters trades based on pattern confirmation, and exits at profit or stop targets
Camarilla Pivot Point Trading SYSTEMS FROM TRADERS MAGAZINE Developed by Bramesh Bhandari.Intraday system based on pivot points. Suggested in article for use with stock data.Creates Camarilla pivot points based on yesterdays range,to predict where support & resistance will be found in todays series.Ref:Traders Magazine, November 2012
Camarilla Points SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Slawomir Bobrowski.A trading system to exploit market fluctuations around a point of balance derived from multiple timeframes,not just daily OHLC prices used in traditional pivots which pit traders are said to have used. Eight basic points are calculated from session high, session low and session close formula inputs, and can be used as entry & exit levels for short term range trades.Ref: Stocks & Commodities Magazine, March 2013
Candle Range Ratios MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Looks at rolling sums of OpenClose candle ranges and HighLow range to create an oscillator.When the oscillator is at an extreme together with the price crossing a donchian channel, a reversal is anticipated.Ref:None
Candle Reversal System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. Creates an oscillator based on HCL values in relation to the previous bars HLC. Rising Highs scores 1 (0 otherwise),Rising Closes scores 1 (0 otherwise),Rising Lows scores 1 (0 otherwise). This score is then averaged over a period, then set to a 0-100 range. The oscillator has dynamic upper and lower extreme levels.Based on the period high/low values of the oscillator. Shorts are entered (longs exited) when the oscillator crosses above the upper extreme and close is below a simple price average. Longs are entered (shorts exited) when the oscillator crosses below the lower extreme and close is above a simple price average.Ref:None
Candlestick Chart Volatility SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Nori Hayashi. Plots a volatility oscillator over price data , based on the sum of the differences between OHLC prices (not based on standard deviation), and is then expressed as a percentage of the average price.This version of the indicator has been generalised to any period. Ref:IFTA 2012 Lecture
Carlson Confirmation Model (System) MISCELLANEOUS SYSTEMS Developed by Ed Carlson.The bandwidth indicator (BWI) measures the distance between the RSI Bollinger bands.The theory is that volatility increases (bands are expanding) as the RSI and price are trending and that volatility decreases (bands are narrowing) as the RSI and price are moving against the dominant trend.The BWI is used to determine periods when the system can go long or short.This system goes long when RSI is above some threshold level and above its bollinger band.The converse is true for shorts. Ref:Stocks Futures & Options Magazine, November 2009
CCI Change System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates an oscillator based on the difference of two CCI indicators of differing period.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
Chaikin Volatility System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon crossing the upper donchian up, whilst chaikin volatility is above its avg.Exits upon chaikin volatility uncrossing its average.Vice versa shorts.Ref:None
Channel Breakout Pullback Pattern MISCELLANEOUS SYSTEMS Developed by Tushar Chande. Trades based on a pattern observed in markets with large institutional volumes. In these markets there is a tendency to fade market moves. Ref:Trading Beyond Technical Analysis
Chart Sentiment Index System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Viktor Likhovidov.Describes a method of determining sentiment from a price chart via candlestick interpretation.Using slow & fast stochastics and closes in relation to bollinger bands together with candle arrangments to enter and exit trades.Ref:Stocks & Commodities Magazine,September 2003
Classic Short Sell Setup SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jamie Theiss.An intraday (5 min) three bar pullback system. Waits for a gap down upon open, and a three bar rising pattern. Entry are upon the fourth bar break the prior low.Exits are a trailing stop of the previous highs.Ref:Stocks & Commodities Magazine,July 2011
Cole Method SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Roger Cole and Alan Friedman. A very long and detailed set of instructions (see file for full details) that seeks to identify a signal that is used by insiders to alert each other as to which stock will move and to what price.Using a simple moving average with volume and price confirmation. Ref: Stocks and Commodities Magazine, December 1990
Combining Patterns with Indicators (System) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by William Q. Smith. An indicator to indentify time of narrowing range, ready for a breakout.Trend is established by two exponential moving averages,and trades are taken in that direction.The parabolic SAR closes positions. Ref: Stocks & Commodities Magazine, November 1998
Combining RSI with RSI SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Peter Konner. The author creates a simple by design system using a medium term RSI and Moving Average to determine long term trend, and a shorter term RSI and Moving Average to time entry into the market. The accompanying code follows the listed rules. Ref:Stocks & Commodities Magazine, January 2011
Commodity Channel Index (CCI) System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when CCI crosses up through a level and Sell when it crosses below a level. See code for enable Shorts as well
Complimentary Approach Trading System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Example by Leslie McNew.A system that makes use of 4 distinct components to deduce signals that should compliment eachother.Price and its avg to establish trend parameters.CCI and extreme levels to parameterize the momentum component.Volatility and its avg to parameterize the volatility component.Volume and its avg to parameterize volume components.Compares each component to its avg (or extreme level in CCI case),to determine an aggregate bullish or bearish tendency in market. Enters long on all four bullish signals triggering.Similarly for shorts.Ref:Futures Magazine,October 2012
Composite Index System MISCELLANEOUS SYSTEMS Date Coded: July 2014 Developed by Constance Brown.This formula identifies divirgence failures within the RSI.Ref:Breakthroughs in Technical Analysis, New Thinking from the Worlds Top Minds
Composite Oscillator System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates a composite oscillator from Slow Stochastic,CCI,MACD and RSI. Mapps onto a [0,1] range for extremes.Ref:None
Congestion Breakout System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Updata Staff .Anticipates reversals from congested regions. Congested as defined by the ratio of the sum of bar ranges over a period, divided by the Donchian range over that same period. In congested regions this ratio will be large, as alot of the bars will be overlapping in range, thus the Donchian range will be smaller relative to the total sum of ranges.Ref:None
Cumulative Bollinger Bands SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. Increases the period of bollinger band for each day of the month. Enters shorts upon close crossing the upper band down whilst in an uptrend (rising bollinger bands) .Enters longs upon close crossing the lower band up whilst in an downtrend (falling bollinger bands) .Exits upon crossing central band.Ref:None
Cumulative Period Average System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates a cumulative period average from the date entered until the series end. Incrementing the smoothing period by one as it progresses.Enters long when above average, closes position below average.Ref:None
Currency Intraday Seasonality SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.Seasonality Matrix shown at top of code contains sum of % returns versus hour of the day, per day of the week for hourly GBPUSD.Simple system trades either long or short depending on the total % return of that hourly period.Could be used as a filter for more complicated systems.Ref:None
Dark Cloud Cover PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Data Driven Trading SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Steve Palmquist.Implements the Kaufman efficiency ratio upon Bollinger bands.Enters long trades 1) When the low has made three consecutive lower lows 2) When the volume has fallen for three consecutive periods 3) When the volumes avg is above some threshold level. Exits are at the end of two consecutive higher closes.Ref: Stocks & Commodities Magazine, December 2011
Delayed Channel Breakout System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Given by Peter Aan (Originator Unknown). Exit shorts and buy long on an intraday stop one point above the highest high of x days, with the most recent day being y days ago.Exit longs and sell short on an intraday stop one point below the lowest low of x days, with the most recent day being y days ago.Ref:Stocks & Commodities Magazine, September 1990
Developing A MultiLevel Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Vladimirovich Voznjuk.The author proposes an automated approach to trading currency pairs based principally around the oscillation of the a currency pair with its own futures product or other exchange rates. The version of the system we have given for the Swiss-Dollar spot rate - 6S future ,entering reversal trades at oscillator extremes .The zero crossing version can be replicated by setting the entry parameters to zero..Ref: Stocks & Commodities Magazine, September 2012
DFR Dynamic Fibonacci Retracements System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Joerg Willig.Dynamically calculates two retracement levels each period creating an envelope on the price chart.Ref:IFTA Journal 09 pp54-59
Di Napoli 5 MISCELLANEOUS SYSTEMS Developed by Joe DiNapoli. Uses the differing period SMAs, to set up long limit entry signals, and limit exits Ref:High Performance Futures Trading: Power Lessons From the Masters
Direction Finder MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Updata Staff.Averages the range of high to low in series,and averages the increases in period high. When the average of rising close to close distances is greater than the falling close to close distance, a long trade is intiated.When long and the average of changes in period high begin to fall with and increase in daily range above its average, a change in trend could be due, so long is exited.Vice versa for shorts.Ref:None
Divergence Bias SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Giorgos Siligardos.A rather lengthy system, designed to show four indicators developed in the article,allowing the trader to pick any entry exit combination of the four (simple momentum, simple MACD, fractional momentum, fractional MACD). Ref: Stocks & Commodities, December 2003
DMI with ADX & MACD System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.Long & Short FX system, utilises DMI, ADX and MACD to filter trades, and includes breakeven stop if trade moves into certain profit. The extensive rules are listen in exact detail within this code file.Ref:None
Do the right thing CCI trade MISCELLANEOUS SYSTEMS Developed by Kathy Lien & Boris Schlossberg.Trades on period high & low CCI breakouts (above(below) plus(minus) 100).Ref:High Probability Trading Setups for the Currency Market
Dollar Index Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Joseph James Gelet.References changes in the Dollar Index to initiate positions in one of its constituent currency.For potential use with other FX systems.Go long on underlying USD cross upon Dollar Index increase of 1%.Dollar Index breaks below 75, close all long USD positions.Ref: Stocks and Commodities Magazine, October 2010
Donchian Bollinger Difference Osc System MISCELLANEOUS SYSTEMS Developed by Updata Staff. In this article the author references a system first developed by Jeff Cooper in the book Hit and Run Strategies.The system uses Directional Movement to determine whether a trend is present, followed by moving average filters to get on the long or short side of trend.Exits are when stop levels are hit, or after a set number of days in position.Ref:Traders, December 2012 Issue
Donchian Channel System MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.System given in book based on Donchian channel breakouts,and trailing stop exits.Ref:The Ultimate Trading Guide
Donchian Range System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. Creats an oscillator based on the smoothed close position within upper and lower Donchian channels. Long entries upon crossing lower threshold levels in oscillator,up.Short entries upon crossing upper threshold levels in oscillator,down. Stop and Profit exits upon crossing some % of range from entry.Ref:None
Dutch Base Daily vs TTF Near Coal Prediction ENERGY TRADING SYSTEMS Developed by Updata Staff.Trades daily coal prices.Proposes that if electricity becomes expensive relative to gas price a switch to coal may cause rise in coal price.If beta adjusted ratio drifts above 1.02 for two days, buy coal.If beta adjusted ratio drifts below 0.98 for two dats, short coal.If beta adjusted ratio drifts above 1.02 , close short.If beta adjusted ratio drifts below 0.98 , close long. RSquared value only high after 2009 (0.98+). Beta = 0.5 between Base and TTF.Ref:None.
Dutch Electricity Prediction With TTF Gas ENERGY TRADING SYSTEMS Developed by Updata Staff.Predicts the direction of Weekly OTC Dutch Base with TTF Gas.If the gas price opens higher than last week, buy Dutch Base at start of week, sell at end of week.If the gas price opens lower than last week, short Dutch Base at start of week, cover at end of week.Ref:None.
Dutch TTF Prompt vs German Gaspool Prompt ENERGY TRADING SYSTEMS Developed by Updata Staff.Divides Dutch DayAhead (OTCNG TTFP-DAY AHEAD Daily) by German Day Ahead (OTCNG GASPOOLP-DAY AHEAD).Smooths with a 20 Period Moving Avg.If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.Ref:None.
Dynamic Break Out II MISCELLANEOUS SYSTEMS Developed by George Pruitt.Creates an adaptive long/short trend following system with Bollinger,Donchian and Volatility components.Ref: Building Winning Trading Systems by George Pruitt, pg 126
Eight Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 8 successive lower closes and rising volume bars.Enters short after 8 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Eight Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive lower closes.Exits at trailing stop.Ref:None
Eight Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive lower closes and close below avg.Exits at next bar close.Ref:None
Eight Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 8 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Eight Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive higher closes.Exits at trailing stop.Ref:None
Eight Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive higher closes and close above avg.Exits at next bar close.Ref:None
Eight Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 8 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
First Hour Breakouts SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Malcom McNutt.Intraday system, use on 5 min data, takes breakouts trades based on first hours range,with profit targets derived from average of ten days range.Potential reversal are included. Ref: Stocks and Commodities Magazine July 1994
Five Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 5 successive lower closes. Exits at next bar close.Ref:None
Five Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 5 successive lower closes and rising volume bars.Enters short after 5 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Five Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive lower closes.Exits at trailing stop.Ref:None
Five Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive lower closes and close below avg.Exits at next bar close.Ref:None
Five Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 5 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Five Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive higher closes. Exits at next bar close.Ref:None
Five Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive higher closes.Exits at trailing stop.Ref:None
Five Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive higher closes and close above avg.. Exits at next bar close.Ref:None
Five Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 5 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
Five Minute MOMO Trade MISCELLANEOUS SYSTEMS Developed by Kathy Lien & Boris Schlossberg.Uses an EMA and MACD on 5 minute scale to determine a momentum burst in currency pairs.Entries and exits are determined by crossing the EMA plus some threshold pip number.Ref:High Probability Trading Setups for the Currency Market
FlipFlop Stoploss System MISCELLANEOUS SYSTEMS Based on FlipFlop Stoploss Custom Indicator by Updata Staff. Covers Short and goes Long when price rises through Short stoploss and closes Long and goes short when price falls though Long Stoploss Ref: Custom Lesssons
Forex Flyer Fund Strategy Replica SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Example by Leslie McNew.For use on 4 hour EURAUD Currency.Uses two exponential avgs to time entry into positions.Buying when the short term avg is above the long term avg.Shorting when the short term avg is below the long term avg,Exits are upon the Girth indicator, calculated as the linear distance between avgs,crosses zero.Ref:None
Four Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 4 successive lower closes. Exits at next bar close.Ref:None
Four Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive higher closes. Exits at next bar close.Ref:None
Gap 2H Pattern MISCELLANEOUS SYSTEMS Taken from June 2002 Active Trader Magazine. A long only system, that enters trades based on pattern confirmation, and exits at profit or stop targets
Four Close System MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.Trades on a detailed candlestick set up including when the range of four closes is less than the 30-day average bar range.Ref:The Ultimate Trading Guide
Four Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 4 successive lower closes and rising volume bars.Enters short after 4 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Four Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive lower closes.Exits at trailing stop.Ref:None
Four Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive lower closes and close below avg.Exits at next bar close.Ref:None
Four Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 4 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Four Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive higher closes.Exits at trailing stop.Ref:None
Four Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive higher closes and close above avg.. Exits at next bar close.Ref:None
Four Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 4 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
Fractal Adaptive Moving Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by John F Ehlers.Based on the fact that price series are fractal and alters its period accordingly.Long entries upon crossing the average up, exits upon crossing the average down.Vice versa shorts.Ref:Stocks & Commodities Magazine, October 2005
Fractal Dimension System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Compares the log of a periods range, to the ln of the individual returns that make it up. Determines if market is chaotic or trending.If market is below 1.3 it is due to pass from chaotic to trending, so donchian breakouts are used to enter trades.Exits are at profit and stop levels some multiple of the donchian range at entry.Ref:None
Gas Flow System ENERGY TRADING SYSTEMS Developed by Updata Staff.An Intraday system for 60 minute data utilizing Updata Feed Data on Total Gas Flow.The premise of system is that if there is a low amount of gas flowing in total around the country, then any additional shocks in weather would lead to buying of UK Gas. Vice versa for short positions. If the total gas supply flow is below its average value, anticipates buying GWN-Near after a certain time.If Gas supply flow is above its average value, anticipates shorting GWN-Near after a certain time.All positions closed at end of data.Ref:None
MACD System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when MACD crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Microsoft C6 Pattern MISCELLANEOUS SYSTEMS Taken from June 2002 Active Trader Magazine. A long only system, that enters trades based on pattern confirmation, and exits at profit or stop targets
Modified Outside Day MISCELLANEOUS SYSTEMS Taken from September 2003 Active Trader Mag. An always in the market system, that trades off outside day and moving average signals.
