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<h2 class="unnumbered">Chart</h2>
<p>This manual describes how to install and use Chart, version 248.
<p>Copyright 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012 Kevin Ryde
<p>Chart is free software; you can redistribute it and/or modify it under the
terms of the GNU General Public License as published by the Free Software
Foundation; either version 3, or (at your option) any later version
(see <a href="#Copying">Copying</a>).
<pre class="sp">
</pre>
<ul class="menu">
<li><a accesskey="1" href="#Introduction">Introduction</a>
<li><a accesskey="2" href="#Copying">Copying</a>
<li><a accesskey="3" href="#Installing">Installing</a>
<li><a accesskey="4" href="#Invocation">Invocation</a>
<li><a accesskey="5" href="#Symbol-Lists">Symbol Lists</a>
<li><a accesskey="6" href="#Display">Display</a>
<li><a accesskey="7" href="#Annotations">Annotations</a>
<li><a accesskey="8" href="#Averages">Averages</a>
<li><a accesskey="9" href="#Channels-and-Boxes">Channels and Boxes</a>
<li><a href="#Indicators">Indicators</a>
<li><a href="#Common-Calculations">Common Calculations</a>
<li><a href="#Other-Indicator-Packages">Other Indicator Packages</a>
<li><a href="#Watchlist">Watchlist</a>
<li><a href="#Intraday">Intraday</a>
<li><a href="#Download">Download</a>
<li><a href="#Data-Sources">Data Sources</a>
<li><a href="#Internationalization">Internationalization</a>
<li><a href="#Emacs">Emacs</a>
<li><a href="#Concept-Index">Concept Index</a>
<li><a href="#Function-Index">Function Index</a>
</ul>
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<h2 class="chapter">1 Introduction</h2>
<p><a name="index-Introduction-1"></a>
Chart is a stock and commodity price charting program, featuring various
display options, data downloading, and user extensibility.
<p>Chart is written in Perl and uses Gtk+ through the Gtk2-Perl interface.
Extensions can be written using Perl. The home page is
<blockquote>
<a href="http://user42.tuxfamily.org/chart/index.html">http://user42.tuxfamily.org/chart/index.html</a>
</blockquote>
<h3 class="section">1.1 Getting Started</h3>
<p><a name="index-Getting-started-2"></a>
Once you've installed Chart (see <a href="#Installing">Installing</a>), getting started is easy.
Run <samp><span class="command">chart</span></samp>, and choose File/Open from the menu bar. Enter a symbol,
like ‘<samp><span class="samp">GM</span></samp>’ (for General Motors USA) and click “New”. The download
dialog pops up and gets an initial 5 years data, then the chart is displayed.
<!-- SYMBOL: GM -->
<p>The Watchlist is easy too (see <a href="#Watchlist">Watchlist</a>). Choose Tools/Watchlist from
the menu bar, go to the Symbol box, enter a symbol like ‘<samp><span class="samp">NAB.AX</span></samp>’ (for
National Australia Bank) and press <Return>. The symbol is added to the
list and a latest quote downloaded. Click on “Refresh” to update.
<!-- SYMBOL: NAB.AX -->
<p>Stock symbols broadly follow Yahoo Finance conventions, which is the exchange
symbol plus a suffix, like ‘<samp><span class="samp">.L</span></samp>’ for the London Stock Exchange
(see <a href="#Yahoo-Finance">Yahoo Finance</a>). But Chart is not Yahoo specific, other data sources
have other suffixes.
<!-- -->
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<a name="Copying"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Installing">Installing</a>,
Previous: <a rel="previous" accesskey="p" href="#Introduction">Introduction</a>,
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</div>
<h2 class="chapter">2 Copying Conditions</h2>
<p><a name="index-Copying-3"></a><a name="index-Conditions-for-copying-4"></a><a name="index-License-5"></a>
<a name="index-GNU-General-Public-License-6"></a><a name="index-General-Public-License-7"></a><a name="index-GPL-8"></a><a name="index-g_t_0040file_007bCOPYING_007d-9"></a>Chart is Free Software, published under the terms of the GNU General Public
License (version 3 or later). The file <samp><span class="file">COPYING</span></samp> contains the full
license terms (view it under Help/About within the program).
<p><a name="index-Distribution-10"></a><a name="index-Redistribution-11"></a>Chart is not in the public domain. It's copyrighted and there are
restrictions on its distribution and redistribution, but these restrictions
are designed to permit everything a cooperating person would want to do.
<p>Essentially you can give or sell copies to anyone, with or without
modifications, but you must allow everyone else to do the same and you must
clearly identify any modifications.
<p><a name="index-Warranty-12"></a>Be aware there is no warranty whatsoever for Chart. This is described in full
in the license terms. No warranty whatsoever includes no warranty against any
losses or any missed gains as a result of anything Chart does or doesn't do or
show.
<p><a name="index-Financial-advice-13"></a><a name="index-Investment-advice-14"></a>Note that Chart is only a program for displaying data. The program and this
manual do not give financial advice.
<h3 class="section">2.1 Data Copying</h3>
<p><a name="index-Copying_002c-data-15"></a><a name="index-Data-copying-16"></a><a name="index-License_002c-data-17"></a>
The data that Chart may download or display will be copyrighted by the creator
of that data and will be provided under terms decided by the creator. You
must check each data source used to see that you and your intended use are
within the terms (see <a href="#Data-Sources">Data Sources</a>). The minimum for a source in Chart is
that personal non-commercial use is permitted. Usually no re-distribution is
permitted.
<p>The author believes that the manipulations Chart performs on downloaded data
are purely mechanical and do not cause the program's terms to be added to any
results. Derived forms like the database files, watchlist quotes, screenshots
of graphs, etc, will be subject only to the conditions of the data originators
(cumulatively if data from more than one source is shown).
<!-- -->
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<a name="Installing"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Invocation">Invocation</a>,
Previous: <a rel="previous" accesskey="p" href="#Copying">Copying</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">3 Installing</h2>
<p><a name="index-Installing-18"></a>
<a name="index-Required-software-19"></a>The following programs and libraries are required, see their respective
documentation for installation instructions.
<ul>
<li>Perl 5.10 or higher
<br> <a href="http://www.perl.org">http://www.perl.org</a>
<li>Gtk 2 libraries, version 2.12 or higher.
<a name="index-Gtk-20"></a><br> <a href="http://www.gtk.org">http://www.gtk.org</a>
<li>Gtk2-Perl, version 1.200 or higher.
<a name="index-Gtk2_002dPerl-21"></a><br> <a href="http://gtk2-perl.sourceforge.net">http://gtk2-perl.sourceforge.net</a>
<li>The large number of Perl modules listed in <samp><span class="file">Makefile.PL</span></samp>, all of which
are available from CPAN,
<br> <a href="http://www.cpan.org">http://www.cpan.org</a>
</ul>
<p>Chart uses an <code>ExtUtils::MakeMaker</code> build system. A basic build and
install can be made as follows. This will install under ‘<samp><span class="samp">/usr/local</span></samp>’.
<pre class="example"> perl Makefile.PL
make
make install
</pre>
<!-- @cindex Build options -->
<p>The usual <code>ExtUtils::MakeMaker</code> options and build targets are available.
Here are some other notes,
<dl>
<dt>Optional Software<dd>Various optional features and their required Perl modules are set out in the
<code>optional_features</code> section of <samp><span class="file">META.yml</span></samp>. Some of the smart Perl
install tools might offer them in an automated way, otherwise look at
<samp><span class="file">META.yml</span></samp> and install desired things manually. The most interesting
options include <code>Finance::Quote</code> (see <a href="#Finance-Quote">Finance Quote</a>), Genius Trader
and TA-Lib (see <a href="#Other-Indicator-Packages">Other Indicator Packages</a>).
<br><dt>HTTP Compression<dd>If <code>Compress::Zlib</code> is installed when Chart runs then LWP is setup to
request compression in HTTP downloads. Currently only a few servers actually
make use of this, but it's a good speedup when the server does.
<!-- FIXME: not included yet -->
<!-- the only the BSX and ZSE servers are known -->
<!-- to take advantage of this (@pxref{Bendigo Stock Exchange}, and @ref{Zagreb -->
<!-- Stock Exchange}). -->
<br><dt>HTTPS<dd><a name="index-g_t_0040code_007bhttps_007d-22"></a><a name="index-SSL-23"></a><a name="index-OpenSSL-24"></a>For <code>https</code> protocol the <code>LWP::Protocol::https</code> module is required.
In libwww 6 and up it comes separately and expresses its required supporting
modules, in libwww 5 see the <samp><span class="file">README.SSL</span></samp> on the recommended
<code>Crypt::SSLeay</code> module (using OpenSSL). Data sources needing
<code>https</code> include <a href="#MLC-Funds">MLC Funds</a>.
<!-- @item @command{lha} -->
<!-- @cindex LHa -->
<!-- @cindex LZH -->
<!-- The LHa archive program (@pxref{References}) is required for data sources in -->
<!-- LZH format (@pxref{Kansai Commodities Exchange, KEX}). -->
<br><dt>Documentation<dd><a name="index-Documentation-25"></a><a name="index-Manual-26"></a><a name="index-Texinfo-manual-27"></a><a name="index-g_t_0040TeX_007b_007d-manual-28"></a>The source for the manual you're now reading is <samp><span class="file">doc/chart.texi</span></samp>, in
Texinfo format (see <a href="http://www.gnu.org/software/texinfo/manual/texinfo/html_node/index.html">Texinfo</a>).
<p><a name="index-HTML-manual-29"></a><a name="index-Info-manual-30"></a><a name="index-PostScript-manual-31"></a><a name="index-PDF-manual-32"></a><a name="index-DVI-manual-33"></a>HTML format <samp><span class="file">chart.html</span></samp> is installed as
<samp><span class="file">lib/App/Chart/doc/chart.html</span></samp> with the source code. It can be viewed
with the Help commands within Chart, or with any browser. The following
<samp><span class="command">make</span></samp> targets can build other formats,
<pre class="example"> make info Info
make dvi TeX DVI
make ps PostScript
make pdf PDF
</pre>
<p>producing files <samp><span class="file">doc/chart.info</span></samp>, <samp><span class="file">doc/chart.dvi</span></samp>, etc. They need
enough of Chart's Perl dependencies installed to run the <samp><span class="file">doc/weights.pl</span></samp>
script, then Info requires <samp><span class="command">makeinfo</span></samp> (see <a href="http://www.gnu.org/software/texinfo/manual/texinfo/html_node/Creating-an-Info-File.html">Creating an Info File</a>) and DVI, PS and PDF require various TeX and Texinfo
tools. PDF also requires either <samp><span class="command">epstopdf</span></samp> from Texlive or TeTeX, or
<samp><span class="command">ps2pdf</span></samp> from Ghostscript.
<a name="index-DocBook-manual-34"></a><a name="index-XML-manual-35"></a><samp><span class="command">makeinfo</span></samp> can produce other formats, including DocBook and XML
(see <a href="http://www.gnu.org/software/texinfo/manual/texinfo/html_node/makeinfo-options.html">Options for <samp><span class="command">makeinfo</span></samp></a>).
<br><dt>Scrollkeeper<dd><a name="index-OMF-36"></a><a name="index-Open-metadata-framework-37"></a><a name="index-Scrollkeeper-38"></a><a name="index-Yelp-39"></a><a name="index-g_t_0040command_007bgnome_002dhelp_007d-40"></a>A Scrollkeeper entry
(<a href="http://scrollkeeper.sourceforge.net">http://scrollkeeper.sourceforge.net</a>) <samp><span class="file">doc/chart.omf</span></samp> is included
for the manual (HTML form). It can be used by Gnome help (Yelp) and similar
programs. Currently it's not automatically installed but you can copy it to
<samp><span class="file">/usr/share/omf/chart/chart.omf</span></samp> and run <samp><span class="command">scrollkeeper-update</span></samp>.
</dl>
<!-- -->
<div class="node">
<a name="Invocation"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Symbol-Lists">Symbol Lists</a>,
Previous: <a rel="previous" accesskey="p" href="#Installing">Installing</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">4 Invocation</h2>
<p><a name="index-Invocation-41"></a><a name="index-Command-line-42"></a><a name="index-Options-43"></a><a name="index-g_t_0040command_007bchart_007d-44"></a>
The Chart command line is
<pre class="example"> chart [--options] [symbol...]
</pre>
<p>The default is to run the Gtk graphical interface. The optional <var>symbol</var>
is an initial symbol to display.
<p><var>symbol</var> can be a partial name and is matched against the database the
same way as in the Open dialog (see <a href="#Open">Open</a>). So if <code>TSCO.L</code> is the
only thing in the database starting with “TS” then just ‘<samp><span class="samp">chart ts</span></samp>’ is
enough, or similarly for <code>^GSPC</code> just ‘<samp><span class="samp">chart gsp</span></samp>’ may be enough.
<p>The graphical options are
<dl>
<dt><samp><span class="option">--display=</span><var>dpy</var></samp><dd><a name="index-g_t_0040option_007b_002d_002ddisplay_007d-45"></a><a name="index-g_t_0040env_007bDISPLAY_007d-46"></a>Start on the given display <var>dpy</var>. The default is the usual <samp><span class="env">DISPLAY</span></samp>
environment variable, which should be set as part of X startup, and shouldn't
need to be overridden. See <samp><span class="command">man X</span></samp> for more.
<br><dt><samp><span class="option">--watchlist</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dwatchlist_007d-47"></a><a name="index-Ticker_002c-stand-alone-48"></a>Start with just the Watchlist dialog (see <a href="#Watchlist">Watchlist</a>). The initial list
displayed is selected by the symbol options like ‘<samp><span class="samp">--all</span></samp>’ below.
<pre class="example"> chart --watchlist --all
</pre>
<p>A full main chart window can be opened from a symbol by double-clicking or
choosing “Chart” from the Button-3 menu in the usual way.
<br><dt><samp><span class="option">--ticker</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dticker_007d-49"></a><a name="index-Ticker_002c-stand-alone-50"></a>Instead of running the full GUI, show just the stock ticker (see <a href="#Ticker">Ticker</a>).
The symbol options below select the symbols displayed. The default is the
favourites list. For example,
<pre class="example"> chart --ticker --alerts
</pre>
</dl>
<p><a name="index-Gtk-options-51"></a><samp><span class="option">--display</span></samp> is a standard Gtk option, other standard Gtk options are
accepted too, but there's none that do much for Chart. See <samp><span class="command">man 7
gtk-options</span></samp> for a full list.
<h3 class="section">4.1 Symbol Options</h3>
<p>The following options select one or more symbol lists or symbols for
<samp><span class="option">--watchlist</span></samp> and <samp><span class="option">--ticker</span></samp> above, and for the command line
<samp><span class="option">--download</span></samp> below. The options are cumulative, so you can have a
combination like
<pre class="example"> chart --alerts --favourites '*.AX'
</pre>
<p>For the symbols in those lists plus all ‘<samp><span class="samp">.AX</span></samp>’ symbols. (In the ticker a
combination like that updates if the list contents or available ‘<samp><span class="samp">.AX</span></samp>’
symbols changes.)
<dl>
<dt><samp><span class="option">--all</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dall_007d-52"></a>The “All” list of all current symbols in the database, meaning everything
except the historical list.
<br><dt><samp><span class="option">--alerts</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dalerts_007d-53"></a>The “Alerts” list of all symbols currently outside their alert levels.
<br><dt><samp><span class="option">--favourites</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dfavourites_007d-54"></a>The “Favourites” list.
downloaded.
<br><dt><samp><span class="option">symbol...</span></samp><dd>The given explicit symbols.
<br><dt><samp><span class="option">*.*</span></samp><dd>Shell style wildcards ‘<samp><span class="samp">*</span></samp>’ and ‘<samp><span class="samp">?</span></samp>’ can be used to match existing
database symbols. ‘<samp><span class="samp">*</span></samp>’ matches any sequence of characters, ‘<samp><span class="samp">?</span></samp>’
matches any single character. For example to update all Australian shares
<pre class="example"> chart --download '*.AX'
</pre>
<p>The quotes ‘<samp><span class="samp">' '</span></samp>’ are only to stop the ‘<samp><span class="samp">*</span></samp>’ being interpreted by the
shell (see <a href="http://www.gnu.org/software/bash/manual/html_node/Quoting.html">Quoting</a>).
</dl>
<h3 class="section">4.2 Download</h3>
<p><a name="index-Download_002c-non_002dgraphical-55"></a><a name="index-g_t_0040option_007b_002d_002ddownload_007d-56"></a><a name="index-g_t_0040command_007bcron_007d-57"></a>Chart can do its data downloading from the command line. Error messages are
printed to the standard output and a progress status line is shown if it's a
terminal. This is good for a <samp><span class="command">cron</span></samp> job or other automated update.
The usual way to update everything is
<pre class="example"> chart --download --all
</pre>
<p>The symbol options above select what to display. Explicitly named symbols are
added to the database if not already present, and are raised out of
“historical” status if there's some new data.
<p>For <samp><span class="option">--favourites</span></samp> only symbols from it already in the database are
downloaded. Other symbols there are assumed to wanted for the watchlist, but
not downloaded.
<!-- @item @option{-backto @var{year}} -->
<!-- @cindex @option{-backto} -->
<!-- Instead of downloading updates, download back to the given @var{year} -->
<!-- (eg.@: 1995) for each selected symbol. Various data sources only have limited -->
<!-- past data, this option does the best it can. -->
<h3 class="section">4.3 Other</h3>
<p class="noindent">Other options are
<dl>
<dt><samp><span class="option">--version</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dversion_007d-58"></a><a name="index-Version-59"></a>Print the program version, and exit.
<br><dt><samp><span class="option">--help</span></samp><dd><a name="index-g_t_0040option_007b_002d_002dhelp_007d-60"></a><a name="index-Help-61"></a>Print a summary of the command line options, and exit.
</dl>
<p><a name="index-Bash-62"></a><a name="index-GNU-Bash-63"></a><a name="index-Completion_002c-command-line-64"></a><a name="index-g_t_0040file_007bchart_002ebash_007d-65"></a>
<h3 class="section">4.4 Bash</h3>
<p>Chart has some support for the GNU Bash command line completion feature
(see <a href="http://www.gnu.org/software/bash/manual/html_node/Commands-For-Completion.html">Letting Readline Type For You</a>).
<p>The <samp><span class="file">chart.bash</span></samp> script lets you hit <Tab> etc to complete symbols
entered on the command line. For example type ‘<samp><span class="samp">chart --download bh</span></samp>’
<Tab> could complete to ‘<samp><span class="samp">BHP.AX</span></samp>’. It uses the <samp><span class="command">sqlite3</span></samp>
command-line program to access the Chart database. Command options are
completed too, so ‘<samp><span class="samp">chart --do</span></samp>’ <Tab> gives ‘<samp><span class="samp">--download</span></samp>’.
<p><a name="index-g_t_0040code_007bbash_005fcompletion_007d-66"></a>To load this, source the file from your <samp><span class="file">.bashrc</span></samp> (see <a href="http://www.gnu.org/software/bash/manual/html_node/Bash-Startup-Files.html">Bash Startup Files</a>),
<pre class="example"> . chart.bash
</pre>
<p>See comments in <samp><span class="file">chart.bash</span></samp> for more, including use with the
<code>bash_completion</code> project
(<a href="http://www.caliban.org/bash/index.shtml#completion">http://www.caliban.org/bash/index.shtml#completion</a>).
<!-- -->
<div class="node">
<a name="Symbol-Lists"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Display">Display</a>,
Previous: <a rel="previous" accesskey="p" href="#Invocation">Invocation</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">5 Symbol Lists</h2>
<p><a name="index-Symbol-Lists-67"></a>
There are four builtin symbol lists in Chart, and you can create user defined
lists from the Watchlist dialog (see <a href="#Watchlist">Watchlist</a>).
<h3 class="section">5.1 Favourites List</h3>
<p><a name="index-Favourites-list-68"></a>
The favourites list is the default shown in the watchlist and is intended for
symbols which you're interested in at the moment. Symbols don't have to be in
the database, they can be in the list just to see quotes in the watchlist.
<p><a name="index-g_t_0040key_007b_0021_007d-69"></a><a name="index-g_t_0040key_007bControl_002d_0021_007d-70"></a>Symbols can be added or removed using the watchlist dialog, and from the main
window (see <a href="#Main-Window">Main Window</a>) when viewing a chart using the File menu entries
(accelerators <!> and <Control-!>). Entries can be moved around from
the watchlist too.
<h3 class="section">5.2 Alerts List</h3>
<p><a name="index-Alerts-list-71"></a>
The alerts list is symbols which have gone above or below alert level
annotations which you set (see <a href="#Annotations">Annotations</a>). This changes with the latest
quotes or database prices available. If you change an alert level then the
symbol is added or removed accordingly too.
<h3 class="section">5.3 Historical List</h3>
<p><a name="index-Historical-list-72"></a>
When a stock has been delisted or a futures contract has expired, the symbol
is put into the historical list. The current rule is to go when there's no
new data for 3 weeks, or 3 weeks after a known contract expiry date.
<p>“No new data” doesn't merely mean no trades, it means no new information at
all from the data source for that time. Current data sources don't give
direct indications of stocks that have been delisted, the rule here is
designed to pick them up but not catch stocks merely suspended for a period.
<p><a name="index-g_t_0040key_007bCtrl_002dU_007d-73"></a>The historical list cannot be directly edited, but if a stock is re-listed you
can lift it out of historical status by explicitly downloading. (Do a
<Ctrl-U> update, or ask for that symbol in the download dialog,
see <a href="#Download">Download</a>.)
<h3 class="section">5.4 All List</h3>
<p><a name="index-All-list-74"></a>
The all list is all symbols in the database, except those in the historical
list described above.
<!-- -->
<div class="node">
<a name="Display"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Annotations">Annotations</a>,
Previous: <a rel="previous" accesskey="p" href="#Symbol-Lists">Symbol Lists</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">6 Display</h2>
<p><a name="index-Display-75"></a>
<ul class="menu">
<li><a accesskey="1" href="#Open">Open</a>
<li><a accesskey="2" href="#Main-Window">Main Window</a>
<li><a accesskey="3" href="#View-Style">View Style</a>
<li><a accesskey="4" href="#Dividends">Dividends</a>
<li><a accesskey="5" href="#Cross">Cross</a>
<li><a accesskey="6" href="#Ticker">Ticker</a>
</ul>
<!-- -->
<div class="node">
<a name="Open"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Main-Window">Main Window</a>,
Previous: <a rel="previous" accesskey="p" href="#Display">Display</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.1 Open</h3>
<p><a name="index-Open-76"></a><a name="index-Dialog_002c-open-77"></a><a name="index-Select-chart-78"></a>
<a name="index-File_002fOpen-79"></a>The File/Open dialog selects a symbol to display. Click on an entry in the
tree, or type in a symbol. Upper or lower case can be entered, and just some
of the symbol is enough. The tree selection jumps to show what's matched.
There's no need to give a suffix, unless two symbols are the same apart from
the suffix.
<p><a name="index-g_t_0040key_007bN_007d-80"></a><a name="index-g_t_0040key_007bP_007d-81"></a>The tree shows the various symbol lists (see <a href="#Symbol-Lists">Symbol Lists</a>), but for the
favourites list only symbols actually in the database. Clicking on an entry
makes that list current, so <N> and <P> then navigate within that.
Initially the start of the tree is current, so <N> starts in the first
list.
<p>To add a new symbol, enter it and click “New” (<Alt-N>). In this case
you must have upper/lower case and the suffix correct. There's no validation
for that, you just have to be careful. An initial download is done and the
chart is displayed.
<p>When adding a lot of new symbols the command line download
(see <a href="#Invocation">Invocation</a>) may be easier than entering them individually in the GUI.
You can give a long list and let Chart go away and do all the initial
downloads. (The command is the same as an “update”, because an update of a
stock with no data means do an initial download.) For example,
<pre class="example"> chart --download TSCO.L RNO.PA TEL.NZ BMW.DE
</pre>
<!-- SYMBOL: TSCO.L -->
<!-- SYMBOL: RNO.PA -->
<!-- SYMBOL: TEL.NZ -->
<!-- SYMBOL: BMW.DE -->
<!-- -->
<div class="node">
<a name="Main-Window"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#View-Style">View Style</a>,
Previous: <a rel="previous" accesskey="p" href="#Open">Open</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.2 Main Window</h3>
<p><a name="index-Main-window-82"></a><a name="index-Window_002c-main-83"></a><a name="index-Graph-84"></a>
<a name="index-OHLC-85"></a><a name="index-Weekly-86"></a><a name="index-Monthly-87"></a><a name="index-g_t_0040key_007bCtrl_002dD_007d-88"></a><a name="index-g_t_0040key_007bCtrl_002dW_007d-89"></a><a name="index-g_t_0040key_007bCtrl_002dM_007d-90"></a>The default display is daily open/high/low/close candlesticks with volume
below. <Ctrl-W> selects a weekly display, or <Ctrl-M> monthly.
<Ctrl-D> goes back to daily.
<p><a name="index-Scroll-91"></a><a name="index-Centre-92"></a><a name="index-g_t_0040key_007bPage_002dUp_007d-93"></a><a name="index-g_t_0040key_007bPage_002dDown_007d-94"></a><a name="index-g_t_0040key_007bCtrl_002dC_007d-95"></a><a name="index-g_t_0040key_007bButton_002d1_007d-96"></a>The scroll bars move the visible portion. Arrow keys <Up>, <Down>,
etc move by a step, or control-arrows and <Page-Up>/<Page-Down> move
by a page. Mouse <Button-1> drags the graph within the window.
<Ctrl-C> centres it vertically in the window, if you lose track when
paging around.
<p><a name="index-Zoom-97"></a><a name="index-g_t_0040key_007bZ_007d-98"></a><a name="index-g_t_0040key_007bShift_002dZ_007d-99"></a><a name="index-g_t_0040key_007bW_007d-100"></a><a name="index-g_t_0040key_007bShift_002dW_007d-101"></a><Z> and <Shift-Z> zoom in and out vertically. <W> and
<Shift-W> zoom in and out horizontally (‘<samp><span class="samp">W</span></samp>’ stands for “wider”).
The initial vertical scaling is based on apparent price volatility, so active
stocks take the full window (or more), and sedate stocks are shown fairly
flat.
<p><a name="index-Latest-102"></a>During trading, the current day's open/high/low/last so far is shown in yellow
(to emphasise it's a latest quote). This is always in OHLC style, even on a
candlestick chart. The figure drawn looks like
<pre class="example"> |
|
+--
|
+-----
|
+--
|
--+
|
|
</pre>
<p>The left line is the open as usual. The long line on the right is the last
trade, and the surrounding shorter lines are the current bid and offer. The
last trade might be equal to the bid or offer, overlapping it, or they might
surround the last, as shown here. In any case this figure gives the current
day visually.
<!-- -->
<div class="node">
<a name="View-Style"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Dividends">Dividends</a>,
Previous: <a rel="previous" accesskey="p" href="#Main-Window">Main Window</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.3 View Style</h3>
<p><a name="index-Style-103"></a><a name="index-View-style-104"></a><a name="index-Dialog_002c-view-style-105"></a>
<a name="index-Edit_002fViewstyle-106"></a><a name="index-OHLC-107"></a><a name="index-Candles-108"></a><a name="index-Line-style-109"></a><a name="index-HL_002c-line-style-110"></a><a name="index-Solid_002c-line-style-111"></a><a name="index-Splits_002c-adjustment-112"></a><a name="index-Stock-splits_002c-adjustment-113"></a><a name="index-Dividends_002c-adjustment-114"></a><a name="index-Futures_002c-rollover-115"></a><a name="index-Rollover-116"></a><a name="index-Indicator-117"></a>The Edit/Viewstyle dialog has options for the line style (OHLC, candles, etc),
whether to adjust for stock splits (default yes), dividends (default no), and
futures rollovers (default yes), and selections to enable various indicators.
<p>Candlestick figures are shown in green for close above the open, or red for
close below the open. This is instead of traditional hollow and solid,
because hollow is hard to see when zoomed out to fit maximum data on the
screen. If there's no opening prices, candlesticks fallback to OHLC figures
(just high/low and close). If there's no high/low either, then candlesticks,
OHLC and HL styles all fall back to a plain line.
<p><a name="index-Indicator-118"></a><a name="index-Average-119"></a>Various averages (see <a href="#Averages">Averages</a>) or channels (see <a href="#Channels-and-Boxes">Channels and Boxes</a>) can be applied in the main window, and an indicator
(see <a href="#Indicators">Indicators</a>) and an average (on it) in the lower window. The
indicators have various parameters, like smoothing periods. For some closely
related indicators the parameters are shared (eg. ADX and DMI), but most are
independent for ease of tuning. The “Info” button at the right opens this
manual at the selected indicator's description.
<p><a name="index-g_t_0040key_007bShift_002dButton_002d3_007d-120"></a><Shift-Button-3> (ie. mouse <Button-3> while the <Shift> key is
held down) pops up a quick menu to change the indicator. On a two-button
mouse <Button-3> is usually the right button. The menu has a tearoff to
keep it open for quick selection too. But parameter values can only be set
from the Edit/Viewstyle dialog.
<p>There's just one global view style, applied to all charts viewed.
<!-- -->
<div class="node">
<a name="Dividends"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Cross">Cross</a>,
Previous: <a rel="previous" accesskey="p" href="#View-Style">View Style</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.4 Dividends and Splits</h3>
<p><a name="index-Dividends-121"></a><a name="index-Splits-122"></a>
Dividends and stock splits are shown across the top of the chart at ex dates.
Both are part of normal data downloading, but may not be available for all
exchanges or all stocks, and might have only recent or upcoming dividends (not
historical dividends).
