Here you can search through the pages of this Namespace, their attachments and the files uploaded to the system.
Note: the results will only display the items you have permissions to read.
[...] * (M*Syy - Sy*Sy));
} //Compute the Fourier Transform for each Correlation
for ( int Period = 0; Period <= 48; Period++)
{
CosinePart[Period] = 0;
SinePart[Period] = 0; for ( int N = 3; N <= 48; N++)
{
double _cosInDegrees = Math.Cos((( double )N * 360 / ( double )Period) * Deg2Rad);
double _sinInDegrees = Math.Sin((( double )N * 360 / ( double )Period) [...]
[...] order to analyze variations of the instantaneous phase and amplitude. HTPeriod (or MESA Instantaneous Period) returns the period of the Dominant Cycle of the analytic signal as generated by the Hilbert Transform. The Dominant Cycle can be thought of as being the "most likely" period (in the range of 10 to 40) of a sine function of the Price Series. Interpretation
The HTPeriod at a specific bar gives the current Hilbert Transform Period as instantaneously measured at that bar in the [...]
Projection Bands
Syntax
public PBandUpper( Bars bars, int period, string description)
public static PBandUpper Series( Bars bars, int period) public PBandLower( Bars bars, int period, string description)
public static PBandLowerSeries( Bars bars, int period)
Parameter Description
bars
Bars object
period
Lookback period
Projection Oscillator
public PBFastOsc( Bars [...]
[...] of our example Strategy, we take a standard Renko chart and use Daily prices. Despite using the same period, the HA-based average always lags behind due to added smoothing. The rules are: When the 8-period “fast” average crosses above the “slower” counterpart of the same period, a long position is established. When the 8-period “fast” average crosses below the “slower” average of the same period, the long position is closed. Figure 1. A Wealth-Lab [...]
SMA — 0.7%
Syntax public static SMA Series(WealthLab.DataSeries ds, int period)
public SMA(DataSeries ds, int period, string description)
public static double Value( int bar, DataSeries ds, int period)
Parameter Description
ds
The source DataSeries
period
Indicator calculation period
Description SMA returns the Simple Moving Average indicator. Moving averages are some of the core indicators in technical analysis, and [...]
Syntax
public AroonDown(WealthLab.DataSeries source, int period, string description)
public static AroonDown Series(WealthLab.DataSeries source, int period)
public static double Value( int bar, WealthLab.DataSeries source, int period)
Parameter Description
source
Price series
Period
Indicator calculation period
Description The Aroon indicator developed by Tushar Chande, indicates if a price is trending or [...]
[...] SeriesIsAboveValue: Indicator Documentation
Syntax
SeriesIsAboveValue(DataSeries ds, double num, int period)
SeriesIsAboveValue(DataSeries ds, double num, int period, string description)
Parameter Description ds Data series num Value period Period for which the data series should be above the value
Description
Returns the number of consecutive bars that a DataSeries ds has been above a value num minus the Period bars.
To count the number [...]
[...] programmed the long-only Tr&nd stop strategy for Wealth-Lab 5 in C#. You can use the sliders to adjust the Period and atrFactor Strategy Parameters to eyeball an optimization, or using WLP 5.4 you can now run full Exhaustive and Monte Carlo optimizations. A portfolio simulation ($5000 size, $8 1-way commissions) on the Dow 30 symbols over the last 6 years yielded the 2-Parameter optimization curve in Figure 1. Figure 1. While the optimization didn’t inspire confidence in the strategy’s stability over a wide range of parameters, ATR Factors around 2 helped improve the overall [...]
[...] 5% of equity sizing method. The Buy & Hold strategy, however, returned nearly 38% APR over the same period. Figure 1. Note that one of the crossovers did not result in creating a simulated trade. This is not an error and due to the results of a Portfolio Simulation in which insufficient equity existed at the time of the trading alert. The WealthScript code also creates the Heikin-Ashi chart style. Strategy Code using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators; [...]
EMV — 0.7%
Syntax public EMV( Bars source, int period, string description)
public static EMV Series( Bars source, int period) Parameter Description
source
Symbol's Bars object
period
*Note! Up to Version 5.6, inclusive, EMV's period parameter was not used.
Description Developed Richard W. Arms, Jr., the Ease of Movement (EMV) indicator shows the relationship between volume and price change. As with Equivolume charting, EMV shows how much volume is required to move [...]