German French Spread Avg ENERGY TRADING SYSTEMS Developed by Updata Staff.Benchmarks French DayAhead (OTCNG PEGNORD_HP-DAY AHEAD Daily) to German Day Ahead (OTCNG NCGP-DAY AHEAD Daily) by dividing French by German price.Smooths with a 20 Period Moving Avg.If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.
German NCG Prompt vs French Peg Nord H ENERGY TRADING SYSTEMS Developed by Updata Staff.Benchmarks French Gas by German Gas.Divides French DayAhead (OTCNG PEGNORD_HP-DAY AHEAD Daily) by German Day Ahead (OTCNG NCGP-DAY AHEAD).Smooths with a 20 Period Moving Avg.If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.Ref:None.
Ghost and Real System MISCELLANEOUS SYSTEMS Developed by George Pruitt.A system that tracks the success of exponential averages crossing and donchian breakouts with RSI confirmation, and waits for a losing ghost trade before initiating real trades.Ref: Building Winning Trading Systems by George Pruitt, pg 150
Gold Intermarket System MISCELLANEOUS SYSTEMS Developed by Tushar Chande. This gold & bond system assumes that rising gold prices signal inflation, which influences bond prices. Ref:Trading Beyond Technical Analysis
Gold Quarter Donchian System MISCELLANEOUS SYSTEMS Date Coded: 2014 July Developed by Updata Staff. For use on Daily Gold Prices.Long only, enters upon crossing the lower donchian up, whilst being in bottom 25% of high-low range for a defined period of bars prior.Exits upon crossing the lower 25% level of range.Ref:None
Gold TASC Master SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Donald Pendergast Jr. An intraday system for gold futures.Seeks a statistically logical price area where a reversal is likely before initiating a new position.This area is measured by the distance from the current high price to the highest low in a certain number of periods.Ref:Stocks & Commodities Magazine,July 2011
Halloween System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Gerald Gardner.The author proposes an anomaly in market cycles that has persisted in the US equity market for a number of decades.Stocks are purchased on (or first trading day after) October 1st of the year and held until May 1st (or first trading day after) when they are sold.Ref: Stocks & Commodities Magazine, October 2012
Hammer PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Hanging Man PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.Signals potential trend reversal in down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Hilbert Transform MISCELLANEOUS SYSTEMS Developed by John Ehlers. This includes the Hilbert Cycle Period Function used by the Hilbert Channel Breakout System.
Historical Volatility System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Dennis Meyers, PhD.Combines a historical volatility ratio with some short-term patterns to spot potential price moves.Ref:Stocks & Commodities Magazine,August 1996
Hit and Run Method SYSTEMS FROM TRADERS MAGAZINE Developed by Jeff Cooper. Ref: Traders Magazine June 2005 by Jorg Meyer
INDEXIA Speed System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when INDEXIA Speed crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Linear Momentum System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed by Updata Staff.Enters long when momnentum is positive, exits at negative momentum.Vice versa for shorts.Ref:None
High Probability ETF Trading SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Larry Connors and Cesar Alvarez. 1.The ETF is above the 200-day.2. The 2-period RSI is below 25 for two days in a row. Buy 10% of your position on the close.3. If prices are lower on the close than your previous entry price, any day you?re in the position, buy 20% more of your position. 4. If prices are lower on the close than your previous entry price, any day you?re in the position, buy 30% more of your position.5. If prices are lower on the close than your previous entry price, any day you?re in the position, buy 40% more of your position. Using this 10%, 20%, 30% 40% scaling-in approach (also known as 1-2-3-4), you now have a full position in a very oversold ETF. 6. Exit on the close when the 2-period RSI closes above 70.Ref: Stocks & Commodities Magazine,February 2010
Hook Closing MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.Trades on a detailed candlestick pattern known as hook, listed in full on file .Ref:The Ultimate Trading Guide
Hull Moving Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Max Gardner. The Hull Moving Average is created from weighted averaging of the difference between longer and shorter term weighted averages. The author creates a market model using this Hull Moving Average together with a long term Simple Moving Average and oscillation and momentum indicators to time entry into long term moves. Ref:Stocks & Commodities Magazine, December 2010
Ichimoku MACD System MISCELLANEOUS SYSTEMS Date Coded: July 2014 Developed by Updata Staff.Takes the difference between the Standard Line and Turning Line and plots a histogram. Enters long upon indicator crossing from negative to positive.Vice versa for shorts.Enters long only upon crossing its signal line up. Exits upon crossing down.Ref:None
Implied Volatility And Volume SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Scott Castleman. A trend following system that adjusts to current market conditions.Uses the VIX Index to determine implied volatility, and then adjusts Donchian lookback period accordingly. Ref: Stocks & Commodities Magazine, June 2003
Indexia Acceleration System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon indicator crossing avg up, closes upon crossing avg down.Vice versa shorts.Ref:None
Indexia Action Osc System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
INDEXIA Action Oscillator System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when Action Oscillator crosses up through a level and Sell when it crosses below a level. See code for enable Shorts as well
Indexia Market Tracker Difference System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Differences the indexia indicator over two periods.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
INDEXIA Market Tracker System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when INDEXIA Market Tracker crosses up through a level and Sell when it crosses below a level. See code for enable Shorts as well
Indexia Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Indexia Speed Difference System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Differences the indexia indicator over two periods.Enters long upon indicator crossing avg up, closes upon crossing avg down.Vice versa shorts.Ref:None
INDEXIA Volume Action System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when INDEXIA Volume Action crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Inside Day Patterns SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Tony Crabel.A pattern based entry system, based on inside days and trend reversal. Ref: Stocks and Commodities Magazine October 1989
Inside Day Patterns in the S&P SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Tony Crabel.A strategy based on entering at the current open,after an inside day followed by a higher of lower close the next day.Depending on where the current open is to this prior close, a trade is entered.Ref: Stocks & Commodities Magazine, November 1989
Intermarket Bollinger Band Divirgence System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Mark Katsanos.Provides system rules for using intermarket signals to trade the Australian dollar/US dollar currency pair.This one finds divirgences between the underlying series and another ticker.Ref:Stocks & Commodities Magazine,February 2009
Intermarket Bollinger Band Reversal With Mean Exits MISCELLANEOUS SYSTEMS Developed by Updata Staff.Creates a benchmarked series for a ticker.This relative tickers extremes trigger trades in an underlying series.Buy when the low price crosses down through lower band and sell when it rises through mean.Vice versa for shorts.Ref:None.
Intraday ADX System MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.For use on intraday data.Draws previous days high and low values in thick blue lines.Long entries are upon the plus di being above minus di whilst below yesterday low. Exits are end of day or upon breaking above yesterday low.Vice versa shorts.Ref:None
Intraday Open Gap Trading System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff. For use on intraday data. Draws previous days high and low values in thick blue lines. Draws todays open range (parameterized as a number of bars from open) in red lines. Long entries are upon the breaking of the open range high (if the open range high and low are within yesterdays daily high and low prices). Exits are at the end of the day. Similarly,short entries are upon the breaking of the open range low (if the open range high and low are within yesterdays daily high and low prices). Exits are at the end of the day.Ref:None
Intraday Pivots SAR System MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.For use on intraday data.Draws previous days high and low values in thick blue lines.Long entries are upon the close being above the SAR whilst below yesterday low.Exits are end of day or upon breaking below the SAR.Vice versa shorts.Ref:None
Intraday Pivots with Volatility System MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.For use on intraday data.Draws previous days high and low values in thick blue lines.Long entries are upon the close below yesterday low whilst volatility above period high. Exits are end of day or upon breaking above yesterday low.Vice versa shorts.Ref:None
Intraday Reversal System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.For use on intraday data e.g. 1 Minute resolution data.Enters a long trade upon a sequence of closes below yesterdays low. Profit target is mid point of previous high low range. Time based stop after three bars if target not hit.Vice versa for shorts.Ref:None
Intraday RSI System MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.For use on intraday data.Draws previous days high and low values in thick blue lines.Long entries are upon the plus di being above minus di whilst below yesterday low. Exits are end of day or upon breaking above yesterday low.Vice versa shorts.Ref:None
Inverse Fisher Transform Stochastic Oscillator SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Sylvain Vervoort.The Fast PCRI uses this Rainbow Average of the Put Call Ratio, as a basis in an RSI calculation.Gives a distinct benchmark for the cycle phase of the Put/Call Ratio, and hence the underlying series.System based on Stochastic IFT crossing thresholds 30 & 60.Ref:Stocks & Commodities Magazine,December 2011
Island Reversal PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals reversal in a down trend.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Kaufman Adaptive RSI System MISCELLANEOUS SYSTEMS Date Coded : August 2014 Developed by Perry Kaufman.This formula adapts the standard RSI to a smoothing constant. ReMaps the modified RSI back on the price scale.Enters long when crossing the indicator up, exits when crossing down.Vice versa for shorts.Ref:New Trading Systems and Methods, Third Edition
Keltner Channels System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Chester Keltner.Uses range as a proxy for volatility.Reversal entries upon crossing upper (short) and lower bands (long).Ref:Stocks & Commodities Magazine, December 1999
King Keltner MISCELLANEOUS SYSTEMS Developed by George Pruitt (based on a trading system presented by Chester Keltner).A break out system, enters longs and shorts that break from the keltner bands.A moving average of HLC is used to exit on stop.Ref: Building Winning Trading Systems by George Pruitt, pg 112
Kiss System MISCELLANEOUS SYSTEMS Taken from December 2002 Active Trader Mag. Keep It Simple Stupid, a simple system the enters longs after breakout from X percent of period high,and short from X percent break of period low
Lead Lag Trend Channels System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Anthony W. Warren, Ph.D.Corrects the lag effect of movingaverages, and introduces a trend following method that smoothes the data for trend identification and measures short term price fluctuations to establish statistical boundaries.Reversal entries upon crossing upper (short) and lower bands (long).Ref:Stocks & Commodities Magazine, March 1993
Least Squares Detrend System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when the Least Squares Detrend line crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Linear Regression Curve System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Dennis Meyers, Ph.D. Plots the linear regression curve, for user defined number of periods. Long entries upon crossing curve up, and exits upon crossing curve down. Vice versa shorts.Ref:Stocks & Commodities Magazine, May 1998
London Breakout Strategy MISCELLANEOUS SYSTEMS Developed by Updata Staff.Well known market edge, for use on 60 minute resolution currency data.Establishes one trend from previous days high to Asian session open, for long entries.Establishes another trend from previous days low to Asian session open, for short entries.Draws this line. Entries are upon breaking of the relevent projection of the trend.Linear regression slope must be positive for long trade breakouts.Vice versa for shorts.Exits are after 3 hours or at 20 pip profit.
Long Only Multiple Days Up Multiple Days Down Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by David Penn. Buy ETFs on pullback after they have dropped at least four out of the past five days.The exit is a close above the five-day simple moving average.To generalise this users are asked to enter a parameter for averaging period, and the error in the lower close sequences.The error would be the percentage of of closes in the averaging period that are above the pervious low .So in the case of a 5 period average, a 20% error would be 4 out of 5 bars fulfulling the lower close sequence.Ref: Stocks & Commodities Magazine,February 2010
Parabolic SAR System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when price crosses above Parabolic and Sell when it crosses below. See code for enable Shorts as well
Low Frequency Trading System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Ron McEwan.A market breadth based indicator, expressing the difference between advances and declines as a fraction of total advances and declines.The cumulative sum of this ratio is then smoothed with a 256 day (1 year approx.) average.It is suggested that this tool is useful for low frequency traders, taking directional biases from transitions above and below the long term average.Enters long when cumulative crosses cumulative average, and close above price average.Exits at uncrossing of cumulative indicators and price below avg.Vice versa shorts. Ref:Stocks & Commodities Magazine, April 2013
LSROscillator System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Updata Staff.Sums the distance of the close price to a least squares line over a period,to create an oscillator. Can switch between Mean Reverting mode for markets such as S&P 500 Index, or trending like GBP USD Fx.Ref:None
MA Cross Counter MISCELLANEOUS SYSTEMS Date Coded: July 2014 Developed by Updata Staff.Counts the number of crosses of a range of avgs, at a point.Users supply upper range of each parameter, and then the number of crosses at a point for each combination is plotted.Dates with a higher number of crosses , and a rising number of crosses acts a filter for Donchian mid point reversal entries.Ref:None
Market Personality System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by James Kellndorfer. This places the selected ticker, NYSE Tick over the top of the an underlying series, like S&P 500 Futures, to create a sentiment Indicator. So that at extremes of enveloping normal bands, a reversal is increasing likely, so it shorts or buys the underlying.Exits are upon crossing through the central average. Ref:Stocks & Commodities Magazine,November 2003
McGinley Dynamics System MISCELLANEOUS SYSTEMS Date Coded : August 2014 Developed by Perry Kaufman.Smooths price data using adaptive technique.Long entries upon crossing curve up, and exits upon crossing curve down. Vice versa shorts.Ref:New Trading Systems and Methods, Third Edition
Medium Term Investment Strategy SYSTEMS FROM TRADERS MAGAZINE Developed by Keyur Panchal.Long short system uses stochastic crossover with above average volume to enter trades and MACD crossover to exit.A fixed level stop of the lowest three period low for longs and highest three period high for shorts is also used.Ref:Traders Magazine,June 2012
Mesa Adaptive Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by John F. Ehlers.Adapts to the price movement based on the rate of change phase as measured by the Hilbert transform discriminator.The exponential factor ranges between an upper and lower limit set as .5 and .05 in the code.The code plots MAMA and FAMA (Following Adaptive Moving Average).The crossover of MAMA and FAMA is a signal.Long entries upon MAMA crossing FAMA up, exits upon MAMA crossing FAMA down.Vice versa shorts .Ref:Stocks & Commodities Magazine,September 2001
MESA Stochastic System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by John F Ehlers.The author seeks to develop a filter with the optimum smoothing with minimum lag effect, and which mitigates the fractal distortion of the underlying data. A stochastic measure is applied to the resultant series to create an oscillator such that values 0.2 & 0.8 become extremes from which entry signals may be generated. Ref: Stocks & Commodities Magazine, January 2014
Mid Donchian System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Adds some multiple of an ATR into the mid Donchian point.Longs entries (short exits) upon crossing the upper band.Short entries (long exits) upon crossing the upper band.Ref:None
Momentum Change System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates an oscillator based on the difference of two momentums of differing period.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
Momentum First System MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. Looks to trade in direction of prevailing momentum. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
Momentum Oscillator System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Grady Garrett.Uses momentum breaking out from Donchian channels to enter trades, with exits up momentum crossing zero.Ref:Stocks & Commodities Magazine,June 1989
Momentum System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when Momentum crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Momentum Trend Reversal System MISCELLANEOUS SYSTEMS Taken from July 2009 Active Trader Mag. Trade entry initially occurred after a series of three consecutive lower closes, two consecutive lower highs and lower lows and a certain percentage-size drop from the low two days ago to the most recent low
Money Flow & RSI System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Fairly consistent performance since 2009 in Nymex Crude Oil. Calculates the correlation between an MFI and RSI. Enters long at breaking of Donchian low whilst correlation statistic below some threshold level. Long trade closes upon close price crossing Donchian high. Enters short at breaking of Donchian high whilst correlation statistic above some threshold level. Short trade closes upon close price crossing Donchian low.Ref:None
Money Flow Index (MFI) System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when MFI crosses up through a level and Sell when it crosses below a level. See code for enable Shorts as well
Money Flow Index System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Donald Pendergast Jr. Utilises an MFI crossing below a threshold for entry, with a volume threshold Utilises an RSI crossing above a threshold for exit or a trailing % stop.Ref: Stocks & Commodities Magazine,January 2011
Money Flow System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at breaking of Donchian low whilst below some threshold level. Long trade closes upon close price crossing Donchian high.Vice versa shorts.Ref:None
Money Manager Code MISCELLANEOUS SYSTEMS Developed by George Pruitt.A donchian channel breakout system whose primary purpose is to volatility adjust the amount of capital allocated per trade.Ref: Building Winning Trading Systems by George Pruitt, pg 154
Monthly Volume Weighted Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Creates a cumulative monthly volume weighted average.When price crosses this avg up and the days volume is greater than last weeks average volume and new highs are made, a long signal is given.Exit is upon the crossing of the VW Avg down.Vice versa for shorts.Ref:None
New Trix SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jack Hudson. Creates a smoothed oscillator,from logarithm of price data. Ref: Stocks & Commodities August 1997
Nine Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 9 successive lower closes. Exits at next bar close.Ref:None
Nine Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive higher closes. Exits at next bar close.Ref:None
OBOS System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
Morning Doji Star PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Morning Star PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Move Adjusted Moving Average SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Stephan Bisse.Creates a Move Adjusted Moving Average to minimise lag by weighting the components of an average by the difference in close prices.Long entries upon crossing the average up, exits upon crossing the average down.Vice versa shorts.Ref:Stocks & Commmodities Magazine, February 2005
Moving Average & CCI System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Azeez Mustapha.For use on 4 hour FOREX chart.Uses a commodity channel and exponential moving avg to time entry into a trend.Looks for the close to be just touching a moving avg and the CCI to be below some threshold level.Exits are upon a the moving average crossing back above the moving average OR If the price crosses the stop target or profit target.The stop target moves to breakeven once the price have moved a sufficient amount.Ref:Futures Magazine, July 2012
Moving Average Counter Trend SYSTEMS FROM TRADERS MAGAZINE Developed by Dr Arthur M Feild.Enters directional trades based on closing above and below a displaced avg, with exits some % above (for longs) or low below (shorts).Second entry criteria based on reversals some percentage extreme from the central avg, and exits when the price crossessome percentage threshold from the opposite side of avg. e.g. enter shorts 50% above avg, exit at 25% below avg (vice versa longs).Suggested values in text would be 25/50% lines to enter and exit trades.Ref: Traders Magazine, March 2012
Moving Average Crossover using PFTREND Command MISCELLANEOUS SYSTEMS Developed by Updata Staff. Sample Code using PFTREND command. The system is a straightforward simple average crossover but it uses the PFTREND command to assess the Point and Figure trend first and only enters trades in the direction of the prevailing 45 degree trend.