<!-- FIXME -->
<!-- Prices drawn in the graphs are adjusted for splits, bringing past prices to -->
<!-- the same capital basis as current prices. Dividends can be adjusted -->
<!-- similarly, possibly with imputation credits (Australia and New Zealand) -->
<!-- included. -->
<!-- These adjustments are controlled from the Edit/Viewstyle dialog -->
<!-- (@pxref{View Style}). -->
<!-- Dividend adjustments are made using a multiplier factor based on the dividend -->
<!-- amount and the last close before going ex-dividend. This is like a ``dividend -->
<!-- reinvestment'' plan or an accumulation style share index. -->
<!-- @cindex Rollover -->
<!-- @cindex Futures, rollover -->
<!-- For ``front month'' futures symbols (the commodity alone like -->
<!-- @samp{GC.CMX}), the rollover to each new contract is recorded in the -->
<!-- dividends. Normally the next contract is a higher price (representing a cost -->
<!-- of carry) and the extra amount is treated like a kind of reverse dividend, an -->
<!-- extra amount to pay to keep a long position. With rollover adjustment (the -->
<!-- default) the front month is therefore as if reinvesting in the next month on -->
<!-- each expiry day. -->
<!-- @c SYMBOL: GC.CMX -->
<!-- @cindex Dialog, dividends -->
<!-- @cindex Edit/Dividends -->
<!-- The Edit/Dividends menu entry opens the dividends dialog to manually add or -->
<!-- amend entries, or just to see the full list. Be warned that the data download -->
<!-- will consider it knows best and will overwrite an entry it has information -->
<!-- about. Annotations should be used for a personal reminder etc -->
<!-- (@pxref{Annotations}). Currently there's nothing specific for capital -->
<!-- returns, the suggestion is to enter them manually as dividends (no data -->
<!-- sources get this information automatically). -->
<!-- Dividend amounts can be recorded as free-form strings and certain special -->
<!-- cases like ``to be advised'' instead of numbers. Splits are always recorded -->
<!-- as numbers. When editing, the forms like the following are generated and -->
<!-- recognised, -->
<!-- @example -->
<!-- unknown -->
<!-- to-be-advised -->
<!-- 12.5 -->
<!-- estimated 12.5 -->
<!-- split 5 for 4 -->
<!-- month: Jan 2007 -->
<!-- @end example -->
<!-- The words here like @samp{to-be-advised} are in the selected language where -->
<!-- possible (@pxref{Internationalization}), but for ease of use are always -->
<!-- recognised in English too. -->
<!-- -->
<div class="node">
<a name="Cross"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Ticker">Ticker</a>,
Previous: <a rel="previous" accesskey="p" href="#Dividends">Dividends</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.5 Cross</h3>
<p><a name="index-Cross-123"></a>
The cross is an orange horizontal and vertical line drawn following the mouse.
It's designed to help show relative price levels, or to see down to the time
scale. The date and price are shown in the status area at the bottom too.
<p><a name="index-g_t_0040key_007bC_007d-124"></a><a name="index-g_t_0040key_007bButton_002d3_007d-125"></a><a name="index-Tools_002fCross-126"></a>The cross can be toggled with the <C> key, or from the Tools/Cross menu
entry. It can also be enabled just temporarily by pressing and holding mouse
<Button-3>. On a 2-button mouse <Button-3> is usually the right
button.
<p>There's a cross in the intraday graphs similarly (see <a href="#Intraday">Intraday</a>).
<!-- -->
<div class="node">
<a name="Ticker"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Cross">Cross</a>,
Up: <a rel="up" accesskey="u" href="#Display">Display</a>
</div>
<h3 class="section">6.6 Ticker</h3>
<p><a name="index-Ticker-127"></a>
The ticker scrolls prices along a line at the bottom of the screen, refreshed
periodically. It's selected in the main window from the Tools/Ticker menu, or
can be run standalone with the <samp><span class="option">--ticker</span></samp> command line option
(see <a href="#Invocation">Invocation</a>).
<p>Mouse <Button-1> drags the text back and forward if you miss something or
want to hurry it up. <Button-3> pops up a menu to pause, force a refresh,
or close it. On a 2-button mouse <Button-3> is usually the right button.
Prices are automatically refreshed every 5 minutes while running and visible.
<p>The default is to show the favourites list (see <a href="#Symbol-Lists">Symbol Lists</a>), but that
can be changed from the menu. When standalone a symbol list or specified
symbols can be given on the command line. For example to see everything in
the database
<pre class="example"> chart --ticker --all
</pre>
<!-- -->
<div class="node">
<a name="Annotations"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Averages">Averages</a>,
Previous: <a rel="previous" accesskey="p" href="#Display">Display</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">7 Annotations</h2>
<p><a name="index-Annotations-128"></a>
Annotations can be added to a chart, in the form of notes for particular days,
and lines drawn on the chart.
<h3 class="section">7.1 Notes</h3>
<p><a name="index-Notes-129"></a><a name="index-Text-notes-130"></a>
<a name="index-Dialog_002c-annotations-131"></a><a name="index-Edit_002fAnnotations-132"></a>Text notes are added with the Edit/Annotations dialog. These are free-form
and can be used as personal reminders about particular events. (Usually they
should be just a couple of words, as currently the drawing doesn't do a good
job with long text.)
<h3 class="section">7.2 Lines</h3>
<p><a name="index-Lines-133"></a><a name="index-Trend-lines-134"></a><a name="index-Edit-lines-135"></a>
Lines can be drawn on a chart as personal reminders of apparent trends or
support/resistance etc. Lines can be drawn anywhere desired, and are stored
using date and price so they scale with the display.
<p><a name="index-g_t_0040key_007bButton_002d2_007d-136"></a>To draw a line press and hold mouse <Button-2> at the starting point, and
drag to the end. On a two-button mouse <Button-2> usually means pressing
both buttons at the same time.
<p><a name="index-g_t_0040key_007bH_007d-137"></a><a name="index-g_t_0040key_007bEscape_007d-138"></a><a name="index-g_t_0040key_007bD_007d-139"></a>While drawing, press <H> to toggle between a sloping line (the default)
and a horizontal line. Press the spacebar to swap to move the opposite end of
the line. An existing line can be repositioned by pressing and dragging
<Button-2> near an endpoint. Press <Escape> to abort an edit. To
delete a line press <D> while dragging it.
<h3 class="section">7.3 Alert Levels</h3>
<p><a name="index-Alert-levels-140"></a><a name="index-Alert-list-141"></a><a name="index-Edit-alert-levels-142"></a>
Alert levels can be set if you want to know when a stock trades (or has a
bid/offer) above or below some price. Symbols which have gone past an alert
level are put into the Alerts list.
<p><a name="index-g_t_0040key_007bA_007d-143"></a>Alert levels are edited like lines above. While editing, press <A> to
switch to an alert, and then <A> again to toggle between an alert above
(the default) or below the level. An above alert is drawn like
<pre class="example"> |
|
----------+
</pre>
<p class="noindent">and below like
<pre class="example"> ----------+
|
|
</pre>
<p>Basically the little up or down tag at the right hand end points the direction
it will be interested in (ie. above or below).
<!-- -->
<div class="node">
<a name="Averages"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Channels-and-Boxes">Channels and Boxes</a>,
Previous: <a rel="previous" accesskey="p" href="#Annotations">Annotations</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">8 Averages</h2>
<p><a name="index-Averages-144"></a>
When an indicator or average is based on a some number of past days, only
trading days are counted, so for instance 10 days is 2 weeks. Days with no
trading (public holiday, trading halt, etc) are skipped too.
<p>At the start of data, either the initial listing, or just the start of what's
been downloaded, generally a shortened period of averaging is applied, so
there's an average immediately shown, though it may not be based on less than
the desired period until N dayes, etc.
<p>Of the following averages, the simple moving average and exponential moving
average are the best known.
<ul class="menu">
<li><a accesskey="1" href="#Simple-Moving-Average">Simple Moving Average</a>
<li><a accesskey="2" href="#Exponential-Moving-Average">Exponential Moving Average</a>
<li><a accesskey="3" href="#Weighted-Moving-Average">Weighted Moving Average</a>
<li><a accesskey="4" href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a>
<li><a accesskey="5" href="#Endpoint-Moving-Average">Endpoint Moving Average</a>
<li><a accesskey="6" href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a>
<li><a accesskey="7" href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a>
<li><a accesskey="8" href="#Hull-Moving-Average">Hull Moving Average</a>
<li><a accesskey="9" href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a>
<li><a href="#Laguerre-Filter">Laguerre Filter</a>
<li><a href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a>
<li><a href="#Moving-Median">Moving Median</a>
<li><a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a>
<li><a href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a>
<li><a href="#T3-Moving-Average">T3 Moving Average</a>
<li><a href="#Triangular-Moving-Average">Triangular Moving Average</a>
<li><a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a>
<li><a href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a>
<li><a href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a>
</ul>
<!-- -->
<div class="node">
<a name="Simple-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Exponential-Moving-Average">Exponential Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Averages">Averages</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.1 Simple Moving Average</h3>
<p><a name="index-Simple-moving-average-145"></a><a name="index-SMA-146"></a><a name="index-Average_002c-simple-147"></a><a name="index-Moving-average_002c-simple-148"></a>
An N-day simple moving average is the unweighted average (mean) of the past N
days. So if p1 is today's closing price, p2 yesterday's, etc,
then the SMA for today is
<pre class="example"> p1 + p2 + ... + pN
SMA = ------------------
N
</pre>
<p>Because old prices have the same weighting in the average as recent prices,
the SMA can be rising merely because old lower prices are dropping out of the
window. The weighting of past days also makes it seem to lag behind recent
action. The EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) and WMA (see <a href="#Weighted-Moving-Average">Weighted Moving Average</a>) approaches address that sort of lag.
<p>See also <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>, which show the slope of the SMA.
<!-- -->
<div class="node">
<a name="Exponential-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Weighted-Moving-Average">Weighted Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Simple-Moving-Average">Simple Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.2 Exponential Moving Average</h3>
<p><a name="index-Exponential-moving-average-149"></a><a name="index-EMA-150"></a><a name="index-Average_002c-exponential-151"></a><a name="index-Moving-average_002c-exponential-152"></a>
An N-day exponential moving average (EMA) is a weighted average of today's
close and the preceding EMA value. The weight for today's close is a
smoothing factor alpha, where alpha=2/(N+1).
<pre class="example"> EMA[today] = alpha * close + (1-alpha) * EMA[yesterday]
</pre>
<p>The formula can also be written as follows, showing how the average moves
towards today's close by an alpha fraction of the distance from the old EMA
to the new close.
<pre class="example"> EMA[today] = EMA[yesterday] + alpha * (close + EMA[yesterday])
</pre>
<p>Expanding out gives a power series with successively decreasing weight for
each day's price. Writing f=1-alpha and with p1 today's
closing price, p2 yesterday's, etc, then
<pre class="example"> p1 + p2*f + p3*(f^2) + p4*(f^3) + ...
EMA = -------------------------------------
1 + f + f^2 + f^3 + ...
</pre>
<p>This is an infinite sum, but f is less than 1 so each successive weight
f^k is smaller and smaller, soon becoming negligible. The most recent
N days make up about 86.5% of the total. The following graph shows how
the weights decrease for N=10.
<p><br>
<div align="center"><img width=400 height=250 src="chart-ema-weights.png" alt="EMA weights graph"></div>
<p>Because recent prices have a higher weighting that past prices, the EMA
responds more quickly and tracks recent prices more closely than a simple
moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
<p><a name="index-EMA-period-by-Wilder-153"></a><a name="index-Wilder-EMA-period-154"></a><a name="index-Wilder_002c-J_002e-Welles-155"></a><a name="Wilder-EMA-period"></a>
<h4 class="subsection">8.2.1 J. Welles Wilder</h4>
<p>When working with N-day periods, it should be noted that J. Welles Wilder
uses a different reckoning of the decrease factor for EMAs. For example for a
14-day EMA he writes
<pre class="example"> 1 13
EMA[today] = -- * close + -- * EMA[yesterday]
14 14
</pre>
<!-- The equivalence is from the coefficient of the first term -->
<!-- (1-f) = 1/W -->
<!-- or the same on the EMA[yesterday] term -->
<!-- f = 1-1/W -->
<!-- so -->
<!-- 1-2/(N+1) = 1-1/W -->
<!-- 2/(N+1) = 1/W -->
<!-- W = (N+1)/2 or N = 2W-1 -->
<p>This is the same as the formula above, just a different f factor. When
Wilder gives “W” days, the equivalent “N” above is 2*W-1, so say
14 becomes 27. This is also sometimes called a “modified moving average”.
<p>In the indicators designed by Wilder, Chart uses his reckoning, so that for
instance a 14-day RSI is entered at 14. This applies to ATR, DMI (and ADX)
and RSI (see <a href="#Average-True-Range">Average True Range</a>, <a href="#Directional-Movement-Index">Directional Movement Index</a>, and
<a href="#Relative-Strength-Index">Relative Strength Index</a>).
<!-- -->
<div class="node">
<a name="Weighted-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Exponential-Moving-Average">Exponential Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.3 Weighted Moving Average</h3>
<p><a name="index-Weighted-moving-average-156"></a><a name="index-WMA-157"></a><a name="index-Average_002c-weighted-158"></a><a name="index-Moving-average_002c-weighted-159"></a>
An N-day weighted moving average is an average of today's close and preceding
closes, with weighting factor N for today, N-1 for yesterday,
N-2 for the day before, etc. The influence of past data thereby
decreases with its age, down to nothing beyond N days.
<p>The formula is as follows, with p1 for today's closing price, p2
yesterday's, etc.
<pre class="example"> N * p1 + (N-1) * p2 + (N-2) * p3 + ... + 2 * p[N-1] + pN
WMA = --------------------------------------------------------
N + N-1 + N-2 + ... + 2 + 1
</pre>
<p>Like the EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), the WMA gives a higher
weighting to recent prices than past prices, so it tracks those recent prices
more closely than a simple moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
The following graph shows how the weights decrease for N=15.
<p><br>
<div align="center"><img width=400 height=250 src="chart-wma-weights.png" alt="WMA weights graph"></div>
<!-- -->
<div class="node">
<a name="Double-and-Triple-Exponential-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Endpoint-Moving-Average">Endpoint Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Weighted-Moving-Average">Weighted Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.4 Double and Triple Exponential Moving Average</h3>
<p><a name="index-Double-exponential-moving-average-160"></a><a name="index-Average_002c-double-exponential-161"></a><a name="index-Moving-average_002c-double-exponential-162"></a><a name="index-DEMA-163"></a><a name="index-Triple-exponential-moving-average-164"></a><a name="index-Average_002c-triple-exponential-165"></a><a name="index-Moving-average_002c-triple-exponential-166"></a><a name="index-TEMA-167"></a>
The double exponential moving average (DEMA) and triple exponential moving
average (TEMA) are combination EMAs (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) by
Patrick Mulloy, designed to track recent prices even more closely than the
plain EMA. The calculation for DEMA is
<pre class="example"> DEMA = 2*EMA[N] - EMAofEMA[N]
</pre>
<p>and for TEMA,
<pre class="example"> TEMA = 3*EMA[N] - 3*EMAofEMA[N] + EMAofEMAofEMA[N]
</pre>
<p>Both are “overweight” on recent points so the moving average can actually
get ahead of recent prices in some unusual price patterns. The following
graph shows the DEMA weights for N=15.
<p><br>
<div align="center"><img width=400 height=250 src="chart-dema-weights.png" alt="DEMA weights graph"></div>
<p>And the following is TEMA for the same N=15.
<p><br>
<div align="center"><img width=400 height=250 src="chart-tema-weights.png" alt="TEMA weights graph"></div>
<!-- -->
<div class="node">
<a name="Endpoint-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.5 Endpoint Moving Average</h3>
<p><a name="index-Endpoint-moving-average-168"></a><a name="index-EPMA-169"></a><a name="index-Least-squares-moving-average-170"></a><a name="index-LSQMA-171"></a><a name="index-Average_002c-endpoint-172"></a><a name="index-Average_002c-least-squares-173"></a><a name="index-Moving-average_002c-endpoint-174"></a><a name="index-Moving-average_002c-least-squares-175"></a><a name="index-Time-series-forecast-176"></a><a name="index-TSF-177"></a><a name="index-Sharp_002c-Joe-178"></a><a name="index-Average_002c-modified-179"></a><a name="index-Moving-average_002c-modified-180"></a><a name="index-Modified-moving-average-181"></a>
The endpoint moving average (EPMA) establishes an average price by fitting a
least squares straight line (see <a href="#Linear-Regression">Linear Regression</a>) through the past N
days closing prices and taking the endpoint of the line (ie. the line as at
the last day) as the average.
<p>This calculation goes by a number of other names, including least squares
moving average (LSQMA), moving linear regression, and time series forecast
(TSF). Joe Sharp's “modified moving average” is the same thing too.
<p>The formula ends up being a straightforward weighted average of past N prices,
with weights going from 2*N-1 down to -N+2. This is easily
derived from the least squares formulas, but just looking at the weightings
the connection to least squares is not at all obvious. If p1 is today's
close, p2 yesterdays, etc, then
<pre class="example"> (2*N-1)*p[1] + (2*N-4)*p[2] + ... + (-N+2)*p[N]
EPMA = -----------------------------------------------
2*N-1 + 2*N-4 + ... + -N+2
</pre>
<p>The weights decrease by 3 for each older day, and go negative for the oldest
third of the N days. The following graph shows that for N=15.
<p><br>
<div align="center"><img width=400 height=250 src="chart-epma-weights.png" alt="Endpoint MA weights graph"></div>
<p>The negatives mean the average is “overweight” on recent prices and can
overshoot price action after a sudden jump. In general however because the
fitted line deliberately goes through the middle of recent prices the EPMA
tends to be in the middle of recent prices, or a projection of where they
seemed to be trending.
<p>It's interesting to compare the EPMA with a plain SMA (see <a href="#Simple-Moving-Average">Simple Moving Average</a>). An SMA effectively draws a horizontal line through the past N days
prices (their mean), whereas the EPMA draws a sloping line.
<p>The inertia indicator (see <a href="#Inertia">Inertia</a>) uses the EPMA.
<!-- @subsection Additional Resources -->
<!-- @itemize -->
<!-- @item -->
<!-- @uref{...} - ... -->
<!-- @end itemize. -->
<!-- -->
<div class="node">
<a name="Fractal-Adaptive-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Endpoint-Moving-Average">Endpoint Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.6 Fractal Adaptive Moving Average</h3>
<p><a name="index-Fractal-adaptive-moving-average-182"></a><a name="index-FRAMA-183"></a><a name="index-Average_002c-fractal-adaptive-184"></a><a name="index-Moving-average_002c-fractal-adaptive-185"></a>
<a href="http://www.mesasoftware.com/technicalpapers.htm">http://www.mesasoftware.com/technicalpapers.htm</a> <br>
<a href="http://www.mesasoftware.com/Papers/FRAMA.pdf">http://www.mesasoftware.com/Papers/FRAMA.pdf</a>
<p><a name="index-Ehlers_002c-John-186"></a>The fractal adaptive moving average (FRAMA) by John Ehlers is an exponential
style moving average (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) with an alpha
smoothing factor that varies according to a fractal dimension calculated over
the past N day's prices.
<p>The dimension is calculated by looking at the N days in two halves, the
immediately preceding N/2 days and the N/2 preceding that. The trading ranges
in those halves are compared to the total range and an alpha factor for the
EMA generated. The calculation is slightly tricky but in essence the amount
of overlap between the ranges is measured. The alpha factor is small and the
EMA slow when the halves overlap. The alpha is large and the EMA fast when
the halves don't overlap but add up to make the overall N day range.
<p>The FRAMA alpha factor and the fractal dimension value are available in the
lower indicator window, to see where they're big or small, under “Low
Priority” near the end of the indicators lists.
<h4 class="subsection">8.6.1 Additional Resources</h4>
<ul>
<li><a href="http://www.traders.com/Documentation/FEEDbk_docs/Archive/102005/TradersTips/TradersTips.html">http://www.traders.com/Documentation/FEEDbk_docs/Archive/102005/TradersTips/TradersTips.html</a>
– TASC Oct 2005 Traders' Tips various formulas [possibly gone].
</ul>
<!-- -->
<div class="node">
<a name="Guppy-Multiple-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Hull-Moving-Average">Hull Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.7 Guppy Multiple Moving Average</h3>
<p><a name="index-Guppy-multiple-moving-average-187"></a><a name="index-GMMA-188"></a><a name="index-Average_002c-Guppy-multiple-189"></a><a name="index-Moving-average_002c-Guppy-multiple-190"></a>
<a href="http://www.guppytraders.com/gup329.shtml">http://www.guppytraders.com/gup329.shtml</a> (summary at Darryl Guppy's web
site)
<!-- This one gone, apparently -->
<!-- @* -->
<!-- @uref{http://www.chartfilter.com/articles/technicalanalysis/movingaverage.htm} -->
<!-- (2004 article by Darryl Guppy) -->
<p><a name="index-Darryl-Guppy-191"></a>The Guppy multiple moving average (GMMA) by Darryl Guppy is a set of six short
term and six long term exponential moving averages (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), all drawn on the one chart.
<p>His standard periods are 3, 5, 8, 10, 12 and 15 days for the short averages,
and 30, 35, 40, 45, 50 and 60 days for the long averages. These periods are
parameters in Chart to allow experimentation. A value of 0 suppresses an
entry if less than twelve lines are desired.
<p>Guppy's approach is look for compression of the averages (the lines coming
together) in each group as signalling a likely trend change; and for steady
parallel or expanding lines as a continuing trend. He emphasises that the
idea is not a moving average crossover system.
<h4 class="subsection">8.7.1 Additional Resources</h4>
<ul>
<li><a href="http://www.incrediblecharts.com/technical/multiple_moving_averages.htm">http://www.incrediblecharts.com/technical/multiple_moving_averages.htm</a>
– sample graph of ‘<samp><span class="samp">ASX.AX</span></samp>’ from 1999.
</ul>
<!-- -->
<div class="node">
<a name="Hull-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.8 Hull Moving Average</h3>
<p><a name="index-Hull-moving-average-192"></a><a name="index-HMA-193"></a>
<a href="http://www.alanhull.com/">http://www.alanhull.com/</a> <br>
<a href="http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm">http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm</a>
<p>The Hull moving average (HMA) by Alan Hull is a combination of weighted moving
averages (see <a href="#Weighted-Moving-Average">Weighted Moving Average</a>) with a momentum component, designed
to have low lag.
<pre class="example"> HMA = WMA[floor(sqrt(N))] of (2 * WMA[floor(N/2)] - WMA[N])
</pre>
<p>The average is weighted towards recent prices, and in fact has negative
weights for prices past about N/2 days ago. Those negatives can make
the average overshoot actual price action after a big jump (the same as other
lag-reduced averages do). The following graph shows the weights for
N=15.
<p><br>
<div align="center"><img width=400 height=250 src="chart-hull-weights.png" alt="Hull moving average weights graph"></div>
<!-- -->
<div class="node">
<a name="Kaufman-Adaptive-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Laguerre-Filter">Laguerre Filter</a>,
Previous: <a rel="previous" accesskey="p" href="#Hull-Moving-Average">Hull Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.9 Kaufman Adaptive Moving Average</h3>
<p><a name="index-Kaufman-adaptive-moving-average-194"></a><a name="index-KAMA-195"></a><a name="index-Average_002c-Kaufman-adaptive-196"></a><a name="index-Moving-average_002c-Kaufman-adaptive-197"></a>
<a name="index-Kaufman_002c-Perry-J_002e-198"></a>The Kaufman adaptive moving average (KAMA) by Perry J. Kaufman
(<a href="http://www.perrykaufman.com">http://www.perrykaufman.com</a>) is an exponential style average
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) but with a smoothing that varies
according to recent data. In a steadily progressing move the latest prices
are tracked closely, but when going back and forward with little direction the
latest prices are given only small weights.
<p>The smoothing factor is determined from a given past N days closes (default
10). The net change (up or down) over that time is expressed as a fraction of
the total daily changes (up and down). This is called the “efficiency
ratio”. If every day goes in the same direction then the two amounts are the
same and the ratio is 1. But in the usual case where prices backtrack to some
extent then the net will be smaller than the total. The ratio is 0 if no net
change at all.
<pre class="example"> abs (close[today] - close[N days ago])
ER = --------------------------------------
Sum abs (close - close[prev])
past N days
</pre>
<p>The ER is rescaled to between 0.0645 and 0.666 and then squared to give an
alpha factor for the EMA of between 0.444 and 0.00416. This corresponds to
EMA periods from a fast 3.5 days to a very slow 479.5 days.
<pre class="example"> alpha = (ER * 0.6015 + 0.0645) ^ 2
</pre>
<p>An exponential moving average of prices is then taken, using each alpha value
calculated.
<pre class="example"> KAMA = alpha * close + (1-alpha) * KAMA[prev]
</pre>
<p>These alpha values can be viewed directly with “KAMA alpha” in the lower
indicator window (a low priority option, near the end of the lists). High
values show where KAMA is tracking recent prices closely, low values show
where it's responding only slowly.
<h4 class="subsection">8.9.1 Additional Resources</h4>
<ul>
<li><a href="http://www.traders.com/Documentation/FEEDbk_docs/Archive/0398/TradersTips/Tips9803.html">http://www.traders.com/Documentation/FEEDbk_docs/Archive/0398/TradersTips/Tips9803.html</a>
– TASC Trader's Tips March 1998 with various code.
<li><a href="http://www.tssupport.com/support/base/?action=article&id=1769">http://www.tssupport.com/support/base/?action=article&id=1769</a> – short
tradestation article and EFS code.
</ul>
<!-- -->
<div class="node">
<a name="Laguerre-Filter"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a>,
Previous: <a rel="previous" accesskey="p" href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.10 Laguerre Filter</h3>
<p><a name="index-Laguerre-filter-199"></a><a name="index-Filter_002c-Laguerre-200"></a>
<a href="http://www.mesasoftware.com/technicalpapers.htm">http://www.mesasoftware.com/technicalpapers.htm</a> <br>
<a href="http://www.mesasoftware.com/Papers/TIME%20WARP.pdf">http://www.mesasoftware.com/Papers/TIME%20WARP.pdf</a>
<p><a name="index-Ehlers_002c-John-201"></a>The Laguerre Filter by John Elhers is a smoothing filter based on Laguerre
polynomials. Its first term is an EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>),
followed by certain feedback terms. The smoothing is controlled by an alpha
factor which is the alpha for the EMA and also damps the further terms. Alpha
can range from 1 to follow prices almost exactly, down to 0 for a very slow
response.
<p>The result is still a weighted average of past prices. The weights for
example for the default alpha=0.2 are as follows.
<p><br>
<div align="center"><img width=400 height=250 src="chart-laguerre-weights.png" alt="Laguerre Filter weights graph"></div>
<p><a name="index-Adaptive-laguerre-filter-202"></a><a name="Adaptive-Laguerre-Filter"></a>
<h3 class="section">8.11 Adaptive Laguerre Filter</h3>
<p>The adaptive laguerre filter is a variation on the laguerre filter using a
variable alpha factor which is based on how well the filter is tracking a
past N days prices. The effect is to follow sustained moves quite closely,
but to change little when prices chop back and forwards in a range.
<p>The raw alpha values can be viewed as “Adaptive Laguerre Alpha” in the lower
indicator window, under “Low Priority” near the end of the indicator lists.
High values mean closely tracking prices, low values mean only slow response.
<!-- -->
<div class="node">
<a name="Median-Average-Adaptive-Filter"></a>
<a name="Median_002dAverage-Adaptive-Filter"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Moving-Median">Moving Median</a>,
Previous: <a rel="previous" accesskey="p" href="#Laguerre-Filter">Laguerre Filter</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.12 Median-Average Adaptive Filter</h3>
<p><a name="index-Median_002daverage-adaptive-filter-203"></a><a name="index-Filter_002c-Median_002daverage-204"></a>
<a href="http://www.mesasoftware.com/technicalpapers.htm">http://www.mesasoftware.com/technicalpapers.htm</a> <br>
<a href="http://web.archive.org/web/20070720222047/http://www.mesasoftware.com/Papers/What%27s+the+Difference.exe">http://web.archive.org/web/20070720222047/http://www.mesasoftware.com/Papers/What%27s+the+Difference.exe</a>
(self-extracting zip file)
<p><a name="index-Ehlers_002c-John-205"></a>The median-average adaptive filter by John Elhers is an EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) with an alpha smoothing factor that varies according to how
close it is to a median.
<p>The raw alpha values can be viewed as “Median-Average Alpha” in the lower
indicator window, under “Low Priority” in the indicator lists. High values
are where the average is following recent prices closely. The maximum is 0.5,
which corresponds to a 3-day EMA.
<!-- -->
<div class="node">
<a name="Moving-Median"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.13 Moving Median</h3>
<p><a name="index-Moving-median-206"></a><a name="index-Median_002c-moving-207"></a>
The moving median is simply the median of the past N days' closing prices.
This may be of limited interest and is thus under “Low Priority” in the
indicator lists.
<p>For reference, a median is calculated by considering the prices sorted from
highest to lowest. The middle one is the median, or if there's an even number
then the mean of the middle two. So for example with 15 points the chosen
median point will have 7 others above it and 7 below it. The effect when
plotted is a line that stays roughly in the middle of the past N days price
action.
<!-- -->
<div class="node">
<a name="Regularized-Exponential-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Moving-Median">Moving Median</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.14 Regularized Exponential Moving Average</h3>
<p><a name="index-Regularized-exponential-moving-average-208"></a><a name="index-REMA-209"></a><a name="index-Average_002c-regularized-exponential-210"></a><a name="index-Moving-average_002c-regularized-exponential-211"></a><a name="index-Exponential-moving-average_002c-regularized-212"></a>
<a name="index-Satchwell_002c-Chris-213"></a>The regularized exponential moving average (REMA) by Chris Satchwell is a
variation on the EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) designed to be
smoother but not introduce too much extra lag. The formula can be given in a
number of forms, such as
<pre class="example"> Rp + alpha*(close - Rp) + lambda*(Rp + (Rp-Rpp))
REMA = ---------------------------------------------
1 + lambda
</pre>
<p>alpha = N-day smoothing per EMA <br>
Rp = yesterday's REMA <br>
Rpp = day before yesterday's REMA <br>
Lambda is a factor controlling the amount of “regularization”.
<p>This form shows how there's an Rp+alpha*(close-Rp) part like an EMA, and an Rp+(Rp-Rpp) part
which projects from yesterday's REMA according to whether it was rising or
falling relative to the REMA of the day before. The two parts are averaged
with a weighting 1 for the EMA part and lambda for the projection.
<p>If lambda is zero then REMA is the same as a plain EMA. Satchwell
suggests fairly small values for lambda, and the default in Chart
is 0.5. John Ehlers noted that if lambda is large REMA becomes
unstable.
