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This search, performed through 3.85 MB (775 documents, 11907 words), completed in 0.0 seconds and yielded 30 results.

RSI — 10.7%

[...] bar based on the RSI oversold/overbought level DataSeries rsi = RSI.Series( Close, 14 ); double x = 0; double col = 0; // RSI is an "unstable" indicator; [...]

Correlation — 6.8%

Syntax public static double Correlation(this double ">"> x, double[ y, int n) public double Correlation(double ">"> x, double[ y, int n) Parameter Description x Array of double values (first data series) y Array of double values (second data series) n Correlation lookback period Description Calculates Pearson Correlation. Uses code from ALGLIB project . Example The following example demonstrates how well correlated were CMO and RSI: Example using C# extension methods: using System; using [...]

Trade Graphs | E-Ratio — 5.8%

[...] goes in your favor vs. how much a trade goes against you. The number of bars since entry is on the X axis, the average E-Ratio is on axis Y. The higher the number the better your trading edge is supposed to be (if it's a positive value). E-Ratio is normalized for volatility to be applicable across different markets. E-Ratio chart Calculation T = total trade count ATR = 14-bar ATR value For a Position on a given bar, E-Ratio = (current MFE as of bar / ATR) / (current MAE as of bar / ATR) 1. On each bar X (where X [...]

Programming | Preparing an Extension for publishing — 4.9%

[...] of the Extension. Version - Version of Extension. Enclose a usual numerical sequence in quotes - "x.x.x.x" (e.g. 1.3.4.0 ) Publisher - Your company name. Glyph16x16Name - Resource name containing the Extension's logo (16x16 pixels; see example). Specify Build Action for the glyph equal to "Embedded Resource" in Properties window. Licence - Extension's licence type enum. Possible options: Freeware Commercial Private DeleteFiles - String array containing file names [...]

Correlation — 4.9%

Correlation: Indicator Documentation Syntax DataSeries CorrelationXL( DataSeries x, DataSeries y, int period ) DataSeries Correlation( DataSeries x, DataSeries y, int period ) public static double Value( int bar, DataSeries x, DataSeries y, int period ) Parameter Description x First DataSeries y Second DataSeries period Lookback [...]

Community.Rules — 4.9%

[...] for n consecutive bars Indicator increases (decreases) a number of bars within period Indicator is X% above (below) its value a number of bars ago Smoothed Indicator crosses above (below) Value External Symbol External Symbol Price is above (below) its Moving Average External Symbol Price crosses above (below) its Moving Average External Symbol Price increases (decreases) a consecutive number of bars External Symbol Moving Average increases (decreases) a consecutive number of bars External Symbol makes a new high (low) within period External Symbol Moving Average [...]

TASC 2016-09 | Measuring Market Cycles (Ehlers) — 3.9%

[...] bar-Lag+count bar-Lag+count ; Y = bar-(Lag+count) bar-(Lag+count) ; // Rev.A Sx = Sx + X; Sy = Sy + Y; Sxx [...]

CMF — 3.9%

[...] confirming the break out direction. Calculation CMF = n-day Sum of ( ( ( (C - L) - (H - C) ) / (H - L) ) x Vol ) / n-day Sum of Vol where, n = number of periods, typically 21 H = high L = low C = close Vol = volume Example using System; using System.Collections.Generic; using System.Text; using System.Drawing; using WealthLab; using WealthLab.Indicators; namespace WealthLab.Strategies { public class MyStrategy : WealthScript { // Thank you fundtimer public Color WS4ColorToNET( double WS4Color ) { return Color.FromArgb( (int)Math.Floor( ( WS4Color % [...]

Programming | Wealth-Lab 6.x API Changes — 2.9%

[...] a IMenuAdder interface (the "adder" variable). You can call adder.AddMenuItem to add a menu to WL6.x: public override void AddMenuItems(IMenuItemAdder [...]

TASC 2012-11 | Identify the Start of a New Trend with DMI (Low) — 2.9%

[...] 0.0; double average = 0.0; int period = lst.Count; if( period > 0 ) { for (int x [...]

Black Scholes formula — 2.9%

[...] public enum CalcEx.CallPutFlag { Call, Put }; public static double BlackScholes(this double S, double X, double D, double R, double V, CallPutFlag flag) public enum CallPutFlag { Call, Put }; public static double BlackScholes(CallPutFlag flag, double S, double X, double D, double R, double V) Parameter Description flag Call or Put option - pass either CallPutFlag.Call [...]

TASC 2020-08 | Tracking Relative Strength In Four Dimensions (RS4r) (Garofallou) — 2.9%

[...] //Moving Avg of RS4r var R5 = new DataSeries(Close, string.Format("R5({0})",period)); var x = Open * 0; for (int bar = 1; bar bar >= 80 || RS4 bar > mvRS4 bar ); //RS4r is above signal line x bar = RS4 bar >= 80 ? 1 : 0; //RS4r must be >= 80 } //Avg of >80 scores in period for [...]

TASC 2011-07 | A Color-Based System For Short-Term Trading (Kraut) — 1.9%

[...] identification idea of the same kind to go along with the volume confirmation rule: Bullish trend starts after X consecutive closes above the trailing close from Y days ago, Bearish trend starts after X [...]