Moving Average MACD Combo MISCELLANEOUS SYSTEMS Developed by Kathy Lien & Boris Schlossberg.A strategy primarily for daily or hourly data. Waits for trendconfirmation using two moving averages and an MACD.Ref:High Probability Trading Setups for the Currency Market
Moving Average Zig Zag MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Arthur Field.To be ran on weekly data.Creates a 3 week avg of 3 week Donchian range. The trigger amount is a parameterized percentage of this range (25 default) When the price in an envelope of the two averages, above 50, below 8, entry is the trigger amount from the close.When the price crosses down through this amount, a pull back is anticipated with a long position.Stop are either on hitting a stop or profit target, both a multiple of the trigger amoun .Ref:Futures Magazine,June 2014 Issue
Moving Averages With Resistance and Support SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Dennis Tilley.Uses support and resistance to confirm price and simple moving average (SMA) price crosses for buy/sell signals. Ref: Stocks and Commodities Magazine September 1998
Mutual Fund Timing Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Stan Jones.Buying/Covering when the price is some volatility adjusted price above a period low for a threshold number of periods. Vice Versa for Shorts/Sells.Ref: Stocks & Commodities Magazine, July 1988
Narrow Range Bars MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.Trades on narrowing of five day range, Rules are detailed, and listed in full on file.Ref:The Ultimate Trading Guide
Narrow Range Outside Close Breakout MISCELLANEOUS SYSTEMS Developed by Updata Staff.The narrowest Hi-Lo range in 7 days was a number of note in pit trading.It has been parameterized in this system test.For long trades a filter of todays open being above yesterdays high is added,conversely,short trades a filter of todays open being below yesterdays low is added.Exits in each case are end of day.Ref:None.
Narrow Range With Volume Contraction MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.The narrowest Hi-Lo range in 7 days together with volume below its average for three consecutive days allows for breakouts of previous high for long trades. Exits at end of the day. Vice versa shorts.Ref:None
Natural Gas Seasonal System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Long only seasonal natural gas futures system, with simple buy at the start of September and close at end of September rules. Ref:None
NBP Zeebrugge Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on NBP Prompt Day Ahead Daily.Creates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (UK/Zeebrugge) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (UK/Zeebrugge) rises and price ratio rises and open is less greater prior close. exits at close.Ref:None.
NCG Prompt Avg Buying System ENERGY TRADING SYSTEMS Developed by Updata Staff.For German NCG Daily prompt.If the close crosses above its avg, short at close.Closes at next lower close.If the close crosses below its avg, buy at close.Closes at next higher close.Ref:None.
Net High Low System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: July 2014 Developed by Michael Daley.In this article, the author proposes an indicator of todays high/low in excess of yesterdays,to give a clue on makret breakouts.Enters long only upon crossing its signal line up. Exits upon crossing down.Ref:Stocks & Commodities Magazine, August 1994
New Market Paradigm SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Walter Downs.Defines three stages in the market, Expansion,Contraction and Transition.Seeks to enter on donchian breakouts during Expansion phase.Ref: Stocks and Commodities Magazine, June 1998
Nine Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 9 successive lower closes and rising volume bars.Enters short after 9 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Nine Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive lower closes.Exits at trailing stop.Ref:None
Nine Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive lower closes and close below avg.Exits at next bar close.Ref:None
Nine Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 9 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Nine Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive higher closes.Exits at trailing stop.Ref:None
Nine Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive higher closes and close above avg.Exits at next bar close.Ref:None
Nine Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 9 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
OHLC Fraction System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Guy Brys and Luc Van Hof.Exponentially smooths the ratio of open to close vs high to low,to create an oscillator that times market reversals, when the oscillator is at new highs and above its avg price, it goes short. Vice versa for longs.Ref:Stocks & Commodities Magazine,January 2003
On Balance Volume Disparity System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Phillip Holt. Plots disparity between datas closing position within its bollinger band,and the OBV over the period. Ref: Stocks and Commodities June 1996
On-Balance Volume (OBV) System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when OBV crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Open Gap Trade SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Eric Hynniman .Opening gap strategy, buying on short term weakness,within a long term trend established by the moving average.Ref: Stocks & Commodities Magazine, April 2000
Open To High Low Diff System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Works out the average distance from the open to high price, and the open to low price.Creates reversal bands based on these, and exits at the close.Ref:None
Optimising System Test MISCELLANEOUS SYSTEMS Taken from Active Trader Mag July 2007 Issue . A trading system that buys when the low of the day is lower than a multiday low, and shorts when the high of the day is higher than a multiday day.
OTC NBP Prompt Daily RSI System ENERGY TRADING SYSTEMS Developed by Updata Staff.For Use on OTCNG NBPP-DAY AHEAD Daily.A simple system that looks for RSI levels to determine a directional bias.If the current RSI is above upper level, enter short. Exit at RSI crossing under cover level.If the current RSI is below lower level, enter long. Exit at RSI crossing above sell level.Ref:None.
OTC NBP Prompt Daily Seasonal System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTC NBPP DAILY.If todays open above open this day one year ago, and less than this days open last week, and this days open is less than same day last month, enter short at open.Cover at close.If todays open below open this day one year ago, and greater than this days open last week, and this days open is less than same day last month, enter short at open.Cover at close.Ref:None.
OTC NBPM Near-Gas Flow System ENERGY TRADING SYSTEMS Developed by Updata Staff.An Intraday system for 60 minute data utilizing Updata Feed Data on National Grid Total Gas Flow.The premise of system is that if there is a low amount of gas flowing in total around the country, then any additional shocks in weather would lead to buying of UK Gas. Vice versa for short positions. If the total gas supply flow is below its average value, anticipates buying OTCNG NBPM-Near 60Min after a certain time.If Gas supply flow is above its average value, anticipates shorting OTCNG NBPM-Near 60Min after a certain time.All positions closed at end of data.Ref:None
OTC PegNordH Prompt Open Range Breakouts ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCNG PEGNORD_HP-DAY AHEAD 60 Minute.Enters long from upside breakouts of the period high from daily open.Exits at the close.Enters short from downside breakouts of the period low from daily open.Exits at the close.Ref:None.
Outside Day Outside Close MISCELLANEOUS SYSTEMS Developed by PJ Kaufman.Trades in direction of outside day,and an outside close. Ref: New Trading Systems and Methods
Overbought-Oversold (OBOS) System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when OBOS crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Panini MA SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Rahda Panini. Ref: Stocks and Commodities Magazine March 2007
Leader of the MACD CUSTOM CHARTS Developed by Giorgos Siligardos.For use on intraday data.Creates and oscillator based on the difference of smoothed differences of the close to two different period exp. mov. avgs.Ref:Stocks & Commodities Magazine,July 2008
Leading Indicator CUSTOM CHARTS Developed by John Ehlers. Creates a leading indicator on smoothed price data . Ref: Cybernetic Analysis for Stocks and Futures
LinReg (Slope&rSq) CUSTOM CHARTS Developed by Barbara Starr. A technical indicator using linear regression slope and r-squared to confirm the price trend. Ref: Stocks & Commodities Magazine, December 2007
Ln Range Volatility CUSTOM CHARTS Developed by Updata Staff.Takes the natural logarithm of period high to low range, to measure volatility.Ref:None
MACD of Relative Strength CUSTOM CHARTS Developed by Jayanthi Gopalakrishnan. Calculates the MACD of the relative strength (MACD RS) between two instruments. Ref: Stocks & Commodities Magazine, October 1999
MacDaddy Indicator CUSTOM CHARTS Developed by Lee Leibfarth. Plots the smoothed average distance of a price to a moving average of that price. Ref: Stocks & Commodities January 2006
Majority Rule Indicator CUSTOM CHARTS Developed by Unknown.Creates an oscillator based on rising close prices over a period, and expresses this as a percentage.Ref:None
Market Personality CUSTOM CHARTS Developed by James Kellndorfer. This places the selected ticker, NYSE Tick over the top of the an underlying series, like S&P 500 Futures, to create a sentiment Indicator. So that at extremes of enveloping normal bands, a reversal is increasing likely. Ref:Stocks & Commodities Magazine,November 2003
Market Volume Impact CUSTOM CHARTS Developed by Anthony J. Macek.Multiplies the net change in price of the Dow Jones Industrial Average, by the volume of New York Stock Exchange Index of the same day. This value is then smoothed with a suggested ten period moving average, and then smoothed again with long and short period moving averages, to display long and short term trends.Ref:Stocks & Commodities Magazine, April 1993
Mass Index CUSTOM CHARTS Developed by Donald Dorsey. Designed to identify changes in daily ranges on the basis that the range increases at turning points. Its an x period sum of the ratio of two moving averages of the ranges. Ref: Stocks & Commodities Magazine, June 1992
Modified CCI System CUSTOM CHARTS Developed by DW Davies. A CCI system that divirges from Lamberts orignal rules,by using a longer term period for calculation that is smoothed,and enters trades on crossover of zero. Ref: Stocks and Commodities, January 1995
Modified Volume Price Trend Indicator CUSTOM CHARTS Developed by David Hawkins. Hawkins adds to the On Balance Volume (OBV) & Volume Price Trend (VPT) theme of indicators by substituting the typical price, (O+H+L+C)/4, for the close price in the VPT formula. Hawkins proposes this better captures Accumulation /Distribution in the market, thus giving clearer price/indicator divergences. The level and scale parameters in the article can be omitted in Updata code, as all charts and overlays can be manipulated in real time. Ref: Stocks & Commodities Magazine, April 2010
Most Anchored Momentum CUSTOM CHARTS Developed by Rudy Stefenel. A smoothing technique for the momentum indicator. Ref: Stocks & Commodities February 1998
Most Anchored Momentum with Exponential Smoothing CUSTOM CHARTS Developed by Rudy Stefenel. A smoothing technique for the momentum indicator. Ref: Stocks & Commodities February 1998
Moving Avg Slope CUSTOM CHARTS Developed by Adam White.Creates an indicator based on the slope of the moving average. Ref: Stocks & Commodities Magazine, August 1992
Moving Skewness CUSTOM CHARTS Developed by Perry Kaufman. Calculates moving skewness, see book for more details .Ref: Taken from New Trading Systems and Methods, Third Edition
Modified VIX Index CUSTOM CHARTS Developed by S Jack Karczewski. For use on the underlying VIX index, but incorperating either OEX or SPX tickers to gauge market direction. Ref: Stocks & Commodities, April 1995
Momentum Oscillator CUSTOM CHARTS Developed by Darryl W. Maddox.Combines daily price change with volume , to create a momentum measure in keeping with the Physics concept of momentum.Ref: Stocks & Commodities Magazine, April 1991
Money Flow Index (MFI) CUSTOM CHARTS Developed by Gene Quong & Avrum Soudack. Is a Volume weighted RSI. The average price is weighted by the volume to calculate money flow and is then normalised like at RSI. Ref: Stocks & Commodities Magazine, March 1989
Most Active Advances Declines (MAAD) CUSTOM CHARTS Example given by Rob McCurtain. A breadth study.User selects a watchlist of stocks and the size of a subset of that watchlist ranked by volume.Plots a cumulative line of the risers minus fallers.Ref: Futures Magazine, August 2012
MultiVote OBV CUSTOM CHARTS Developed by Barry M McVicar. Takes into account high and low as well as close when calculating OBV. Ref: Stocks & Commodities September 1993
MWDXAverage CUSTOM TOOLS Produced by Miles Dunbar.A variant on the exponential moving average,with the constant not determined by length, but by specific input for desired weight dispersal.Ref:Stocks & Commodities, December 1995
Natenberg Volatility CUSTOM CHARTS Developed by Sheldon Natenberg.Historical volatility is defined as the standard deviation of the logarithmic price changes measured at regular intervals of time. For use on Weekly Data.Ref:Option Volatility & Pricing
Net High Low Indicator CUSTOM CHARTS Developed by Michael Daley. In this article, the author proposes an indicator of todays highs lows in excess of yesterdays to give a clue on market breakouts. Ref: Stocks & Commodities Magazine, August 1994
Net Momentum Oscillator CUSTOM CHARTS Developed by Tushar Chande and Stanley Kroll. The net momentum oscillator takes the difference between the up day momentum and down day momentum. It then expresses this difference as a ratio of the sum of up and down day momentum.Ref:Stocks & Commodities Magazine, May 1993
Non Detracting ROC CUSTOM CHARTS Developed by Martti Luoma and Jussi Nikkinen. Creates a modified ROC indicator, free of its detracting problem. Ref: Stocks & Commodities Magazine, May 2007
NormalisedAverageTrueRange CUSTOM CHARTS Developed by John Forman. Plots a normalised ATR with respect to close price. Ref: Stocks & Commodities Magazine, May 2006
Normalised Index CUSTOM CHARTS Produced by Updata Staff. Creates an alternative index of any sectors constituents where the data for all members is normalised to start at 100 on a chosen base date. Ref: CoD 24 Oct 2006
Normalised Momentum With Avg Volume CUSTOM CHARTS Example by David Elliot.Normalised momentum over a period, the multiplied by an average of volume.Ref:David Elliot Presentation Material
Normalised Momentum With Volume CUSTOM CHARTS Example by David Elliot.Normalises price momentum with an ATR, then multiplies by avg volume.Ref:David Elliot Presentation Material