<p>In any case the result of the calculation is still an average of past prices
with a certain set of weights that progressively decrease for older data. The
following is the weights for N=15 and lambda=0.5,
<p><br>
<div align="center"><img width=400 height=250 src="chart-rema-weights.png" alt="Regularized EMA weights graph"></div>
<h4 class="subsection">8.14.1 REMA Momentum</h4>
<p><a name="REMA-Momentum"></a><a name="index-REMA-Momentum-214"></a><a name="index-Regularized-Momentum-215"></a>
A momentum indicator is formed from REMA as the slope of the line from
yesterday's REMA to today's.
<pre class="example"> REMA - REMAprev
RegMom = ---------------
REMAprev
</pre>
<p>This is like a Rate of Change (see <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>), but on
just one day and as a fraction instead of a percentage. A crossing through
zero of the RegMom is a peak or trough (and possibly just a flat spot before a
further rise or fall in the REMA line).
<h4 class="subsection">8.14.2 Additional Resources</h4>
<ul>
<li><a href="http://www.traders.com/Documentation/FEEDbk_docs/Archive/072003/TradersTips/TradersTips.html">http://www.traders.com/Documentation/FEEDbk_docs/Archive/072003/TradersTips/TradersTips.html</a>
– TASC Traders' Tips, August 2003, REMA and REMA momentum formulas.
</ul>
<!-- -->
<div class="node">
<a name="Sine-Weighted-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#T3-Moving-Average">T3 Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.15 Sine Weighted Moving Average</h3>
<p><a name="index-Sine-weighted-moving-average-216"></a><a name="index-Sine_002dMA-217"></a><a name="index-Average_002c-sine-weighted-218"></a><a name="index-Moving-average_002c-sine-weighted-219"></a>
A sine weighted moving average (Sine-MA) applies weights to each day in the
shape of the bulge in a sine curve from 0 to pi. For an N-day average
the weightings are
<pre class="example"> / 1 \ / 2 \ / N \
sin | --- * pi |, sin | --- * pi |, ..., sin | --- * pi |
\ N+1 / \ N+1 / \ N+1 /
</pre>
<p>The effect is that middle prices have the greatest weight (much like the TMA,
<a href="#Triangular-Moving-Average">Triangular Moving Average</a>). The graph below shows the weights for
N=10. In Chart SWMA is under “Low Priority” in the indicator lists.
<p><br>
<div align="center"><img width=400 height=250 src="chart-sine-weights.png" alt="Sine weights graph"></div>
<!-- -->
<div class="node">
<a name="T3-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Triangular-Moving-Average">Triangular Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.16 T3 Moving Average</h3>
<p><a name="index-T3-moving-average-220"></a>
The T3 moving average by Tim Tillson is a triple smoothed combination of the
DEMA (see <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a>) and a plain EMA
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>).
<p>A given “volume factor” V (default 0.7) controls how much of the DEMA is
used. The factor ranges from 0 which gives a plain EMA, up to 1 which gives a
full DEMA. Values in between are a combination. The formula for this
“generalized DEMA” is
<pre class="example"> GD(N,v) = (1-v)*EMA[N] + v*DEMA[N]
</pre>
<p class="noindent">or equivalently as follows, emphasising how a portion of the momentum term
present in the DEMA is used,
<pre class="example"> GD(N,v) = EMA[N] + v * (EMA[N] - EMAofEMA[N])
</pre>
<p>T3 applies this three times,
<pre class="example"> T3(N,v) = GD(N,v) of GD(N,v) of GD(N,v)
</pre>
<p>The following graph shows the weightings that result from N=10 and
v=0.7.
<p><br>
<div align="center"><img width=400 height=250 src="chart-t3-weights.png" alt="T3 weights graph"></div>
<p>At the lower v=0 extreme T3 is simply a tripled EMA (see <a href="#EMA-of-EMA-of-EMA">EMA of EMA of EMA</a>). At the upper v=1 extreme T3 is a DEMA of DEMA of DEMA, and
the following is the weights for that (again N=10),
<p><br>
<div align="center"><img width=400 height=250 src="chart-dema-3-weights.png" alt="DEMA of DEMA of DEMA weights graph"></div>
<!-- -->
<div class="node">
<a name="Triangular-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a>,
Previous: <a rel="previous" accesskey="p" href="#T3-Moving-Average">T3 Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.17 Triangular Moving Average</h3>
<p><a name="index-Triangular-moving-average-221"></a><a name="index-TMA-222"></a><a name="index-Average_002c-triangular-223"></a><a name="index-Moving-average_002c-triangular-224"></a>
A triangular moving average (TMA) applies weights to each day in a triangular
shape. For example on a 7-day average the weights are 1, 2, 3, 4, 3, 2, 1, or
the following graph shows a 15-day average. The middle prices in the period
have the greatest weight, and the oldest or newest only a small weight.
<p><br>
<div align="center"><img width=400 height=250 src="chart-tma-weights.png" alt="Triangular weights graph"></div>
<p>It's interesting to note TMA is equivalent to a twice-smoothed simple moving
average of half period (see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
<pre class="example"> TMA[N] = SMA[floor(N/2)+1] of SMA[ceil(N/2)]
</pre>
<p>In Chart TMA is under “Low Priority” in the indicator lists.
<!-- -->
<div class="node">
<a name="Variable-Index-Dynamic-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Triangular-Moving-Average">Triangular Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.18 Variable Index Dynamic Average</h3>
<p><a name="index-Variable-index-dynamic-average-225"></a><a name="index-VIDYA-226"></a><a name="index-Average_002c-variable-index-dynamic-227"></a><a name="index-Moving-average_002c-variable-index-dynamic-228"></a>
<a name="index-Chande_002c-Tushar-229"></a><a name="index-Kroll_002c-Stanley-230"></a>The variable index dynamic average (VIDYA) by Tushar Chande and Stanley
Kroll<a rel="footnote" href="#fn-1" name="fnd-1"><sup>1</sup></a> is an
exponential style moving average (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) with a
smoothing that varies according to recent price volatility.
<p>A volatility measure is obtained by taking the standard deviation (stddev,
see <a href="#Standard-Deviation">Standard Deviation</a>) of the past 9 days closing prices, expressed as a
fraction of a longer stddev of 30 days. A scaling factor of 0.2 produces an
alpha usually in the range of about 0.3 to 0.1, corresponding to EMA periods
of about 5 to 20 days.
<pre class="example"> stddev[short] of closing prices
alpha = 0.2 * -------------------------------
stddev[long] of closing prices
</pre>
<p>An exponential moving average of prices is then formed in the usual way, with
each day's alpha.
<pre class="example"> VIDYA = alpha * close + (1-alpha) * VIDYA[prev]
</pre>
<p>The alpha values can be viewed directly with “VIDYA alpha” in the lower
indicator window, under “Low Priority” in the indicator lists. High values
show where the VIDYA is tracking recent prices closely, low values show where
it's responding only slowly.
<!-- -->
<div class="node">
<a name="Volume-Weighted-Moving-Average"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a>,
Previous: <a rel="previous" accesskey="p" href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.19 Volume Weighted Moving Average</h3>
<p><a name="index-Volume-weighted-moving-average-231"></a><a name="index-VWMA-232"></a><a name="index-Average_002c-volume-weighted-233"></a><a name="index-Moving-average_002c-volume-weighted-234"></a>
An N-day volume weighted moving average (VWMA) is the average of the past N
days closing prices, each weighted in proportion to the volume on that day.
So if p1 is today's closing price, p2 yesterday's, etc, and
v1, v2, etc similarly the volumes, then the VWMA for today is
<pre class="example"> v1 * p1 + v2 * p2 + ... + vN * pN
VWMA = ---------------------------------
v1 + v2 + ... + vN
</pre>
<p>The effect is to give greater significance to days with greater volume, making
the average tend towards those days' closing prices more. If all volumes are
about the same then the VWMA becomes a simple moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
<p>A true VWMA, the kind frequently specified for dividend reinvestment plans and
other things needing an average price around a particular period, takes every
price level and the volume transacted at that level. Chart doesn't have the
data needed for that and the calculation above instead effectively attributes
all volume to the closing price.
<!-- -->
<div class="node">
<a name="Zero-Lag-Exponential-Moving-Average"></a>
<a name="Zero_002dLag-Exponential-Moving-Average"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a>,
Up: <a rel="up" accesskey="u" href="#Averages">Averages</a>
</div>
<h3 class="section">8.20 Zero-Lag Exponential Moving Average</h3>
<p><a name="index-zero_002dlag-exponential-moving-average-235"></a><a name="index-Average_002c-zero_002dlag-exponential-236"></a><a name="index-Moving-average_002c-zero_002dlag-exponential-237"></a><a name="index-ZLEMA-238"></a>
The zero-lag exponential moving average (ZLEMA) is a variation of the EMA
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) which adds a momentum term aiming to
reduce lag in the average so as to track current prices more closely. For a
given N-day period the formula is
<pre class="example"> ZLEMA = EMA of (close + (close-close[lag]))
</pre>
<p>Where the “lag” period is (N-1)/2. A plain EMA applied to straight
line points ends up always being the close at (N-1)/2 days ago. So the
idea of adding in this difference “close - close[lag]” is to compensate for
that lag, to make the ZLEMA track a straight line exactly. Of course real
data is rarely a straight line, but the principle is to push the ZLEMA towards
approximately the current close.
<p>The calculation still ends up as various weights on each past price. The
effect of the momentum term is to make recent prices “over weight” and thus
tracked closely, and with negative weights on past terms. There's a sudden
jump in the weights at the momentum lag point. For example the following
graph is the weights for N=15 (lag point 7).
<p><br>
<div align="center"><img width=400 height=250 src="chart-zlema-weights.png" alt="Zero-lag EMA weights graph"></div>
<p>The EMA lag on a straight line can be calculated easily using the power
formula for the EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), applied to an
infinite sequence of prices going downwards by 1 each day and reaching 0 at
today. On non straight line sequences the lag is not a simple (N-1)/2,
but will vary according to shape, period of cyclical components, etc.
<!-- -->
<div class="node">
<a name="Channels-and-Boxes"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Indicators">Indicators</a>,
Previous: <a rel="previous" accesskey="p" href="#Averages">Averages</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">9 Channels and Boxes</h2>
<p><a name="index-Channels-239"></a><a name="index-Boxes-240"></a>
<ul class="menu">
<li><a accesskey="1" href="#Bollinger-Bands">Bollinger Bands</a>
<li><a accesskey="2" href="#Darvas-Boxes">Darvas Boxes</a>
<li><a accesskey="3" href="#Donchian-Channel">Donchian Channel</a>
<li><a accesskey="4" href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a>
<li><a accesskey="5" href="#Keltner-Channel">Keltner Channel</a>
<li><a accesskey="6" href="#Kirshenbaum-Bands">Kirshenbaum Bands</a>
<li><a accesskey="7" href="#Parabolic-SAR">Parabolic SAR</a>
</ul>
<!-- -->
<div class="node">
<a name="Bollinger-Bands"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Darvas-Boxes">Darvas Boxes</a>,
Previous: <a rel="previous" accesskey="p" href="#Channels-and-Boxes">Channels and Boxes</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.1 Bollinger Bands</h3>
<p><a name="index-Bollinger-bands-241"></a><a name="index-Average-242"></a><a name="index-Moving-average-243"></a><a name="index-Variance-244"></a><a name="index-Deviation-245"></a><a name="index-Standard-deviation-246"></a>
<a href="http://www.bollingerbands.com">http://www.bollingerbands.com</a>
<p><a name="index-Bollinger_002c-John-247"></a>Bollinger bands by John Bollinger are an N-day simple moving average
(see <a href="#Simple-Moving-Average">Simple Moving Average</a>) with an upper and lower bands drawn at 1
standard deviation away from the average. The distance multiple is
configurable.
<p>Standard deviation (see <a href="#Standard-Deviation">Standard Deviation</a>) is a statistical measure of
how much the values in a data set (the N closing prices in this case) deviate
from their average (the mean). When prices are not changing much the
deviation is small and the band lines are close to the average. The bands are
further away when closing prices are more volatile.
<p>See also <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a>, which are similar but with a channel width
based on standard error from a linear regression.
<!-- -->
<div class="node">
<a name="Darvas-Boxes"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Donchian-Channel">Donchian Channel</a>,
Previous: <a rel="previous" accesskey="p" href="#Bollinger-Bands">Bollinger Bands</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.2 Darvas Boxes</h3>
<p><a name="index-Darvas-boxes-248"></a><a name="index-Boxes_002c-Darvas-249"></a>
<a name="index-Darvas_002c-Nicholas-250"></a>Darvas boxes by Nicholas Darvas are a system of drawing boxes on certain
trading ranges, with a view to trading breakouts up or down from them.
<p>The top of a box is formed when the high of day 1 is not penetrated on the
immediately following day 2 and day 3. The bottom of the box is established
similarly when a low is not penetrated on two subsequent days. The first
candidate low is the low of day 3, and the search for a low can extend
indefinitely. If the box top is penetrated while looking for the low then the
box is abandoned.
<p>Boxes in Chart are drawn without sides, only top and bottom, so as not to
obscure the price plot. The starting point for box finding is the start of
all data in the database, which attempts to make the results consistent,
though it's still not deterministic in the worst case, since it's never
certain there can't be a huge enclosing box back in past data.
<!-- -->
<div class="node">
<a name="Donchian-Channel"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a>,
Previous: <a rel="previous" accesskey="p" href="#Darvas-Boxes">Darvas Boxes</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.3 Donchian Channel</h3>
<p><a name="index-Donchian-channel-251"></a><a name="index-Channel_002c-Donchian-252"></a>
<a name="index-Donchian_002c-Richard-253"></a>The Donchian Channel by Richard Donchian is a simple band system showing an
N-day highest high, N-day lowest low, and a midpoint line between them.
<p>The N days start from yesterday, so a day which is a new N-day high or N-day
low will break out of the channel. This is taken as a bullish or bearish
signal (respectively).
<h4 class="subsection">9.3.1 Additional Resources</h4>
<ul>
<li><a href="http://www.linnsoft.com/tour/techind/donch.htm">http://www.linnsoft.com/tour/techind/donch.htm</a> – sample graph of Intel
(symbol ‘<samp><span class="samp">INTC</span></samp>’) from July-September 2001 (year not marked, but is 2001).
</ul>
<!-- -->
<div class="node">
<a name="Ichimoku-Kinko-Hyo"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Keltner-Channel">Keltner Channel</a>,
Previous: <a rel="previous" accesskey="p" href="#Donchian-Channel">Donchian Channel</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.4 Ichimoku Kinko Hyo</h3>
<p><a name="index-Ichimoku-kinko-hyo-254"></a>
<a name="index-Ichimoku-Sanjin-255"></a><a name="index-Sanjin_002c-Ichimoku-256"></a><a name="index-Hosoda_002c-Goichi-257"></a>Ichimoku kinko hyo by journalist Goichi Hosoda (writing under the pseudonym
“Ichimoku Sanjin” the 1930s) is a set of indicator lines designed to show
the overall state of the market. The name in Japanese means roughly “chart
equilibrium at a glance”.
<dl>
<dt>Tenkan (orange) and Kijun (red)<dd>The tenkan line shown in orange is the midpoint of the past 9-day trading
range, and the kijun line shown in red is a similar midpoint but of a slower
26 day period. A crossing of the tenkan up through the kijun is taken as a
bullish signal, or conversely a downwards crossing is bearish. This is
similar to fast/slow moving average crossing systems, but using range
midpoints.
<br><dt>Senkou cloud (green)<dd>A senkou or “cloud” region is shown between green lines. One line is the
average (the mean) of the tenkan and kijun, the other is the midpoint of the
52 day trading range. But these lines are drawn 26-days ahead, and thus
extend out past the end of the latest data. The idea is that the present
values of those are predicted to have a future influence.
<p>The cloud adds to the bullishness or bearishness of the tenkan/kijun
crossovers. A bullish cross while above the cloud is a strong buy signal,
whereas within the cloud it's only a normal buy, or below the cloud a weak
buy. Conversely a bearish cross is a strong sell if below the cloud, normal
within, or weak if above. The cloud region beyond current data is also
interpreted as prospective future support/resistance.
<br><dt>Chikou (blue)<dd>The chikou line drawn in blue is closing prices shifted back 26 days. It's
interpreted relative to those past prices, with chikou above being bullish or
below being bearish. This is similar to the kind of comparison momentum makes
(see <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>).
</dl>
<p>The time periods of 9 days and 26 days are parameters in Chart (see <a href="#View-Style">View Style</a>). When Hosoda designed the system Japanese markets traded 6 days a
week, so 9 days was 1 1/2 trading weeks and 26 days was a month.
The same calendar times in today's 5 day weeks can be had with 7 and 22 days.
<p><a name="index-Range-Midpoint-258"></a><a name="Range-Midpoint"></a>
<h4 class="subsection">9.4.1 Range Midpoint</h4>
<p>An N-day range midpoint like the tenkan, kijun and cloud lines is also
available separately as “Range Midpoint” if you want to experiment. It's
under “Low Priority” in the averages list.
<!-- -->
<div class="node">
<a name="Keltner-Channel"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Kirshenbaum-Bands">Kirshenbaum Bands</a>,
Previous: <a rel="previous" accesskey="p" href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.5 Keltner Channel</h3>
<p><a name="index-Keltner-channel-259"></a><a name="index-Channel_002c-Keltner-260"></a>
<a name="index-Keltner_002c-Chester-W_002e-261"></a>The Keltner channel is an N-day simple moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>) of “typical price” (which is (high+low+close)/3), and bands drawn
above and below that at a distance which is the simple moving average of daily
ranges (high to low) in the period.
<p><a name="index-Ten_002dday-moving-average-trading-rule-262"></a>This indicator was described by Chester W. Keltner in his 1960 book <i>How
To Make Money in Commodities</i>, and those who learnt of it from him apparently
gave it the name Keltner Channel. Keltner himself called it the “Ten-Day
Moving Average Trading Rule” and never claimed any originality for the idea
– it may have come from grain traders in the 1930s, or even earlier.
<p>The idea is that closes outside the channel suggest strong bullish (or strong
bearish) sentiment and can be bought (or sold). The 10-day period is a
parameter in Chart.
<p>The channel bands need daily high/low data, so when that's not available (a
few indexes for instance) they can't be drawn. The centre line is still shown
(it ends up as just a simple moving average of the closes).
<!-- -->
<div class="node">
<a name="Kirshenbaum-Bands"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Parabolic-SAR">Parabolic SAR</a>,
Previous: <a rel="previous" accesskey="p" href="#Keltner-Channel">Keltner Channel</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.6 Kirshenbaum Bands</h3>
<p><a name="index-Kirshenbaum-bands-263"></a><a name="index-Average-264"></a><a name="index-Moving-average-265"></a><a name="index-Variance-266"></a><a name="index-Deviation-267"></a><a name="index-Standard-error-268"></a>
<a name="index-Kirshenbaum_002c-Paul-269"></a>Kirshenbaum bands are channel lines drawn around an exponential moving average
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>). The channel width is a multiple of the
“standard error” from a linear regression of a past N days (see <a href="#Linear-Regression">Linear Regression</a>, and the EMA is smoothed using the same N days.
<p>Kirshenbaum bands are similar to Bollinger bands (see <a href="#Bollinger-Bands">Bollinger Bands</a>),
but with a linear regression standard error (stderr) instead of a standard
deviation (stddev, see <a href="#Standard-Deviation">Standard Deviation</a>). The difference is that stddev
takes no account of a trend, so the Bollinger channel widens when a trend is
in progress. But stderr is based on deviation from a fitted sloping line, so
if prices are making steady progress up or down the channel width remains
small.
<p>The standard error values (ie. the channel width) can be viewed directly as
an indicator too as “Linear Regression Stderr” (see <a href="#Linear-Regression">Linear Regression</a>).
<!-- -->
<div class="node">
<a name="Parabolic-SAR"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Kirshenbaum-Bands">Kirshenbaum Bands</a>,
Up: <a rel="up" accesskey="u" href="#Channels-and-Boxes">Channels and Boxes</a>
</div>
<h3 class="section">9.7 Parabolic SAR</h3>
<p><a name="index-Parabolic-SAR-270"></a><a name="index-Stop-and-reverse_002c-parabolic-271"></a>
<a name="index-Wilder_002c-J_002e-Welles-272"></a>Parabolic stop and reverse (SAR) by J. Welles Wilder is a trend following
system which establishes a trailing stop that's progressively advanced as a
price move continues. If penetrated then one's position short or long is
reversed and a new stop established for the move in the opposite direction.
<p>The stop is calculated as follows. For an upward move, the initial SAR is the
lowest low made in the preceding down movement. From there an extreme high of
the current move is maintained and the stop advances towards that by a
fraction called the “acceleration factor”.
<pre class="example"> SAR = SAR[prev] + accel * (extreme - SAR[prev])
</pre>
<p>The initial acceleration factor is 0.02, and each time a new extreme is made,
ie. a new high, it's increased by adding 0.02, up to a maximum of 0.2. (Those
values are parameters in Chart.) The effect is to move the stop up faster in
a strong move making successive new highs.
<p>If the SAR for a given day is penetrated by any part of that day's trading
range then it's a signal to reverse one's position and the SAR becomes a
trailing stop for a short. The calculation for that is the same, using the
previous extreme high as the initial stop and maintaining a low to step
towards. Reversals can be seen in the graph when the stop mark switches from
above to below the prices, or back.
<p>This approach is only suited to trending markets. If prices are chopping back
and forward in a ranging market then a lot of whipsaw reversals are generated.
At each reversal the new stop point can be quite a distance from the current
prices, ie. one's entry point, making those whipsaws expensive. Wilder
believed markets trend only about 30% of the time. His ADX
(see <a href="#Directional-Movement-Index">Directional Movement Index</a>) is one way to identify such conditions.
<p>In Chart the default is not to adjust for dividend payments in the display or
in indicator calculations. If price falls on ex-dividend dates are causing
unwarranted SAR reversals you can turn on the adjustment option in the view
style (see <a href="#View-Style">View Style</a>). (Assuming the data source provides dividend
information.)
<!-- -->
<div class="node">
<a name="Indicators"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Common-Calculations">Common Calculations</a>,
Previous: <a rel="previous" accesskey="p" href="#Channels-and-Boxes">Channels and Boxes</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">10 Indicators</h2>
<p><a name="index-Indicators-273"></a><a name="index-Oscillators-274"></a><a name="index-Averages-275"></a>
<ul class="menu">
<li><a accesskey="1" href="#Accumulation_002fDistribution">Accumulation/Distribution</a>
<li><a accesskey="2" href="#Accumulative-Swing-Index">Accumulative Swing Index</a>
<li><a accesskey="3" href="#Aroon">Aroon</a>
<li><a accesskey="4" href="#Average-True-Range">Average True Range</a>
<li><a accesskey="5" href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a>
<li><a accesskey="6" href="#Chaikin-Money-Flow">Chaikin Money Flow</a>
<li><a accesskey="7" href="#Chaikin-Oscillator">Chaikin Oscillator</a>
<li><a accesskey="8" href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a>
<li><a accesskey="9" href="#Commodity-Channel-Index">Commodity Channel Index</a>
<li><a href="#Coppock-Curve">Coppock Curve</a>
<li><a href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a>
<li><a href="#Directional-Movement-Index">Directional Movement Index</a>
<li><a href="#Ease-of-Movement">Ease of Movement</a>
<li><a href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a>
<li><a href="#Fisher-Transform">Fisher Transform</a>
<li><a href="#Force-Index">Force Index</a>
<li><a href="#Forecast-Oscillator">Forecast Oscillator</a>
<li><a href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a>
<li><a href="#Intraday-Momentum-Index">Intraday Momentum Index</a>
<li><a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a>
<li><a href="#MACD">MACD</a>
<li><a href="#MASS-Index">MASS Index</a>
<li><a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>
<li><a href="#Money-Flow-Index">Money Flow Index</a>
<li><a href="#On_002dBalance-Volume">On-Balance Volume</a>
<li><a href="#Negative-Volume-Index">Negative Volume Index</a>
<li><a href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a>
<li><a href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a>
<li><a href="#Price-and-Volume-Trend">Price and Volume Trend</a>
<li><a href="#QStick">QStick</a>
<li><a href="#R_002dSquared-Index">R-Squared Index</a>
<li><a href="#RAVI">RAVI</a>
<li><a href="#Relative-Strength-Index">Relative Strength Index</a>
<li><a href="#Relative-Volatility-Index">Relative Volatility Index</a>
<li><a href="#Random-Walk-Index">Random Walk Index</a>
<li><a href="#Stochastics">Stochastics</a>
<li><a href="#TD-Range-Expansion-Index">TD Range Expansion Index</a>
<li><a href="#Trend-Intensity-Index">Trend Intensity Index</a>
<li><a href="#Trendscore">Trendscore</a>
<li><a href="#True-Strength-Index">True Strength Index</a>
<li><a href="#TRIX">TRIX</a>
<li><a href="#Twiggs-Money-Flow">Twiggs Money Flow</a>
<li><a href="#Ulcer-Index">Ulcer Index</a>
<li><a href="#Ultimate-Oscillator">Ultimate Oscillator</a>
<li><a href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a>
<li><a href="#Volatility-Ratio">Volatility Ratio</a>
<li><a href="#Williams-_0025R">Williams %R</a>
<li><a href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a>
<li><a href="#Zig-Zag-Indicator">Zig Zag Indicator</a>
</ul>
<!-- -->
<div class="node">
<a name="Accumulation%2fDistribution"></a>
<a name="Accumulation_002fDistribution"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Accumulative-Swing-Index">Accumulative Swing Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Indicators">Indicators</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.1 Accumulation/Distribution</h3>
<p><a name="index-Accumulation_002fdistribution-276"></a><a name="index-Index_002c-accumulation_002fdistribution-277"></a>
<a name="index-Chaikin_002c-Marc-278"></a>The Accumulation/Distribution index by Marc Chaikin is a cumulative total
volume, with volume each day added or subtracted in proportion to where the
close is between that day's high and low. For <var>c</var>, <var>h</var>, <var>l</var>,
<var>v</var> and with ADprev as yesterday's Acc/Dist the formula is
<pre class="example"> C - L
AD = ADprev + V * (2 * ----- - 1)
H - L
</pre>
<p>When the close is at the high the factor is +1 and the full volume is
added in, when the close is at the low the factor is -1 and the full
volume is subtracted. In between is in proportion, so for instance a close at
75% of the range would be a factor +0.5, or a close midway would be a
factor 0 for no change to the Acc/Dist.
<p>The starting point (ie. the zero point) for the running total is arbitrary.
In Chart it's merely the segment of data first displayed.
<p>The name accumulation/distribution comes from the idea that during
accumulation buyers are in control and the price will be bid up through the
day, or will make a recovery after being sold down, in any case finishing near
the high. Vice versa for distribution.
<p>Acc/Dist is somewhat similar to On-Balance Volume (see <a href="#On_002dBalance-Volume">On-Balance Volume</a>).
But Acc/Dist looks at close within that day's range, whereas OBV looks just at
close-to-close up or down. An Acc/Dist calculation within an N-day window can
be made too, see <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a>.
<!-- -->
<div class="node">
<a name="Accumulative-Swing-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Aroon">Aroon</a>,
Previous: <a rel="previous" accesskey="p" href="#Accumulation_002fDistribution">Accumulation/Distribution</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.2 Accumulative Swing Index</h3>
<p><a name="index-Accumulative-swing-index-279"></a><a name="index-ASI-280"></a><a name="index-Index_002c-accumulative-swing-281"></a>
<a name="index-Wilder_002c-J_002e-Welles-282"></a>The accumulative swing index (ASI) by J. Welles Wilder forms a cumulative
total of certain swing index values which are a tricky weighted combination of
close-to-close, open-to-close, and high-to-low range amounts each day.
<p>The close-to-close dominates the swing index, so the ASI broadly follows the
shape of the price curve. Wilder recommended looking for trend lines and
breakouts in the ASI to confirm price trend lines.
<p>The starting point (ie. the zero point) for the running total is arbitrary.
In Chart it's merely the segment of data first displayed. Wilder's
calculation applied a scaling factor based on the daily limit move, but this
is not done in Chart. The shape of the resulting curve is not changed by
that.
<p><a name="Swing-Index"></a>The raw swing index values can be viewed with the “Swing
Index” (which is under “Low Priority” in the indicator lists because it's
of little direct use).
<!-- -->
<div class="node">
<a name="Aroon"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Average-True-Range">Average True Range</a>,
Previous: <a rel="previous" accesskey="p" href="#Accumulative-Swing-Index">Accumulative Swing Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.3 Aroon</h3>
<p><a name="index-Aroon-283"></a>
<a name="index-Chande_002c-Tushar-284"></a>The Aroon indicator by Tushar Chande shows the length of time since the
highest or lowest close among the past N days' closes. There are three lines:
Aroon Up for the high, Aroon Down for the low, and the Aroon Oscillator.
<p>Aroon Up and Down are both expressed as percentages 0 to 100. If today is a
new N-day high then Aroon Up is 100, and for each day that passes (without a
fresh N-day high) it drops by 100/N, down to 0 for no new highs in the past N
days. Conversely for Aroon Down for new N-day lows.
<p>The Aroon Oscillator is simply the difference between the Up and Down lines,
<pre class="example"> AroonOsc = AroonUp - AroonDown
</pre>
<p>In Chart the Up line is drawn in green, the down in red, and the oscillator in
white.
<!-- -->
<div class="node">
<a name="Average-True-Range"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Aroon">Aroon</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.4 Average True Range</h3>
<p><a name="index-Average-true-range-285"></a><a name="index-ATR-286"></a>
<a name="index-True-range-287"></a><a name="index-Wilder_002c-J_002e-Welles-288"></a>Average true range (ATR) by J. Welles Wilder is the daily “true range”
values (see <a href="#True-Range">True Range</a>) smoothed by an N-period exponential moving average
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>).
<pre class="example"> ATR = EMA[N] of True Range
</pre>
<p>The default smoothing period is 14 days, as recommended by Wilder. The period
is always by Wilder's reckoning of EMA smoothing period (see <a href="#Wilder-EMA-period">Wilder EMA period</a>).
<p>The idea behind ATR is that when traders are enthusiastic, either in an
uptrend or downtrend, the range will be higher as the stock or commodity is
bid up or sold down through the day. A lesser range suggests waning interest.
