Log in to see Cloud of Tags

Wealth-Lab Wiki


public TrendB(DataSeries ds, int period1, int period2, int m, int n, double c, bool useRMSNoise, string description) 
public static TrendB Series(DataSeries ds, int period1, int period2, int m, int n, double c, bool useRMSNoise)

Parameter Description

DataSeries Typically the Close DataSeries reference
period1 EMA fast period used for the CPC (cumulative price change) indicator.
period2 EMA slow period used for the CPC indicator.
m Period for the piecewise EMA of cumulative price change from the slow/fast CPC EMA crossovers.
n Period used for noise calculation. Generally you should specify n >= m
c Correction factor for the signal (trend) to noise ratio.
useRMSNoise Pass true to use an RMS noise calculation, otherwise false for linear noise.


The Trend Noise Balance (B-indicator) from the April 2004 issue of Stocks & Commodities magazine determine trends "with a procedure that attempts to recognize, in a timely way, promising and nonpromising (sic) price trends within the extracted semicycles as well as estimate their strength".

Fluctuating between 0 and 100, TrendB measures the strength of a trend but not its direction. Its value goes to 0 whenever the CPC EMAs with period1 and period2 cross. Per the author, David Sepiashvili, readings can be interpreted as follows:
  • 50 - 65: weak trending
  • 65 - 80: moderate trending
  • above 80: strong trending


(See open source)


(Please request)

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

ScrewTurn Wiki. Some of the icons created by FamFamFam.