Normalised Standard Deviation CUSTOM CHARTS Developed by Mark Katsanos. The author creates two indicators to assist in trading penny stocks. The frist is normalised standard deviation, the second is normalised standard deviation multiplied by ADX. Ref:Stocks & Commodities Magazine, January 2005
Normalised Volatility CUSTOM CHARTS Developed by Daniel Chesler.Normalised volatility across some defined lookback region. Ref: Stocks & Commodities Magazine, September 1997
Percentage Diff Oscillator CUSTOM CHARTS Developed by Darryl W Maddox. An exponentially smoothed oscillator, of close in relation to range. Ref: Stocks & Commodities November 1990
Normalised Volume Price Volatility Correlation CUSTOM CHARTS Developed by Daniel Chesler.Normalises price and volume volatility to some defined lookback region.And plots their correlation statistic.Ref: Stocks & Commodities Magazine, September 1997
Normalised Volume Volatility CUSTOM CHARTS Developed by Daniel Chesler.Normalised volume volatility across some defined lookback region. Ref: Stocks & Commodities Magazine, September 1997
Normalized Volatility Indicator CUSTOM CHARTS by Rajesh Kayakkal. This indicator uses a single measurement of volatility, which can be used to standardise it across the lifetime of an instrument. This is then compared to an optimisable threshold to enter and exit trades. Ref:Stocks and Commodities Magazine August 2010
Notis %V CUSTOM CHARTS Developed by Steven Notis.A volatility measure based on the of the sum of high to close prices to the sum of close to low prices, over a period.A high value indicates high inconsistency within the time series, and so indicates volatility, low values are low volatility regions.Ref:User?s Manual for the Professional Breakout System
OHLC Fraction CUSTOM CHARTS Developed by Guy Brys and Luc Van Hof.Exponentially smooths the ratio of open to close vs high to low,to create an oscillator that times market reversals.Ref:Stocks & Commodities Magazine,January 2003
On Balance Volume Disparity Indicator CUSTOM CHARTS Developed by Phillip Holt. Plots disparity between datas closing position within its bollinger band, and the OBV over the period. Ref: Stocks & Commodities Magazine, June 1996
On Balance Volume Reflex CUSTOM CHARTS Developed by James Purifoy.If the change in open interest is positive on the day,volume is added to a cumulative total,if its negative, volume is subtracted to the cumulative total.Ref:Stocks & Commodities Magazine,April 1988
Opening Range Breakout Preference CUSTOM CHARTS Developed by Tony Crabel.This indicator parameterizes the extremeness of moves,by averaging the absolute distance of the minimum of open to high, or open to low.Higher values indicate a greater probability of moves being sustained.Ref:Stocks & Commodities Magazine,September 1988
Oscillators,Smoothed CUSTOM CHARTS Developed by Sylvain Vervoort.The author delivers the fifth part of his series, using rainbow smoothing to modify the Percentage b to create an oscillator with zero lag for use with swing trading. All parameters can be optimised within the Indicator Optimiser to determine the most profitable combinations.Ref: Stocks & Commodities Magazine, September 2013
Overlapping Range Indicator CUSTOM CHARTS Developed by Updata Staff.Measures the overlapping range of todays vs yesterdays High to Low candle as a percentage of todays range.An inside bar would be 100%, a gapping bar would be 0%.Creates rolling avg of this value to create an oscillator.User sets a long or short filter for trades by altering level.That is used determine a time when accept breakouts from Donchian Channels the same period as the avg.Ref:None
PAIN Indicator CUSTOM CHARTS Developed by Michael B Geraty. The formula returns a single value that weighs intraday momentum, and is consistent with the interpretation of Japanese candlestick patterns . Ref: Futures Mag, August 1997
Period Indicator CUSTOM CHARTS Developed by John Ehlers. Measures the cycle period using an advanced Hilbert Transform . Ref: Cybernetic Analysis for Stocks and Futures
Percentage Band Width CUSTOM CHARTS Developed by John Bollinger.Takes a stochastic of Bollinger band width, to determine current volatility in relation to past. Ref:www.bollingerbands.com
Percentage Buying of Day CUSTOM CHARTS Developed by Joseph Barics. Uses candlestick ratios to determine amount of buying and selling during a day. Ref: Stocks & Commodities May 1990
Parabolic SAR Oscillator CUSTOM CHARTS Developed by Updata Staff from the original Parabolic SAR developed by J Welles Wilder. Creates an oscillator which measures the absolute or percentage difference between the price and the Parabolic SAR. Ref: New Concepts in Technical Trading Systems by J. Welles Wilder
Percent New Positions CUSTOM CHARTS Developed by Don Iglehart.To be used with data on a futures contract.It calculates the percentage of todays volume that represents new positions being put on, as opposed to existing positions being closed out.Ref:Stocks & Commodities Magazine, May 1993
Phase Change Index CUSTOM CHARTS Developed by MH Pee. This indicator seeks to define when market is in an uptrend or down trend ( also overbought/oversold levels) by calculating historical close price from some trend line. Ref: Stocks & Commodities Magazine, May 2004
Pivot Detector (PID) Oscillator CUSTOM CHARTS Developed by Giorgos E. Siligardos. Creates an oscillator based on Wilder RSI and Siligardos PID signals. Ref: Stocks & Commodities Magazine, July 2009
Polarized Fractal Efficiency CUSTOM CHARTS Developed by Hans Hannula . Creates an oscillator which varies between 100 and minus 100, indicating when the market is likely to reverse trend. Ref: Stocks & Commodities January 1994
Point of Balance Oscillator CUSTOM CHARTS Developed by Walter T. Downs. Shows the point of balance between close prices, oscillating between bullish and bearish sentiment. Ref: Stocks & Commodities August 1998
Point and Figure Balance Volume (PBV) CUSTOM CHARTS Developed by Updata Staff. Accumulation/distribution line where the volume is added if the current Point and Figure column is an X column, and subtracted if the current column is a O column. This code is based on a log scale Point and Figure chart based on CLOSE
Premier Stochastic Oscillator CUSTOM CHARTS Developed by Lee Leibfarth. PSO is a technical indicator tool that provides a quick response to changes in market direction. Ref: Stocks & Commodities Magazine, August 2008
Price And The RSI CUSTOM CHARTS Developed by John Knagg.Takes linear regression slope of the RSI, and compares it the slope of price action.Divirgences can be used to signal when a trend is due to change.Ref: Stocks & Commodities Magazine, August 1993
Price Only SVAPO CUSTOM CHARTS Developed by Sylvain Vervoort.This indicator is based on the Short Term Volume and Price Oscillator by Sylvain Vervoort in the November 2007 issue of Technical analysis of stocks and commodities. It has been modified for the February 2008 article to be used without volume data.Ref:Stocks & Commodities Magazine,February 2008
Price Path Volatility CUSTOM CHARTS Developed by Joanne Hill, Ph.D. and Matthew Celebuski.Proposes two measure similar to standard deviation that capture the extent of reversals in a return series is the sum of n absolute returns minus the absolute net return over n periods (Whipsaw) and one that captures the sequence of returns (Path).Ref:Stocks & Commodities Magazine, December 1988
Price Zone Oscillator CUSTOM CHARTS Developed by Walid Khalil and David Steckler.The authors produce a companion indicator to their Volume Zone Indicator, which seeks to place each close to close difference in the context of an overall price move, to deduce bullish or bearish phases. Ref: Stocks & Commodities Magazine, June 2011
Upside Gap Two Crows CUSTOM PATTERNS Example given by Updata Staff. Signals reversal of an uptrend. For a more thorough description for this widely documented pattern, see any candlesticks book.
Profit With High Relative Strength Mutual Funds CUSTOM CHARTS Example by Gerald Gardner.Indicates the distance of the close to a moving avg in terms of multiples of standard deviations, of a related instrument.Ref:Stocks & Commodities Magazine,April 2009
Put Volume Avg Ratio CUSTOM CHARTS Developed by John Bollinger.Creates a ratio of current put volume to some defined period average of put volume . Based on fundamental tickers defaulted to Bloomberg references.Ref:Stocks & Commodities Magazine,April 1989
Rainbow Oscillator CUSTOM CHARTS Developed by Mel Widner.Applies recursive smoothing to price,then normalises the maximum and minimum of the averages to create uppper and lower bounds. The distance from the close price to an average of the averages is used to create an oscillator within these bounds.Ref: Stocks & Commodities Magazine, July 1997
Rainbow Volume Bars CUSTOM CHARTS Developed by Edgar Kraut. A swing trading indicator based on price and volume momentum to trade the S&P 500 ETF, SPDR. Ref: Stocks & Commodities Magazine, July 2011
Ratio of Strength CUSTOM CHARTS Developed by Updata Staff. Derives strength from summation of candlestick OHLC ratios, crossover of lines indicate trend changes. Ref: None
Range Normalised Average CUSTOM CHARTS Developed by Brian Bell.Normalises the movements of a moving average to the period high or low range to produce an oscillator.Ref:Stocks & Commodities Magazine,November 2000
Range Overlap Indicator CUSTOM CHARTS Developed by Michael Daley. In this article, the author proposes an indicator of todays range overlap with yesterdays, to give a clue on market breakout. Ref: Stocks & Commodities Magazine, August 1994
Regression Oscillator CUSTOM CHARTS Developed by Richard Goedde. Creates two indicators of default lookback 3 months (63 days) based linear regression predictions of price.One calibrates the difference between the prediction and actual and is expressed as percentage, the other relates price to the slope of the preceeding line.Ref:Stocks & Commodities Magazine, March 1997
Regularization CUSTOM CHARTS Developed by Chris Satchwell. Demonstrates a smoothing technique known as regularization. Ref: Stocks & Commodities Magazine, July 2003
Relative Strength (Normalised) against an Equal Weighted Index CUSTOM CHARTS Developed by Updata Staff. Creates an equal weighted index of a watchlist or portfolio and then draws a Normalised Relative Strength Chart against it. Ref: None
Relative Strength Candles CUSTOM CHARTS Developed by Updata Staff. Finds the relative strength of each of Open, High, Low and Close values between two tickers.
Relative Strength Momentum CUSTOM CHARTS Developed by Julius de Kempenaer. 3 line indicator. A relative ratio of two moving averages of the relative strength, a trigger line of the relative ratio and the relative ratio divided by a trigger line. Ref: The Technical Analyst May/June 2006
Relative Spread Strength CUSTOM CHARTS Developed by Ian Copsey. Takes the difference between two moving averages, which is then smoothed with an RSI and smoothed again by taking a moving average of the RSI. Ref: Stocks & Commodities Magazine, October 2006
Relative Momentum Index CUSTOM CHARTS Developed by John Altman. Creates a smoothed oscillator that is RSI like, but based on momentum. Ref: Stocks & Commodities Magazine, December 1993
RSI With Volume CUSTOM CHARTS Developed by Barbara Starr, PhD.Extends the RSI Calculation by including volume within the calculation. Ref: Stocks & Commodities Magazine, July 1993
RSL CUSTOM CHARTS Developed by Robert Levy. Divides price by its moving average. Normally drawn as a weekly chart. Ref: The Relative Strength Concept Of Common Stock Price Forecasting 1968
RSquared CUSTOM CHARTS Developed by Jon Andersen. Creates the r-squared statistics function, with a moving average. Ref: Stocks & Commodities Magazine, September 1996
Relative Strength Balance Volume CUSTOM CHARTS Developed by Updata Staff. Accumulation/distribution line where the volume is added when Relative Strength rises and subtracted when Relative Strength falls.
Relative Vigor Index CUSTOM CHARTS Developed by John F. Ehlers. Smoothed Momentum indicator constructed from the basic idea that prices tend to close higher than they open in up markets and lower than they open in down markets. The vigor of the move is established by where the prices are at the end of the day. Ref: Stocks & Commodities Magazine, January 2002
Relative Volatility Index (RVI) CUSTOM CHARTS Developed by Donald Dorsey. Based on the RSI calculation, it uses Standard Deviations of the price to determine ups and downs. It therefore measures the general direction of volatility. Ref: Stocks & Commodities Magazine, September 1995
Relative Volume (Cluster) CUSTOM CHARTS Developed by Melvin E.Dickover.The author develops two indicators based price and volume behaviour to better determine support and resistance lines. The first is a Relative Volume indicator, which identifies large volume days ,illustrated with a black bar in an otherwise gray histogram. Updata has slightly extended the article by adding rules for the additional Defended Price Line (DPL), plotted at the close price after a cluster of large volume black bars.Ref:Stocks & Commodities Magazine,April 2014
Reverse Engineered Candlesticks CUSTOM CHARTS Developed by Giorgos Siligardos, Ph.D.The article present ideas for extending the reverse engineering of RSIs to determine the overbought oversold of Close and Low prices. Updatas interpretation extends this concept, to create OHLC candlesticks based on reverse engineered RSI,to indicate potential overbought/oversold levels for each of the four prices.Ref:Stocks & Commodities Magazine, September 2004
Reverse MACD (PMACDEqual) CUSTOM CHARTS by Johnny Dough.This indicator reverse engineers the traditional MACD indicator to create two indicators, the first derives the price at the next bar required to cause the MACD to achieve a pre-defined value (in this instance equal), the second derives the price needed to cause the MACD to change direction.Ref: Stocks & Commodities Magazine,January 2012
Reverse MACD (PMACDZero) CUSTOM CHARTS by Johnny Dough.This indicator reverse engineers the traditional MACD indicator to create two indicators, the first derives the price at the next bar required to cause the MACD to achieve a pre-defined value (in this instance zero),the second derives the price needed to cause the MACD to change direction.Ref: Stocks & Commodities Magazine,January 2012
Rex Oscillator CUSTOM CHARTS Developed by Eduardo Moreira. A momentum indicator, that measures the close price relative to its open, high & low and smoothes value with a moving average. Ref: The Technical Analyst, Apr-Jun 2010
Rising Darkness Indicator CUSTOM CHARTS Developed by Anthony Trongone.Trade entries are based on the oneday percentage change in price and a comparison of the present day volume to historical volume.Four different combinations of price and volume are used as trade entry triggers. When certain conditions are met, this strategy enters trades at the end of the day. Ref:Stocks & Commodities Magazine, January 2004
Sibbets Demand Index CUSTOM CHARTS Developed by James Sibbet. Incorporates price and volume, to give a ratio of buying to selling pressure with a plotted buying and selling pressure line.