Syntax
public AlligatorJaw(DataSeries ds, int period, int delay, string description)
public static AlligatorJaw Series(DataSeries ds, int period, int delay) public AlligatorTeeth(DataSeries ds, int period, int delay, string description)
public static AlligatorTeeth Series(DataSeries ds, int period, int delay) public AlligatorLips(DataSeries ds, int period, int delay, string description)
public static AlligatorLips Series(DataSeries ds, int [...]
Syntax
public EnvelopeUpper(DataSeries ds, int period, double pct, ChoiceOfMA ma, string description)
public static EnvelopeUpper Series(DataSeries ds, int period, double pct, ChoiceOfMA ma) public EnvelopeLower(DataSeries ds, int period, double pct, ChoiceOfMA ma, string description)
public static EnvelopeLower Series(DataSeries ds, int period, double pct, ChoiceOfMA ma)
Parameter Description
ds
Data series to be smoothed with a moving average
[...]
[...] Hull MA (HMA): Indicator Documentation ==== Syntax ====
DataSeries HullMA( DataSeries Series, int Period); Parameter Description
Series
Data series used to produce the HMA calculation
Period
Period to average the data series
Description The Hull Moving Average (HMA) was created by trader, businessman, mathematician, and IT expert Alan Hull. It is a combination of weighted moving averages (WMA) designed to be more responsive to current price fluctuations while still smoothing [...]
[...] WealthScript
{
LineStyle ls = LineStyle.Solid;
public DataSeries RS2t(DataSeries ds, string index, int period = 10, bool plotSeries = false )
{
var rs = new DataSeries(ds, string .Format( "RS2t({0},{1},{2}" , ds.Description, index, period));
var extSym = GetExternalSymbol (index, true );
var RS1 = ds / extSym. Close ; var Fast = EMAModern.Series(RS1, period); //Fast MA: Orange
var Med = SMA.Series(Fast, 7); //Medium MA: Green
var Slow = SMA.Series(Fast, 15); //Slow MA: Red [...]
[...] SeriesIsAbove: Indicator Documentation
Syntax
SeriesIsAbove(DataSeries ds1, DataSeries ds2, int period)
SeriesIsAbove(DataSeries ds1, DataSeries ds2, int period, string description)
Parameter Description ds1 First data series ds2 Second data series period Period for which the 1st data series should be above the 2nd data series
Description Returns the number of consecutive bars that Series1 has been above Series2 minus the Period bars. [...]
[...] MADXY;
StrategyParameter chnlLength;
public MyStrategy()
{
D1DXY = CreateParameter( "DX LRSlope Period" , 25, 10, 50, 1);
D2SNL = CreateParameter( "Snl LRSlope Period" , 12, 5, 25, 1);
LRSDXYSELL = CreateParameter( "DX LRSlope" , 0.3, 0.1, 0.8, 0.1);
LRSNLSELL = CreateParameter( "Snl LRSlope" , -0.8, -1.2, -0.5, 0.1 );
MASELL = CreateParameter( "Soybean EMA Period" , 15, 5, 25, 1);
MASNL = CreateParameter( "Snl EMA Period" , 15, 5, 25, 1);
MADXY = CreateParameter( [...]
EMA — 0.6%
Syntax public EMA(DataSeries source, int period, EMACalculation calcType, string description)
public static EMA Series(DataSeries source, int period, EMACalculation calcType)
Parameter Description
source
Price series
int
Indicator calculation period
calcType
EMACalculation enum: (EMACalculation.Legacy, EMACalculation.Modern)
Description EMA returns the Exponential Moving Average of the specified period . EMA is similar to [...]
Syntax
public static StochD Series( Bars bars, int period, int smooth)
public StochD( Bars bars, int period, int smooth, string description)
Parameter Description
bars
The Bars object
smooth
The length of smoothing
period
Indicator period
Description StochD returns the Stochastic %D indicator. StochD is a smoothed version of the Stochastic %K, StochK . Specify the length of smoothing desired in the smooth parameter. The indicator [...]
[...] periodSMA)
Parameter Description ds A DataSeries to apply Derivative Oscillator to periodRSI Period of the RSI periodEMA1 Period for the EMA to that smooths the RSI periodEMA2 Shorter period EMA to smooth the EMA of RSI periodSMA Period for the SMA that smooths the double-smoothed RSI
Description
The Derivative Oscillator created by Constance Brown is a triple smoothed RSI that incorporates two EMAs and one SMA. It was specifically developed to:
resolve problems [...]