<p>When a data source doesn't provide high/low values (some indexes for
instance), then just close-to-close changes are used. This may be of limited
use.
<p><a name="index-Normalized-ATR-289"></a><a name="Normalized-ATR"></a>
<h4 class="subsection">10.4.1 Normalized ATR</h4>
<p><a name="index-Forman_002c-John-290"></a>The normalized ATR by John Forman
(<a href="http://www.theessentialsoftrading.com">http://www.theessentialsoftrading.com</a>) expresses the ATR as a
percentage of the current closing price. This makes it possible to compare
ATR values over long periods where a share price level (and hence the typical
daily ranges) have changed greatly.
<pre class="example"> ATR
NATR = 100 * -----
close
</pre>
<!-- -->
<div class="node">
<a name="Centre-of-Gravity-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Chaikin-Money-Flow">Chaikin Money Flow</a>,
Previous: <a rel="previous" accesskey="p" href="#Average-True-Range">Average True Range</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.5 Centre of Gravity Oscillator</h3>
<p><a name="index-Centre-of-gravity-oscillator-291"></a><a name="index-CG-292"></a><a name="index-COG-293"></a>
<a href="http://www.mesasoftware.com/technicalpapers.htm">http://www.mesasoftware.com/technicalpapers.htm</a> <br>
<a href="http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf">http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf</a>
<p><a name="index-Ehlers_002c-John-294"></a>The Centre of Gravity (CG) oscillator by John Ehlers is a comparison of recent
prices against older prices within a given past N days.
<p>Prices from those N days are imagined as weights placed on a beam, equally
spaced, and the CG oscillator is then the balance point or centre of gravity
along that beam.
<!-- FIXME: -->
<!-- The prices used are the midpoint of each day's high/low. -->
If p1 is today's price, p2 yesterday's, etc, then the formula is
<pre class="example"> 1*p[1] + 2*p[2] + ... + N*p[N]
CG = - ------------------------------
p[1] + p[2] + ... + p[N]
</pre>
<p>The “-” sign puts the CG on a scale of -N at the oldest end,
up to -1 at the newest prices end. But those extremes are not reached,
instead CG hovers around the midpoint -(N-1)/2. The scale is not
important, only the shape of the curve, which rises if recent prices are
higher, and falls if recent prices are lower.
<p>Ehlers suggests looking at a past 10 days, and that's the default. He notes
that if N is very small the CG becomes quite noisy, and that if N is large it
tends to become very unresponsive.
<h4 class="subsection">10.5.1 Additional Resources</h4>
<ul>
<li><a href="http://www.linnsoft.com/tour/techind/cog.htm">http://www.linnsoft.com/tour/techind/cog.htm</a> – sample graph of Intel
(symbol ‘<samp><span class="samp">INTC</span></samp>’) from 2001/2.
<li><a href="http://www.working-money.com/Documentation/FEEDbk_docs/Archive/082002/TradersTips/TradersTips.html">http://www.working-money.com/Documentation/FEEDbk_docs/Archive/082002/TradersTips/TradersTips.html</a>
– formulas in TASC Trader's tips August 2002 (for article from May 2002).
</ul>
<!-- -->
<div class="node">
<a name="Chaikin-Money-Flow"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Chaikin-Oscillator">Chaikin Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.6 Chaikin Money Flow</h3>
<p><a name="index-Chaikin-money-flow-295"></a><a name="index-Money-flow_002c-Chaikin-296"></a><a name="index-Index_002c-Chaikin-money-flow-297"></a>
<a name="index-Chaikin_002c-Marc-298"></a>The Chaikin money flow index by Marc Chaikin is based on the
Accumulation/Distribution index calculations
(see <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a>), but just within a past N-day window. The
formula is
<pre class="example"> / close - low \
total N-day volume * | 2 * ----------- - 1 |
\ high - low /
Chaikin MF = ------------------------------------------------
total N-day volume
</pre>
<p>The Acc/Dist style volume values in the numerator range between +volume
and -volume according to “closing location value”. They're summed
and expressed as a fraction of the total volume in that period. This fraction
therefore ranges from -1 to +1, but in practice the extremes are
rarely reached (since it would require every day to be a close at the day's
high to get +1, or every day at the low to get -1).
<p>The idea is that buying strength is indicated by a close near the top of the
day's range, suggesting buyers have bid it up through to course of the day or
recovered from pullbacks. Conversely a close near the bottom of the range
suggests sellers in control. The amount of volume this is done on is worked
in, as a measure of the significance of the action. In any case positive
values are bullish and negative values are bearish in this interpretation,
though perhaps with large values representing extremes which are likely to
reverse.
<p>This Chaikin money flow is is similar to the plain money flow index
(see <a href="#Money-Flow-Index">Money Flow Index</a>), but the latter uses close-to-close up or down,
where Chaikin uses close within the day's range as a fraction, not just an
“all or nothing” up or down.
<p>High/low and volume data are required before Chaikin money flow can be drawn,
this may not be available for some data sources (some stock indexes in
particular).
<p>It should be noted that “money flow” here is a shorthand for the enthusiasm
of buyers (or, when negative, sellers). It's common to speak informally of
money flowing into or out of a stock, but of course there's never actually any
net money in or out since for every buyer there's a seller of the same amount.
<!-- -->
<div class="node">
<a name="Chaikin-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Chaikin-Money-Flow">Chaikin Money Flow</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.7 Chaikin Oscillator</h3>
<p><a name="index-Chaikin-oscillator-299"></a><a name="index-Chaikin-A_002fD-oscillator-300"></a><a name="index-Oscillator_002c-Chaikin-301"></a>
<a name="index-Chaikin_002c-Marc-302"></a>The Chaikin oscillator, or Chaikin A/D oscillator, by Marc Chaikin is simply
the difference between a 3-day and 10-day exponential moving average (EMA,
see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) of the Accumulation/Distribution index
(see <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a>).
<pre class="example"> Chaikin Osc = EMA[3] of A/D - EMA[10] of A/D
</pre>
<p>The periods 3 and 10 are configurable.
<!-- -->
<div class="node">
<a name="Chande-Momentum-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Commodity-Channel-Index">Commodity Channel Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Chaikin-Oscillator">Chaikin Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.8 Chande Momentum Oscillator</h3>
<p><a name="index-Chande-Momentum-Oscillator-303"></a><a name="index-CMO-304"></a>
<a name="index-Chande_002c-Tushar-305"></a>The Chande Momentum Oscillator (CMO) by Tushar Chande is a variation on the
RSI (see <a href="#Relative-Strength-Index">Relative Strength Index</a>) using an SMA (see <a href="#Simple-Moving-Average">Simple Moving Average</a>) and on a scale between -100 and +100.
<pre class="example"> SMA[N] of (close - prev close)
CMO = 100 * ---------------------------------
SMA[N] of abs(close - prev close)
</pre>
<p>The formula can also be written in the style of the RSI, with U=close-prev on
an up day, and D=prev-close on a down day.
<pre class="example"> SMA[N] of U
CMO = -100 + 200 * -------------------------
SMA[N] of U + SMA[N] of D
</pre>
<p>See also TSI (see <a href="#True-Strength-Index">True Strength Index</a>), another different moving average
for an RSI.
<!-- -->
<div class="node">
<a name="Commodity-Channel-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Coppock-Curve">Coppock Curve</a>,
Previous: <a rel="previous" accesskey="p" href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.9 Commodity Channel Index</h3>
<p><a name="index-Commodity-channel-index-306"></a><a name="index-CCI-307"></a><a name="index-Index_002c-commodity-channel-308"></a><a name="index-Channel_002c-commodity-index-309"></a>
<a name="index-Lambert_002c-Donald-310"></a>The Commodity Channel Index by Donald Lambert is an oscillator designed to
identify overbought and oversold conditions in a ranging market. It expresses
the difference between today's typical price and recent average as a fraction
of each day's mean deviation from that average.
<pre class="example"> tp[today] - mean tp
CCI = -------------------
0.015 * meandev
</pre>
<p>The mean tp is over a given past N days. “Typical price” is the
average of high, low and close. Chart uses just the close if there's no
high/low data from a particular data source.
<pre class="example"> high + low + close
tp = ------------------
3
</pre>
<p>The mean deviation meandev is the mean difference between each of the N
days typical price and the mean tp. The differences are taken as absolute
values (ie. ignoring negative signs),
<pre class="example"> abs(tp1 - mean tp) + abs(tp2 - mean tp) + ... abs(tpN - mean tp)
meandev = ----------------------------------------------------------------
N
</pre>
<p>The scaling factor 0.015 above is designed to put the index between +100 and
-100 roughly 70% to 80% of the time. Those levels are drawn as dashed lines.
Lambert regarded index values outside that range as overbought or oversold,
but with no actual buy or sell signal until crossed back, ie. rising above
+100 then coming back below that, or conversely falling below -100 then rising
back above it again.
<p>The default N-day period in Chart is 20 days. Lambert recommended making it
about 1/3 of the market cycle, so 20 days would correspond to a 60 day cycle.
<p>The meandev calculated is similar to the standard deviation
(see <a href="#Standard-Deviation">Standard Deviation</a>) in that it's an average difference from the mean,
but meandev is a mean of the absolute differences, whereas stddev is a
quadratic mean of those differences.
<!-- -->
<div class="node">
<a name="Coppock-Curve"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Commodity-Channel-Index">Commodity Channel Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.10 Coppock Curve</h3>
<p><a name="index-Coppock-curve-311"></a><a name="index-Curve_002c-Coppock-312"></a>
<a name="index-Coppock_002c-Edwin-313"></a>The Coppock Curve, or Coppock Indicator, by Edwin Coppock<a rel="footnote" href="#fn-2" name="fnd-2"><sup>2</sup></a> is a smoothed rate of change style
indicator designed to identify long-term buy signals on a monthly chart.
<p>The indicator is calculated as the sum of 14-period and 11-period ROC values
(see <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>), smoothed with a 10-period WMA
(see <a href="#Weighted-Moving-Average">Weighted Moving Average</a>). Adding the two ROCs has the effect of
averaging their values.
<pre class="example"> Coppock = WMA[10] of (ROC[14] + ROC[11])
</pre>
<p>Coppock designed the indicator for use on a monthly time scale, which can be
viewed in Chart with <Ctrl-M> (see <a href="#Main-Window">Main Window</a>). In other timebases
(days or weeks) Chart uses the same 14, 11 and 10 periods, which may or may
not be useful, since months were what Coppock intended.
<p>The indicator generates a buy signal for long-term investors when it's below
zero and turns upwards from a trough. The nature of the calculation means
this will be well after the low in prices, the signal is meant to indicate a
good rally has been established.
<!-- -->
<div class="node">
<a name="Detrended-Price-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Directional-Movement-Index">Directional Movement Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Coppock-Curve">Coppock Curve</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.11 Detrended Price Oscillator</h3>
<p><a name="index-Detrended-price-oscillator-314"></a><a name="index-DPO-315"></a><a name="index-Oscillator_002c-detrended-price-316"></a>
The detrended price oscillator (DPO) aims to eliminate an intermediate or long
term trend and show variations around that trend. It's calculated on a given
N days using today's close and a past simple moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>),
<pre class="example"> DPO = close - SMA over N days, as at N/2+1 days ago
</pre>
<p>This is somewhat similar to momentum (see <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>),
but instead of taking the close N days ago, an average (the SMA) of N days
surrounding that point is used.
<!-- -->
<div class="node">
<a name="Directional-Movement-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Ease-of-Movement">Ease of Movement</a>,
Previous: <a rel="previous" accesskey="p" href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.12 Directional Movement Index</h3>
<p><a name="index-Directional-movement-index-317"></a><a name="index-DMI-318"></a>
<a name="index-Wilder_002c-J_002e-Welles-319"></a>The directional movement index by J. Welles Wilder expresses so-called
directional movement, from high to high, or low to low, as a percentage of
true range (see <a href="#True-Range">True Range</a>).
<p>When today's high is above yesterday's high, the increase is upwards
directional movement, written DM+. If today's high is not above yesterday's
then DM+ is zero. Conversely when today's low is less than yesterday's low
the decrease is downward directional movement, written DM-. Again if today's
low is not below yesterday's then DM- is zero. Both DM+ and DM- are positive
numbers, the “+” and “-” signs just refer to the direction of the
movement.
<p>On an “inside day” where today's trading range is entirely within
yesterday's both DM+ and DM- are zero. On an “outside day” where today's
trading goes both above and below yesterday's range, only the larger of DM+
and DM- is used and the other is set to zero.
<p>The two DM+ and DM- series are each smoothed with an N-day exponential moving
average (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) and expressed as a percentage of
average true range (see <a href="#Average-True-Range">Average True Range</a>). The ATR uses the same N-day
EMA smoothing. Two lines are formed, the upwards directional index DI+ and
downwards directional index DI-.
<pre class="example"> EMA[N] of DM+ EMA[N] of DM+
DI+ = 100 * ------------- DI+ = 100 * -------------
ATR[N] ATR[N]
</pre>
<p>In Chart, DI+ is drawn in green (for upwards) and DI- is drawn in red (for
downwards).
<p>The smoothing N is by Wilder's reckoning of EMA smoothing period (as discussed
in <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), the default is the 14 he recommended.
<p>An extreme of 100 is approached on DI+ when each day trades entirely above
yesterday's range (eg. runaway gaps), and then closes at the high of the day.
This is rather rare, usually there's some pullbacks. Essentially DM+ counts
just the advance, the true range in the denominator counts the backtracking
too. For DI-, an extreme of 100 is approached similarly when each day trades
entirely lower the previous, and closes at its low.
<p><a name="index-Average-directional-index-320"></a><a name="index-ADX-321"></a><a name="Average-Directional-Index"></a>
<h4 class="subsection">10.12.1 Average Directional Index</h4>
<p>The average directional index (ADX) combines DI+ and DI-, expressing their
difference (ignoring the sign) as a percentage of the total, forming a single
line ranging 0 to 100,
<pre class="example"> abs(DI+ - DI-)
ADX = 100 * --------------
DI+ + DI-
</pre>
<!-- -->
<div class="node">
<a name="Ease-of-Movement"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a>,
Previous: <a rel="previous" accesskey="p" href="#Directional-Movement-Index">Directional Movement Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.13 Ease of Movement</h3>
<p><a name="index-Ease-of-movement-322"></a><a name="index-Movement_002c-Ease-of-323"></a>
<a name="index-Arms_002c-Richard-324"></a>The ease of movement indicator by Richard Arms shows a ratio of price
movements over volume. Big moves on light volume mean easy movement through
price levels, small moves and/or heavier volume means difficult movement.
<pre class="example"> midpoint[today] - midpoint[yesterday]
Ease = -------------------------------------
box ratio
</pre>
<p>The midpoint is the middle of the day's trading range,
ie. (high+low)/2. The box ratio is volume over trading range, giving
the amount of volume required to move by one price tick, on the day. Volume
is taken in millions, to bring the scale up (with no effect on the shape).
<pre class="example"> volume[today]
box ratio = ------------------------
high[today] - low[today]
</pre>
<p>Ease of movement is smoothed with an exponential moving average
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), with default 14 periods. The raw daily
values can be seen, if desired, by setting the average to 1 day.
<!-- -->
<div class="node">
<a name="Elder-Bull%2fBear-Power"></a>
<a name="Elder-Bull_002fBear-Power"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Fisher-Transform">Fisher Transform</a>,
Previous: <a rel="previous" accesskey="p" href="#Ease-of-Movement">Ease of Movement</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.14 Elder Bull/Bear Power</h3>
<p><a name="index-Elder-bull_002fbear-power-325"></a><a name="index-Bull-power-326"></a><a name="index-Bear-power-327"></a>
<a name="index-Elder_002c-Alexander-328"></a>Bull power and bear power by Dr. Alexander Elder show where today's high and
low lie relative to the a 13-day EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) of
the closing prices.
<pre class="example"> Bull power = High - EMA[13] of close
Bear power = Low - EMA[13] of close
</pre>
<p>Bull power is drawn in green and the bear power in red. The 13-day period is
an option (see <a href="#View-Style">View Style</a>). A 13-day EMA can be selected in the top
window to show the basis for the calculation. The indicator lines are like
“detrended” variations around that average.
<p>Elder takes the 13-day EMA to be a consensus of value, and the amount bulls
can push the daily highs above that is their power, and conversely the amount
the bears can push daily lows below it is theirs (sending the bear power line
negative).
<!-- -->
<div class="node">
<a name="Fisher-Transform"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Force-Index">Force Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.15 Fisher Transform</h3>
<p><a name="index-Fisher-transform-329"></a>
<a href="http://www.mesasoftware.com/technicalpapers.htm">http://www.mesasoftware.com/technicalpapers.htm</a>
<a href="http://www.mesasoftware.com/Papers/USING%20THE%20FISHER%20TRANSFORM.pdf">http://www.mesasoftware.com/Papers/USING%20THE%20FISHER%20TRANSFORM.pdf</a>
<p><a name="index-Ehlers_002c-John-330"></a>The fisher transform indicator by John Ehlers is a range oscillator showing
where today's price is within the past N-days highest and lowest. It has some
smoothing, plus what's known in mathematics as a fisher transform.
<p>The range position is similar to Stochastics and to Williams %R
<!-- FIXME (@pxref{Stochastics}, and -->
(see <a href="#Williams-_0025R">Williams %R</a>). The fisher transformation stretches out values near
the N-day high and low to make large peaks so as to help highlight those
extremes.
<p>The calculation is as follows. The prices used are the midpoint between the
day's high and low (as in most of Ehlers' indicators). Today's price is
located within the highest and lowest of those midpoints from the past N days,
scaled to -1 for the low and 1 for the high.
<pre class="example"> price = (high + low) / 2
price - Ndaylow
raw = 2 * ------------------ - 1
Ndayhigh - Ndaylow
</pre>
<p>This raw position is smoothed by a 5-day EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) then a log form which is the fisher transform, before a final
further 3-day EMA smoothing.
<pre class="example"> smoothed = EMA[5] of raw
1 + smoothed
fisher = EMA[3] of log ------------
1 - smoothed
</pre>
<p>The effect of the logarithm is to make “smoothed” values near 0 remain near
there, but values near 1 and -1 grow greatly, thus highlighting
extremities. A “smoothed” value of exactly +/-1 would transform
to +/-infinity, so a clamp of 0.999 is applied, effectively
limiting the final result to about +/-7.5.
<h4 class="subsection">10.15.1 Additional Resources</h4>
<ul>
<li><a href="http://www.linnsoft.com/tour/techind/fish.htm">http://www.linnsoft.com/tour/techind/fish.htm</a> – sample Nasdaq 100
symbol ‘<samp><span class="samp">QQQ</span></samp>’ from August 2002. (For Chart use Yahoo symbol ‘<samp><span class="samp">^IXIC</span></samp>’
to get that data).
</ul>
<!-- -->
<div class="node">
<a name="Force-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Forecast-Oscillator">Forecast Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Fisher-Transform">Fisher Transform</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.16 Force Index</h3>
<p><a name="index-Elder-force-index-331"></a><a name="index-Force-index-332"></a><a name="index-Index_002c-force-333"></a><a name="index-EFI-334"></a><a name="index-g_t_0025F-335"></a>
<a name="index-Elder_002c-Alexander-336"></a>The force index by Dr. Alexander Elder shows daily close-to-close changes
multiplied by the volume traded, so that moves on greater volume are given
more significance. The raw change*volume values are
smoothed slightly with a 2-day EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), so
the formula is simply
<pre class="example"> Force Index = EMA[2] of (volume * (close - prev close))
</pre>
<p>An increasing force index indicates strong interest in an upward move, when it
falls back either price or volume or both have declined suggesting waning
interest. Conversely for a negative and falling force index on the downside.
The smoothing period for the EMA is configurable.
<!-- -->
<div class="node">
<a name="Forecast-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Force-Index">Force Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.17 Forecast Oscillator</h3>
<p><a name="index-Forecast-oscillator-337"></a><a name="index-Oscillator_002c-forecast-338"></a><a name="index-FOSC-339"></a><a name="index-g_t_0025F-340"></a>
<a name="index-Chande_002c-Tushar-341"></a>The %F forecast oscillator by Tushar Chande shows deviation between today's
closing price and an N-day linear regression forecast (see <a href="#Linear-Regression">Linear Regression</a>) of that close. The deviation is expressed as a percentage of the
close, so the formula is
<pre class="example"> close - forecast
%F = ---------------- * 100
close
forecast = linear regression of previous N days, at today
</pre>
<p>The N days prices for the linear regression start from yesterday's close, and
the forecast value is the line extended out to today. This forecast line is
like the EPMA (see <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a>), but going out one day
further. Chande suggests using a 5 day regression for short term trading, and
that's the default in Chart.
<!-- -->
<div class="node">
<a name="Gopalakrishnan-Range-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Intraday-Momentum-Index">Intraday Momentum Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Forecast-Oscillator">Forecast Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.18 Gopalakrishnan Range Index</h3>
<p><a name="index-Gopalakrishnan-range-index-342"></a><a name="index-Index_002c-Gopalakrishnan-range-343"></a><a name="index-GAPO-344"></a>
<a name="index-Gopalakrishnan_002c-Jayanthi-345"></a>The Gopalakrishnan Range Index (GAPO) by Jayanthi Gopalakrishnan quantifies
the variability in a stock, based on the logarithm of the trading range over
an N-day period (default 5 days).
<pre class="example"> log(high[Ndays] - low[Ndays])
GAPO = -----------------------------
log(N)
</pre>
<p>The idea is to identify markets which are more erratic than others. It will
be noted though that there's no scaling to the overall price level. In Chart
GAPO is under “Low Priority” in the indicator lists.
<!-- -->
<div class="node">
<a name="Intraday-Momentum-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.19 Intraday Momentum Index</h3>
<p><a name="index-Intraday-momentum-index-346"></a><a name="index-Index_002c-Intraday-momentum-347"></a><a name="index-IMI-348"></a>
<a name="index-Chande_002c-Tushar-349"></a>The intraday momentum index (IMI) by Tushar Chande expresses upward
open-to-close movement in the past N days as percentage of total open-to-close
movement (up and down).
<pre class="example"> Sum[N] of max(close-open, 0)
IMI = ----------------------------
Sum[N] of abs(close-open)
</pre>
<p>This is like an RSI (see <a href="#Relative-Strength-Index">Relative Strength Index</a>) but on open-to-close
movement and with a simple moving average.
<p>The use of open-to-close is also similar to the way QStick
(see <a href="#QStick">QStick</a>) shows proportions of black and white candlesticks, with IMI
scaling according to the total real-body height in the past N days.
<!-- -->
<div class="node">
<a name="Klinger-Volume-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#MACD">MACD</a>,
Previous: <a rel="previous" accesskey="p" href="#Intraday-Momentum-Index">Intraday Momentum Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.20 Klinger Volume Oscillator</h3>
<p><a name="index-Klinger-volume-oscillator-350"></a><a name="index-KVO-351"></a><a name="index-KO-352"></a><a name="index-Oscillator_002c-Klinger-volume-353"></a>
<a name="index-Klinger_002c-Stephen-J_002e-354"></a>The Klinger volume oscillator (KVO) by Stephen J. Klinger is based on
cumulative volume, with volume added or subtracted according to the direction
of typical price and weighted by a certain daily range calculation.
<p>A trend direction is determined from today and yesterday's “typical prices”
(which are (high+low+close)/3),
<pre class="example"> trend = / 1 if TP[today] > TP[yesterday]
\ -1 if TP[today] <= TP[yesterday]
</pre>
<p>A daily measurement DM = high-low is calculated and then a cumulative
measurement formed (cumulative while the trend direction is the same),
<pre class="example"> CM[today] = / CM[yesterday] + DM[today] if trend[today]==trend[yester]
\ DM[yesterday] + DM[today] if trend[today]!=trend[yester]
</pre>
<p>A “volume force” is then formed by accumulating volume amounts, with the
“trend” factor making them add or subtract according to the typical price
direction, and with the values scaled by DM and CM.
<pre class="example"> VF = volume * trend * abs(2*DM/CM - 1)
</pre>
<p>The Klinger oscillator is then formed as the difference between fast (34-day)
and slow (55-day) EMAs (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) of the volume
force.
<pre class="example"> KVO = EMA[34] of VF - EMA[55] of VF
</pre>
<p>This is drawn in green, and a trigger line is drawn in red, being a 13-period
EMA of the KVO line. The view style (see <a href="#View-Style">View Style</a>) has an option to
draw the difference between the two lines as a histogram, in MACD style
(see <a href="#MACD">MACD</a>).
<p>The raw volume force can be viewed directly as “KVO volume force” under
“Low Priority” near the end of the indicator lists.
<!-- -->
<div class="node">
<a name="MACD"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#MASS-Index">MASS Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.21 MACD</h3>
<p><a name="index-MACD-355"></a><a name="index-Moving-average-convergence_002fdivergence-356"></a>
<a name="index-Appel_002c-Gerard-357"></a>The MACD (Moving Average Convergence/Divergence) indicator by Gerard Appel
shows how two moving averages on closing prices come together or move apart
(ie. converge or diverge). The main MACD line is the difference between a
fast and slow EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), this is shown in green
in Chart.
<pre class="example"> MACD = EMA[12] of price - EMA[26] of price
</pre>
<p>A signal or trigger line is then formed by smoothing this with a further EMA.
This is shown in red in Chart.
<pre class="example"> signal = EMA[9] of MACD
</pre>
<p>A crossing of the MACD up through the signal line is taken as a buy signal, or
downwards a sell signal. The difference between these lines is shown as a
histogram (solid white block). This helps show whether the lines are coming
together or going further apart.
<pre class="example"> histogram = MACD - signal
</pre>
<p>Crossings of the MACD line up or down through zero are also interpreted as
bullish or bearish (respectively). This corresponds to crossings of the
underlying EMA[12] up or down through the EMA[26].
<p>Periods 12,26,9 are frequently used, but can be varied in Chart (see <a href="#View-Style">View Style</a>).
<!-- -->
<div class="node">
<a name="MASS-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>,
Previous: <a rel="previous" accesskey="p" href="#MACD">MACD</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.22 MASS Index</h3>
<p><a name="index-MASS-index-358"></a><a name="index-Index_002c-MASS-359"></a>
<a name="index-Dorsey_002c-Donald-360"></a>The MASS index by Donald Dorsey is based on daily trading range. Each day's
range high to low is calculated and those values are smoothed with a 9-day EMA
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>). A ratio of that value with a second EMA
smoothing is then taken, and the past 25 days of those ratios added up.
<pre class="example"> EMA[9] of high-low
MASS = Sum[25] of -----------------------
EMAofEMA[9] of high-low
</pre>
<p>The EMA and the EMA of EMA are normally quite close, making their ratio
usually about 1 and hence the sum formed is usually close to 25. The most
significant pattern Dorsey looked for was a “reversal bulge” where the index
goes above 27 then falls back below 26.5, indicating a widening of daily
trading range and suggesting a reversal in price is likely.
<p><a name="index-EMA-of-EMA-361"></a><a name="index-Double-exponential-moving-average-362"></a><a name="index-Average_002c-double-exponential-363"></a><a name="index-Moving-average_002c-double-exponential-364"></a><a name="EMA-of-EMA"></a>
<h3 class="section">10.23 EMA of EMA</h3>
<p>Applying an EMA a second time gives a quite different
result from a plain EMA. It's still a weighted average of recent prices, but
whereas a plain EMA is dominated by the most recent prices, a double EMA
spreads more broadly, and the latest few days' influence is in fact smaller
than the peak weights (at about N/2 days back). The following graph shows the
weights for N=10.
<p><br>
<div align="center"><img width=400 height=250 src="chart-ema-2-weights.png" alt="EMA of EMA weights graph"></div>
<p>The twice-smoothed EMA is also available directly as a moving average option,
under “Low Priority” in the indicator lists, to see its effect on prices or
on an oscillator.
<!-- -->
<div class="node">
<a name="Momentum-and-Rate-of-Change"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Money-Flow-Index">Money Flow Index</a>,
Previous: <a rel="previous" accesskey="p" href="#MASS-Index">MASS Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.24 Momentum</h3>
<p><a name="index-Momentum-365"></a><a name="index-Rate-of-change-366"></a><a name="index-ROC-367"></a>
Momentum and rate of change show a difference between today's close and the
close N days ago. Momentum is the difference as a price amount (positive or
negative), rate of change scales it to a percentage increase or decrease from
that N-day ago close. This scaling is an advantage if comparing past times
when prices levels were much higher or lower than now. If p1 is today,
p2 yesterday, etc, then
<pre class="example"> Momentum = p[1] - p[N+1]
p[1] - p[N+1]
ROC = 100 * -------------
p[N+1]
</pre>
<p>It will be noticed that momentum is the difference between an N-day simple
moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>) for today and yesterday, with a
scale factor N, ie.
<pre class="example"> Momentum
-------- = SMA[today] - SMA[yesterday]
N
</pre>
<p>This is the slope of the SMA line (price change per day) at that point.
Momentum crosses up through zero when SMA makes a peak, or down through zero
when SMA makes a trough. The TRIX indicator (see <a href="#TRIX">TRIX</a>) does a similar
thing with a triple exponential moving average.
<h4 class="subsection">10.24.1 Additional Resources</h4>
<ul>
<li><a href="http://trader.online.pl/MSZ/e-w-Chandes_Trendscore.html">http://trader.online.pl/MSZ/e-w-Chandes_Trendscore.html</a> – Formula and
sample on Polish WIG20 from 2000.
</ul>
<!-- -->
<div class="node">
<a name="Money-Flow-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#On_002dBalance-Volume">On-Balance Volume</a>,
Previous: <a rel="previous" accesskey="p" href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.25 Money Flow Index</h3>
<p><a name="index-Money-Flow-Index-368"></a><a name="index-MFI-369"></a><a name="index-Index_002c-money-flow-370"></a>
The Money Flow Index (MFI) ranges from 0 to 100 showing dollar volume
(referred to as “money flow”) on up days as a percentage of total up and
down days, in a given past N days.
<p>The calculation is as follows. A “typical price” is formed from the average
of high, low and close. If high/low figures are not available then Chart just
uses the close,
<pre class="example"> high + low + close
typical price = ------------------
3
</pre>
<p>“Money flow” on a given day is typical price multiplied by volume. This is
the money that flowed, ie. an approximation to the dollar volume traded.