SineWave Indicator CUSTOM CHARTS Developed by John Ehlers. A non-causal indicator to anticipate cycle turning points. Ref: Cybernetic Analysis for Stocks and Futures
Smoothed Adaptive Momentum CUSTOM CHARTS Developed by John Ehlers. Momentum taken over a full cycle period accurately indicates the trend . Ref: Cybernetic Analysis for Stocks and Futures
RSIjk CUSTOM CHARTS Developed by Jay Kaeppel.This indicator is also derived from the original RSI indicator. It simply adds some rate of change calculations and some smoothing to derive an overbought/oversold oscillator that can range from 100 to -100.Ref: Stocks & Commodities Magazine, January 2014
RSI using Exponential Averaging CUSTOM CHARTS Produced by Updata Staff. RSI using exponential smoothing instead of the original smoothing method used by Wilder. Ref: New Concepts in Techincal Trading Systems by J Welles Wilder
RSI with Self-Adjusted Benchmark Levels CUSTOM CHARTS Developed by David Sepiashvili. Creates overbought and oversold levels on RSI based on Standard Deviation bands. This code draws the RSI and then adds the bands. Ref: Stocks & Commodities Magazine, February 2006
RSI Volatility System CUSTOM CHARTS Developed by Updata Staff.Identifies periods when the RSI is most volatile, so the market is in mean reverting tendency, and uses that to filter overbought /oversold.Ref:None
Schaff Trend Cycle CUSTOM CHARTS Developed by Doug Schaff. This indicator is a combination of moving average convergence/divergence and fast stochastics with a cycle component and a smoother to capture currency market moves more comprehensively. Ref: Stocks & Commodities Magazine, April 2010
Sentiment Zone Oscillator CUSTOM CHARTS Developed by Walid Khalil, MFTA, CFTe. Measures extreme bullishness and bearishness and helps you identify a change in sentiment.This oscillator is based on exponentially smoothing price changes.Ref:Stocks & Commodities Magazine, May 2012
SFPV CUSTOM CHARTS Developed by Guy Brys and Luc Van Hof.Creates an exponentially smoothed ratio of the current high plus low sum difference to highest high and lowest low sum,in relation to its current highest high to lowest low range.Ref:Stocks & Commodities Magazine,January 2003
Sharpe Ratio Returns CUSTOM CHARTS Developed by Unknown.Calculates the Sharpe ratio for an instrument by subtracting the annual risk free rate frim for the annulized returns. Divides such a number by the standard deviation of the underlying.Ref:None
Signal To Noise Ratio CUSTOM CHARTS Developed by John Ehlers. Measures market cycle, to determine inefficiency due to short term coherence. Minimum signal to noise ratio is 6 dB SNR, where the signal peak amplitude is twice the noise amplitude. Ref: Rocket Science for Traders by John Ehlers
Slow PCRI Inverse Fisher Transform CUSTOM CHARTS Developed by Sylvain Vervoort.The Slow PCRI Inverse Fisher Transform processes RSI based on Put Call Ratio data, with a Fisher Transform.Gives a distinct benchmark for the cycle phase of the Put/Call Ratio, and hence the underlying series.Ref:Stocks & Commodities Magazine,November 2011
Slow Put Call Ratio Indicator CUSTOM CHARTS Developed by Sylvain Vervoort.The Slow PCRI smooth?s the volume ratio with an iterative Rainbow Average.Gives a distinct benchmark for the cycle phase of the Put/Call Ratio, and hence the underlying series.Ref:Stocks & Commodities Magazine,November 2011
Smart Money Index CUSTOM CHARTS Date Coded: January 2015.Developed by Don Hays.For use on Hourly data. Todays SMI reading = yesterdays SMI ? opening gain or loss + last hour gain or loss.Premise is that emotional trading takes place at the beginning of the trading day (as traders react to overnight news event and economic releases) while the smart money takes the day to evaluate price action and input their orders before the market closes. Due to that assumed tendency, we want to bet against the opening action and bet with the closing action. Ref:None
Trend Quality Indicator CUSTOM CHARTS Developed by David Sepiashvili. Describes a method for identifying trending periods in a market. Ref: Stocks & Commodities Magazine, April 2004
Smoothed RSI Inverse Fisher Transform CUSTOM CHARTS Developed by Sylvain Vervoort.This indicator exploits the boundary constraints imposed by the Fisher transform on a zero lag smoothed RSI, to restrict transition paths between threshold levels. The intention is to give clearer, and thus more robust periods of overbought and oversold.Ref:Stocks and Commodities Magazine July 2010
Spark Spread (Clean) with VARIABLE Exchange Rate CUSTOM CHARTS For Energy Traders. Allows you to divide a Base Load Power contract by any Gas contract multiplied by a conversion factor and subtract emissions. It also allows you to select an applicable exchange rate file. If you dont have exchange rate data, please use the fixed exchange rate version below
Spark Spread (Clean) with FIXED Exchange Rate CUSTOM CHARTS For Energy Traders. Allows you to divide a Base Load Power contract by any Gas contract multiplied by a conversion factor and subtract emissions. It also allows you to enter a fixed exchange rate. If you have exchange rate data, please use the variable exchange rate version above
Spearman Indicator CUSTOM CHARTS Developed by Dan Valcu. Coded in C#. A simple indicator that measures trend strength and potential turning points, according to the degree of reordering the printed price sequence requires to be arranged in order of size. Ref:Stocks & Commodities Magazine February 2011
Spread Candles CUSTOM CHARTS Developed by Updata Staff.Similar to relative strength candles,finding each of Open, High, Low & Close values between two tickers.But takes the High of a spread to be maximum of OHLC ratios between tickers.Lows are the minimum of OHLC ratios.
Standard Deviation Normalised Average CUSTOM CHARTS Developed by Brian Bell.Normalises the movements of a moving average to the standard deviation of price to produce an oscillator.Ref:Stocks & Commodities Magazine,November 2000
Stochastics and Price Range Dynamics CUSTOM CHARTS Developed by Andrew Tomlinson. This tool provides two techniques for evaluating range dynamics-price bands and stochastics. Ref: Stocks & Commodities Magazine, August 2005
Stochastic CCI CUSTOM CHARTS Taken from Active Trader September 2004. Plots a stochastic of the Commodity Channels Index (CCI)
Stochastic Cycle CUSTOM CHARTS Developed by John Ehlers. Stochastic of a Cyber Cycle is taken to produce a fast acting oscillator . Ref: Cybernetic Analysis for Stocks and Futures
Stochastic RSI CUSTOM CHARTS Developed by John Ehlers. Stochastic of a RSI is taken to produce a fast acting oscillator . Ref: Cybernetic Analysis for Stocks and Futures
Stochastic RSI with Bollinger Bands CUSTOM CHARTS Developed by Dennis D. Peterson. A simple Bollinger band reversal indicator with stochastic RSI confirmation over overbought/oversold levels. Ref:Stocks & Commodities Magazine,August 2002
Stochastic RVI CUSTOM CHARTS Developed by John Ehlers. Stochastic of a RVI (Relative Vigor Index) is taken to produce a fast acting oscillator . Ref: Cybernetic Analysis for Stocks and Futures
Stochastic Momentum Index CUSTOM CHARTS Developed by William Blau. Creates an oscillator from double exponentially smoothed period ranges. Ref: Stocks & Commodities January 1993
The Wyckoff Wave CUSTOM CHARTS Example given by Craig F. Schroeder.Creates a proxy for the market by using representative stocks to create an index.Ref:Stocks & Commodities Magazine,June 1991
Three Pole Butterworth Smoother CUSTOM CHARTS Developed by John Ehlers. A 3 Pole Butterworth smoothing filter with minimum lag . Ref: Cybernetic Analysis for Stocks and Futures
Three Pole Super Smoother CUSTOM CHARTS Developed by John Ehlers. A 3 Pole smoothing filter with minimum lag . Ref: Cybernetic Analysis for Stocks and Futures
OTC TTF Near 60 Min Breakouts ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTC TTF Prompt 60 Min.Enters long after 09:00am from highs successively penetrating period highs, and then a close above previous bars high.Enters short after 09:00am from low successively penetrating period lows, and then a close below previous bars low.Exits at end of day.Ref:None.
OTC TTF Prompt Daily Seasonal System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCNG TTFP-DAY AHEAD Daily.If todays open is above open this day one month ago, and this days open last week, and this days open is less than yesterdays close,and yesterday closed down, enter short at open.Cover at close.If todays open is below open this day one month ago, and this days open last week, and this days open is greater than yesterdays close,and yesterday closed up, enter long at open.Sell at close.Ref:None.
OTC Zeebrugge Prompt Daily Seasonal System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCNG ZEEBRUGGEP-DAY AHEAD Daily.If todays open above open this day one year ago, and this days open last week, and this days open is less than yesterdays close, enter long at open.Sell at close.If todays open below open this day one year ago, and this days open last week, and this days open is greater than yesterdays close, enter short at open.Cover at close.Ref:None.
Overlapping Range System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Measures the overlapping range of todays vs yesterdays High to Low candle as a percentage of todays range.An inside bar would be 100%, a gapping bar would be 0%.Creates rolling avg of this value to create an oscillator.User sets a long or short filter for trades by altering level.That is used determine a time when accept breakouts from Donchian Channels the same period as the avg.Ref:None
Peg NordH German Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Peg Nord H Prompt Day Ahead Daily.Creates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (PegNordH/German) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (PegNordH/German) rises and price ratio rises and open is less greater prior close. exits at close.Ref:None.
Peg NordH NBP Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Peg Nord H Prompt Day Ahead DailyCreates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (PegNordH/NBP) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (PegNordH/NBP) rises and price ratio rises and open is less greater prior close. exits at close.Ref:None.
Pendergast Crossover SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Example by Donald Pendergast.Reverses traditional MACD entrysignals.Enters long when the MACD signal crosses the MACD up.Vice versa for shorts.Ref:Stocks & Commodities Magazine,March 2009
PennyStockBreakoutTrading SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Mark Katsanos. The author creates a set of rules to detect potential breakouts in penny stocks at an early stage. Ref:Stocks & Commodities Magazine, January 2005
Phase Change Index (System) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by MH Pee. This indicator seeks to define when market is in an uptrend or down trend ( also overbought/oversold levels) by calculating historical close price from some trend line.Short trades (and longs closed) are entered into upon crossing overbought level.Long trades (and shorts closed) are entered into upon crossing oversold levels.Ref: Stocks & Commodities Magazine, May 2004
Piercing Line PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Piercing Line & Dark Cloud Cover Trading SYSTEMS FROM TRADERS MAGAZINE Developed by Keyur Panchal.Enters longs on piercing line pattern and shorts upon dark cloud cover pattern.Exits after a defined number of bars or hitting of stop.Stop defined by % of close price and is fixed.Ref:Traders Magazine, November 2012
Pivot Point Range Trading SYSTEMS FROM TRADERS MAGAZINE Developed by Arthur Krieger.Intraday system based on pivot points. Enters longs if day open is less than pivot point and price crosses through daily pivot.Exit is at end of day. Vice versa for shorts.Ref:Traders Magazine, November 2012
Playing the Breakouts SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Gary Smith.The article suggests several criteria for stock screening based on volume to avg volume & price in relation to prior range to filter entry signals.Ref: Stocks & Commodities Magazine, October 2000
Power Momentum System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on daily power e.g. OTCEURO FRABSLDD NEAR Daily or OTCEURO GERBSLDD NEAR Daily.System stays in directional trade as long as close is above/below yesterdays extremes.Enters long if todays open below yesterdays midpoint, closes long if close below yesterdays high. Enters short if todays open above yesterdays midpoint, closes short if close above yesterdays low.Ref:None.
Predictive Correlation MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. The idea behind predictive correlation is to look at the correlation between two indicators N Periods ago, and the change over the last N periods. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
Predictive Gold Intermarket Analysis MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. This systems looks for divirgence between gold, gold index and Dmark vs Dollar,which the we have substituted for the EURUSD, & their respective EMAs. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
Predictive Stock Intermarket Analysis MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. This systems looks for divirgence between Kodak and a commodity its needs to produce its photographic film products, Silver. Ref:Cybernetic Trading Strategies: Developing a Profitable Trading System with State of the art Technologies
Predictive Stock Intermarket Analysis MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero.This systems looks for divirgence between Kodak and a commodity its needs to produce its photographic film products,Silver. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
Predictive TBond Intermarket Analysis MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. This systems looks for divergence between TBonds and Eurodollars & their respective SMAs. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
Price Persistency SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Gordon Gustafson.Enters long trades after a number of consecutive up closes.Exits are after a number of consecutive down closes,or after certain number of bars.Ref: Stocks & Commodities Magazine, January 2002
Price Volume Based System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Alex Saitta. A simple method of confirming a price cross of the moving average with an increase in volume, for generating signals. Ref: Stocks and Commodities Magazine March 1996
Price Volume Confirmation SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Tim Ord.Combines two averages across price and across volume. When the long term volume average is below the short term volume average trades are allowed : the short term price average crosses up through the long term price average initiates longs, crossing down through long term average intiates shorts.Exits are when the long term volume average is above the short term volume average : then if the short price average crosses the long term average up shorts are covered, crossing the long term average down longs are sold.Ref:Stocks & Commodities Magazine, July 2005
Prior Highs & Lows (Breakouts) SYSTEMS FROM TRADERS MAGAZINE Developed by Arthur Krieger/Updata Staff.Develops an intraday breakouts system based on time spent above or below pivot points.This is a reversal of the rules listed in the article due to its apparent better perfomance on 60-min SPX Index, GBPUSD Fx,EURUSD Fx.The systems calculates the number of bars the previous day spends above or below the daily pivot.User defines a percentage of bars that should be above (for longs) or below (for shorts) this pivot as a trade filter.Long entries are upon crossing of prev day high, Short entries upon crossing of prev day low.Exits are a trailing stop based on a percentage of the previous days range else end of day.Ref: Traders Magazine, March 2012
Prior Highs & Lows (Reversal) SYSTEMS FROM TRADERS MAGAZINE Developed by Arthur Krieger.Develops an intraday breakouts system based on time spent above or below pivot points.The systems calculates the number of bars the previous day spends above or below the daily pivot.User defines a percentage of bars that should be above (for shorts) or below (for longs) this pivot as a trade filter.Long entries are upon crossing of prev day low, Short entries upon crossing of prev day high.Exits are a trailing stop based on a percentage of the previous days range else end of day.Ref: Traders Magazine, March 2012
Producer Storage Levels French Gas Region & NCG Gas ENERGY TRADING SYSTEMS Developed by Updata Staff.Supposes what drives NCG Gas pricing is storage in the French region.Use on Weekly/Daily NCG Gas.Compares current trough to previous trough , if less than previous, enters long. Compares current peak to previous peak , if greater than previous, enters short.Exits all positions at quarter cycle (,13 weeks).Ref:None.
Seven Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive higher closes. Exits at next bar close.Ref:None
Six Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 6 successive lower closes. Exits at next bar close.Ref:None
Six Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive higher closes. Exits at next bar close.Ref:None
Producer Storage Levels German Gas Region & G2BM Gas ENERGY TRADING SYSTEMS Developed by Updata Staff.Supposes what primarily drives G2BM pricing is storage in the German Storage Region.Use on Weekly/Daily EEX traded G2BM.Compares current trough to previous trough , if less than previous, enters long. Compares current peak to previous peak , if greater than previous, enters short.Exits all positions at quarter cycle (,13 weeks).Ref:None.