Syntax public MomentumPct(DataSeries source, int period, string description)
public static MomentumPct Series(DataSeries source, int period)
public static double Value( int bar, DataSeries source, int period)
Parameter Description
source
Price series
period
Indicator calculation period
Description MomentumPct is the current price divided by the price of a previous period and the [...]
CMO — 0.6%
Syntax public CMO(DataSeries source, int period, string description)
public static CMO Series(DataSeries source, int period)
public static double Value( int bar, DataSeries source, int period) Parameter Description
source
Price series
period
Indicator calculation period
Description The Chande Momentum Oscillator is similar to RSI or Stochastics. It is calculated by dividing the sum of up day and down day activity [...]
Syntax public EMMinus(DataSeries source, int period, string description)
public static EMMinus Series(DataSeries source, int period)
public static double Value( int bar, DataSeries source, int period)
Parameter Description
source
Price series
period
Indicator calculation period
Description Markets that are experiencing rising trends frequently make new highs, and those in falling trends new lows. The Extreme [...]
DPO — 0.6%
Syntax
public DPO(WealthLab.DataSeries source, int period, string description)
public static WealthLab.Indicators.DPO Series(WealthLab.DataSeries source, int period)
Parameter Description
source
Data series
period
Simple Moving Average period
Description The Detrended Price Oscillator (DPO) is an indicator that attempts to eliminate the trend in prices. Detrended prices allow you to more easily identify cycles and overbought/oversold levels. [...]
ATR — 0.6%
Syntax public ATR(WealthLab. Bars bars, int period, string description)
public static ATR Series(WealthLab. Bars bars, int period)
public static double Value( int bar, WealthLab. Bars bars, int period)
Parameter Description
bars
The Bars object
period
Indicator calculation period
Description The Average True Range is the average of the true ranges over the specified Period. WealthScript [...]
Syntax public ATRModified( Bars ds, int period, string description)
public static ATRModified Series( Bars ds, int period) Parameter Description
ds
The source Bars object
period
The indicator period.
Description The ATRModified (Modified ATR) indicator from the June 2009 issue of Stocks & Commodities magazine. Vervoot modified Wilder's True Range calculation to smooth out the result so that a single highly volatile day has less influence than [...]
Syntax public SMMA(DataSeries ds, int period, string description)
public static SMMA Series(DataSeries ds, int period) Parameter Description
ds
Data series
period
Indicator lookback period
Description A Smoothed Moving Average is sort of a blend between a Simple Moving Average and an Exponential Moving Average, only with a longer period applied (approximately, half the EMA period: e.g. [...]
[...] SeriesIsBelowValue: Indicator Documentation
Syntax
SeriesIsBelowValue(DataSeries ds, double num, int period)
SeriesIsBelowValue(DataSeries ds, double num, int period, string description)
Parameter Description ds Data series num Value period Period for which the data series should be below the value
Description
Returns the number of consecutive bars that a DataSeries ds has been below a value num minus the Period bars.
To count the number [...]
[...] SeriesIsBelow: Indicator Documentation
Syntax
SeriesIsBelow(DataSeries ds1, DataSeries ds2, int period)
SeriesIsBelow(DataSeries ds1, DataSeries ds2, int period, string description)
Parameter Description ds1 First data series ds2 Second data series period Period for which the 1st data series should be below the 2nd data series
Description Returns the number of consecutive bars that Series1 has been [...]
[...] monthly-based strategy, I thought it would be interesting to see how it performed by varying the monthly period by day of month. To do it, I setup of an optimization that calculates the monthly moving average based on the NAV price for each day of the month 1 to 28 as well as for the standard calendar month. The strategy rules remain the same, but the trades trigger on the specified day of the month. Figure 1 shows the daily NAV prices synchronized with the monthly moving average, whereas Figure 2 has the optimization space plotted against the moving average period [...]
Syntax
public McGinleyDynamic(DataSeries ds, int period, string description)
public static McGinleyDynamic Series(DataSeries ds, int period)
Parameter Description ds Data series period Lookback period
Description
The McGinley Dynamic Indicator is a moving average with a volatility filter designed to further smooth out the price action. It would be used similar to a moving average. Interpretation Use it like you would use other moving averages. Calculation [...]