<pre class="example"> money flow = typical price * volume
</pre>
<p>Across the N-day period two totals are formed. “Positive money flow” is the
money flow on days where the typical price is higher the previous day's
typical price, and “negative money flow” when below. Days when typical
price is unchanged are ignored. The MFI is then
<pre class="example"> positive money flow
MFI = 100 * -----------------------------------------
positive money flow + negative money flow
</pre>
<p>Generally an MFI level of 80 is considered overbought, and 20 considered
oversold. Those levels are shown as shown as dashed lines.
<p>MFI is similar to RSI (see <a href="#Relative-Strength-Index">Relative Strength Index</a>) in its construction
and use. Both are looking at up days versus totalled up and down days, but
the RSI scales by price change amounts where MFI scales on dollar volume (or
an approximation to that).
<p>It should be noted “money flow” refers to dollar volume, ie. the total value
of shares traded. Sometimes finance commentators speak of money “flowing
into” a stock, but that expression only means buyers are enthusiastic.
Obviously there's never any net money in or out, because for every buyer
there's a seller of the same amount.
<p>For the purposes of the MFI, “money flow”, ie. dollar volume, on an up day
is taken to represent the enthusiasm of buyers, and on a down day to
represent the enthusiasm of sellers. An excessive proportion in one direction
or the other is interpreted as an extreme, likely to result in a price
reversal.
<!-- -->
<div class="node">
<a name="On-Balance-Volume"></a>
<a name="On_002dBalance-Volume"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Negative-Volume-Index">Negative Volume Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Money-Flow-Index">Money Flow Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.26 On-Balance Volume</h3>
<p><a name="index-On_002dbalance-volume-371"></a><a name="index-OBV-372"></a><a name="index-Volume_002c-on_002dbalance-373"></a>
On-balance volume (OBV) is a running total of daily volume, with volume on an
up day added and volume on a down day subtracted. An up day is a close higher
than the previous day's close, and vice versa a down day. So if p1 is
today's close and p2 is yesterday's, the formula is simply
<pre class="example"> / v1 if p1 > p2
|
OBV = OBVprev + | 0 if p1 = p2
|
\ - v1 if p1 > p2
</pre>
<p>The starting point (ie. the zero point) for the running total is arbitrary.
In Chart it's merely the segment of data first displayed.
<p>See also <a href="#Price-and-Volume-Trend">Price and Volume Trend</a>, and <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a>,
which accumulate volume in similar ways.
<!-- -->
<div class="node">
<a name="Negative-Volume-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a>,
Previous: <a rel="previous" accesskey="p" href="#On_002dBalance-Volume">On-Balance Volume</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.27 Negative Volume Index</h3>
<p><a name="index-Negative-volume-index-374"></a><a name="index-NVI-375"></a><a name="index-Index_002c-negative-volume-376"></a>
<a name="index-Fosback_002c-Norman-377"></a>The Negative Volume Index (NVI) and Positive Volume Index (PVI) by Norman
Fosback (<a href="http://www.fosback.com">http://www.fosback.com</a>) track price changes according to
changes in volume. The NVI tracks closing price changes that occur on days
with lower volume than yesterday, and the PVI conversely tracks those with
higher volume than yesterday.
<pre class="example"> / close
| ----------- if vol < vol[prev]
NVI = NVI[prev] * | close[prev]
|
\ 1 if vol >= vol[prev]
</pre>
<pre class="example"> / close
| ----------- if vol > vol[prev]
PVI = PVI[prev] * | close[prev]
|
\ 1 if vol <= vol[prev]
</pre>
<p>The fraction close/close[prev] means that the indexes
follow percentage daily changes in the closing prices, but only changes on the
selected lower or higher volume days are used. The starting point for the
changes is arbitrary, only the shape of the resulting line matters. In Chart
the start is 100 for the first data portion displayed.
<p>The principle behind the NVI is that on high volume days an uninformed crowd
is dominating, whereas on quieter days “smart money” is establishing
positions. Fosback holds there's a 95% probability of a bull market when the
NVI rises above its one-year moving average.
<!-- FIXME Such an average can be viewed in -->
<!-- Chart by selecting an SMA (@pxref{Simple Moving Average}) of 260 days (one -->
<!-- year's worth of weekdays). -->
<!-- -->
<div class="node">
<a name="Polarized-Fractal-Efficiency"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Negative-Volume-Index">Negative Volume Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.28 Polarized Fractal Efficiency</h3>
<p><a name="index-Polarized-fractal-efficiency-378"></a><a name="index-PFE-379"></a><a name="index-Fractal_002c-polarized-efficiency-indicator-380"></a>
The Polarized Fractal Efficiency indicator by Hans Hannula shows how
efficient, meaning how much like a straight line, the price movement has been
over the past N days.
<p>The net distance travelled over the past N days is expressed as a percentage
of the total of each day's distance travelled. Distance is measured in
two-dimensions, like a ruler on the plotted graph. Rise (or fall) is
expressed as a percentage, and each day counts as 1 unit across. So the
formula, on closing prices p1 (today) to pN is
<pre class="example"> Sign(p1-pN) * Hypot(N-1, Pchg(p1,pN))
PFE = 100 * -------------------------------------------------------
Hypot(1, Pchg(p1,p2)) + ... + Hypot(1, Pchg(p[N-1],pN))
Sign(X) = 1 if X>0, or -1 if X<0
new - old
Pchg(new,old) = 100 * ---------
old
Hypot(x,y) = sqrt (x^2 + y^2)
</pre>
<p>Here “Pchg” is a percentage change up or down from “new” to “old” price,
and “Hypot” is the distance (the hypotenuse) for a move of X horizontally
and Y vertically. “Sign” means that PFE is positive or negative according
to whether the change over the past N days is up or down.
<p>At the extremes of 100 or -100, price movement is at maximum efficiency, with
the past N days making a perfectly straight line. An almost straight line is
generally very close to 100 too. A midpoint of 0 means there's been no net
change over the past N days.
<p>Hannula looked at price changes over 10 day period (horizontal distance of 9),
and this is the default in Chart. A smoothing parameter is provided too; it
applies an exponential moving average (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) to
the PFE. The default is 5 days smoothing, a value of 0 means no smoothing (to
see the raw values).
<h4 class="subsection">10.28.1 Additional Resources</h4>
<ul>
<li><a href="http://www.traderslog.com/polarized-fractal-efficiency.htm">http://www.traderslog.com/polarized-fractal-efficiency.htm</a> – sample
chart of IBM, year not shown but data is 2002.
<li><a href="http://transcripts.fxstreet.com/2005/09/polarized_fract.html">http://transcripts.fxstreet.com/2005/09/polarized_fract.html</a> –
presentation on PFE by Erik Long.
</ul>
<!-- -->
<div class="node">
<a name="Pretty-Good-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Price-and-Volume-Trend">Price and Volume Trend</a>,
Previous: <a rel="previous" accesskey="p" href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.29 Pretty Good Oscillator</h3>
<p><a name="index-Pretty-good-oscillator-381"></a><a name="index-PGO-382"></a><a name="index-Oscillator_002c-pretty-good-383"></a>
The “Pretty Good Oscillator” (PGO) by Mark Johnson measures the distance of
the current close from its N-day simple moving average (see <a href="#Simple-Moving-Average">Simple Moving Average</a>), expressed in terms of an average true range (see <a href="#Average-True-Range">Average True Range</a>) over a similar period.
<pre class="example"> close - SMA[N] of closes
PGO = ------------------------
EMA[N] of true range
</pre>
<p>So for instance a PGO value of +2.5 would mean the current close is 2.5
average days' range above the SMA.
<p>Johnson's approach was to use it as a breakout system for longer term trades.
If the PGO rises above 3.0 then go long, or below -3.0 then go short, and in
both cases exit on returning to zero (which is a close back at the SMA).
<h4 class="subsection">10.29.1 Additional Resources</h4>
<ul>
<li><a href="http://trader.online.pl/MSZ/e-w-Pretty_Good_Oscillator.html">http://trader.online.pl/MSZ/e-w-Pretty_Good_Oscillator.html</a> – formula,
and sample chart of Cisco (‘<samp><span class="samp">CSCO</span></samp>’) from 2003.
</ul>
<!-- -->
<div class="node">
<a name="Price-and-Volume-Trend"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#QStick">QStick</a>,
Previous: <a rel="previous" accesskey="p" href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.30 Price and Volume Trend</h3>
<p><a name="index-Price-and-volume-trend-384"></a><a name="index-PVT-385"></a><a name="index-Volume_002c-price-trend-386"></a>
Price and Volume Trend (PVT) is a running total of daily volume, with each
day's volume added or subtracted according to the percentage change in the
today's closing price over yesterday's.
<pre class="example"> close[today] - close[yesterday]
PVT = PVTprev + volume * -------------------------------
close[yesterday]
</pre>
<p>The starting point (ie. the zero point) for the running total is arbitrary.
In Chart it's merely the segment of data first displayed.
<p>PVT is similar to On-balance volume (see <a href="#On_002dBalance-Volume">On-Balance Volume</a>), but
accumulating a portion of the volume. And see also
<a href="#Accumulation_002fDistribution">Accumulation/Distribution</a>, which also accumulates volume.
<!-- -->
<div class="node">
<a name="QStick"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#R_002dSquared-Index">R-Squared Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Price-and-Volume-Trend">Price and Volume Trend</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.31 QStick</h3>
<p><a name="index-QStick-387"></a>
The QStick indicator shows the dominance of black (down) or white (up)
candlesticks, which are red and green in Chart, as represented by the average
open to close change for each of past N days.
<pre class="example"> close[1]-open[1] + ... + close[N]-open[N]
QStick = -----------------------------------------
N
</pre>
<p>Days which are up have positive amounts for close-open, days which are
down have negative amounts. In adding them up they cancel out until the
dominance of one over the other results.
<!-- -->
<div class="node">
<a name="R-Squared-Index"></a>
<a name="R_002dSquared-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#RAVI">RAVI</a>,
Previous: <a rel="previous" accesskey="p" href="#QStick">QStick</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.32 R-Squared Index</h3>
<p><a name="index-R_002dsquared-index-388"></a><a name="index-Index_002c-R_002dSquared-389"></a>
<a name="index-Chande_002c-Tushar-390"></a><a name="index-Kroll_002c-Stanley-391"></a><a name="index-Correlation-coefficient-392"></a><a name="index-Coefficient_002c-correlation-393"></a><a name="index-Coefficient-of-determination-394"></a>The R-squared indicator by Tushar Chande and Stanley Kroll is a measure of how
closely the past N days resemble a straight line, ie. a trend. It
calculates what is called in statistics the <dfn>coefficient of determination</dfn>
of the prices versus a straight line. This coefficient is written r^2,
hence the name of the indicator.
<p>For reference, the formulas are as follows, where X values are the closing
prices and Y values are a straight line 1,2,<small class="dots">...</small>,N. Variance is the square
of standard deviation (see <a href="#Standard-Deviation">Standard Deviation</a>).
<pre class="example"> (Covariance X,Y)^2
r^2 = -----------------------
Variance X * Variance Y
Covariance X,Y = Mean (X*Y) - (Mean X) * (Mean Y)
Variance X = Mean(X^2) - (Mean X)^2
</pre>
<p>The R-squared indicator ranges from 0 meaning no apparent correlation to the
straight line, up to 1 for perfect correlation. The slope of the closing
prices line doesn't matter, nor does the absolute price level, only how well
they make a straight line.
<p>Chande and Kroll suggested using a 14-day period, and that's the default in
Chart.
<!-- FIXME -->
<!-- They also described a 14-day simple moving average (@pxref{Simple -->
<!-- Moving Average}) on the raw values, and that can be shown in Chart the same as -->
<!-- any average on an indicator (@pxref{View Style}). -->
<!-- -->
<div class="node">
<a name="RAVI"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Relative-Strength-Index">Relative Strength Index</a>,
Previous: <a rel="previous" accesskey="p" href="#R_002dSquared-Index">R-Squared Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.33 RAVI</h3>
<p><a name="index-RAVI-395"></a>
RAVI is a simple indicator showing whether a stock is trending. It calculates
the percentage difference between current prices and older prices. Current
prices are represented by a short SMA and the longer time frame by a long SMA
(see <a href="#Simple-Moving-Average">Simple Moving Average</a>). The defaults are 7 days and 65 days.
<pre class="example"> abs (SMA[short] - SMA[long])
RAVI = 100 * ----------------------------
SMA[long]
</pre>
<!-- -->
<div class="node">
<a name="Relative-Strength-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Relative-Volatility-Index">Relative Volatility Index</a>,
Previous: <a rel="previous" accesskey="p" href="#RAVI">RAVI</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.34 Relative Strength Index</h3>
<p><a name="index-Relative-strength-index-396"></a><a name="index-RSI-397"></a><a name="index-Index_002c-relative-strength-398"></a>
<a name="index-Wilder_002c-J_002e-Welles-399"></a>The Relative Strength Index (RSI) by J. Welles Wilder compares average
upward close-to-close movement against all close-to-close movement, each
smoothed by an EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>).
<p>For each day an upward or downward movement is calculated. On an up day
<pre class="example"> U = close[today] - close[yesterday]
D = 0
</pre>
<p>or on a down day as follows (notice D is a positive amount),
<pre class="example"> U = 0
D = close[yesterday] - close[today]
</pre>
<p>The sequence of U values over time is averaged with an EMA
(see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) and likewise the D values. The
ratio is the “relative strength”,
<pre class="example"> EMA[N] of U
RS = -----------
EMA[N] of D
</pre>
<p>This is turned into an index between 0 and 100,
<pre class="example"> 1
RSI = 100 * ------
1 + RS
</pre>
<p>This can also be written as follows, emphasising the way the RSI measures up
movement as a proportion of the two up and down,
<pre class="example"> EMA[N] of U
RSI = 100 * -----------------------------
(EMA[N] of U) + (EMA[N] of D)
</pre>
<p>Wilder recommended a smoothing period of N=14, and that's the default in
Chart. Note also that the period is interpreted by Wilder's reckoning of EMA
smoothing (see <a href="#Wilder-EMA-period">Wilder EMA period</a>).
<p>An index value of 70 is considered overbought and 30 oversold; those levels
are shown as dashed lines. The principle is that after a large proportion of
movement in one direction, a reaction the other way becomes likely. On the
other hand it's easy to see from the formula that a steady progressive trend
(every day up, or every day down) can push the RSI to an extreme and hold it
there.
<p>The term “relative strength” also refers to a comparison between a stock and
the overall market. This is sometimes called “relative strength
comparative” to avoid confusion. This is unrelated to the relative strength
and relative strength index described in this section.
<p>See also CMO (see <a href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a>) which is an RSI with SMA
smoothing, and TSI (see <a href="#True-Strength-Index">True Strength Index</a>) which is an RSI with
double-EMA smoothing.
<!-- -->
<p><a name="Stochastic-RSI"></a>
<h4 class="subsection">10.34.1 Stochastic RSI</h4>
<p><a name="index-Stochastic-RSI-400"></a>
The stochastic RSI is an N-day unsmoothed %K stochastic
<!-- FIXME -->
<!-- (@pxref{Stochastics}) -->
applied to the RSI line. The position of today's RSI is
expressed as a fraction 0 to 1 of its overall range (lowest to highest) in the
past N days, the same N as used for the RSI calculation,
<pre class="example"> RSI[today] - RSI[Nday low]
Stoch RSI = ------------------------------
RSI[Nday high] - RSI[Nday low]
</pre>
<!-- -->
<div class="node">
<a name="Relative-Volatility-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Random-Walk-Index">Random Walk Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Relative-Strength-Index">Relative Strength Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.35 Relative Volatility Index</h3>
<p><a name="index-Relative-volatility-index-401"></a><a name="index-RVI-402"></a><a name="index-Index_002c-relative-volatility-403"></a>
<a name="index-Dorsey_002c-Donald-404"></a>The Relative Volatility Index (RVI) by Donald Dorsey is similar to the RSI
(see <a href="#Relative-Strength-Index">Relative Strength Index</a>) but where the RSI adds up price change
amounts based on price direction, the RVI instead adds standard deviations
(stddev, see <a href="#Standard-Deviation">Standard Deviation</a>) based on price direction.
<p>The standard deviation is over a past 10 days, then an EMA (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) of deviations on up days is compared to all deviations,
giving Dorsey's original 1993 definition of RVI on closing prices.
<pre class="example"> S = Stddev[10 days]
U = / S if price > prev price
\ 0 otherwise
EMA[W14] of U
RVIorig = 100 * -------------
EMA[W14] of S
</pre>
<p>In 1995 Dorsey revised his idea, to apply RVI to the daily highs and daily
lows and average the result, thus the following, which is the RVI used in
Chart.
<pre class="example"> RVIorig of highs + RVIorig of lows
RVI = ----------------------------------
2
</pre>
<p>When a data source doesn't provide high/low values just the closes are used,
which ends up as Dorsey's original. The stddev period of 10 days and the
default EMA of 14 days are parameters (see <a href="#View-Style">View Style</a>). The EMA period
follows J. Welles Wilder's reckoning (see <a href="#Wilder-EMA-period">Wilder EMA period</a>), the same
as an RSI.
<p><a name="Inertia"></a>
<h3 class="section">10.36 Inertia</h3>
<p><a name="index-Inertia-405"></a>
Dorsey also smoothed the RVI with a 20-day least squares moving average
(LSQMA, see <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a>) and called the result the inertia
indicator. The 20-day smoothing period is a parameter.
<p>An LSQMA can of course also be applied to an RVI directly, this can be good to
see how it smooths. But inertia is offered as a separate selection since the
smoothed line tends to follow the raw RVI quite closely, making it hard to see
which is which.
<!-- -->
<div class="node">
<a name="Random-Walk-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Stochastics">Stochastics</a>,
Previous: <a rel="previous" accesskey="p" href="#Relative-Volatility-Index">Relative Volatility Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.37 Random Walk Index</h3>
<p><a name="index-Random-walk-index-406"></a><a name="index-Index_002c-random-walk-407"></a><a name="index-RWI-408"></a>
The random walk index (RWI) by E. Michael Poulos is a measure of how much
price ranges over N days differ from what would be expected by a random walk
(randomly going up and down). A bigger than expected range suggests a trend.
<p>The index is in two parts, an RWI high which looks at upward movement and an
RWI low for downward movement. In Chart RWI high is shown in green, and RWI
low in red. The RWI high looks at terms like
<pre class="example"> High[today] - Low[K] 1
-------------------- * ------
Average TR [K] sqrt(K)
</pre>
<p>which is the move from the low K days ago up to today's high, scaled by an
average of the true range (TR, see <a href="#True-Range">True Range</a>). Such terms are calculated
for each number of days 2, 3, etc, up to the given RWI parameter N, and the
maximum is the RWI. The first term for instance is today's high less
yesterday's low, compared to a two-day average of the true range (yesterday's
true range and the day before's). RWI low is similar, but using High[K]
- Low[today] for the movement down from past high to today's low.
<p>The factor sqrt(K) compares the movement to a random walk. If a
random walk has a 50% chance of going up by one, or a 50% chance of going down
by one, then it can be shown that on average the distance travelled after K
steps is sqrt(K). So the formula compares observed distance in
average day's steps compared to the sqrt(K) steps which would be
the expected move if it were random. Thus 1 is when movement is apparently
random, and higher or lower if some apparently non-random trend or lack of
trend (respectively) appears to be present.
<!-- -->
<div class="node">
<a name="Stochastics"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#TD-Range-Expansion-Index">TD Range Expansion Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Random-Walk-Index">Random Walk Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.38 Stochastics</h3>
<p><a name="index-Stochastics-409"></a>
<a name="index-Lane_002c-George-410"></a>Stochastics are an oscillator and signal line described by George Lane based
on each day's close within the total trading range of past N days. This
should not be confused with stochastic processes etc in mathematics, the two
are unrelated.
<p><a name="index-g_t_0025K-stochastic-411"></a>The %K line is the close position within the past N-days trading range
(highest high to lowest low) expressed as a percentage 0 to 100.
<pre class="example"> close - Nday low
%K = 100 * --------------------
Nday high - Nday low
</pre>
<p><a name="index-g_t_0025D-stochastic-412"></a>An extreme of 0 is reached for a close at the day's low which is also a new
N-day low. Likewise 100 for a close at the day's high and a new N-day high.
A signal line %D is added by smoothing %K with a simple moving average
(see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
<pre class="example"> %D = SMA[D] of %K
</pre>
<p>The default periods in chart are 14 days for %K, and 3 days smoothing for %D.
The %K line is drawn in red and the %D line in green.
<p><a name="index-Fast-stochastics-413"></a><a name="index-Slow-stochastics-414"></a>%K and %D just described are called the “fast” stochastics. Corresponding
“slow” stochastics are formed by smoothing %K with a simple moving average,
and calculating %D from that smoothed series. The extra smoothing is the
“slow days” parameter in Chart. The default is 0 for no slowing, a value of
3 is often used.
<p>Incidentally, a value of 1 for the slowing is the same as no slowing, because
a 1-period SMA of course doesn't change the data.
<!-- -->
<div class="node">
<a name="TD-Range-Expansion-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Trend-Intensity-Index">Trend Intensity Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Stochastics">Stochastics</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.39 TD Range Expansion Index</h3>
<p><a name="index-TD-range-expansion-index-415"></a><a name="index-Range-expansion-index-416"></a><a name="index-TDREI-417"></a>
<a name="index-DeMark_002c-Tom-418"></a>The range expansion index by Tom DeMark is designed to identify price
exhaustion which may be the end of a move up or down.
<p>The calculation is somewhat similar to an RSI (see <a href="#Relative-Strength-Index">Relative Strength Index</a>) but looks at 2-day changes in the daily high and daily low values and
smooths with a 5-day SMA (see <a href="#Simple-Moving-Average">Simple Moving Average</a>). Changes are ignored
if the current day in not either within or covering price action from 5 or 6
days ago. That test effectively holds the indicator around zero while prices
are making breakaway runs.
<p>DeMark regarded values above +45 or below -45 as overbought or
oversold. Such a reading maintained for up to five days suggests a reversal,
except that if it remains there for 6 or more days then the signal may be
unreliable and trading should be avoided.
<!-- -->
<div class="node">
<a name="Trend-Intensity-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Trendscore">Trendscore</a>,
Previous: <a rel="previous" accesskey="p" href="#TD-Range-Expansion-Index">TD Range Expansion Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.40 Trend Intensity Index</h3>
<p><a name="index-Trend-intensity-index-419"></a><a name="index-TII-420"></a>
<a name="index-Pee_002c-M_002e-H_002e-421"></a>The trend intensity index (TII) by M. H. Pee measures the strength of a
trend, by looking at what proportion of the past 30 days prices have been
above or below the level of today's 60-day simple moving average
(see <a href="#Simple-Moving-Average">Simple Moving Average</a>).
<p>The 60-day average is as of today, not its past values at each of
those past 30 days. For each day the deviation close-avg is
taken. Positive amounts are up deviations, and negative amounts have
the sign discarded and are down deviations.
<pre class="example"> up = / close - average if close > average
\ 0 otherwise
down = / average - close if average < close
\ 0 otherwise
</pre>
<p>The percentage of the total up amounts out of total up and down amounts is
then the trend intensity index,
<pre class="example"> total up
TDI = 100 * ---------------------
total up + total down
</pre>
<p>The extreme of 100 occurs when all closes in the past 30 days have been above
today's 60-day moving average level, and conversely the extreme of 0 when all
below that level.
<p>Visually the index is like looking at the area under the graph of prices. The
area above a horizontal line at today's 60-day moving average is the up
amounts, the area below it is the down amounts, and the index is the fraction
of the up out of the total.
<p>Pee recommended entering trades when levels of 80 on the upside or 20 on the
downside are reached. Lines are shown in Chart at those levels, as is 50
which is a neutral level.
<p>The 60 and 30 days are configurable (see <a href="#View-Style">View Style</a>). Any values are
accepted, but it probably doesn't make much sense to have the MA period (60)
shorter than the deviations period (30). Certainly it makes no sense to have
the two equal, because the up deviations are then always exactly 50% of the
total.
<!-- -->
<div class="node">
<a name="Trendscore"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#True-Strength-Index">True Strength Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Trend-Intensity-Index">Trend Intensity Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.41 Trendscore</h3>
<p><a name="index-Trendscore-422"></a>
<a name="index-Chande_002c-Tushar-423"></a>Trendscore by Tushare Chande<a rel="footnote" href="#fn-3" name="fnd-3"><sup>3</sup></a> rates the
strength of a trend. The calculation is quite simple, today's close is
compared to each close at 11 through 20 days ago and scored +1 for each
it's above and -1 if below.
<pre class="example"> Trendscore = if close >= close[11] then +1 else -1
+ if close >= close[12] then +1 else -1
...
+ if close >= close[12] then +1 else -1
</pre>
<p>The result is a rating between +10 or -10 for how many of those
past days the current close is above. The high of +10 is when above
all those past prices, or -10 when below them all. In a good trend up
or down those extremes are often reached.
<!-- -->
<div class="node">
<a name="True-Strength-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#TRIX">TRIX</a>,
Previous: <a rel="previous" accesskey="p" href="#Trendscore">Trendscore</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.42 True Strength Index</h3>
<p><a name="index-True-strength-index-424"></a><a name="index-Index_002c-True-strength-425"></a><a name="index-TSI-426"></a>
<a name="index-Blau_002c-William-427"></a>The true strength index (TSI) by William Blau<a rel="footnote" href="#fn-4" name="fnd-4"><sup>4</sup></a> is
variation of the RSI (see <a href="#Relative-Strength-Index">Relative Strength Index</a>) using two EMAs to
smooth (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>), and a scale -100 to
+100.
<pre class="example"> EMA[13] of EMA[25] of (close - prevclose)
TSI = 100 * --------------------------------------------
EMA[13] of EMA[25] of abs(close - prevclose)
</pre>
<p>The TSI ranges from -100 up to +100 with positive values
representing upward momentum and negative values downward momentum. Extreme
values can be interpreted as overbought and oversold, as per the ordinary RSI.
<p>The two EMA periods are parameters in Chart. If you set one of them to 1 then
you get a plain RSI, though with a period by the usual reckoning whereas the
RSI is in Wilder's style (see <a href="#Wilder-EMA-period">Wilder EMA period</a>), so for instance a TSI
27,1 is equivalent to an RSI 14.
<p>See <a href="#EMA-of-EMA">EMA of EMA</a> for the effect of two EMAs. In general it leads to less
weighting on the most recent data (the close-to-close differences in this
case) than a single EMA.
<p>See also CMO (see <a href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a>) using another different
moving average for an RSI.
<!-- -->
<div class="node">
<a name="TRIX"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Twiggs-Money-Flow">Twiggs Money Flow</a>,
Previous: <a rel="previous" accesskey="p" href="#True-Strength-Index">True Strength Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.43 TRIX</h3>
<p><a name="index-TRIX-428"></a>
<a name="index-Hutson_002c-Jack-429"></a>TRIX by Jack Hutson shows the slope of a triple-smoothed N-day exponential
moving average of closing prices. The slope is calculated as a percentage
change between today and yesterday's triple smoothed EMA values.
<pre class="example"> EMAofEMAofEMA[today] - EMAofEMAofEMA[yesterday]
TRIX = 100 * ---------------------------------------
EMAofEMAofEMA[yesterday]
</pre>
<p>A positive TRIX means the triple EMA is rising, suggesting a steady uptrend,
in the same way any rising moving average does. Conversely a negative value
means the triple EMA is falling, suggesting a downtrend. A cross through zero
is a peak or trough in the triple EMA and may suggest a trend change. Chart
draws a line at the zero level.
<p><a name="index-EMA-of-EMA-of-EMA-430"></a><a name="index-Triple-exponential-moving-average-431"></a><a name="index-Average_002c-triple-exponential-432"></a><a name="index-Moving-average_002c-triple-exponential-433"></a><a name="EMA-of-EMA-of-EMA"></a>
<h3 class="section">10.44 EMA of EMA of EMA</h3>
<p>A triple smoothed EMA is prices smoothed with an EMA then those values
smoothed again with another EMA and finally a third time with a further EMA
(all of the same given period).
<p>The result is quite different from a plain EMA. It's still a weighted average
of recent prices, but whereas a plain EMA is dominated by the most recent
prices, a triple EMA spreads much more broadly, and the latest few days'
influence is in fact smaller than the peak weights (at about N-days back).
The following graph shows the weights for N=10.
<p><br>
<div align="center"><img width=400 height=250 src="chart-ema-3-weights.png" alt="EMA of EMA of EMA weights graph"></div>
<p>An EMA of EMA of EMA can also be viewed directly, in the upper prices window.
This can be used to see the effect its smoothing has, and may help for
adjusting the period N to get a desired smoothness versus responsiveness.
Note the N-day period is set separately for the two windows.
<!-- -->
<div class="node">
<a name="Twiggs-Money-Flow"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Ulcer-Index">Ulcer Index</a>,
Previous: <a rel="previous" accesskey="p" href="#TRIX">TRIX</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.45 Twiggs Money Flow</h3>
<p><a name="index-Twiggs-money-flow-434"></a><a name="index-Money-flow_002c-Twiggs-435"></a><a name="index-Index_002c-Twiggs-money-flow-436"></a>
<a href="http://www.incrediblecharts.com/technical/twiggs_money_flow.htm">http://www.incrediblecharts.com/technical/twiggs_money_flow.htm</a>
<p><a name="index-Twiggs_002c-Colin-437"></a>The Twiggs money flow index by Colin Twiggs is a variation of the Chaikin
money flow index (see <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a>) using true range so as to
include gap moves, and using EMA smoothing (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>) to avoid jumps when a high volume day drops out of the calculation.
The formula is
<pre class="example"> / close - truelow \
EMA[N] of volume * | 2 * ------------------ - 1 |
\ truehigh - truelow /
Twiggs MF = --------------------------------------------------
EMA[N] of volume
truehigh = max (high, prevclose)
truelow = min (low, prevclose)
</pre>
<p>The default EMA period is 21 days, and the period is reckoned by J. Welles
Wilder's method (see <a href="#Exponential-Moving-Average">Exponential Moving Average</a>).