Profit With High Relative Strength Mutual Funds System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Example by Gerald Gardner.Enters longs when the distance of the close to a moving avg is a number of standard deviations for a relatied ticker & underlying close is above some avg level. Vice versa for shorts.Ref:Stocks & Commodities Magazine,April 2009
Pull Back Volatility Set Up MISCELLANEOUS SYSTEMS Taken from September 2009 Active Trader Magazine. A system that monitors three days of volatility,before taking the reversal of the trend
Pure Fade System MISCELLANEOUS SYSTEMS Developed by Kathy Lien & Boris Schlossberg.A reversal system that works of 3 tiers of bollinger bands, with RSI confirmation.Ref:High Probability Trading Setups for the Currency Market
QQQQ System MISCELLANEOUS SYSTEMS Taken from September 2002 Active Trader Magazine. A long only system, that enters trades based on pattern confirmation, and exits at profit or stop targets
Rainbow Volume Bars System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Edgar Kraut. A swing trading system based on price and volume momentum to trade the S&P 500 ETF, SPDR. Ref: Stocks and Commodities Magazine July 2011
Range Breakout Trading In Treasury Bonds SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Alex Saitta. Defines a period high and low range, and identifies a breakout days range expansion,after a prior range contraction, to enter long and short trades.Exits are upon crossing a moving average.Ref: Stocks and Commodities Magazine, May 1995
Range Contraction (ID+NR4) SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. Defines a range contraction as the narrowest range in four days,in addition to being an inside day.From this breakout levels are set. Ref: Taken from Street Smarts pg 152 by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
Range Contraction System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Compares current Donchian range with prior five and looks for breakouts from upper level when range is lowest.The premise is that a large range should be expected, thus entering on the Donchian levels on price should place trade in direction of large range.Exits are upon crossing of lower range. Vice versa shorts.Ref:None
Range Trading In A Trend Channel SYSTEMS FROM TRADERS MAGAZINE Developed by Ralph Kraemer.Range trading with commodities.Plots period high and low for prices, and takes reversal signals when price crosses through either extreme.Exits are a stop placed a percentage from the entry price or price reversal crossing through upper extreme.Ref:Traders Magazine,January 2013
Reliable CrossOvers SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Sylvain Vervoort. Ref: Stocks and Commodities Magazine May 2008
RSI System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when RSI crosses up through a level and Sell when it crosses below a level. See code for enable Shorts as well
S&P USDGBP Month End System MISCELLANEOUS SYSTEMS Developed by Updata Staff. An example of good practice in system building
Sell In May Go Away SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.System buys the market in October, holds position until start of May.Ref:None
Record Session MISCELLANEOUS SYSTEMS Developed by Steve Nison .To create the Record Sessions indicator.Measures consective higher highs, lower lows With some tolerane level for errors within sequence.Tolerance is defined by maximum number of bars not making higher highs (for short setups),or not making lower lows (for long setups), and the maximum retracement allowed within this consolidation part.After making a new period low followed by higher high,higher high record count build to record number for shorts.Vice versa for longs.Exits not defined in text , but are set at some default holding period.Ref: Beyond Candlesticks: New Japanese Charting Techniques Revealed
Rectangle Evaluation System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: July 2014 Developed by Mark Katsanos.Creates a rectangle around price action based on staying within a keltner channels with a bollinger band squeeze trigger.Breakouts taken from top (long) or bottom (short). Exits are some multiple of the rectangle range.Ref:Stocks & Commodities Magazine, June 2007
Recursive Value Trendline System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded : August 2014 Developed by Dennis Meyers, Ph.D.Uses and exponential moving average,a recursvive smoothing method, and plots the difference to indentify changes in market direction. For primary use in Yen futures. Enters long upon crossing of zero line up. Exits at crossing zero line down. Vice versa shorts.Ref:Stocks & Commodities Magazine, December 1998
Red White Red System SYSTEMS FROM TRADERS MAGAZINE Developed by Philip Kahler.A pattern based system,a down day,up day,down day sequence. Long breakouts are taken from 3 period high.Exits are fixed percentage stop and profit targets.Ref:Traders Magazine, January 2011
Regime Switching System MISCELLANEOUS SYSTEMS Developed by Updata Staff.A system that switcheS from mean reverting to trend following depeding on volatility relative to historic average, with volume accumulation or decline confirmation.Ref:None
Regression Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Relative Strength Bollinger Bands SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Creates a beta neutral spread of underlying ticker versus another series.The value of beta chosen is an average of the previous values of beta calculation.Places Bollinger bands over the spread series.When the spread crosses the lower bollinger upwards, a long position is entered.When the spread crosses the upper bollinger downwards, a short position is entered.Ref:None
Relative Strength System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when Relative Strength crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Reversal Day With Filters MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.Applies a filter to a daily reversal system, with pct open range breakout exits.Ref:The Ultimate Trading Guide
Reversal Entry System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Enters long when a set number of higher closes occur over a period. Timebased exit is period/2 bars held.Enters short when a set number of lower closes occur over a period. Timebased exit is period/2 bars held.This is plotted as a central stip along center of price data plotted in blue.The +ve bar values show consecutive higher closes.The -ve bar values show consecutive lower closes .Any open positions closed at end of day.Looks for confirmation with correlated ticker, if correlated ticker not had equivalent number of higher closes, reversal trade accepted..Ref:None
Rex Oscillator System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed by Eduardo Moreira.A momentum indicator, that measures the close price relative to its open,high & low and smoothes value with a moving average.Ref:The Technical Analyst, April-June 2010
Rising Darkness SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Anthony Trongone.Trade entries are based on the oneday percentage change in price and a comparison of the present day volume to historical volume.Four different combinations of price and volume are used as trade entry triggers. When certain conditions are met, this strategy enters trades at the end of the day. Ref:Stocks & Commodities Magazine, January 2004
Rising Price And Volume Breadth MISCELLANEOUS SYSTEMS Date Coded: 2014 July Developed by Updata Staff.Looks for a defined number of consecutive higher closes, and for volume to be above is period average for a percentage of the underlying index.Enters longs only when number above defined % of consitiuent stocks. Exits after defined period.Ref:None
Rolling Double Sevens SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Larry Conners and David Penn.Three criteria for long entry into an ETF:The ETF is above the 200 day moving average.The ETF closes at a seven-day low. Buy on the close.Exit when the ETF closes at a seven day high.Ref:Stocks & Commodities Magazine, January 2009
RSI Based Bollinger Variant System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: 2014 June Developed By: Updata Staff .Creates price range to RSI range ratio, and with this transform maps the RSI back onto the price scale.Then calculates the standard deivation of prices from this re-scaled RSI, and subsequently Bollinger bands type channels.Takes reversals from upper channel for shorts when open is above upper channel, covers at the close. Takes reversals from lower channel for longs when open is below lower channel, sells at the close. Works very good on intraday currencies e.g 5 Min GBPUSD.Ref:None
RSI Based Moving Average Crossover MISCELLANEOUS SYSTEMS Developed by Updata Staff.Smooths an RSI with two different moving averages.Enters long trades (exits shorts) when the short term avg crosses the longer term avg up.Enters short trades (exits longs) when the short term avg crosses the longer term avg down.Ref:None.
RSI Change Per Level MISCELLANEOUS SYSTEMS Date Coded: 2014 July Developed by Updata Staff.Looks at the average price change when the RSI is in the 100-90,90-80,80-70 buckets. If the current price change is greater than this when the RSI is in the relevant bucket, a short trade is entered and is closed after 3 days.Vice versa for longs.Ref:None
RSI Change System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates an oscillator based on the difference of two RSIs of differing period.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
RSI Cubed System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Creates a smoother indicator by multiplying RSI by its previous value two values and normalises.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts..Ref:None
RSI System With ADX MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long at the RSI below 30 & PLUSDI above/below MINUSDI.Exits at RSI above 70 and PLUSDI below/above MINUSDI.Ref:None
RSI Timing Model For ETFs SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Gerald & Trent Gardner.A system designed for timing entry in ETFs.Uses a long term moving avg to filter trade directions (trading with trend),and using an RSI to determine short term reversals. Exits are fixed percentage stops and profit targets (& are drawn on the data),or after a parameterized number of periods.Ref:Stocks & Commodities Magazine,June 2008
RSI Volatility System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Identifies periods when the RSI is most volatile, so the market is in mean reverting tendency, and uses that to filter overbought /oversold.Ref:None
RSI With Volume System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: July 2014 Developed by Barbara Starr, PhD .Extends the RSI Calculation by including volume within the calculation.Ref:Stocks & Commodities Magazine, July 1993
RSIjk System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jay Kaeppel.RSIjk indicator is also derived from the original RSI indicator. It simply adds some rate of change calculations and some smoothing to derive an overbought/oversold oscillator that can range from 100 to -100.The most basic use is to look for readings of -32 or less when the security is above its 200-day SMA.In an uptrend, a reading of -48 should identify a better buying opportunity than a reading of -32.In an uptrend, take profits at +64.Ref: Stocks & Commodities Magazine, January 2014
Runaway Gaps MISCELLANEOUS SYSTEMS Developed by Murray Ruggiero. An example of a system that trades in the direction of opening gaps,once some multiple of an ATR has been exceeded. Ref:Cybernetic Trading Strategies,Developing a Profitable Trading System with State of the art Technologies
San Ku (Triple Gap) PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Sell In May Go Away(Day Parameter) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.Similar to Sell In May Go Away code, but with the added parameter of choosing which day of month to trade on. All four parameters can then be optimised.System default buys the market on 1st October, holds position until 1st of May.The day & month of entry and exit can be adjusted as required.Ref:None
Sentiment Zone Oscillator System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Walid Khalil, MFTA, CFTe. Measures extreme bullishness and bearishness and helps you identify a change in sentiment.This oscillator system is based on exponentially smoothing price changes. Entries & exits are detailed within the code.Ref:Stocks & Commodities Magazine, May 2012
Seven Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 7 successive lower closes and rising volume bars.Enters short after 7 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Seven Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive lower closes.Exits at trailing stop.Ref:None
Seven Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive lower closes and close below avg.Exits at next bar close.Ref:None
Seven Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 7 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Seven Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive higher closes.Exits at trailing stop.Ref:None
Seven Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive higher closes and close above avg.Exits at next bar close.Ref:None
Seven Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 7 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
Seven Day Extension Fade System MISCELLANEOUS SYSTEMS Developed by Kathy Lien & Boris Schlossberg.Anticipates trend exhaustion after seven consecutive closesin a direction, trading the opposite direction.Ref:High Probability Trading Setups for the Currency Market
Seven Period Reversion MISCELLANEOUS SYSTEMS Developed by Richard L Weissman.Long and short intraday (hourly) system.Waits for seven consecutive closes in a direction before trading the reverse.Exits are percentage Profit or Loss targets or pattern reversal. Ref:Mechanical Trading Systems,Pairing Trader Psychology with Technical Analysis
Shooting Star PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Short Term Dow Stochastics SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by John Toombs.A short term long only DJIA system,uses stochastics of its postions in the range to signal trades. Ref: Stocks and Commodities Magazine July 1990
Short Term Volatility Breakout MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.A breakout system that switches preference to breakout direction depending on the close to close yesterday relation. With stops exits as trailing ATRs.Ref:The Ultimate Trading Guide
Shorting Moving Average Pullbacks SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Steve Palmquist. A short only system, that enters on price pullbacks to a moving average,with stochastic and volume filters. Trades are closed after designated number of days. Ref: Stocks & Commodities, September 1995
Signal To Noise Ratio System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by John Ehlers. Measures market cycle, to determine inefficiency due to short term coherence.Minimum signal to noise ratio is 6 dB SNR, where the signal peak amplitude is twice the noise amplitude.Used with linear regression line to time entry into long positions.Ref: Stocks & Commodities Magazine, April 2000
Sidestepping The Next Crash SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Barry Moore.Bear market sell signal condition .The price of the index must cross below both the 50-week SMA and the 100-week SMA and hold beneath both of the SMA lines for three weeks. The signal does not kick in unless the price is below both moving averages for three weeks.Bear market buy signal condition the end of the bear market condition is simply when the sell signal stops. So when either of the conditions is not met, the signal stops. This means a buy signal. For example, if the price rises above either the 50 or 100 week SMA, that signals a buy signal. This means the bear market signal is over.Shock event warning condition the stock market index price needs to be down more than 4.5% in any given week. Utilize this condition as a warning. It is an early warning, but it is not a sell alert.Ref:Stocks & Commodities Magazine, July 2012
Simple Futures MA SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jay Kaeppel.Taken from the July 97 Traders Tip, based on May 97 article.Enter long when fast MA crosses over slow MA and close above filter MA. Close long when fast MA crosses under slow MA and close above filter MA.Enter short when fast MA crosses under slow MA and close below filter MA. Close short when fast MA crosses over slow MA and close below filter MA. Ref:Stocks & Commodities Magazine, July 1997
Simple Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.A simple MA cross system with ATR based trailing stop exits.Ref:The Ultimate Trading Guide
Simple Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Simple Moving Average Crossover System With ADX MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two simple averages & PLUSDI above/below MINUSDI.Exits at crossunder and PLUSDI below/above MINUSDI.Vice versa shorts.Ref:None
Simple Moving Average Crossover System With RSI MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two simple averages & RSI at an extreme.Exits at crossunder and opposite RSI extreme.Vice versa shorts.Ref:None
SimpleS&PSystem SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Enters long if current days open is less than last week and last months high. Exits at days close.Enters short if current days open is greater than last week and last months low. Exits at days close.Ref:None
Sine Average Crossover System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two sine averages.Exits at crossunder.Vice versa shorts.Ref:None
Sine Average Crossover System With ADX MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two sine averages & PLUSDI above/below MINUSDI.Exits at crossunder and PLUSDI below/above MINUSDI.Vice versa shorts.Ref:None
Sine Average Crossover System With RSI MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two sine averages & RSI at an extreme.Exits at crossunder.Vice versa shorts.Ref:None
Six Component System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Combines six components into one oscillator that ranges -100 to 100.Component 1 : Close to Close differences-.Scores 1 for rising, -1 for falling.Summed over a defined period and converted into -100,100 range.Component 2 : Rising Highs, Falling Lows.Scores 1 for rising, -1 for falling.Summed over a defined period and converted into -100,100 range. Component 3 : Rising Local OBV, Falling Local OBV. The OBV is just concerned with the Period Parameter.Scores 1 for rising, -1 for falling.Summed over a defined period and converted into -100,100 range.Component 4 : Position in Donchian (2*Period) range.100 if at top of range, -100 if at bottom, zero if at center.Then all values follow inbetween.Component 5 : Volatility.Scores 1 for rising, -1 for falling.Summed over a defined period and converted into -100,100 range. Component 6 : Reversal Component. Converts RSI score into range 100 to -100.Sums all components, then normalises to produce oscillator of range 100 to -100.Long entries at Oscillator crossing above 40 (shorts below -40).Ref:None
Six Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 6 successive lower closes and rising volume bars.Enters short after 6 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Six Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive lower closes.Exits at trailing stop.Ref:None
Six Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive lower closes and close below avg.Exits at next bar close.Ref:None
Six Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 6 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Six Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive higher closes.Exits at trailing stop.Ref:None
Six Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive higher closes and close above avg.Exits at next bar close.Ref:None
Six Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 6 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
Slow Stochastic Extremes with CCI Filter MISCELLANEOUS SYSTEMS Developed by Richard L Weissman. Long and short system.Uses double smoothed slow stochastic crossing below some threshold with CCI filer to go long.Exits are 1.5 pct or stochastic crossing above a threshold value.The converse rules are for shorts. Ref:Mechanical Trading Systems,Pairing Trader Psychology with Technical Analysis
Small Range Bars System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Works well on a range of daily resolution commodities e.g. CL1 or NG1.Plots the current absolute bar range and plots a cumulative avg of it less 0.5 Standard Deviations.When the current range is below, system anticipates breakout move, entering longs when prev high broken or shorts when previous low broken. Closes position at end of day.Ref:None
SP500 Breakout System MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.A system that trades on a rise in short term volatility, and re enters on retracements.With next day & fixed stops exits.Ref:The Ultimate Trading Guide
Speed Trading System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Gomu Vetrivel. Ref: Stocks and Commodities Magazine November 2005
Spencers 15 Point Moving Average System MISCELLANEOUS SYSTEMS Developed by J.Spencer.A weighted moving average operation for a sequence of observations equally spaced in time.Entries are upon the Spencer moving average crossing under and over a simple moving average of equivalent length.Exits are upon the price crossing under and over the Spencer moving average.Ref:Mathematics of Statistics,by JF Kenney & ES Keeping
Spread System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Must be tested on a custom ticker of a spread. Tests the best levels to buy and sell the spread
Squeeze System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long after Bollinger bands crossover Keltner channels with positive momentum. Exits after Bollinger bands crossover Keltner channels with negative momentum.Vice versa shorts.Ref:None
Stalled Pattern PATTERNS Date Coded: 2014 August Developed by Updata Staff.When spotted in uptrend, means trend is stalling.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Standard Error Bands SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: July 2014 Developed by Jon Andersen.Calculate the beta and alpha coefficients of the linear regression.From this builds standard error bands around close and date complex data.Ref:Stocks & Commodities, October 1996
Stochastic Market Modelling - Cyclical & Trend SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by John Ehlers. Ref: Stocks and Commodities Magazine August 2006
Stochastic Power System ENERGY TRADING SYSTEMS Developed by Updata Staff.Assumes that power contracts will move according emissions, gas and currency moves.Parameterizes each of the three within its period high low range (1 at top, 0 at bottom).Sums these values to create a parameter between 0 and 3.Places central avg over power data, calculates standard devivation of same length.Uses the summed parameter to multiply the std.dev then adds and subtracts from central avg (Bollinger Bands).Enters long (exits short) when crossing upper bands, short (exits long) crossing lower bands
Stochastic Regular System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon crossing lower threshold, closes upon crossing uppper threshold.Vice versa shorts.Ref:None
Stochastics W LongTerm Filter SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Robert Colby. Ref: Stocks and Commodities Magazine December 2006
The Cliche System MISCELLANEOUS SYSTEMS Taken from January 2010 Active Trader Magazine. Trialing of three exit rules, after a simple entry
The Meander System MISCELLANEOUS SYSTEMS Taken from September 2002 Active Trader Magazine.Fades movements a certain multiple of standard deviations, entering on limit,and exiting on limit
Three Count Reversal Long MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 3 successive lower closes. Exits at next bar close.Ref:None
Stochastic RSI with Bollinger Bands System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Dennis D. Peterson. A simple Bollinger band reversal system, with stochastic RSI confirmation over overbought/oversold levels.Ref:Stocks & Commodities Magazine,August 2002
Stochastic Slow Cross MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long when the stochastic crosses its signal up. Exits long at crossing signal down.Vice versa shorts.Ref:None
Style of Average Differences System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Creates an oscillator from the distance between simple and exponential averages , of equal period, on the close price.This is then expressed as a percentage of the close price.Upper and lower extremes, calculated via the highest and lowest oscillator values are also plotted.Ref:None
Swing Trading Range System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Donald Pendergast Jr.If volume is above the upper bollinger band and DPO is below historic low and close is in bottom x percent : go long .If volume is above the upper bollinger band and DPO is above historic high and close is in top x percent : go short Long exits upon crossing of upper keltner, Short exits upon crossing of lower keltner.Ref: Stocks & Commodities Magazine,September 2010
Swing Trading With Three Indicators SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Donald Pendergast.The three indicators mentioned in the title are a long term exponential moving average on the Close price, and simple averages of High and Low prices. Some threshold level of points are added to the upper average of the High prices, and when the Close is above this level whilst above the long term average, long trades are initiated. This position is closed when the price Closes below the average of the Lows. The converse is true for short entries, and cover exits.Ref: Stocks & Commodities Magazine, December 2013
Tasuki Gap Down PATTERNS Date Coded: 2014 August Developed by Updata Staff.A continuation pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Tasuki Gap Up PATTERNS Date Coded: 2014 August Developed by Updata Staff.A continuation pattern.For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
The 48 Hour Movement Strategy MISCELLANEOUS SYSTEMS Developed By Azeez Mustapha.Enter Long when the close is above avg and RSI above buy level.Exits are profit and stops levels from entry. Stops moved to break even if price moves a favourable number of points from entry.Vice versa for shorts.Ref:Futures Magazine,September 2013
The 50-50 Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Charles B. Schaap.Uses two moving averages to establish long terms uptrend, and two RSIs to time entry into uptrend during short term weakness. Exits are the larger of a moving average trailing stop, or fixed percentage.Ref: Stocks & Commodities Magazine, March 2004
The Aligator System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Alexander Sabodin.Signals longs entry when close price is above the lips and trend is bullish.Signals short entry when close price is below the lips and trend is bearish.Ref:Stocks & Commodities Magazine, January 2008
The Anti SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems by Larry Connors.Works by entering position with long term trend,after a pull-back. Ref: Taken from Street Smarts pg 70 by Laurence Conners.This book is essential to understand system.