Trade Graphs | MAE vs PnL — 1.9%

[...] trades on the same graph as green and red triangles respectively. A trade's PnL % is plotted on the X axis and its MAE % (or MFE % if selected in appropriate dropdown box) on the Y Axis. The MAE/MFE plot always uses the absolute values. MAE% vs PnL The purpose of the MAE/PnL view is to set stops properly by figuring out how much unrealised loss must be incurred by a trade before it typically does not recover. Typically you should see more winning than losing trades on the left side of the graph because winning trades usually have lower drawdowns than losing trades. [...]

TASC 2009-02 | Trading the Aussie (Katsanos) — 1.9%

[...] ); ShortAtClose(bar, "reverse"); } else if ( s1 || s2 || s3 ) SellAtClose(bar, p, "X:" + s1 + "," + s2 + "," + s3); } else if ( buy1 || buy2 || buy3 ) { CoverAtClose(bar, p, "R:" + buy1 + "," + buy2 + "," + buy3 ); BuyAtClose(bar, "reverse"); } else if ( c1 || c2 ) CoverAtClose(bar, p, "X:" [...]

TASC 2018-07 | The Deviation-Scaled Moving Average (Ehlers) — 1.9%

[...] Exits" tab. Step 2. From "Conditions" tab, expand "General indicators" group. Drag "Price crosses X% below indicator" and drop it on your entry rule created in Step 1. Do the same for "Price crosses X% [...]

Trade Graphs | Risk/Reward Ratio — 1.9%

[...] trades in the simulation, showing both winning and losing trades (accordingly, green and red bins). The X axis contains the risk/reward bins (equal to the number of trades or 10, whichever is less). These bins aggregate the simulated trade results expressed as risk/reward ratio. A bin contains all trades with a risk/reward value up to the bin value and less. For example, let's take the figure above. The "2" bin, preceded by the "1.5" bin, groups all trades with risk/reward ratio from 1.5:1 to 2:1. In this case, the "2" bin has 1 trade which risk/reward was 2:1. The Y axis [...]

DPO — 1.9%

[...] oscillators, the Detrended Price Oscillator can be used in different ways. Calculation DPO = Close – X-period Simple Moving Average [(X/2)+1 [...]

TASC 2014-09 | Finding The Golden Triangle (Hudgin) — 1.9%

[...] StrategyParameter paramTrail; public GoldenTriangleStrategy() { paramRiseBars = CreateParameter("Rise: X bars", 50, 10, 100, 10); paramWhiteSpace = CreateParameter("White space %", 50, 10, 100, 10); paramMinRise = CreateParameter("Min. rise %", 10, 5, 200, 5); paramSMA = CreateParameter("SMA period", 50, 10, 200, 10); paramMom = CreateParameter("Momentum period", 10, 2, 30, 2); paramHi = CreateParameter("Highest period", 20, 10, 100, 10); paramProximity = CreateParameter("Within SMA %", 2, 1, 5, 1); paramPullback = CreateParameter("Pullback %", 2, [...]

TASC 2010-10 | Smooted RSI Inverse Fisher (Vervoort) — 1.9%

[...] = "SVE Rainbow"; //PlotSeries(PricePane, sve, Color.Blue, LineStyle.Solid, 2); DataSeries x = 0.1 * (RSI.Series(sve, rsiPeriod) - 50); DataSeries e1 = EMA.Series(x, [...]

VPT (Volume Price Trend) — 1.0%

[...] IncredibleCharts , the formula is: [((Today's Close - Yesterdays Close) / Yesterdays Close) x Volume] + Yesterdays PVT The PVT can [...]

Trade Graphs | Streaks — 1.0%

[...] winning and losing trades a.k.a. streaks (green and red consequently). The position number is Axis X while Axis Y plots the streak magnitude (upper [...]

Trade Graphs | Profit vs Bars held — 1.0%

[...] bin of the histogram corresponds to some trade hold period (e.g. 0-20 bars, 20-40 bars etc.) on the X-axis while the Y-axis represents the average [...]

TASC 2016-11 | Does Fully Automated Trading Software Work? (Breen) — 1.0%

[...] manner. On Figure 1 we provide an example of setting it all up. Note that the condition "Price crosses X% above/below an indicator" is universal i.e. [...]

TASC 2011-09 | Ermanometry For Intraday Traders (Coles) — 1.0%

[...] HI=GH*Ratio; double IJ=HI*Ratio; double FH= Math.Sqrt(Math.Pow(FG,2)+Math.Pow(GH,2)); int x = 0; // bars since SetBarColors( Color.Silver,Color.Silver [...]

TradingDaysBetweenDates — 1.0%

[...] date of the dt2 parameter is before the date of dt1 . (Note! For Community.Components prior to 2014.x, TradingDaysBetweenDates returned 0 for the [...]

SaveHistoricalTrades — 1.0%

[...] ~Closeoutx ~PrintFilex ~NoPriorityx ~NoClosedx ~NoOpenx ~SplitFactorx:0.5 And remove the trailing x to use the option. Only proper spelling of [...]

TASC 2010-07 | Anchored VWAP Channel (Coles) — 1.0%

[...] number, as shown. One approach to objectively evaluating the channel might be to identify the first X% swing points at the start of each trading [...]

TASC 2018-05 | RocketRSI - A Solid Propellant For Your Rocket Science Trading (Ehlers) — 1.0%

[...] graph we plot the system's Net Profit on axis Z, and the RSI Length and Fixed Bars parameters on axes X and Y respectively (Figure 3). The best Net [...]

MS123 IndexDefinitions - Home — 1.0%

[...] symbols whose user-selected indicator have crossed above or below some value. Number of symbols trading x Standard Deviations above (below) their n-period [...]

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