<!-- -->
<div class="node">
<a name="Ulcer-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Ultimate-Oscillator">Ultimate Oscillator</a>,
Previous: <a rel="previous" accesskey="p" href="#Twiggs-Money-Flow">Twiggs Money Flow</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.46 Ulcer Index</h3>
<p><a name="index-Ulcer-index-438"></a><a name="index-Index_002c-Ulcer-439"></a>
<a href="http://www.tangotools.com/ui/ui.htm">http://www.tangotools.com/ui/ui.htm</a>
<p><a name="index-Martin_002c-Peter-440"></a>The Ulcer Index by Peter Martin is a measure of downside volatility. For a
given N-day period the closing prices are considered from oldest to newest and
for each close a retracement percentage is calculated, relative to the highest
close so far.
<pre class="example"> price[i] - maxprice so far
R[i] = --------------------------
maxprice so far
</pre>
<p><a name="index-Quadratic-mean-441"></a><a name="index-Mean_002c-quadratic-442"></a>So for instance a price $5.00 falling back to $4.50 is a -10% retracement.
These are averaged with a quadratic mean, which has the effect of emphasising
large drawdowns, but incorporating all into the result.
<pre class="example"> / R[1]^2 + R[2]^2 + ... + R[N]^2 \
Ulcer = sqrt | ------------------------------ |
\ N /
</pre>
<p>The index can be calculated over the kind of period one might hold an
investment to calculate a measure of the ulcer-producing drawdowns suffered
during that period.
<!-- -->
<div class="node">
<a name="Ultimate-Oscillator"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a>,
Previous: <a rel="previous" accesskey="p" href="#Ulcer-Index">Ulcer Index</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.47 Ultimate Oscillator</h3>
<p><a name="index-Ultimate-oscillator-443"></a>
<a name="index-Williams_002c-Larry-444"></a>The Ultimate Oscillator by Larry Williams is based on buying pressure as a
proportion of true range over recent periods, with the past 7 days, 14
days and 28 days combined together.
<p>The calculation starts with “buying pressure”, which is the amount by which
the close is above the “true low” on a given day. The true low is the
lesser of the given day's trading low, and the previous close.
<pre class="example"> bp = close - min (low, prev close)
</pre>
<p>The true range (the same as in <a href="#True-Range">True Range</a>) is the difference between the
“true high” and the true low above. The true high is the greater of the
given day's trading high, and the previous close.
<pre class="example"> tr = max (high, prev close) - min (low, prev close)
</pre>
<p>The total buying pressure over the past 7 days is expressed as a fraction of
the total true range over that period. If bp1 is today, bp2
yesterday, etc then
<pre class="example"> bp1 + bp2 + ... + bp7
avg7 = ---------------------
tr1 + tr2 + ... + tr7
</pre>
<p>The same is done for the past 14 days and past 28 days and the resulting three
values combined in proportions 4:2:1, and expressed as a percentage.
<pre class="example"> 4 * avg7 + 2 * avg14 + avg28
UltOsc = 100 * ----------------------------
4 + 2 + 1
</pre>
<p>The oscillator ranges from 0 to 100 and is interpreted in similar ways to
other oscillators, with extremes indicating overbought or oversold conditions,
and bullish or bearish divergence when new lows or highs fail to be made.
Williams recommended levels of 70 and 30 for overbought or oversold and those
are drawn by Chart.
<!-- -->
<div class="node">
<a name="Vertical-Horizontal-Filter"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Volatility-Ratio">Volatility Ratio</a>,
Previous: <a rel="previous" accesskey="p" href="#Ultimate-Oscillator">Ultimate Oscillator</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.48 Vertical Horizontal Filter</h3>
<p><a name="index-Vertical-horizontal-filter-445"></a><a name="index-VHF-446"></a><a name="index-Filter_002c-vertical-horizontal-447"></a>
<a name="index-White_002c-Adam-448"></a>The vertical horizontal filter (VHF) by Adam White expresses the range of
closing prices as a fraction of total close-to-close movement over a given
N-day period.
<pre class="example"> highest close - lowest close
VHF = -------------------------------------
total of each abs(close - prev close)
</pre>
<p>This ratio ranges from 0 to 1. The extreme of 1 means all close-to-close
movement was in one direction, so they added up to the full range. A usual
value is somewhere in the middle, reflecting a mixture of advances and
retreats that occur even in a strong market.
<!-- -->
<div class="node">
<a name="Volatility-Ratio"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Williams-_0025R">Williams %R</a>,
Previous: <a rel="previous" accesskey="p" href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.49 Volatility Ratio</h3>
<p><a name="index-Volatility-ratio-449"></a><a name="index-Ratio_002c-volatility-450"></a><a name="index-VOLR-451"></a>
<a name="index-Schwager_002c-Jack-452"></a>The volatility ratio by Jack Schwager expresses the latest day's trading range
as a ratio of the overall range for a past N days. “True range” is used for
both (see <a href="#True-Range">True Range</a>), so gaps are included in the calculation.
<p>For an N-day true range the close immediately preceding those N days is
incorporated. Thus
<pre class="example"> TR Ndays = max(high[1], high[2], ... high[N], close[N+1])
- min(low[1], low[2], ... low[N], close[N+1])
</pre>
<p>The volatility ratio is then simply
<pre class="example"> TR
VOLR = --------
TR Ndays
</pre>
<p>When a strong breakout from a tight range occurs the day's range can be a
sizeable fraction of the recent range. A level of 0.5 is considered
significant and that's drawn as a line in Chart.
<!-- -->
<div class="node">
<a name="Williams-%25R"></a>
<a name="Williams-_0025R"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a>,
Previous: <a rel="previous" accesskey="p" href="#Volatility-Ratio">Volatility Ratio</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.50 Williams %R</h3>
<p><a name="index-Williams-_0025R-453"></a><a name="index-g_t_0025R-454"></a>
<a name="index-Williams_002c-Larry-455"></a>Williams %R by Larry Williams is an oscillator showing the day's close
relative to the trading range of the last N days (the highest high to the
lowest low). The scale is 0 for a close at the high, down to -100 for a close
at the low.
<p>Williams used a 10 day period, which is the default in Chart, and held that a
close above -20 suggested an overbought condition, and below -80 suggests
oversold. Those levels are shown as lines in Chart. Extremes are reached
almost any time new N-day highs or lows are being made, so Williams'
conditions for trading were to buy an oversold when
<ul>
<li>%R reaches -100%.
<li>Five trading days pass since -100% was last reached
<li>%R rises above -95% or -85%.
</ul>
<p>or conversely to sell an overbought
<ul>
<li>%R reaches 0%.
<li>Five trading days pass since 0% was last reached
<li>%R falls below -5% or -15%.
</ul>
<!-- -->
<div class="node">
<a name="Williams-Accumulation%2fDistribution"></a>
<a name="Williams-Accumulation_002fDistribution"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Zig-Zag-Indicator">Zig Zag Indicator</a>,
Previous: <a rel="previous" accesskey="p" href="#Williams-_0025R">Williams %R</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.51 Williams Accumulation/Distribution</h3>
<p><a name="index-Williams-accumulation_002fdistribution-456"></a><a name="index-Accumulation_002fdistribution_002c-Williams-457"></a><a name="index-Index_002c-Williams-accumulation_002fdistribution-458"></a>
<a name="index-Williams_002c-Larry-459"></a>The Williams Accumulation/Distribution index by Larry Williams forms a running
total of “buying pressure” on up days, or “selling pressure” on down days.
<pre class="example"> / (close - true low) if close > prev close
WAD = WAD[prev] + | 0 if close = prev close
\ (close - true high) if close > prev close
</pre>
<p>Buying pressure is represented by how far the close is above the true low
(which is the lesser of today's low or yesterday's close). Selling pressure
is represented by how far the close is below the true high (which is the
greater of today's high or yesterday's close). Notice the difference “close
- true high” is negative, so on down days WAD decreases.
<p>The starting point (ie. the zero point) for the running total is arbitrary.
In Chart it's merely the segment of data first displayed.
<!-- -->
<div class="node">
<a name="Zig-Zag-Indicator"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a>,
Up: <a rel="up" accesskey="u" href="#Indicators">Indicators</a>
</div>
<h3 class="section">10.52 Zig Zag Indicator</h3>
<p><a name="index-Zig-zag-indicator-460"></a><a name="index-Indicator_002c-zig-zag-461"></a>
The zig zag indicator is a simple way to ignore retracements less than a given
X percentage.
<p>When prices are rising, a line is drawn up from the previous low to the latest
high. Pullbacks smaller than the given X% are ignored. The trend is only
considered to have turned down when a point X% below that latest high is
penetrated. Then a down line is drawn, it in turn continuing until a reversal
of more than X% above the last lowe occurs. The result is a kind of zig zag,
ignoring small moves, small according to the X%.
<p>For the last line segment, at the right of the chart, the line is drawn to the
high (or low) then horizontally to the edge of the screen. The horizontal
part means there hasn't yet been a retracement of X% from that level shown.
<h4 class="subsection">10.52.1 Additional Resources</h4>
<ul>
<li><a href="http://stockcharts.com/education/IndicatorAnalysis/indic_ZigZag.html">http://stockcharts.com/education/IndicatorAnalysis/indic_ZigZag.html</a> –
sample chart of ‘<samp><span class="samp">HPQ</span></samp>’ from 1999/2000.
</ul>
<!-- -->
<div class="node">
<a name="Common-Calculations"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Other-Indicator-Packages">Other Indicator Packages</a>,
Previous: <a rel="previous" accesskey="p" href="#Indicators">Indicators</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">11 Common Calculations</h2>
<p><a name="index-Common-calculations-462"></a>
The following are algorithms and calculations shared among various indicators
and averages.
<ul class="menu">
<li><a accesskey="1" href="#Linear-Regression">Linear Regression</a>
<li><a accesskey="2" href="#Standard-Deviation">Standard Deviation</a>
<li><a accesskey="3" href="#True-Range">True Range</a>
</ul>
<!-- -->
<div class="node">
<a name="Linear-Regression"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Standard-Deviation">Standard Deviation</a>,
Previous: <a rel="previous" accesskey="p" href="#Common-Calculations">Common Calculations</a>,
Up: <a rel="up" accesskey="u" href="#Common-Calculations">Common Calculations</a>
</div>
<h3 class="section">11.1 Linear Regression</h3>
<p><a name="index-Linear-regression-463"></a><a name="index-Least-squares_002c-line-464"></a>
The “least squares” or “linear regression” algorithm produces a best
fitting straight line through the middle of a set of N data points
x1,y1,
..., xN,yN. In Chart this means a set of prices Y, and dates X
(with non-trading days collapsed out).
<p>For a possible fitted line L(X)= a + b*X, the vertical distance
from the line to each point is squared, and a total deviation formed.
<pre class="example"> SumSquares = (y1 - L(x1))^2 + ... + (yN - L(xN))^2
</pre>
<p>The line parameters a and b are then chosen to make SumSquares
as small as possible (hence the name “least squares”), and there's just one
line with that smallest SumSquares. The calculation is made easier if the X
coordinates are shifted so that Mean(X)=0. With that the formulas for
a and b are
<pre class="example"> y1 + ... + yN
a = Mean Y = -------------
N
x1*y1 + ... + xN*yN
b = -------------------
x1^2 + ... xN^2
</pre>
<p>A least squares fit is “best” under certain mathematical assumptions:
basically that the data points were a straight line to which normally
distributed random amounts (positive or negative) have been added. Of course
an underlying straight line is unlikely in market price data, or in economics
generally, and in particular any cyclical component invalidates the
assumptions. Even so the algorithm is quite widely used because it offers an
objective basis for fitting a line.
<p><a name="index-Linear-regression-slope-indicator-465"></a><a name="index-Regression-coefficient-466"></a><a name="index-Coefficient_002c-regression-467"></a><a name="Linear-Regression-Slope"></a>
<h4 class="subsection">11.1.1 Slope</h4>
<p>The slope of the linear regression line, the b above, is sometimes
called the <dfn>regression coefficient</dfn>. This is available as an indicator
(Linear Regression Slope), to show how steep the fitted trend line is. The
units are price change per day, which is negative for a downward sloping line.
This may or may not be particularly useful so it's under “Low Priority” in
the indicator lists.
<p><a name="index-Standard-error-468"></a><a name="Linear-Regression-Standard-Error"></a>
<h4 class="subsection">11.1.2 Standard Error</h4>
<p>Standard error (stderr) is a statistical measure of how much values differ
from an assumed underlying curve. It's calculated as the quadratic mean of
the vertical distances from each point to the curve.
<p>Standard error from a linear regression line y=a+bx is
<pre class="example"> / (y1 - (a+b*x1))^2 + ... + (yN - (a+b*xN))^2 \
Stderr = sqrt | ------------------------------------------- |
\ N /
</pre>
<p>Notice the numerator is the same SumSquares which was minimized above.
Standard error is similar to standard deviation (see <a href="#Standard-Deviation">Standard Deviation</a>);
but where stddev takes differences from a horizontal line (the Y mean),
stderr here goes from the sloping linear regression line.
<p>For reference, there's no need to actually calculate the linear regression
a and b, the stderr can be formed directly as
<pre class="example"> / Covariance(X,Y)^2 \
Stderr = sqrt | Variance(Y) - ----------------- |
\ Variance(X) /
</pre>
<p class="noindent">where variance and covariance are as follows (and notice they simplify if
X values are chosen to make Mean(X) zero),
<pre class="example"> Covariance X,Y = Mean (X*Y) - (Mean X) * (Mean Y)
Variance X = Mean(X^2) - (Mean X)^2
</pre>
<p>Standard error from a linear regression like this is used as a channel width
in Kirshenbaum Bands (see <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a>). It can also be viewed
directly as an indicator, but this is probably of limited use and for that
reason is under “Low Priority” in the indicator lists.
<h4 class="subsection">11.1.3 Additional Resources</h4>
<ul>
<li><a href="http://mathworld.wolfram.com/LeastSquaresFitting.html">http://mathworld.wolfram.com/LeastSquaresFitting.html</a> – on calculating
stderr without the a,b parameters
</ul>
<!-- -->
<div class="node">
<a name="Standard-Deviation"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#True-Range">True Range</a>,
Previous: <a rel="previous" accesskey="p" href="#Linear-Regression">Linear Regression</a>,
Up: <a rel="up" accesskey="u" href="#Common-Calculations">Common Calculations</a>
</div>
<h3 class="section">11.2 Standard Deviation</h3>
<p><a name="index-Standard-deviation-469"></a><a name="index-Stddev-470"></a>
Standard deviation (stddev) is a statistical measure of how much the values in
a data set deviate from their average (mean). The stddev of a past N days is
used in the calculation of Bollinger bands (see <a href="#Bollinger-Bands">Bollinger Bands</a>) and VIDYA
and <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a>).
<p>The raw stddev values can be shown in Chart as an indicator, to see what goes
into those calculations. The values have little direct use though, and for
that reason stddev is under “Low Priority” in the indicator lists.
<p><a name="index-Quadratic-mean-471"></a><a name="index-Mean_002c-quadratic-472"></a>For reference, the formula on prices p1 to pN is as follows. Each
p[i]-m is the distance from the mean m, and those distances
are averaged with a quadratic mean.
<pre class="example"> / (p1-m)^2 + (p2-m)^2 + ... + (pN-m)^2 \
Stddev = sqrt ( ------------------------------------ )
\ N /
</pre>
<p>where m is the arithmetic mean
<pre class="example"> p1 + p2 + ... + pN
m = ------------------
N
</pre>
<p>Also, for reference, the formula can be rearranged to the following form,
“sum of the squares minus square of the sums”. This is what Chart uses,
because a new term can be shifted into the sums without recalculating all N
terms.
<pre class="example"> / p1^2 + p2^2 + ... + pN^2 (p1 + p2 + ... + pN)^2 \
Stddev = sqrt ( ------------------------ - ---------------------- )
\ N N^2 /
</pre>
<!-- -->
<div class="node">
<a name="True-Range"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Standard-Deviation">Standard Deviation</a>,
Up: <a rel="up" accesskey="u" href="#Common-Calculations">Common Calculations</a>
</div>
<h3 class="section">11.3 True Range</h3>
<p><a name="index-True-range-473"></a><a name="index-TR-474"></a>
True range is simply the day's trading range (high to low) extended to include
the previous day's close, should that close be above the high or below the
low.
<pre class="example"> true range = max(high, prev close) - min(low, prev close)
</pre>
<p>The effect is to include any “gap” left between yesterday's close and
today's range. Quite often there's no gap, but when overnight news makes
prices jump it can be desirable in some algorithms to include that distance.
<p>When a stock doesn't have high/low values (some indexes for instance), then
just close-to-close changes are used for true range, which may or may not be
particularly useful.
<p>Raw true range values are generally uninteresting, they're merely used in
other indicators. Wilder's average true range (see <a href="#Average-True-Range">Average True Range</a>)
uses smoothed true range values. Setting N=0 for the smoothing period
can show the raw true range values if desired.
<!-- -->
<div class="node">
<a name="Other-Indicator-Packages"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Watchlist">Watchlist</a>,
Previous: <a rel="previous" accesskey="p" href="#Common-Calculations">Common Calculations</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">12 Other Indicator Packages</h2>
<p><a name="index-Other-indicator-packages-475"></a><a name="index-Indicator-packages-476"></a><a name="index-Add_002don-indicators-477"></a>
The indicators and averages from the following packages can be selected in
Chart under the View Style dialog (see <a href="#View-Style">View Style</a>).
<ul>
<li>Genius Trader <a href="http://www.geniustrader.org">http://www.geniustrader.org</a>
<a name="index-Genius-Trader-478"></a><li>TA-Lib <a href="http://www.ta-lib.org">http://www.ta-lib.org</a>
<a name="index-TA-Lib-479"></a></ul>
<p>Genius Trader is written in Perl and to install you only need to have its code
somewhere in your Perl module path (<samp><span class="env">PERL5LIB</span></samp> etc).
<p>TA-Lib has a Perl interface generated by Swig. As of version 0.5 the
interface is statically linked, so once compiled you only need to ensure the
swig <samp><span class="file">.pm</span></samp> and <samp><span class="file">.so</span></samp> files are in your Perl module path.
<p>Various indicators and averages are available both natively in Chart and in GT
and/or TA-Lib too. Sometimes there's subtle differences in the calculations
near the start of data, but otherwise it's merely a case of more than one way
to do it.
<!-- -->
<div class="node">
<a name="Watchlist"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Intraday">Intraday</a>,
Previous: <a rel="previous" accesskey="p" href="#Other-Indicator-Packages">Other Indicator Packages</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">13 Watchlist</h2>
<p><a name="index-Watch-list-480"></a>
The watchlist window shows latest quotes for stocks and commodities in the
favourites list or other list. For example,
<pre class="example"> Symbol Bid/Offer Last Change High Low Volume When Notes
^GSPC / 1237.81 8.68 1228.33 1237.81 19m Thu
GM / 34.91 -0.10 34.57 35.38 3.74m Thu
BHP.AX 21.03/21.05 21.05 0.31 20.75 21.05 16m 10:45
</pre>
<p>The favourites list and other user lists can be edited. New symbols are added
by entering a symbol in the text box and pressing <Return> or clicking
“Insert”. If already present then the list scrolls to it. Move entries by
dragging. Delete an entry by selecting it (click or <space>) and clicking
the “Delete” button.
<p>Clicking in the symbol column edits the symbol there. Double clicking in the
other columns opens the main Chart display on that symbol. Mouse button-3
(usually the right-hand button) pops up a menu of other actions, including
opening an intraday window (see <a href="#Intraday">Intraday</a>).
<dl>
<dt>Refresh<dd>The Refresh button downloads new quotes for the whole list, or the Refresh
menu item for just that symbol. For some data sources Chart knows the trading
times, and if there won't be after hours changes then the quote locks to the
end-of-day and is not re-downloaded until the next day.
<br><dt>Displayed List<dd>The displayed list can be selected from a menu with Button-3 in the upper left
notebook tab, where the current list name is displayed.
<p>The “Symlists” tab shows the available lists. New lists can be created from
there, or the names of existing user lists changed. Double clicking displays
the list. Use the “Edit Name” button in the action area to change a name.
The order of the lists controls how they appear in the Open dialog
(see <a href="#Open">Open</a>) and the sequence for Next and Prev in the main display. You
can drag rows to re-order.
<br><dt>Colours<dd>Each line is shown in green for a last trade higher than yesterday's close,
red for lower, or black unchanged. Blue means a refresh download is in
progress.
<br><dt>Bid/Offer Column<dd>The bid/offer column is normally shown as say ‘<samp><span class="samp">2.10/2.12</span></samp>’, but when the
market is crossed (ie. bid higher than offer) an “x” is used to highlight
this, for example ‘<samp><span class="samp">2.20x1.99</span></samp>’. What that means depends on the exchange,
it might be a pre-open auction, or merely transient.
<br><dt>Volume Column<dd>Volume is abbreviated ‘<samp><span class="samp">k</span></samp>’ for thousands, ‘<samp><span class="samp">m</span></samp>’ for millions, ‘<samp><span class="samp">b</span></samp>’
for billions. This is number of shares (or number of contracts), the same as
shown in the main chart.
<br><dt>When Column<dd>The “When” column shows just a time for today, just the day for the past
week, or a full date prior to that. The timezone of the exchange is used. If
the exchange is in your local zone then there's no difference, but if you're
elsewhere then the exchange zone has the advantage that you can see where it
is in the trading session, eg. early on, the close, etc. It's easier to
remember opening and closing times at the exchange than local equivalents
(especially when daylight savings affects them).
<br><dt>Tooltip<dd>Moving the mouse over an entry (and keeping it still) opens a tooltip box
showing the stock name (if available), full date/times for the quote and last
trade, and the exchange timezone location.
</dl>
<!-- -->
<div class="node">
<a name="Intraday"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Download">Download</a>,
Previous: <a rel="previous" accesskey="p" href="#Watchlist">Watchlist</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">14 Intraday</h2>
<p><a name="index-Intraday-481"></a>
<a name="index-g_t_0040key_007bCtrl_002dI_007d-482"></a>The View/Intraday menu entry (<Ctrl-I>) or the Intraday button in the
watchlist (see <a href="#Watchlist">Watchlist</a>) opens an intraday data window for the current
symbol, showing trading today, or so-far today.
<p>Intraday graphs are only available from some data sources (see <a href="#Data-Sources">Data Sources</a>). Yahoo and Barchart provides graphs, which means most stocks and
indexes are covered.
<p><a name="index-g_t_0040key_007bAlt_002dR_007d-483"></a>The default display is 1-day, downloaded when the window is opened (then
cached). The option menu can select other timeframes such as 5-day, depending
on the data source. The underlined mnemonics “5” etc in the menu are
accelerator keys, eg. <Alt-5>. Click on Refresh (<Alt-R>) to update
as trading progresses through the day.
<p>Multiple intraday windows can be opened, or a new symbol entered in the text
box to view a different symbol (press <Return> or click the “Enter”
button).
<p>To see the intraday for a symbol not in the database or watchlist just open an
intraday window for any symbol (or no symbol at all) then enter the desired
one.
<!-- -->
<div class="node">
<a name="Download"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Data-Sources">Data Sources</a>,
Previous: <a rel="previous" accesskey="p" href="#Intraday">Intraday</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">15 Download</h2>
<p><a name="index-Download-484"></a><a name="index-Dialog_002c-download-485"></a>
<a name="index-Tools_002fDownload-486"></a>The Tools/Download menu entry opens the download dialog. Choose “What” to
download, either all symbols, the favourites list, or a particular symbol.
<!-- Then choose ``When'' for the period to download, either an update of new -->
<!-- available data, or back to a given year (where possible). -->
<p>The default is an update of all symbols. This is usually what's wanted, to
get all latest data.
<p>Click on the “Start” button to begin. The top box is the subprocesses
running, the middle box is the jobs running or queued, and errors are shown in
the lower text window. If you're offline the errors will usually be “host
name lookup failure” or “network unreachable”. To abort select the job in
the middle box and click on “Stop”.
<p>The main chart display can be used while downloading, for instance to look
immediately at the first few symbols updated while the rest are still going.
Sometimes a database update can make the GUI block for a moment.
<h3 class="section">15.1 Update Current Chart</h3>
<p><a name="index-Update-data-487"></a>
<a name="index-g_t_0040key_007bCtrl_002dU_007d-488"></a>In the main Chart window, <Ctrl-U> starts an update download for the
currently viewed chart. This is a good shortcut to grab new data for just one
symbol. Download progress is shown in the main window statusbar (as well as
the download dialog).
<h3 class="section">15.2 Download Automation</h3>
<p><a name="index-g_t_0040command_007bcron_007d-489"></a><a name="index-Automation_002c-download-490"></a>
You can run ‘<samp><span class="samp">chart --download</span></samp>’ to do a command-line (non-GUI) download
(see <a href="#Invocation">Invocation</a>), for instance in a script perhaps when first going
online, or at selected times. Progress messages are shown if the output is a
terminal.
<p>Care should be taken not to hammer the various data sources when automating
downloads. Keep update attempts to times when there should be new data, and
don't retry endlessly.
<p>Chart tries to know when to expect new data, and will do nothing in an update
until then, but this is often imperfect. Public holidays (with no data) are
not tracked, and it's easy for a data source to be delayed unexpectedly.
<!-- -->
<div class="node">
<a name="Data-Sources"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Internationalization">Internationalization</a>,
Previous: <a rel="previous" accesskey="p" href="#Download">Download</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">16 Data Sources</h2>
<p><a name="index-Data-sources-491"></a><a name="index-Sources_002c-data-492"></a>
Note that data from each of these sources is subject to various disclaimers
and conditions for its use. A summary of the restrictions is noted in each
section. Links to the relevant parts of the web sites are provided, and
should be consulted for full information.
<p>The minimum terms for a source in Chart are that personal non-commercial use
is permitted. In fact that's usually all that's permitted, and in particular
any further copying or distribution is generally not allowed (and this will
include derived forms like the graphs drawn by Chart).
<ul class="menu">
<li><a accesskey="1" href="#Barchart">Barchart</a>
<li><a accesskey="2" href="#Finance-Quote">Finance Quote</a>
<li><a accesskey="3" href="#MLC-Funds">MLC Funds</a>
<li><a accesskey="4" href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a>
<li><a accesskey="5" href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a>
<li><a accesskey="6" href="#Thrift-Savings-Plan">Thrift Savings Plan</a>
<li><a accesskey="7" href="#Yahoo-Finance">Yahoo Finance</a>
</ul>
<!-- -->
<!-- @node Athens Stock Exchange, Australian Stock Exchange, Data Sources, Data Sources -->
<!-- @section Athens Stock Exchange -->
<!-- @cindex Athens Stock Exchange -->
<!-- @cindex ATHEX -->
<!-- @uref{http://www.ase.gr/default_en.asp} -->
<!-- ATHEX provides -->
<!-- @itemize -->
<!-- @item -->
<!-- End-of-day quotes. -->
<!-- @item -->
<!-- Historical data, but only for the past 30 days. -->
<!-- @item -->
<!-- Historical and upcoming dividends. -->
<!-- @end itemize -->
<!-- The content is for information only and is not to be retransmitted, see the -->
<!-- disclaimer, -->
<!-- @quotation -->
<!-- @uref{http://www.ase.gr/content/en/disclaimer/} -->
<!-- @end quotation -->
<!-- @cindex @code{.ATH} -->
<!-- In Chart ATHEX symbols have a @samp{.ATH} suffix, eg.@: @samp{HTO.ATH} for -->
<!-- Hellenic Telecom. The home page has a company and symbol search. Only the -->
<!-- English symbols are currently supported. -->
<!-- -->
<!-- Omitted while just plain yahoo ... -->
<!-- @node Australian Stock Exchange, Finance Quote, Data Sources, Data Sources -->
<!-- @section Australian Stock Exchange -->
<!-- @cindex Australian Stock Exchange -->
<!-- @cindex ASX -->
<!-- @uref{http://www.asx.com.au} -->
<!-- @c ASX shares are handled by a combination of Yahoo (@pxref{Yahoo Finance}) for -->
<!-- @c quotes and dividends, and Float (@pxref{Float}) for daily and historical data. -->
<!-- @c CommSec (@pxref{Commonwealth Securities}) can also be used by CommSec clients. -->
<!-- ASX shares are handled by Yahoo (@pxref{Yahoo Finance}), with CommSec -->
<!-- (@pxref{Commonwealth Securities}) optionally for use by CommSec clients. -->
<!-- @cindex @code{.AX} -->
<!-- In Chart, symbols for ASX shares follow the Yahoo convention, which is the ASX -->
<!-- code and a @samp{.AX} suffix, eg.@: @samp{NAB.AX} for National Australia Bank. -->
<!-- The ASX home page (above) has a symbol search, as does Yahoo, -->
<!-- @c SYMBOL: NAB.AX -->
<!-- @quotation -->
<!-- @uref{http://au.finance.yahoo.com/l} -->
<!-- @end quotation -->
<p>—————————————————————————————————————
<div class="node">
<a name="Barchart"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Finance-Quote">Finance Quote</a>,
Previous: <a rel="previous" accesskey="p" href="#Data-Sources">Data Sources</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.1 Barchart</h3>
<p><a name="index-g_t_0040code_007bbarchart_002ecom_007d-493"></a>
<a href="http://www.barchart.com">http://www.barchart.com</a>
<p>Barchart provides the following for various futures exchanges around the
world,
<ul>
<!-- @item -->
<!-- Quotes updated every 5 minutes, delayed according to the exchange. -->
<li>Intraday graphs.
<li>Historical data, but only for the past 5 days, and no volume figures.
<li>Historical data as graphs.
</ul>
<p>All information is for personal use only, see the terms at
<blockquote>
<a href="http://www2.barchart.com/agreement.asp">http://www2.barchart.com/agreement.asp</a> <br>
<a href="http://www2.barchart.com/ddfplus.asp">http://www2.barchart.com/ddfplus.asp</a>
</blockquote>
<p>In Chart symbols are the exchange commodity code and an exchange suffix as
described below, with a month code letter and year, like ‘<samp><span class="samp">CLZ10.NYM</span></samp>’
for December 2010 crude oil.
<!-- SYMBOL: CLZ10.NYM -->
<!-- The commodity alone is the current front month, like -->
<!-- @samp{GC.CMX} for gold, or -->
<!-- @c SYMBOL: GC.CMX -->
<p>Barchart has some different commodity codes than the exchanges, but Chart
always uses the exchange codes. Some Barchart pages show symbols with just
one digit for the year, but Chart always uses two like ‘<samp><span class="samp">10</span></samp>’ above.