The Degree Of Complexity SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Oscar G. Cagigas.The author develops systems with increasingly large numbers of factors to show the effect of back test performance drop-off between in and out of sample data. The example given is of a Donchian breakout system with a volatility filter and a trailing stop exit that are both ATR based.Ref: Stocks & Commodities Magazine, February 2014
The Eight Best Performing Candles (Above The Stomach) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Thomas Bulkowski.The author identifies this is one of the top two bullish reversal patterns.1)Looks for 3 prior lower lows, and a tall down bar 2)This is followed bar an inside small up candle 3)This is followed by a up candle that opens above the prior close 4)Longs initiated on the close of that candle 5)Positions held for 10 days.Ref:Stocks & Commodities Magazine,November 2011
The Eight Best Performing Candles(Three Inside Up) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Thomas Bulkowski.The author identifies this is one of the top two bullish reversal patterns.Looks for 3 prior lower lows, and a down bar immediately prior before opening above that bars mid point.If this candle closes up on the day a long position is entered.After receiving a long signal the author suggests holding S&P 500 stocks for ten days after.Ref:Stocks & Commodities Magazine,November 2011
The Entropy Indicator VIX Crossover SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Ron McEwan. An indicator that measures the disorder of a system is combined with the VIX Index to generate signals for OEX market upon crossovers. Based on the assumption that as the VIX rises, the OEX falls. Ref:Stocks & Commodities Magazine, Novemeber 2006
The FAS Trade SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jamie Theiss.Conditions for long entry into the FAS Direxion ETF are: 1) An Open above yesterdays high and the 200 day average.2) Rising short and medium term moving averages.3) A trading range below yesterdays high cause entry.4) Exits are the same bar.Ref:Stocks & Commodities Magazine,March 2011
The GMI Bond Market System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Dennis Meyers, PhD.A trading system for predicting Treasury bond price that uses Barron?s Gold Mining Index (GMI) to signal changes.Ref:Stocks & Commodities Magazine,April 1996
The Holy Grail SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. Based on ADX. When prices make new highs(lows) in a strong trend, buy(sell) on first pullback. Ref: Chapter 10. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
The Intraday Trade SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Alexander Sabodin. An intraday system (for use on 15 min data) that uses an EMA cross & and an MACD above and below its signal line to implement long ans short trades.After the EMA cross the low must return to cross the EMA for longs, exit are upon a close below the short term EMA.Vice versa for shorts.Ref:Stocks & Commodities Magazine, December 2008
German Electricity Prediction With Gaspool Prompt Gas ENERGY TRADING SYSTEMS Developed by Updata Staff.Predicts the direction of Weekly OTC German Base with Gaspool Prompt Gas.If the gas price opens higher than last week, buy German Base at start of week, sell at end of week. If the gas price opens lower than last week, short German Base at start of week, cover at end of week.Ref:None. 2
Knot Measure System ENERGY TRADING SYSTEMS Developed by Updata Staff.Calibrates the knottedness of a price move by dividing the individual returns over a period by overall net movement.Enters long on break of period highs,exits at breaks of period lows. Vice versa for shorts.Ref:None. 2
NBP TTF Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff. For use on NBP Prompt Day Ahead Daily .Creates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (UK/TTF) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (UK/TTF) rises and price ratio falls and open is less than prior close. exits at close.Ref:None. 2
NBP German Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff. For use on NBP Prompt Day Ahead Daily .Creates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (UK/German) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (UK/German) rises and price ratio falls and open is less than prior close. exits at close.Ref:None. 4
Positive Return Differences MISCELLANEOUS SYSTEMS Developed by Updata Staff.Finds the days when day to day (close to close) return is negative, but close to open return is positive.It enters longs on limit at the break of previous days high, exiting same bar at close.Finds the days when day to day (close to close) return is positive, but close to open return is negative.It enters shorts on limit at the break of previous days low, exiting same bar at close.Works particularly good for some shares, perhaps create a watchlist and run system to filter which works best.Ref:None. 4
The JM Internal Band SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Koos van der Merwe.Developes a percentage band around a Short term moving average.Shorts are entered when the close is below the lower filter band. Longs are entered when the close is above the upper filter band .Exits are upon crossing the central average.Ref: Stocks & Commodities Magazine,December 2010
The Moving Trend System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by William Rafter.Creates a system based on the ratio of a linear regression line in relation to some moving average.When they are some threshold distance apart a trade is placed to capture the reversion back to normal distances.Ref:Stocks & Commodities Magazine,January 2003
The Moving Trend System (Donchian Entries) MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed by R.G. Boomers.Creates an indicator based on the ratio of a linear regression line in relation to some moving average, with Donchian channels applied to indicator for reversal type entries.Ref:Stocks & Commodities Magazine,January 2003
The Path Finder SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Nelson Freeburg.For use on T-Bonds market, with currencies a reference.Uses multiple moving averages,on both markets,to determine entry and exit signals. Ref: Stocks and Commodities Magazine November 1996
The RSI 25 Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by David Penn. Uses the four-period RSI. Traders buy oversold ETFs on the close after their four-period RSI drops below 25 and exit when the RSI(4) closes above 55.Ref: Stocks & Commodities Magazine,February 2010
The Vortex Indicator SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Etienne Botes and Douglas Siepman. Taking principles from Wilders DMI, the authors attempt to recreate the vortices displayed in fluid dynamics to determine data trends across varied time frames. Ref: Stocks & Commodities January 2010
The XAU Bond Fund System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Dennis Meyers. A gold and bond intermarket system.Enters longs when gold has moved a threshold percentage,and bonds have moved a threshold percentage in the opposite direction.Longs are sold, and shorts entered in the connverse movement.Ref: Stocks & Commodities Magazine, May 1997
Three Bar Inside Bar Pattern SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Johnan Prathap.The author creates a market timing system based on price patterns to determine points of trend exhaustion in Gold, Silver and Crude Oil contracts, with entries into an anticipated reversal and fixed percentage stop and profit levels. Ref:Stocks & Commodities, March 2011
Three Black Crows PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Three Count Reversal Long And Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Enters long after 3 successive lower closes and rising volume bars.Enters short after 3 successive higher closes and rising volume bars. Exits at trailing stop.Ref:None
Sell In May Go Away 1 SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.System buys the market in October, holds position until start of May.Ref:None 4
VIX System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Creates a multiplier for Bollinger Bands based on the VIX Index. When VIX is high the multiplier is higher, so trades are limited. 4
Baumgartens MS2P Avg Buying System ENERGY TRADING SYSTEMS Developed by Updata Staff.For Baumgartens MS2P Daily prompt.If the close crosses above its avg, short at close.Closes at next lower close.If the close crosses below its avg, buy at close.Closes at next higher close.Ref:None. 5
Dutch TTF Prompt Avg Buying System ENERGY TRADING SYSTEMS Developed by Updata Staff.For Dutch TTF Prompt Daily.If the close crosses above its avg, short at close.Closes at next lower close.If the close crosses below its avg, buy at close.Closes at next higher close.Ref:None. 5
OTC Baumgarten MS2P Daily Seasonal System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCNG BAUMGARTENMS2P-DAY AHEAD Daily.If todays open above open this day one year ago, and this days open last week, and this days open is less than yesterdays close, enter long at open.Sell at close.If todays open below open this day one year ago, and this days open last week, and this days open is greater than yesterdays close, enter short at open.Cover at close.Ref:None. 5
OTC NBP Prompt 60 Min Breakouts ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTC NBP Prompt 60 Min Data.Enters long after 11:00am from highs successively penetrating period highs, and then a close above previous bars high.Enters short after 11:00am from low successively penetrating period lows, and then a close below previous bars low.Exits at end of day.Ref:None. 5
Trend Fader SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Michael Coleman .Uses linear regression lines to indentify extreme linear trends, and seeks to capture reversals. Positions are volatility adjusted, with range determines profit targets and stops.Ref:Updata 2010 Christmas Competition, $10000 Winner. 5
Three Count Reversal Long Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive lower closes.Exits at trailing stop.Ref:None
Three Count Reversal Long With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive lower closes and close below avg.Exits at next bar close.Ref:None
Three Count Reversal Long With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Long Only. Enters long after 3 successive lower closes and rising volume bars. Exits at next bar close.Ref:None
Three Count Reversal Short MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive higher closes. Exits at next bar close.Ref:None
Three Count Reversal Short Trailing Stop Exit MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive higher closes.Exits at trailing stop.Ref:None
Three Count Reversal Short With Moving Average MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive higher closes and close above avg.. Exits at next bar close.Ref:None
Three Count Reversal Short With Rising Volume MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Short Only. Enters short after 3 successive higher closes and rising volume bars. Exits at next bar close.Ref:None
Three Day Equilibrium Reverse MISCELLANEOUS SYSTEMS Developed by John Hill,George Pruitt & Lundy Hill.Trades in direction of outside day,and an outside close. Ref:The Ultimate Trading Guide
Three Methods Falling PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern.Signals trend continuation in down trend. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Three Methods Rising PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern.Signals trend continuation in up trend. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Three White Soldiers PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Thrusting Line PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bullish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Timing The Market With Pairs SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Perry Kaufman.The author develops develops a correlated pairs trading system for use across fundamentally different markets to better mitigate risk across a portfolio. The key indicator in this system seeks to identify when both spread legs are are at maximum divergence, and enters reversion trades at these points.Ref: Stocks & Commodities Magazine, March 2014
Trading the Pct Gap SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Stephane Reverre. Ref: Stocks and Commodities Magazine November 1999
Trend Continuation Factor SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by MH Pee. Ref: Stocks and Commodities Magazine January 2002
Trend Intensity Index SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by MH Pee. Ref: Stocks and Commodities Magazine June 2002
Trend Trigger Factor SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by MH Pee.An always in the market, trend follower system. Ref: Stocks and Commodities Magazine December 2004
Trading Stocks with a Cyclical System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Jeffrey Owen Katz and Donna McCormick. Long term trading system, based on 90 day cycle pattern in stocks. Ref: Stocks & Commodities February 1999
Trend Analysis Index SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Adam White. For placing the current close in the context of a trend.Signals given when LOW price retracement and TAI values reach threshold. Ref: Stocks & Commodities August 1995
Trend AntiTrend System MISCELLANEOUS SYSTEMS Developed by Tushar Chande.The system is designed to switch between trend and anti trend modes, for trading of both market modes. Ref:Trading Beyond Technical Analysis
Trend Direction & Strength SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Barbara Starr , PhD. Initiates longs when price above its moving average, the MACD crosses it average up and the ADX is above its threshold strength amount. Vice versa for shorts.Ref:Stocks & Commodities Magazine,January 2002
Trend Trading SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Tillie Allison. Long if beta above threshold and close above mboth MAs & bullish candle pattern present or gap down.Short if beta above threshold and close below both MAs & bearish candle pattern present or gap down.Candle patterns reference highlighter library.Ref:Traders Magazine, April 2012
Trevor Neil Sentiment Candle System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Trevor Neil.The sentiment candle indicator is a scoring method.Bullish scores :+2 for close in top 1/3.+2 for close above yesterday high.+1 for shadow x2 bigger than 3 period avg of upper shadows.+1 for long bodied candle 50% larger than 3 period avg of real body range .Bearish scores :.-2 for close in bottom 1/3.-2 for close below yesterday low.-1 for shadow x2 bigger than 3 period avg of lower shadows.-1 for long bodied candle 50% larger than 3 period avg of real body range.Exits are a trailing 5-period low for longs, if a reversal in sentiment occurs in position, switch stop to prior low (vice versa shorts.Ref:IFTA 2012 Lecture
Triangular Average Crossover System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two triangular averages.Exits at crossunder.Vice versa shorts.Ref:None
Triangular Average Crossover System With ADX MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two Triangular averages & PLUSDI above/below MINUSDI.Exits at crossunder and PLUSDI below/above MINUSDI.Vice versa shorts.Ref:None
Triangular Average Crossover System With RSI MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two triangular averages & RSI at an extreme.Exits at crossunder.Vice versa shorts.Ref:None
Triple MA Cross With Trailing Stop SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Enters long if the short term avg crosses the mid term avg up whilst the close is above the long term avg.Exits are upon the crossing of a percentage trailing stop, or the short and mid avgs uncrossing.Vice versa shorts.Ref:None
Triple Smoothed Declines Line Rate Of Change System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Gilbert Raff.Triple smoothes the declines line from a breadth scan, then plots day rate of change.System is long only, entering on zero crossing, and exit upon zero crossing.Ref:Stocks & Commodities Magazine,January 1992
TrixSystem MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed by Jack Hudson.Oscillator calculated by smoothing the logged prices three times and plotting the one period difference of the result.Note many versions of this dont log the prices which is wrong.Logging the price first corrects for volatility.The code allows for three smoothing periods for greater flexibility but typically they are all set to the same value.Ref:Stocks & Commodities Magazine,February 1983
Trogone MA SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Anthony Trogone. Ref: Stocks and Commodities Magazine May 2007
True Range Specified Volmume SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Vadim Gimelfarb.Uses volume to determine a prices resistence to change, in bull/bear market transitions. Ref: Stocks and Commodities Magazine November 2004
Tsunami Strategy SYSTEMS FROM TRADERS MAGAZINE Developed by Dirk Vandycke.Uses a condition of Bollinger band being inside Keltner band to filter trades.Long entries upon breaking of upper Keltner channel, exits are fixed % profit, or trailing % stop.Short entries upon breaking of lower Keltner channel, exits are fixed % profit, or trailing % stop.Ref:Traders Magazine,February 2013
TTF German Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on TTF Prompt Day Ahead DailyCreates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (TTF/German) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (TTF/German) rises and price ratio falls and open is less greater prior close. exits at close.Ref:None.
Turtle Soup TM SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. Looks for times when a breakout is false and offers a trade in the other direction. Ref: Chapter 4. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
UK Electricity Prediction With NBP Gas ENERGY TRADING SYSTEMS Developed by Updata Staff.Predicts the direction of Weekly OTC UK Base with NBP Gas.If the gas price opens higher than last week, short UK Base at start of week, cover at end of week.If the gas price opens lower than last week, buy UK Base at start of week, sell at end of week.Ref:None.