<p>Five days of historical data is very limited, but you can accumulate it to at
least get a short term picture. Further data as graphs is available, and
Chart has that as a “Daily” option in the intraday dialog
(see <a href="#Intraday">Intraday</a>). (Further historical data as figures is available to
subscribers, not currently supported by Chart.)
<p>For some of the exchanges below quotes are also available from Yahoo
(see <a href="#Yahoo-Finance">Yahoo Finance</a>). The download from Yahoo is much smaller and is hence
preferred.
<!-- @ifinfo -->
<!-- @sp 1 -->
<!-- @end ifinfo -->
<!-- @subsection Chicago Board of Trade -->
<!-- @cindex Chicago Board of Trade -->
<!-- @cindex CBOT -->
<!-- @uref{http://www.cbot.com} -->
<!-- @cindex @code{.CBOT} -->
<!-- CBOT data is obtained from Barchart, and quotes from Yahoo (delayed 10 -->
<!-- minutes). In Chart symbols have a @samp{.CBOT} suffix, for example -->
<!-- @samp{O.CBOT} for oats. Symbols (and trading hours) can be found at -->
<!-- @c SYMBOL: O.CBOT -->
<!-- @quotation -->
<!-- @uref{http://www.cbot.com/cbot/pub/page/0@comma{}3181@comma{}932@comma{}00.html} -->
<!-- @end quotation -->
<!-- For some contracts Barchart has different symbols, but Chart always uses the -->
<!-- exchange symbols. -->
<!-- @ifinfo -->
<!-- @sp 1 -->
<!-- @end ifinfo -->
<!-- @subsection Chicago Mercantile Exchange -->
<!-- @cindex Chicago Mercantile Exchange -->
<!-- @cindex CME -->
<!-- @uref{http://www.cme.com} -->
<!-- @cindex @code{.CME} -->
<!-- CME data is obtained from Barchart, and quotes from Yahoo (delayed 10 -->
<!-- minutes). In Chart symbols have a @samp{.CME} suffix, for example -->
<!-- @samp{SP.CME} for S&P 500 futures. Symbols can be found at -->
<!-- @c SYMBOL: SP.CME -->
<!-- @quotation -->
<!-- @uref{http://www.cme.com/trading/res/cch/cmeprdcode2439.html} -->
<!-- @end quotation -->
<!-- For some contracts Barchart has different symbols, but Chart always uses the -->
<!-- exchange symbols. -->
<h4 class="subsection">16.1.1 Commodity Exchange</h4>
<p><a name="index-Commodity-Exchange-494"></a><a name="index-COMEX-495"></a>
<a name="index-g_t_0040code_007b_002eCMX_007d-496"></a>COMEX is the metals division of NYMEX (see below). COMEX daily data is
obtained from Barchart and quotes from Yahoo (delayed 30 minutes). In Chart
symbols have a ‘<samp><span class="samp">.CMX</span></samp>’ suffix (as per Yahoo), for example ‘<samp><span class="samp">GCM10.CMX</span></samp>’
for June 2010 gold.
<!-- SYMBOL: GCM10.CMX -->
The exchange has a full symbols directory
<blockquote>
<a href="http://www.nymex.com/cc_main.aspx">http://www.nymex.com/cc_main.aspx</a>
</blockquote>
<!-- Available symbols and months can be found at -->
<!-- @quotation -->
<!-- @uref{http://www2.barchart.com/futexch.asp?exch=comex&code=BSTK} -->
<!-- @end quotation -->
<!-- @ifinfo -->
<!-- @sp 1 -->
<!-- @end ifinfo -->
<!-- @subsection New York Board of Trade (ICE Futures U.S.) -->
<!-- @cindex NYBOT -->
<!-- @cindex ICE Futures U.S. -->
<!-- @uref{https://www.theice.com/nybot.jhtml} -->
<!-- @cindex @code{.NYBOT} -->
<!-- @cindex @code{.NYBOT} -->
<!-- NYBOT data is obtained from Barchart, and quotes from Yahoo (delayed 30 -->
<!-- minutes). In Chart, contract symbols have a @samp{.NYBOT} suffix. The -->
<!-- commodity code alone is the front month, like @samp{CC.NYBOT} for cocoa. Or a -->
<!-- specific month can be given, like @samp{CTX07.WTB} for November 2007 cotton. -->
<!-- Commodity codes can be found at -->
<!-- @c SYMBOL: CC.NYBOT -->
<!-- @c SYMBOL: CTX07.NYBOT -->
<!-- @quotation -->
<!-- @uref{https://www.theice.com/publicdocs/NYBOT_Products.pdf} -->
<!-- @end quotation -->
<h4 class="subsection">16.1.2 New York Mercantile Exchange</h4>
<p><a name="index-New-York-Mercantile-Exchange-497"></a><a name="index-NYMEX-498"></a>
<a href="http://www.nymex.com">http://www.nymex.com</a>
<p><a name="index-g_t_0040code_007b_002eNYM_007d-499"></a>NYMEX daily data is obtained from Barchart and quotes from Yahoo (delayed 30
minutes). In Chart symbols have a ‘<samp><span class="samp">.NYM</span></samp>’ suffix (as per Yahoo), for
example ‘<samp><span class="samp">CLZ10.NYM</span></samp>’ for December 2010 crude oil.
<!-- SYMBOL: CLZ10.NYM -->
The exchange has a full symbols directory
<blockquote>
<a href="http://www.nymex.com/cc_main.aspx">http://www.nymex.com/cc_main.aspx</a>
</blockquote>
<!-- Available symbols and months can be found at -->
<!-- @quotation -->
<!-- @uref{http://www2.barchart.com/futexch.asp?exch=nymex&code=BSTK} -->
<!-- @end quotation -->
<!-- @ifinfo -->
<!-- @sp 1 -->
<!-- @end ifinfo -->
<!-- @subsection Singapore International Money Exchange -->
<!-- @cindex Singapore International Money Exchange -->
<!-- @cindex Singapore Stock Exchange -->
<!-- @cindex SIMEX -->
<!-- @cindex SGX -->
<!-- @uref{http://www.sgx.com} -->
<!-- @cindex @code{.SIMEX} -->
<!-- SIMEX is the derivatives arm of the Singapore Stock Exchange. SIMEX symbols -->
<!-- have a @samp{.SIMEX} suffix, for example @samp{NK.SIMEX} for Nikkei 225 -->
<!-- futures. -->
<!-- @c SYMBOL: NK.SIMEX -->
<!-- @c The terms and conditions at www.sgx.com (the last of the ``useful links'' -->
<!-- @c at the right hand side of the home page) say linking is allowed but not -->
<!-- @c deep linking is not allowed. Dunno what that means, maybe it's nothing -->
<!-- @c except the home page, though if that were the case you'd think it would -->
<!-- @c say that. In any case give directions instead of links. -->
<!-- @c -->
<!-- @c (Prohibitions on publishing the URL of something already freely accessible -->
<!-- @c seem pretty dubious, though it's not some passive object, but somebody -->
<!-- @c else's computer, and is more or less an invitation to use that in a way -->
<!-- @c they don't want, which would be at best highly irresponsible.) -->
<!-- @c -->
<!-- Symbols can be found on the contract specifications pages. On the home page -->
<!-- under ``Products and Services'' choose ``Derivatives'' then either the -->
<!-- ``Equity Index Futures / Options'' or ``Interest Rate Futures / Options'' -->
<!-- items. Those two pages then have selection boxes to see each contract. -->
<!-- The MSCI Japan contract (symbol @samp{JP}) is not available from Barchart, but -->
<!-- all other contracts are. Intra-day graphs are not available. -->
<!-- Barchart has its own set of contract symbols, but Chart uses the exchange -->
<!-- symbols. -->
<!-- -->
<!-- Changed ... -->
<!-- @node Commonwealth Securities, Finance Quote, Australian Stock Exchange, Data Sources -->
<!-- @section Commonwealth Securities -->
<!-- @cindex Commonwealth Securities -->
<!-- @cindex CommSec -->
<!-- @uref{http://www.comsec.com.au} -->
<!-- @cindex Australian Stock Exchange -->
<!-- @cindex ASX -->
<!-- CommSec provides the following Australian Stock Exchange data -->
<!-- (@pxref{Australian Stock Exchange}), -->
<!-- @itemize -->
<!-- @item -->
<!-- Daily data for shares, warrants, etc (but not indices) for the past 10 years. -->
<!-- Each day's data is available from 8:30pm Sydney time each day (when the ASX -->
<!-- finishes its closing). -->
<!-- @end itemize -->
<!-- This service is only for use by CommSec clients. -->
<!-- @cindex Preferences, CommSec -->
<!-- @c CommSec is used (when enabled) for updating individual stocks, since just a -->
<!-- @c past few months can be downloaded, which is faster than full history downloads -->
<!-- @c from Float (@pxref{Float}). -->
<!-- CommSec is preferred over Yahoo (@pxref{Yahoo -->
<!-- Finance}) since its data is available sooner than Yahoo. If you're a CommSec -->
<!-- client you can enable it by entering ``yes'' in the Edit/Preferences dialog. -->
<!-- -->
<!-- Omitted while stuck at August 2008 ... -->
<!-- @node Float, Finance Quote, Commonwealth Securities, Data Sources -->
<!-- @section Float -->
<!-- @cindex @code{float.com.au} -->
<!-- @uref{http://www.float.com.au} -->
<!-- @cindex Australian Stock Exchange -->
<!-- @cindex ASX -->
<!-- Float provides the following ASX data (@pxref{Australian Stock Exchange}), -->
<!-- @itemize -->
<!-- @item -->
<!-- Daily data for shares, warrants and indices back to 1997. Each day's data is -->
<!-- available from 9:15pm (Sydney time). -->
<!-- @end itemize -->
<!-- The home page invites use of the data download while the float database is -->
<!-- being built, subject to a disclaimer at -->
<!-- @quotation -->
<!-- @uref{http://www.float.com.au/scgi-bin/prod/terms.cgi} -->
<!-- @end quotation -->
<!-- Float is preferred over Yahoo for daily data, because it's available sooner, -->
<!-- and if you have lots of ASX symbols then whole-day files can be used, which -->
<!-- are faster than a separate download for every stock. -->
<!-- Preliminary data for each day is available from Float at 5pm (Sydney time) but -->
<!-- is updated until 9pm, so Chart deliberately doesn't download until 9:15pm. -->
<!-- See also @ref{Commonwealth Securities}. -->
<!-- -->
<div class="node">
<a name="Finance-Quote"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#MLC-Funds">MLC Funds</a>,
Previous: <a rel="previous" accesskey="p" href="#Barchart">Barchart</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.2 Finance Quote</h3>
<p><a name="index-g_t_0040code_007bFinance_003a_003aQuote_007d-500"></a><a name="index-FQ-501"></a>
<a href="http://finance-quote.sourceforge.net">http://finance-quote.sourceforge.net</a>
<p>If you have the <code>Finance::Quote</code> package installed Chart can use it for
<ul>
<li>Quotes for all stocks on all FQ methods.
</ul>
<p><a name="index-g_t_0040code_007b_002eFQ_007d-502"></a>In Chart symbols are of the form ‘<samp><span class="samp">CODE.method.FQ</span></samp>’, for example
‘<samp><span class="samp">FBGRX.fidelity.FQ</span></samp>’ for Fidelity fund ‘<samp><span class="samp">FBGRX</span></samp>’ using the
<code>fidelity</code> method.
<!-- SYMBOL: FBGRX.fidelity.FQ -->
<p>A number of the FQ methods are covered by Chart natively (like US shares and
indexes from Yahoo for instance).
<p>When using an FQ method not in the builtin defaults, you can add it to the
<samp><span class="env">FQ_LOAD_QUOTELET</span></samp> environment variable in the usual way. Chart also
tries a module of the same name as the method (case insensitive), so for
simple add-ons you might not need to configure anything.
<!-- -->
<div class="node">
<a name="MLC-Funds"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a>,
Previous: <a rel="previous" accesskey="p" href="#Finance-Quote">Finance Quote</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.3 MLC Funds</h3>
<p><a name="index-MLC-Funds-503"></a><a name="index-Funds_002c-MLC-504"></a>
<a href="http://www.mlc.com.au">http://www.mlc.com.au</a>
<p>MLC provides the following for its managed investment funds and superannuation
funds,
<ul>
<li>Daily unit prices, with each day available some time the following afternoon
(Friday's prices not available until Monday afternoon).
<li>Historical prices back to the inception of each fund.
</ul>
<p>The web site is for general information only, and only provided for residents
of Australia, see the disclaimer at
<blockquote>
<a href="http://www.mlc.com.au/mlc/im_considering_mlc/personal/footer_tools/advice_warning_and_disclaimer">http://www.mlc.com.au/mlc/im_considering_mlc/personal/footer_tools/advice_warning_and_disclaimer</a>
</blockquote>
<p>Downloads use <code>https</code> so Chart needs the secure sockets modules for LWP
(see <a href="#Installing">Installing</a>).
<p><a name="index-g_t_0040code_007b_002eMLC_007d-505"></a>There are no apparent fund symbols so Chart uses the full fund and product
name, with a ‘<samp><span class="samp">.MLC</span></samp>’ suffix. For example,
<pre class="example"> MLC Property Securities Fund,MasterKey Superannuation (Gold Star).MLC
</pre>
<!-- SYMBOL: MLC Property Securities Fund,MasterKey Superannuation (Gold Star).MLC -->
<p>This is a lot to type, but it can normally be cut and pasted from the full
list at the following unit prices page (the page source has the fund and
product names together),
<blockquote>
<a href="https://www.mlc.com.au/masterkeyWeb/execute/FramesetUnitPrices?null">https://www.mlc.com.au/masterkeyWeb/execute/FramesetUnitPrices?null</a>
</blockquote>
<!-- -->
<div class="node">
<a name="New-Zealand-Stock-Exchange"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a>,
Previous: <a rel="previous" accesskey="p" href="#MLC-Funds">MLC Funds</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.4 New Zealand Stock Exchange</h3>
<p><a name="index-New-Zealand-Stock-Exchange-506"></a><a name="index-NZX-507"></a>
<a href="http://www.nzx.com">http://www.nzx.com</a>
<p>NZX provides
<ul>
<li>Upcoming dividends.
</ul>
<p>Quotes, historical data and other information is obtained from Yahoo
(see <a href="#Yahoo-Finance">Yahoo Finance</a>).
<p>The NZX web site is for non-commercial or personal use only, see the terms at
<blockquote>
<a href="http://www.nzx.com/Contact_us/terms">http://www.nzx.com/Contact_us/terms</a>
</blockquote>
<p><a name="index-g_t_0040code_007b_002eNZ_007d-508"></a>In Chart NZX symbols follow the Yahoo convention, which is the exchange symbol
and a ‘<samp><span class="samp">.NZ</span></samp>’ suffix, for example ‘<samp><span class="samp">TEL.NZ</span></samp>’ for Telecom New Zealand.
The NZX home page above has a search to lookup symbols (as does Yahoo).
<!-- SYMBOL: TEL.NZ -->
<!-- -->
<div class="node">
<a name="Reserve-Bank-of-Australia"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Thrift-Savings-Plan">Thrift Savings Plan</a>,
Previous: <a rel="previous" accesskey="p" href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.5 Reserve Bank of Australia</h3>
<p><a name="index-Reserve-Bank-of-Australia-509"></a><a name="index-RBA-510"></a><a name="index-Australian-dollar-511"></a>
<a href="http://www.rba.gov.au">http://www.rba.gov.au</a>
<p>The RBA provides
<ul>
<li>Daily exchange rates for the Australian dollar as at 4pm (Sydney time) each
business day, back to 1969.
</ul>
<p>The RBA web site is for personal non-commercial use, with proper attribution.
See the full terms at the following link. (Material is to be used in
“unaltered form”, but the bank advises import into a charting program is
permitted.)
<blockquote>
<a href="http://www.rba.gov.au/copyright/index.html">http://www.rba.gov.au/copyright/index.html</a>
</blockquote>
<p>Available currencies can be found on the exchange rates page
<blockquote>
<a href="http://www.rba.gov.au/statistics/frequency/exchange-rates.html">http://www.rba.gov.au/statistics/frequency/exchange-rates.html</a>
</blockquote>
<p>In Chart symbols are ‘<samp><span class="samp">AUDXXX.RBA</span></samp>’ for the value of one Australian dollar
in the currency ‘<samp><span class="samp">XXX</span></samp>’. Currently these are as follows
<blockquote>
<p><table summary=""><tr align="left"><th valign="top">Symbol </th><th valign="top">Currency
<br></th></tr><tr align="left"><td valign="top">AUDUSD.RBA </td><td valign="top">US dollar
<!-- SYMBOL: AUDUSD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDCNY.RBA </td><td valign="top">Chinese renminbi
<!-- SYMBOL: AUDCNY.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDJPY.RBA </td><td valign="top">Japanese yen
<!-- SYMBOL: AUDJPY.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDEUR.RBA </td><td valign="top">Euro
<!-- SYMBOL: AUDEUR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDKRW.RBA </td><td valign="top">South Korean won
<!-- SYMBOL: AUDKRW.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDGBP.RBA </td><td valign="top">British pound sterling
<!-- SYMBOL: AUDGBP.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDSGD.RBA </td><td valign="top">Singapore dollar
<!-- SYMBOL: AUDSGD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDINR.RBA </td><td valign="top">Indian rupee
<!-- SYMBOL: AUDINR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDTHB.RBA </td><td valign="top">Thai baht
<!-- SYMBOL: AUDTHB.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDNZD.RBA </td><td valign="top">New Zealand dollar
<!-- SYMBOL: AUDNZD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDTWD.RBA </td><td valign="top">Taiwanese dollar
<!-- SYMBOL: AUDTWD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDMYR.RBA </td><td valign="top">Malaysian ringgit
<!-- SYMBOL: AUDMYR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDIDR.RBA </td><td valign="top">Indonesian rupiah
<!-- SYMBOL: AUDIDR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDVND.RBA </td><td valign="top">Vietnamese dong
<!-- SYMBOL: AUDVND.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDAED.RBA </td><td valign="top">UAE dirham
<!-- SYMBOL: AUDAED.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDPNK.RBA </td><td valign="top">Papua New Guinea kina
<!-- SYMBOL: AUDPNK.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDHKD.RBA </td><td valign="top">Hong Kong dollar
<!-- SYMBOL: AUDHKD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDCAD.RBA </td><td valign="top">Canadian dollar
<!-- SYMBOL: AUDCAD.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDZAR.RBA </td><td valign="top">South African rand
<!-- SYMBOL: AUDZAR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDSAR.RBA </td><td valign="top">Saudi Arabian riyal
<!-- SYMBOL: AUDSAR.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDCHF.RBA </td><td valign="top">Swiss franc
<!-- SYMBOL: AUDCHF.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDSEK.RBA </td><td valign="top">Swedish krona
<!-- SYMBOL: AUDSEK.RBA -->
<br></td></tr></table>
</blockquote>
<p><a name="index-Special-Drawing-Right-512"></a><a name="index-Trade-Weighted-Index-513"></a>Plus the following for the RBA's Trade Weighted Index for the Australian
dollar, and the Australian dollar valued in the IMF's Special Drawing Right
basket of currencies.
<blockquote>
<p><table summary=""><tr align="left"><th valign="top">Symbol </th><th valign="top">Value
<br></th></tr><tr align="left"><td valign="top">AUDTWI.RBA </td><td valign="top">Trade Weighted Index
<!-- SYMBOL: AUDTWI.RBA -->
<br></td></tr><tr align="left"><td valign="top">AUDSDR.RBA </td><td valign="top">Special Drawing Right
<!-- SYMBOL: AUDSDR.RBA -->
<br></td></tr></table>
</blockquote>
<p>Incidentally, the historical data processing in Chart is very slow. The main
bottleneck is <code>Spreadsheet::ParseExcel</code> apparently due to lots of
formatted rows in the XLS files.
<!-- -->
<div class="node">
<a name="Thrift-Savings-Plan"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Yahoo-Finance">Yahoo Finance</a>,
Previous: <a rel="previous" accesskey="p" href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.6 Thrift Savings Plan</h3>
<p><a name="index-Thrift-Savings-Plan-514"></a><a name="index-TSP-515"></a><a name="index-Funds_002c-TSP-516"></a>
<a href="http://www.tsp.gov">http://www.tsp.gov</a>
<p>The US government Thrift Savings Plan (TSP) provides
<ul>
<li>Past 5 years daily fund prices, with new prices around 8pm (New York time)
each day.
</ul>
<p><a name="index-g_t_0040code_007b_002eTSP_007d-517"></a>In Chart symbols are the fund code and a ‘<samp><span class="samp">.TSP</span></samp>’ suffix, for example
‘<samp><span class="samp">C.TSP</span></samp>’ for the common stock fund. The lifecycle funds are like
‘<samp><span class="samp">L2020.TSP</span></samp>’, and the lifecycle income fund is ‘<samp><span class="samp">LINCOME.TSP</span></samp>’.
<p><a name="index-g_t_0040code_007bFinance_003a_003aQuote_007d-518"></a><a name="index-g_t_0040code_007bFinance_003a_003aQuote_003a_003aTSP_007d-519"></a>Chart uses <code>Finance::Quote::TSP</code> for the latest prices, so you must have
that module installed (it comes with the main <code>Finance::Quote</code>).
<!-- -->
<div class="node">
<a name="Yahoo-Finance"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Thrift-Savings-Plan">Thrift Savings Plan</a>,
Up: <a rel="up" accesskey="u" href="#Data-Sources">Data Sources</a>
</div>
<h3 class="section">16.7 Yahoo Finance</h3>
<p><a name="index-Yahoo-Finance-520"></a><a name="index-New-York-Stock-Exchange-521"></a><a name="index-NYSE-522"></a><a name="index-AMEX-523"></a><a name="index-NASDAQ-524"></a>
<a href="http://finance.yahoo.com">http://finance.yahoo.com</a>
<p>Yahoo provides the following for many stock exchanges around the world
(see <a href="#Yahoo-Exchanges">Yahoo Exchanges</a>),
<ul>
<li>Quotes, real-time for indexes and delayed for stocks.
<li>Intraday graphs.
<li>Historical data and splits.
<li>Historical and upcoming dividends.
</ul>
<p>Yahoo does not allow commercial use, see the note at the bottom of the home
page, and the terms of service at
<blockquote>
<a href="http://docs.yahoo.com/info/terms/">http://docs.yahoo.com/info/terms/</a>
</blockquote>
<p>Chart uses the Yahoo stock symbol conventions. For US stocks (AMEX, Nasdaq,
NYSE) this is just the exchange symbol like ‘<samp><span class="samp">AAPL</span></samp>’ for Apple Computer.
Stocks from elsewhere are the exchange symbol and a suffix, like ‘<samp><span class="samp">BMW.DE</span></samp>’
for BMW on Xetra. See <a href="#Yahoo-Exchanges">Yahoo Exchanges</a>, below, for those supported in
Chart. Yahoo has a search at the following location (and at the
country-specific sites),
<!-- SYMBOL: AAPL -->
<!-- SYMBOL: BMW.DE -->
<blockquote>
<a href="http://finance.yahoo.com/lookup">http://finance.yahoo.com/lookup</a>
</blockquote>
<p><a name="index-Currencies-525"></a><a name="index-Metals_002c-spot-prices-526"></a>Some currency cross-rates are available, they take a form such as
‘<samp><span class="samp">AUDUSD=X</span></samp>’ for the value of one Australian dollar in US dollars. Some
spot metals prices are available in a similar form, for example
‘<samp><span class="samp">XAUUSD=X</span></samp>’ for Gold in US dollars. These may be just quotes, without
historical data available.
<!-- SYMBOL: AUDUSD=X -->
<!-- SYMBOL: XAUUSD=X -->
<p>It's not clear when new end-of-day data becomes available, sometimes it seems
to be once the exchange opens for the following day, other times it seems
further delayed. Chart will attempt to download after 10:30am the following
trading day (in the exchange's timezone).
<p>Dividends are re-downloaded weekly. They seem to be a bit patchy, with not
all dividends actually appearing in the data for some stocks. The most recent
dividend on the quotes pages is added to the database, so the latest should be
available at least.
<ul class="menu">
<li><a accesskey="1" href="#Yahoo-Configuration">Yahoo Configuration</a>
<li><a accesskey="2" href="#Yahoo-Exchanges">Yahoo Exchanges</a>
</ul>
<!-- -->
<div class="node">
<a name="Yahoo-Configuration"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Yahoo-Exchanges">Yahoo Exchanges</a>,
Previous: <a rel="previous" accesskey="p" href="#Yahoo-Finance">Yahoo Finance</a>,
Up: <a rel="up" accesskey="u" href="#Yahoo-Finance">Yahoo Finance</a>
</div>
<h4 class="subsection">16.7.1 Yahoo Configuration</h4>
<p><a name="index-Preferences_002c-Yahoo-527"></a>
Historical data and intraday graphs always come from the main
<a href="http://finance.yahoo.com">http://finance.yahoo.com</a> site but quotes can be taken from the
country-specific sites. It's not clear if this is an advantage, but you can
try it if you want.
<p>All sites give quotes for all worldwide stocks, though it's possible a few
symbols might differ on the UK and European sites. The full list of sites is
at the bottom of the Yahoo home page, but the only ones supported in Chart are
those with commas in the “download data” and dividend dates in English.
Currently this means the following (timezone names per the Olson database),
<blockquote>
<p><table summary=""><tr align="left"><th valign="top">URL </th><th valign="top">Timezone
<br></th></tr><tr align="left"><td valign="top"><a href="http://download.finance.yahoo.com">http://download.finance.yahoo.com</a> </td><td valign="top"><code>America/New_York</code>
<br></td></tr><tr align="left"><td valign="top"><a href="http://au.finance.yahoo.com">http://au.finance.yahoo.com</a> </td><td valign="top"><code>America/New_York</code>
<br></td></tr><tr align="left"><td valign="top"><a href="http://ca.finance.yahoo.com">http://ca.finance.yahoo.com</a> </td><td valign="top"><code>America/Vancouver</code>
<br></td></tr><tr align="left"><td valign="top"><a href="http://in.finance.yahoo.com">http://in.finance.yahoo.com</a> </td><td valign="top"><code>America/New_York</code>
<br></td></tr><tr align="left"><td valign="top"><a href="http://sg.finance.yahoo.com">http://sg.finance.yahoo.com</a> </td><td valign="top"><code>America/New_York</code>
<br></td></tr><tr align="left"><td valign="top"><a href="http://uk.finance.yahoo.com">http://uk.finance.yahoo.com</a> </td><td valign="top"><code>Europe/London</code>
<br></td></tr></table>
</blockquote>
<p>Under Edit/Preferences in Chart you can set your nearest site and its
timezone. The timezone is as you might set the <samp><span class="env">TZ</span></samp> environment variable
(see <a href="http://www.gnu.org/software/libc/manual/html_node/TZ-Variable.html">TZ Variable</a>). If you have
trouble finding a zone setting your system understands then at worst you
should be able to set for example ‘<samp><span class="samp">BST-1</span></samp>’ for British Summer Time, 1 hour
ahead of GMT (negatives are ahead), and remember to change it when daylight
savings ends.
<p>As shown in the table, the timezone is not necessarily the site's zone, which
is a bit bizarre. If the timezone is wrong then the quote times in the
watchlist etc will be wrong, and even possibly the date of the latest drawn in
the charts.
<!-- -->
<div class="node">
<a name="Yahoo-Exchanges"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Yahoo-Configuration">Yahoo Configuration</a>,
Up: <a rel="up" accesskey="u" href="#Yahoo-Finance">Yahoo Finance</a>
</div>
<h4 class="subsection">16.7.2 Yahoo Exchanges</h4>
<p>See also <a href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a>, which uses Yahoo and is described
in its own section.