UpSide Down Trading Systems 9 Day Reversal MISCELLANEOUS SYSTEMS Taken from Active Trader Mag February 2007 Issue . The article details 3 simple systems, in this example fading a 9 day reversal pattern
UpSide Down Trading Systems Fading RSI MISCELLANEOUS SYSTEMS Taken from Active Trader Mag February 2007 Issue . The article details 3 simple systems, in this example fading RSI levels
UpSide Gap Two Crows PATTERNS Date Coded: 2014 August Developed by Updata Staff.A bearish pattern. For a more thorough description for this widely documented pattern, see any Candlestick themed book.Exits are % trailing stop.Ref:None
Volatility Bands SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Ahmet Tezel and Suzan Koknar-Tezel.A volatility based trading system. Ref: Stocks and Commodities Magazine October 1997
Volatility System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when Volatility crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Volume Price Trend (VPT) System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when VPT crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Using Extreme Price Values SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Voznjuk Vladimir Vladimirovic.Entry points by using extreme price values.Looks consescutive closes outside for x period high (lows) for long (short) entries.Ref:Stocks & Commodities Magazine, March 2012
Using VIX To Forecast The S&P SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Trent Gardner.The author smoothes the VIX Index with a 50-day moving average and seeks to time long entries into the S&P 500 Index (and the Ultra Dow 30 ETF, DDM), based on the number of periods the VIX spends below its average value. Long positions are closed if a certain amount of time is spent above its average value. All parameter values are flexible and can be optimised within Updata.Ref: Stocks & Commodities Magazine, December 2012
Variable Index Dynamic Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: August 2014 Developed by Tushar Chande.Uses a measure of volatility to modify the factor in the exponential moving average calculation.Ref:Stocks and Commodities March 1992 and October 1995
Variable Interval Moving Average System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Developed by R.G. Boomers.A moving average indicator, whose period is variable longer (less sensititve) for rapidly oscillating markets and shorter period for trending markets.System enters upon crossing of the variable length average.Ref:Stocks & Commodities Magazine, July 2001
Variable Length Momentum System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.Adjusts the period of the momentum calculation by dividing a base period by its zscore for that period.If the base period is 30, and zscore is 3, the adjusted momentum period will be 10.This should lead to a more cyclical appearence to momentum, with more turning points of equal magnitude.Ref:None
Vertical Horizontal Filter System MISCELLANEOUS SYSTEMS Date Coded: July 2014 Developed by Adam White.Trend quality indicator to determine whether the price is trendingor congesting. It measures the vertical rise in prices over time in a similar way to ADX.Ref:Futures August 1991
VIX Correlation System MISCELLANEOUS SYSTEMS Developed By Daniel Collins.Long only system.If the price is in lower 40% of high low range from previous period.Whilst the correlation statistic is greater than 60.Ref:Futures Magazine,September 2013
VIX Index Reversal System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Highly profitable system for the S&P 500 Index.After two consecutive days of volatility returns above a nominal 6% threshold, buy the S&P 500 Index and sell after one day.
Volatility Adjusted Exponential Average System MISCELLANEOUS SYSTEMS Developed by Updata Staff.Similar to an exponential average, but the alpha parameter varies with volatility (high volatility , large alpha) Works best on equity based products e.g. Daily S&P 500 Index.Enters long when vol avg is rising, and price is above a long term (period x period) avg. Exits upon a low below prior low, indicating trend is exhausted.Enters short when vol avg is falling, and price is below a long term (period x period) avg. Exits upon a high above prior high, indicating trend is exhausted.Ref:None
Volatility Adjusted Finite Volume Elements System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Mark Katsanos.The author adds some improvement to his orginal Finite Volume Elements,that was money flow indicator, used for detecting price breakouts,by factoring in inter and intra day volatilty.Ref: Stocks & Commodities Magazine, September 2003
Volatility Anticipation System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Updata Staff.An Intraday or Daily currency system.Waits until volatility has fallen below some period low.If the price break above the upper donchian for long trades (break from low for short trades).Exits are upon volatility rising , then falling back through the periodic low.Ref:None
Volatility Average System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon crossing the upper donchian up, whilst volatility is above its avg.Exits upon volatility uncrossing its average.Vice versa shorts.Ref:None
Volatility Based Envelope System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: August 2014 Developed by Mohamed Elsaiid, MFTA.Creates a volatility based envelope around price action, based on a weighted average of the standard deviation of percentage price change.Long entry upon crossing upper envelope, exits crossing lower envelope. Vice versa shorts.Ref:IFTA Journal , 2012 Edition
Volatility Bollinger Bands MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.If crossing upper price bollinger, enter long if the volatility is below its lower bollinger,short if volatility above its upper bollinger. If crossing lower price bollinger, enter short if the volatility is below its lower bollinger,long if volatility above its upper bollinger.Ref:None
Volatility Bollinger Bands With ADX MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.If crossing upper price bollinger, enter long if the volatility is below its lower bollinger and PLUSDI above MINUSDI,short if volatility above its upper bollinger and PLUSDI below MINUSDI.If crossing lower price bollinger, enter short if the volatility is below its lower bollinger and PLUSDI below MINUSDI,long if volatility above its upper bollinger and PLUSDI above MINUSDI.Ref:None
Volatility Bollinger Bands With RSI MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.If crossing upper price bollinger, enter long if the volatility is below its lower bollinger and RSI below 30,short if volatility above its upper bollinger and rsi above 70. If crossing lower price bollinger, enter short if the volatility is below its lower bollinger and rsi above 70,long if volatility above its upper bollinger and rsi below 30.Ref:None
Volatility Meets Tony Crabel SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors.Seeks to Identify periods of low volatility, combined with range contraction, for breakout signals. Ref: page 161. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
Volatility Ratio with EMA SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Larry Conners. Takes a ratio of recent to historical volatility, and together with an exponential MA times entry of buys and sells. Ref: Stocks and Commodities Magazine December 1995
Volume Bollinger System MISCELLANEOUS SYSTEMS Date Coded: 2014 June Developed By: Updata Staff . Plots an Upper bollinger over volime input. While the volume is above its upper bollinger,Enters long upon price breaking upper bollinger.While the volume is above its upper bollinger,Enters shorts upon price breaking lower bollinger.Ref:None
Volume Level Strategy SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Vince Kott.Longs entered ay yesterdays high price (on current bar) when :Volume break of a period high value,Yesterday bar up day,Todays high greater than yesterdays high.Exits are fixed percentage based stop or profit target.Vice versa for shorts.Ref:Stocks & Commodities Magazine, August 2012
Volume Price Confirmation Indicator (Sys) SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Buff Dormeier.A trading system that compares a market trend with accumalating (or not) volume to confirm if the trend is supported (or not).The trend is measured with MACD and ADX. A Volume Price Confirmation Indicator is constructed from volume weighted moving averages. Together with On Balance Volume, these form four trade entry criteria.Ref: Stocks & Commodities Magazine, July 2007
Volume Price Trend System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon indicator crossing avg up, closes upon crossing avg down.Vice versa shorts.Ref:None
Weather Momentum System ENERGY TRADING SYSTEMS Developed by Updata Staff.Run on OTC NBPP Day Ahead from Updatas broker feed.Additional Ticker is the Day+2 Estimate Max Temp from Updatas weather feed.Long and Short entry system. Should be run on weather estimates of 2 days ahead max temp, for OTC day ahead gas contracts.If the predicted weather temperature has been rising for 3 consecutive days, anticipate another increase in temperature. This should manifest itself in less demand for day ahead heating gas and so sell at open next day and close position at close of day.If the predicted weather temperature has been falling for 3 consecutive days, anticipate another decrease in temperature. This should manifest itself in more demand for day ahead heating gas and so buy at open next day and close position at close of day.The consecutive days number is added as a parameter.Ref:None
Weighted Donchian Oscillator SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed By Updata Staff.Creates an oscillator based on the close being greater/less than a certain look back period extreme price.e.g. Iterates through numbers 1 to 7. if the current close is greater than the 7*7(49) period highest close price 49 bars ago then 49 points are assigned,if the current close is greater than 6*6 (36) period highest price,36 points assigned. this number is summed then plotted as a histogram.The same is done for period lows, and this is plotted on the underside of the same axis.Long entries (and short exits) are upon the upper indicator having a larger magnitude than the lower indicator.Vice versa for short entries (long exits).Ref:None
Weighted Moving Average Crossover System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when shorter moving average crosses above longer. Sell when shorter crosses below longer. See code for enable Shorts as well
Weighted Position In Range Oscillator System MISCELLANEOUS SYSTEMS Date Coded: September 2014 Developed by Updata Staff.Creates an oscillator based on the candles position in its all data, rolling yearly and rolling monthly range. The idea is when at an extreme in all three periods, the indicator will be at an extreme.Breaks below/above the 0.3/0.7 levels are taken for short/long trades.Ref:None
WEVOMO Average System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: August 2014 Developed by Stephan Bisse.Creates a Weighted Volume and Weighted Move Average to minimise lag.Long entry upon crossing average up, exits crossing average down. Vice versa shorts.Ref:Stocks & Commodities Magazine, April,2005
Whiplash SYSTEMS FROM STREET SMARTS - The book referenced below is essential to understand these systems Developed by Larry Connors. System takes advantage of gaps and enters on the close if specific criteria are met. It looks for a gap in the morning which is followed by a reversal in the afternoon. Ref: Chapter 12. Street Smarts by Laurence A. Connors and Linda Bradford Radschke. This book is essential to understand this system.
Wide Range Day SYSTEMS FROM TRADERS MAGAZINE Developed by Philipp Kahler. Ref: Traders Magazine September 2006 by Jorg Meyer
Wilder Average Crossover System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two wilder averages.Exits at crossunder.Vice versa shorts.Ref:None
Wilder Average Crossover System With ADX MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two Wilder averages & PLUSDI above/below MINUSDI.Exits at crossunder and PLUSDI below/above MINUSDI.Vice versa shorts.Ref:None
Wilder Average Crossover System With RSI MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long at the crossover of two wilder averages & RSI at an extreme.Exits at crossunder and opposite RSI extreme.Vice versa shorts.Ref:None
William AD Normalised Low System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: August 2014 Developed by Joseph Barics.Combines normalised change in Williams AD, with normalised price range.Ref:Stocks & Commodities Magazine, February 1990
Williams Accumulation-Distribution System MISCELLANEOUS SYSTEMS Developed by Updata Staff. Buy when Williams Accumulation-Distribution crosses above its Signal line and Sell when it crosses below. See code for enable Shorts as well
Williams AD System MISCELLANEOUS SYSTEMS Date Coded: August 2014 Developed by Updata Staff.Enters long upon indicator crossing avg up, closes upon crossing avg down.Vice versa shorts.Ref:None
Wilson Relative Price Channel System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Date Coded: August 2014 Developed by Leon Wilson.Displays overbough and oversold prices in adjacent channels.Enters Long upon crossing of lower channel up, exits at crossing of upper channel. Vice versa shorts..Ref:Stocks & Commmodities Magazine, July 2006
Within The Volatility Band SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by Sylvain Vervoort.The author delivers the fourth part of his seven part series, using volatility bands above and below a median average as levels for a buy and sell swing trading strategy. Breakouts from the upper volatility band signal long positions, and breaks from the lower volatility band indicate short signals.All parameters can be optimised within the System Optimiser to determine the most profitable combinations.Ref: Stocks & Commodities Magazine, August 2013
Baumgarten German Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Baumgarten MS2 Prompt Day Ahead Daily.Creates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (Baumgarten/German) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (Baumgarten/German) rises and price ratio falls and open is less greater prior close. exits at close.Has large loss in the middle, but worked around this point.Ref:None. 3
Dutch Weekly Baseload Boll System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on OTCEURO HOLBSLDW NEAR Daily.Enters Long if the close is above the upper bollinger band and the open is above yesterdays high, and the yesterdays close is below that prior days high.Exits long if the close is below the prior two days lows.Vice versa for shorts.Ref:None. 3
French Weekly Baseload Boll System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on SPECTRONFRA BSLDW NEAR Daily.Enters Long if the close is above the upper bollinger band and the open is above yesterdays high, and the yesterdays close is below that prior days high.Exits long if the close is below the prior two days lows.Vice versa for shorts.Ref:None. 3
Zeebrugge German Storage Ratio System ENERGY TRADING SYSTEMS Developed by Updata Staff.For use on Zeebrugge Prompt Day Ahead DailyCreates a spread between two regions storage levels, then a spread between the gas contracts in those regions.Enters long on open if storage ratio (Zeebrugge/German) falls and price ratio falls and open is less than prior close. exits at close.Enters short on open if storage ratio (Zeebrugge/German) rises and price ratio falls and open is less greater prior close. exits at close.Has large recent losses, but worked well until then.Ref:None.
Zeebrugge Interconnector System ENERGY TRADING SYSTEMS Developed by Updata Staff.Use on OTC Zeebrugge Prompt Day Ahead with ICIZTFLOW as parameter.If the flow through the interconnector is positive yesterday, short at todays open and cover at close .If the flow through the interconnector is negative yesterday, buy at todays open and sell at close.Ref:None.
Zero Lag System SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE Developed by John Ehlers and Ric Way.Creates an Error Correcting filter for an exponential moving average (EMA),that seeks to minimize the lag effect of increasing periods.Increasing the gain parameter from zero changes the filter from an EMA with lag,to effectively zero lag (albeit with zero smoothing also).Enters trades upon a crossover of the zero lag with its exponential moving average. Ref:Stocks & Commodities, November 2010
Z-Score Directional Change SYSTEMS FROM STOCKS AND COMMODITIES MAGAZINE by Veronique Valcu. Normalises directional change wrt Standard Deviation. Uses MA crossovers for entry signals. Ref: Stocks and Commodities Magazine Feb 2003
Baumgartens MS2P Day Ahead vs Zeebrugge Day Ahead ENERGY TRADING SYSTEMS .Smooths with a 20 Period Moving Avg. .If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.Ref:None. 3
OTC NBP Prompt Daily Breakouts ENERGY TRADING SYSTEMS .A simple system that looks for candlestick patterns to determine a directional bias.If the current close is above the two previous highs and yesterdays high is below that prior days high, enter long at close. Exit at next bars close. If the current close is below the two previous lows and yesterdays low is above that prior days low, enter short at close. Exit at next bars close.Ref:None. 2
Producer Storage Levels NBP Gas Region & GWM Gas ENERGY TRADING SYSTEMS Compares current peak to previous peak , if greater than previous, enters short.Exits all positions at quarter cycle (,13 weeks).Ref:None. 2
BPM vs GWM Coal Prediction System ENERGY TRADING SYSTEMS a switch to coal may cause rise in coal price.If beta adjusted ratio drifts above 1.02 for two days, buy coal. If beta adjusted ratio drifts below 0.98 for two dats, short coal.If beta adjusted ratio drifts above 1.02 , close short. If beta adjusted ratio drifts below 0.98 , close long. RSquared value only high after 2009 (0.98+). Beta = 1.2645 between BPM and GWM.Ref:None. 4
French Peg Nord H Day Ahead vs French Peg TIGF Day Ahead ENERGY TRADING SYSTEMS .Divides French Peg Nord DayAhead (OTCNG PEGNORD_HP DAY AHEAD Daily) by French Peg TIGF Ahead (OTCNG PEGTIGFP DAY AHEAD)..Smooths with a 20 Period Moving Avg. .If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint. .Close position at end of day.Ref:None. 5
French Peg Nord H vs German Gaspool Prompt ENERGY TRADING SYSTEMS Divides French DayAhead (OTCNG PEGNORD_HP-DAY AHEAD Daily) by German Gaspool Day Ahead (OTCNG GASPOOLP-DAY AHEAD). Smooths with a 20 Period Moving Avg.If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.Ref:None. 5
UK NBP Prompt Day Ahead vs French Peg Nord H Day Ahead ENERGY TRADING SYSTEMS Divides French Day Ahead (OTCNG PEGNORD_HP-DAY AHEAD Daily) by UK Day Ahead (OTCNG NBPP-DAY AHEAD).Smooths with a 20 Period Moving Avg.If the ratio was above the Avg yesterday, Buy todays open if its below yesterday midpoint.Close position at end of day.Ref:None. 5