<!-- See also @ref{Australian Stock Exchange}, and @ref{New Zealand Stock -->
<!-- Exchange}, which use Yahoo, and are described in their own sections. -->
<blockquote>
<p><table summary=""><tr align="left"><th valign="top">Suffix </th><th valign="top">Country </th><th valign="top">Exchange
<p><br></th></tr><tr align="left"><td valign="top">none </td><td valign="top">USA
<a name="index-American-Stock-Exchange-528"></a><a name="index-AMEX-529"></a></td><td valign="top">American Stock Exchange (AMEX) <br> <a href="http://www.amex.com">http://www.amex.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">none </td><td valign="top">
<a name="index-New-York-Stock-Exchange-530"></a><a name="index-NYSE-531"></a></td><td valign="top">New York Stock Exchange (NYSE) <br> <a href="http://www.nyse.com">http://www.nyse.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">none </td><td valign="top">
<a name="index-NASDAQ-532"></a></td><td valign="top">NASDAQ <br> <a href="http://www.nasdaq.com">http://www.nasdaq.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top"><a name="index-g_t_0040code_007b_002eOB_007d-533"></a>‘<samp><span class="samp">.OB</span></samp>’
</td><td valign="top">
<a name="index-Over-the-Counter-534"></a><a name="index-OTC-535"></a></td><td valign="top">Over the Counter (OTC) <br> <a href="http://www.otcbb.com">http://www.otcbb.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.PK</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002ePK_007d-536"></a><a name="index-Pink-Sheets-537"></a></td><td valign="top">Pink Sheets <br> <a href="http://www.pinksheets.com">http://www.pinksheets.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BA</span></samp>’ </td><td valign="top">Argentina
<a name="index-g_t_0040code_007b_002eBA_007d-538"></a><a name="index-Buenos-Aires-Stock-Exchange-539"></a><a name="index-BCBA-540"></a><a name="index-Argentina-541"></a></td><td valign="top">Buenos Aires Stock Exchange (BCBA) <br> <a href="http://www.bcba.sba.com.ar">http://www.bcba.sba.com.ar</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.AX</span></samp>’ </td><td valign="top">Australia
<a name="index-g_t_0040code_007b_002eAX_007d-542"></a><a name="index-Australian-Stock-Exchange-543"></a><a name="index-Australia-544"></a></td><td valign="top">Australian Stock Exchange <br> <a href="http://www.asx.com.au">http://www.asx.com.au</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.VI</span></samp>’ </td><td valign="top">Austria
<a name="index-g_t_0040code_007b_002eVI_007d-545"></a><a name="index-Wiener-Borse-546"></a><a name="index-Austria-547"></a></td><td valign="top">Wiener Borse <br> <a href="http://en.wienerborse.at">http://en.wienerborse.at</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.SA</span></samp>’ </td><td valign="top">Brazil
<a name="index-g_t_0040code_007b_002eSA_007d-548"></a><a name="index-Sao-Paolo-Stock-Exchange-549"></a><a name="index-Brazil-550"></a></td><td valign="top">Sao Paolo Stock Exchange <br> <a href="http://www.bovespa.com.br">http://www.bovespa.com.br</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.TO</span></samp>’ </td><td valign="top">Canada
<a name="index-g_t_0040code_007b_002eTA_007d-551"></a><a name="index-Toronto-Stock-Exchange-552"></a><a name="index-TSX-553"></a><a name="index-Canada-554"></a></td><td valign="top">Toronto Stock Exchange <br> <a href="http://www.tsx.com">http://www.tsx.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.V</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eV_007d-555"></a><a name="index-Toronto-Venture-556"></a><a name="index-TSX-Venture-557"></a><a name="index-Canada-558"></a></td><td valign="top">Toronto Stock Exchange Venture division <br> <a href="http://www.tsx.com">http://www.tsx.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.CO</span></samp>’ </td><td valign="top">Denmark
<a name="index-g_t_0040code_007b_002eCO_007d-559"></a><a name="index-Copenhagen-Stock-Exchange-560"></a><a name="index-Denmark-561"></a></td><td valign="top">Copenhagen Stock Exchange <br> <a href="http://www.cse.dk">http://www.cse.dk</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.PA</span></samp>’ </td><td valign="top">France
<a name="index-g_t_0040code_007b_002ePA_007d-562"></a><a name="index-Paris-Stock-Exchange-563"></a><a name="index-France-564"></a></td><td valign="top">Paris Stock Exchange (now part of Euronext)
<br> <a href="http://www.euronext.com">http://www.euronext.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BE</span></samp>’ </td><td valign="top">Germany
<a name="index-g_t_0040code_007b_002eBE_007d-565"></a><a name="index-Berlin-Stock-Exchange-566"></a><a name="index-Germany-567"></a></td><td valign="top">Berlin <br> <a href="http://www.berlinerboerse.de">http://www.berlinerboerse.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BM</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eBM_007d-568"></a><a name="index-Bremen-Stock-Exchange-569"></a><a name="index-Germany-570"></a></td><td valign="top">Bremen <br> <a href="http://www.berlinerboerse.de">http://www.berlinerboerse.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.D</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eD_007d-571"></a><a name="index-Duesseldorf-Stock-Exchange-572"></a><a name="index-Germany-573"></a></td><td valign="top">Duesseldorf <br> <a href="http://www.boerse-duesseldorf.de">http://www.boerse-duesseldorf.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.F</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eF_007d-574"></a><a name="index-Frankfurt-Stock-Exchange-575"></a><a name="index-Germany-576"></a></td><td valign="top">Frankfurt
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.H</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eH_007d-577"></a><a name="index-Hamburg-Stock-Exchange-578"></a><a name="index-Germany-579"></a></td><td valign="top">Hamburger Boerse <br> <a href="http://www.hamburger-boerse.de">http://www.hamburger-boerse.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.HA</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eHA_007d-580"></a><a name="index-Hanover-Stock-Exchange-581"></a><a name="index-Germany-582"></a></td><td valign="top">Hanover
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MU</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eMU_007d-583"></a><a name="index-Boerse-Muenchen-584"></a><a name="index-Munich-Stock-Exchange-585"></a><a name="index-Germany-586"></a></td><td valign="top">Boerse Muenchen
<br> <a href="http://www.boerse-muenchen.de">http://www.boerse-muenchen.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.SG</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eSG_007d-587"></a><a name="index-Boerse-Stuttgart-588"></a><a name="index-Stuttgart-Stock-Exchange-589"></a><a name="index-Germany-590"></a></td><td valign="top">Stuttgart <br> <a href="http://www.boerse-stuttgart.de">http://www.boerse-stuttgart.de</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.DE</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eDE_007d-591"></a><a name="index-XETRA-592"></a><a name="index-Germany-593"></a></td><td valign="top">XETRA
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.HK</span></samp>’ </td><td valign="top">Hong Kong
<a name="index-g_t_0040code_007b_002eHK_007d-594"></a><a name="index-Hong-Kong-Stock-Exchange-595"></a><a name="index-HKEX-596"></a></td><td valign="top">Hong Kong Stock Exchange <br> <a href="http://www.hkex.com.hk">http://www.hkex.com.hk</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BO</span></samp>’ </td><td valign="top">India
<a name="index-g_t_0040code_007b_002eBO_007d-597"></a><a name="index-Bombay-Stock-Exchange-598"></a><a name="index-BSE-599"></a><a name="index-India-600"></a></td><td valign="top">Bombay Stock Exchange (BSE) <br> <a href="http://www.bseindia.com">http://www.bseindia.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.CL</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eCL_007d-601"></a><a name="index-Calcutta-Stock-Exchange-602"></a><a name="index-CSE-603"></a><a name="index-India-604"></a></td><td valign="top">Calcutta Stock Exchange (CSE) <br> <a href="http://www.cse-india.com">http://www.cse-india.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.NS</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eNS_007d-605"></a><a name="index-National-Stock-Exchange-of-India-606"></a><a name="index-India_002c-National-Stock-Exchange-607"></a><a name="index-NSE-608"></a></td><td valign="top">National Stock Exchange of India (NSE) <br> <a href="http://www.nseindia.com">http://www.nseindia.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.JK</span></samp>’ </td><td valign="top">Indonesia
<a name="index-g_t_0040code_007b_002eJK_007d-609"></a><a name="index-Jakarta-Stock-Exchange-610"></a><a name="index-Indonesia-611"></a></td><td valign="top">Jakarta Stock Exchange <br> <a href="http://www.idx.co.id/">http://www.idx.co.id/</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MI</span></samp>’ </td><td valign="top">Italy
<a name="index-g_t_0040code_007b_002eMI_007d-612"></a><a name="index-Italian-Stock-Exchange-613"></a><a name="index-Borsa-Italiana-614"></a></td><td valign="top">Italian Stock Exchange (Borsa Italiana) <br>
<a href="http://www.borsaitaliana.it/homepage/homepage.en.htm">http://www.borsaitaliana.it/homepage/homepage.en.htm</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.KS</span></samp>’ </td><td valign="top">Korea
<a name="index-g_t_0040code_007b_002eKS_007d-615"></a><a name="index-Korean-Stock-Exchange-616"></a><a name="index-KRX-617"></a></td><td valign="top">Korean Stock Exchange <br> <a href="http://eng.krx.co.kr">http://eng.krx.co.kr</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.KQ</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eKQ_007d-618"></a><a name="index-KOSDAQ-619"></a><a name="index-Korea-620"></a></td><td valign="top">KOSDAQ <br> <a href="http://eng.krx.co.kr/abk/abk_d_025.jsp">http://eng.krx.co.kr/abk/abk_d_025.jsp</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.KL</span></samp>’ </td><td valign="top">Malaysia
<a name="index-g_t_0040code_007b_002eKL_007d-621"></a><a name="index-Kuala-Lumpur-Stock-Exchange-622"></a><a name="index-KLSE-623"></a><a name="index-Malaysia-624"></a></td><td valign="top">Kuala Lumpur Stock Exchange (KLSE) <br> <a href="http://www.klse.com.my">http://www.klse.com.my</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MX</span></samp>’ </td><td valign="top">Mexico
<a name="index-g_t_0040code_007b_002eMX_007d-625"></a><a name="index-Bolsa-Mexicana-de-Valores-626"></a><a name="index-Mexico-Stock-Exchange-627"></a></td><td valign="top">Mexico Stock Exchange (Bolsa Mexicana de Valores)
<br> <a href="http://www.bmv.com.mx">http://www.bmv.com.mx</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.AS</span></samp>’ </td><td valign="top">Netherlands
<a name="index-g_t_0040code_007b_002eAS_007d-628"></a><a name="index-Amsterdam-Stock-Exchange-629"></a><a name="index-Netherlands-630"></a></td><td valign="top">Amsterdam Stock Exchange (now part of Euronext)
<a href="http://www.euronext.com">http://www.euronext.com</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.NZ</span></samp>’ </td><td valign="top">New Zealand
<a name="index-g_t_0040code_007b_002eNZ_007d-631"></a><a name="index-New-Zealand-Stock-Exchange-632"></a><a name="index-New-Zealand-633"></a></td><td valign="top">New Zealand Stock Exchange <br> <a href="http://www.nzx.com">http://www.nzx.com</a> <br> and see
<a href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a>
<br></td></tr><tr align="left"><td valign="top">
<br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.OL</span></samp>’ </td><td valign="top">Norway
<a name="index-g_t_0040code_007b_002eOL_007d-634"></a></td><td valign="top">Oslo Stock Exchange
<a name="index-Oslo-Stock-Exchange-635"></a><a name="index-Oslo-Bors-636"></a><a name="index-Norway-637"></a><br> <a href="http://www.oslobors.no/ob_eng/">http://www.oslobors.no/ob_eng/</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.SI</span></samp>’ </td><td valign="top">Singapore
<a name="index-g_t_0040code_007b_002eSI_007d-638"></a><a name="index-Singapore-Stock-Exchange-639"></a><a name="index-SGX-640"></a></td><td valign="top">Singapore Stock Exchange (SGX) <br> <a href="http://www.sgx.com">http://www.sgx.com</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BC</span></samp>’ </td><td valign="top">Spain
<a name="index-g_t_0040code_007b_002eBC_007d-641"></a><a name="index-Barcelona-Stock-Exchange-642"></a><a name="index-Bolsa-de-Barcelona-643"></a><a name="index-Spain-644"></a></td><td valign="top">Barcelona Stock Exchange (Bolsa de Barcelona)
<a href="http://www.borsabcn.es">http://www.borsabcn.es</a>
<!-- The english home page is -->
<!-- http://www.borsabcn.es/bolsabcn/navegacion.nsf/vweb/p_eng?OpenDocument -->
<!-- but that url is a bit too long and crazy to want to include here. -->
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.BI</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eBI_007d-645"></a><a name="index-Bilbao-Stock-Exchange-646"></a><a name="index-Bolsa-de-Bilbao-647"></a><a name="index-Spain-648"></a></td><td valign="top">Bilbao Stock Exchange (Bolsa de Bilbao) <a href="http://www.bolsabilbao.es">http://www.bolsabilbao.es</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MA</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eMA_007d-649"></a><a name="index-Madrid-Stock-Exchange-_0040uref_007bhttp_003a_002f_002fwww_002ebolsamadrid_002ees_007d-650"></a><a name="index-Spain-651"></a></td><td valign="top">Madrid
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MC</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eMC_007d-652"></a></td><td valign="top">Madrid CATS
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.MF</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eMF_007d-653"></a></td><td valign="top">Madrid fixed income
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.ST</span></samp>’
<a name="index-g_t_0040code_007b_002eST_007d-654"></a><a name="index-Stockholm-Stock-Exchange-655"></a><a name="index-Sweden-656"></a></td><td valign="top">Sweden </td><td valign="top">Stockholm
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.SW</span></samp>’ </td><td valign="top">Switzerland
<a name="index-g_t_0040code_007b_002eSW_007d-657"></a><a name="index-Swiss-Exchange-658"></a><a name="index-SWX-659"></a></td><td valign="top">Swiss Exchange (SWX) <br> <a href="http://www.swx.com">http://www.swx.com</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.VX</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eVX_007d-660"></a><a name="index-Virt_002dX-Exchange-661"></a></td><td valign="top">Virt-X (part of the SWX Group) <br> <a href="http://www.virt-x.com">http://www.virt-x.com</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.TW</span></samp>’ </td><td valign="top">Taiwan
<a name="index-g_t_0040code_007b_002eTW_007d-662"></a><a name="index-Taiwan-Stock-Exchange-663"></a><a name="index-TSE-664"></a></td><td valign="top">Taiwan Stock Exchange <br> <a href="http://www.tse.com.tw/docs/eng_home.htm">http://www.tse.com.tw/docs/eng_home.htm</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.TWO</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eTWO_007d-665"></a><a name="index-Taiwan-OTC-666"></a><a name="index-OTC_002c-Taiwan-667"></a></td><td valign="top">Taiwan OTC
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.L</span></samp>’ </td><td valign="top">UK
<a name="index-g_t_0040code_007b_002eL_007d-668"></a><a name="index-London-Stock-Exchange-669"></a><a name="index-LSE-670"></a></td><td valign="top">London Stock Exchange (LSE) <br> <a href="http://www.londonstockexchange.com">http://www.londonstockexchange.com</a>
<p><br></td></tr><tr align="left"><td valign="top"><br></td></tr><tr align="left"><td valign="top">‘<samp><span class="samp">.IL</span></samp>’ </td><td valign="top">
<a name="index-g_t_0040code_007b_002eIL_007d-671"></a><a name="index-International-Order-Book-672"></a><a name="index-IOB-673"></a></td><td valign="top">London Stock Exchange International Order Book (IOB) <br>
<a href="http://www.londonstockexchange.com/iob">http://www.londonstockexchange.com/iob</a>
<br></td></tr></table>
</blockquote>
<!-- -->
<div class="node">
<a name="Internationalization"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Emacs">Emacs</a>,
Previous: <a rel="previous" accesskey="p" href="#Data-Sources">Data Sources</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">17 Internationalization</h2>
<p><a name="index-Internationalization-674"></a><a name="index-Localization-675"></a><a name="index-Preferences_002c-locale-676"></a>
Chart is written in English, but has support for various localizations,
selected by the usual system mechanisms.
<dl>
<dt>Numbers<dd><a name="index-Decimal-point-677"></a><a name="index-Thousands-character-678"></a>Numbers are shown with the locale decimal point and thousands separator. You
can also customize these in your <samp><span class="file">init.pl</span></samp>.
<br><dt>Dates<dd><a name="index-Date-format-679"></a>Dates are shown in the locale format, or the normal C language default is
‘<samp><span class="samp">mm/dd/yy</span></samp>’. You can also customize this in your <samp><span class="file">init.pl</span></samp> to set a
personal preference, like the month as a name instead of a number.
<br><dt>Messages<dd><a name="index-Message-translations-680"></a><a name="index-Translations_002c-messages-681"></a>Message strings are translated into the selected language, when a translation
is available. Gtk has a good set of translations for the standard menus and
dialogs, but for Chart specifics there's almost nothing yet.
<!-- @item -->
<!-- @cindex Gettext -->
<!-- Gettext (@CHARTpxreftop{gettext, GNU @command{gettext} utilities}). @* -->
<!-- @uref{http://www.gnu.org/software/gettext/} -->
<br><dt>Stock and commodity names<dd><a name="index-Stock-name-translations-682"></a><a name="index-Commodity-name-translations-683"></a><a name="index-Name-translations-684"></a><a name="index-Weblink-685"></a>Names are downloaded in the selected or highest preference language, when
there's a choice. Weblinks to company information or the exchange home page
likewise.
<br><dt>Annotations<dd><a name="index-Annotation-locale-686"></a><a name="index-UTF_002d8-687"></a>Annotation notes (see <a href="#Annotations">Annotations</a>) can be entered with unicode characters.
<!-- , Dividends -->
<!-- and dividends (@pxref{Dividends}) ... -->
</dl>
<!-- @ifinfo -->
<!-- @sp 1 -->
<!-- @end ifinfo -->
<h3 class="section">17.1 Locale Selection</h3>
<p><a name="index-Locale-selection-688"></a>
<a name="index-Language-689"></a><a name="index-g_t_0040env_007bLANG_007d-690"></a>On a typical Unix/POSIX-style system the locale is selected with the
<samp><span class="env">LANG</span></samp> environment variable, set to a language code and optional territory
and charset. For example US English,
<pre class="example"> LANG=en_US
export LANG
</pre>
<p>This is often set by the system administrator, but you can do it yourself in
your <samp><span class="file">~/.profile</span></samp> (see <a href="http://www.gnu.org/software/bash/manual/html_node/Bash-Startup-Files.html">Bash Startup Files</a>).
<p><a name="index-Language-codes-691"></a><a name="index-Country-codes-692"></a>Language and country codes can be found in <a href="http://www.gnu.org/software/gettext/manual/html_node/Language-Codes.html">Language Codes</a>, and <a href="http://www.gnu.org/software/gettext/manual/html_node/Country-Codes.html">Country Codes</a>. Usually there's only a few combinations
available on a system, run ‘<samp><span class="samp">locale -a</span></samp>’ to see them.
<p><a name="index-g_t_0040env_007bLANGUAGE_007d-693"></a>Additionally, on a GNU system the <samp><span class="env">LANGUAGE</span></samp> environment variable gives a
list of language preferences for message translations (see <a href="http://www.gnu.org/software/libc/manual/html_node/Using-gettextized-software.html">User influence on <code>gettext</code></a>). For example to have Italian preferred, otherwise Spanish,
otherwise English,
<pre class="example"> LANGUAGE=it_IT:es:en
export LANGUAGE
</pre>
<p>Chart looks at <samp><span class="env">LANGUAGE</span></samp> too (on all systems) for the preferred language
for stock and commodity names.
<!-- -->
<div class="node">
<a name="Emacs"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Concept-Index">Concept Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Internationalization">Internationalization</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="chapter">18 Emacs</h2>
<p><a name="index-Emacs-694"></a>
<a href="http://www.gnu.org/software/emacs/">http://www.gnu.org/software/emacs/</a>
<p><a name="index-g_t_0040file_007bchartprog_002eel_007d-695"></a><a name="index-XEmacs-696"></a><samp><span class="file">chartprog.el</span></samp> shows the Chart watchlist and gets quotes within Emacs
(see <a href="http://www.gnu.org/software/emacs/manual/html_node/emacs/index.html">The Emacs Editor</a>). It's designed for Emacs 21 and
higher, but also works with XEmacs 21 if you have the UTF-8 coding system (see
below).
<p><a name="index-Autoload-_0040file_007bchartprog_002eel_007d-697"></a><a name="index-g_t_0040file_007bchartprog_002dloaddefs_002eel_007d-698"></a><a name="index-g_t_0040file_007b_002eemacs_007d-699"></a>The best way to use <samp><span class="file">chartprog.el</span></samp> is with autoloads for the commands.
<samp><span class="file">chartprog-loaddefs.el</span></samp> is a small file which sets this up, you can add
the following to your <samp><span class="file">.emacs</span></samp> file (see <a href="http://www.gnu.org/software/emacs/manual/html_node/emacs/Init-File.html">The Init File <samp><span class="file">~/.emacs</span></samp></a>),
<pre class="lisp"> (require 'chartprog-loaddefs)
</pre>
<p><a name="index-g_t_0040code_007bload_002dpath_007d-700"></a><a name="index-g_t_0040code_007bsite_002dlisp_007d-701"></a>The build system currently doesn't install <samp><span class="file">chartprog.el</span></samp> into
<samp><span class="file">site-lisp</span></samp>, so you should copy it (and <samp><span class="file">chartprog-loaddefs.el</span></samp>) to
somewhere in your <code>load-path</code> (see <a href="http://www.gnu.org/software/emacs/manual/html_node/emacs/Lisp-Libraries.html">Libraries of Lisp Code for Emacs</a>).
<!-- If Chart isn't installed in a standard location you'll need to add its lisp -->
<!-- directory (@file{$prefix/share/emacs/site-lisp}) to your Emacs -->
<!-- @code{load-path} -->
<h3 class="section">18.1 Quotes</h3>
<p><a name="index-g_t_0040code_007bchart_002dwatchlist_007d-702"></a><kbd>M-x chart-watchlist</kbd> displays the Favourites list in a buffer. Key
<a> adds a symbol. <kbd>C-k</kbd> and <kbd>C-y</kbd> kill and yank symbols.
<g> refreshes the quotes. <L> selects a different list (like the
Alerts list). The usual <kbd>C-h m</kbd> mode help shows other key bindings.
<p>Chart communicates changes to the lists between the Emacs display and a
running Chart GUI. So if you've got both open then changes in one are
reflected in the other a moment later.
<p><a name="index-g_t_0040code_007bchart_002dquote_007d-703"></a><kbd>M-x chart-quote</kbd> displays a quote for a given symbol in the message area.
It prompts for the symbol, the default is a symbol at point. <Tab>
completion is available (see <a href="http://www.gnu.org/software/emacs/manual/html_node/emacs/Completion.html">Completion</a>) using
the database symbols, favourites list, and previously requested symbols.
<p><a name="index-g_t_0040code_007bchart_002dquote_002dat_002dpoint_007d-704"></a><kbd>M-x chart-quote-at-point</kbd> displays a quote for the symbol at point,
without prompting.
<p>The language, date formats, etc, follow the Chart locale selection described
in <a href="#Internationalization">Internationalization</a>. Emacs <kbd>M-x set-language-environment</kbd> and
other Emacs setups don't influence the display.
<h3 class="section">18.2 UTF-8</h3>
<p><a name="index-Asian-characters-in-Emacs-705"></a><a name="index-XEmacs-UTF_002d8-706"></a>
UTF-8 is used in Emacs, the same as in the Gtk GUI display. This is easiest
to implement, and should mean whatever is seen in the GUI can be seen in
Emacs.
<a name="index-MULE_002dUCS-707"></a>
<dl><dt>Emacs 21<dd>If you use an Asian locale then you probably know Emacs 21 has limited support
for Asian parts of UTF-8. The typical symptom is ‘<samp><span class="samp">\207</span></samp>’, ‘<samp><span class="samp">\221</span></samp>’ etc
in the display. Install the MULE-UCS package to add to the builtin
characters: <a href="http://www.m17n.org">http://www.m17n.org</a>
<br><dt>XEmacs 21<dd>If you use XEmacs 21 you probably know it has no UTF-8 builtin. To run
<code>chartprog.el</code> you must get one of the add-ons providing that, MULE-UCS
is recommended (<a href="http://www.m17n.org">http://www.m17n.org</a>).
</dl>
<h3 class="section">18.3 Lisp</h3>
<p><a name="index-Lisp-708"></a>
<div class="defun">
— Function: <b>chart-latest</b><var> symbol &optional field<a name="index-chart_002dlatest-709"></a></var><br>
<blockquote><p>Return the latest price for <var>symbol</var> (a string) from Chart. If there's no
information available (an unknown stock, not online, nothing cached, or
whatever) the return is <code>nil</code>.
<pre class="example"> (chart-latest "F") ⇒ 19.55
</pre>
<!-- SYMBOL: F -->
<p><var>field</var> is a lisp symbol for what data to return. The default is
<code>last</code> which is the last price. The possibilities are:
<pre class="example"> name bid offer
open high low last change
volume note
</pre>
<p>Which fields actually have data depends on the data source. <code>name</code> is
the stock or commodity name as a string (or <code>nil</code> if not available).
<code>note</code> is a string with extra notes, such as ex-dividend or limit up, or
<code>nil</code> if nothing.
<pre class="example"> (chart-latest "F" 'volume) ⇒ 10492900
</pre>
<!-- SYMBOL: F -->
</blockquote></div>
<!-- The @var{scale} argument is a power of 10 to apply to prices. For example if -->
<!-- @var{scale} is 2 then a price 2.75 is returned as 275. This can be useful for -->
<!-- instance if you want to work in cents but quotes are in dollars. The default -->
<!-- is 0, for no scaling, giving the usual units of the source. -->
<!-- @var{field} @code{decimals} is how many decimal places Chart is using for -->
<!-- prices internally. Internally prices are kept as an integer with a count of -->
<!-- decimals. Using this value for @var{scale} will ensure an integer return. -->
<!-- @example -->
<!-- (chart-latest "BHP.AX" 'name) @result{} "BHP BILLITON LIMITED" -->
<!-- @end example -->
<!-- @c SYMBOL: BHP.AX -->
<!-- No tp type index generated, this @deftp just gets the formatting style, -->
<!-- and we stick thing-at-point in the concept index. -->
<div class="defun">
— Form: <b>thing-at-point</b><var> 'chart-symbol<a name="index-thing_002dat_002dpoint-710"></a></var><br>
<blockquote><p><a name="index-g_t_0040code_007bthing_002dat_002dpoint_007d-711"></a>A call <code>(thing-at-point 'chart-symbol)</code> gives the Chart symbol at point
(see <a href="http://www.gnu.org/software/emacs/manual/html_node/elisp/Buffer-Contents.html"><code>thing-at-point</code></a>). Note that you must <code>(require
'chartprog)</code> before using this, it's not autoloaded.
</p></blockquote></div>
<h3 class="section">18.4 Simple Emacs Spreadsheet</h3>
<p><a name="index-Simple-Emacs-Spreadsheet-712"></a><a name="index-SES-spreadsheet-713"></a>
<a name="index-g_t_0040file_007bexample_002eses_007d-714"></a><code>chart-latest</code> above can be used in SES (see <a href="ses.html#Top">Simple Emacs Spreadsheet</a>) to get prices for a portfolio etc. See <samp><span class="file">emacs/example.ses</span></samp>
in the Chart sources for a sample spreadsheet showing this.
<p><a name="index-g_t_0040code_007bchart_002dses_002drefresh_007d-715"></a><kbd>M-x chart-ses-refresh</kbd> downloads new prices for any <code>chart-latest</code>
usage in a SES spreadsheet, and recalculates with those (see <a href="ses.html#Formulas"><code>ses-recalculate-all</code></a>). The required symbols are found by tracing the calls to
<code>chart-latest</code>, so those calls can be in any sort of complicated formula
or conditional.
<!-- @item -->
<!-- @cindex @command{gnuserv} -->
<!-- gnuserv, client/server program for Emacs (see @command{man gnuserv}). @* -->
<!-- @uref{http://meltin.net/hacks/emacs/} -->
<!-- -->
<div class="node">
<a name="Concept-Index"></a>
<p><hr>
Next: <a rel="next" accesskey="n" href="#Function-Index">Function Index</a>,
Previous: <a rel="previous" accesskey="p" href="#Emacs">Emacs</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="unnumbered">Concept Index</h2>
<ul class="index-cp" compact>
<li><a href="#index-g_t_0025D-stochastic-412">%D stochastic</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-g_t_0025F-340">%F</a>: <a href="#Forecast-Oscillator">Forecast Oscillator</a></li>
<li><a href="#index-g_t_0025F-335">%F</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-g_t_0025K-stochastic-411">%K stochastic</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-g_t_0025R-454">%R</a>: <a href="#Williams-_0025R">Williams %R</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dalerts_007d-53"><samp><span class="option">--alerts</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dall_007d-52"><samp><span class="option">--all</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002ddisplay_007d-45"><samp><span class="option">--display</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002ddownload_007d-56"><samp><span class="option">--download</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dfavourites_007d-54"><samp><span class="option">--favourites</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dhelp_007d-60"><samp><span class="option">--help</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dticker_007d-49"><samp><span class="option">--ticker</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dversion_007d-58"><samp><span class="option">--version</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040option_007b_002d_002dwatchlist_007d-47"><samp><span class="option">--watchlist</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040code_007b_002eAS_007d-628"><code>.AS</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eAX_007d-542"><code>.AX</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBA_007d-538"><code>.BA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBC_007d-641"><code>.BC</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBE_007d-565"><code>.BE</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBI_007d-645"><code>.BI</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBM_007d-568"><code>.BM</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eBO_007d-597"><code>.BO</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eCL_007d-601"><code>.CL</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eCMX_007d-496"><code>.CMX</code></a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-g_t_0040code_007b_002eCO_007d-559"><code>.CO</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eD_007d-571"><code>.D</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eDE_007d-591"><code>.DE</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040file_007b_002eemacs_007d-699"><samp><span class="file">.emacs</span></samp></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007b_002eF_007d-574"><code>.F</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eFQ_007d-502"><code>.FQ</code></a>: <a href="#Finance-Quote">Finance Quote</a></li>
<li><a href="#index-g_t_0040code_007b_002eH_007d-577"><code>.H</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eHA_007d-580"><code>.HA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eHK_007d-594"><code>.HK</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eIL_007d-671"><code>.IL</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eJK_007d-609"><code>.JK</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eKL_007d-621"><code>.KL</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eKQ_007d-618"><code>.KQ</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eKS_007d-615"><code>.KS</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eL_007d-668"><code>.L</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMA_007d-649"><code>.MA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMC_007d-652"><code>.MC</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMF_007d-653"><code>.MF</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMI_007d-612"><code>.MI</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMLC_007d-505"><code>.MLC</code></a>: <a href="#MLC-Funds">MLC Funds</a></li>
<li><a href="#index-g_t_0040code_007b_002eMU_007d-583"><code>.MU</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eMX_007d-625"><code>.MX</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eNS_007d-605"><code>.NS</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eNYM_007d-499"><code>.NYM</code></a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-g_t_0040code_007b_002eNZ_007d-631"><code>.NZ</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eNZ_007d-508"><code>.NZ</code></a>: <a href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a></li>
<li><a href="#index-g_t_0040code_007b_002eOB_007d-533"><code>.OB</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eOL_007d-634"><code>.OL</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002ePA_007d-562"><code>.PA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002ePK_007d-536"><code>.PK</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eSA_007d-548"><code>.SA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eSG_007d-587"><code>.SG</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eSI_007d-638"><code>.SI</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eST_007d-654"><code>.ST</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eSW_007d-657"><code>.SW</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eTA_007d-551"><code>.TA</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eTSP_007d-517"><code>.TSP</code></a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-g_t_0040code_007b_002eTW_007d-662"><code>.TW</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eTWO_007d-665"><code>.TWO</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eV_007d-555"><code>.V</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eVI_007d-545"><code>.VI</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007b_002eVX_007d-660"><code>.VX</code></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040key_007b_0021_007d-69"><!></a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-g_t_0040key_007bA_007d-143"><A></a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040key_007bAlt_002dR_007d-483"><Alt-R></a>: <a href="#Intraday">Intraday</a></li>
<li><a href="#index-g_t_0040key_007bButton_002d1_007d-96"><Button-1></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bButton_002d2_007d-136"><Button-2></a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040key_007bButton_002d3_007d-125"><Button-3></a>: <a href="#Cross">Cross</a></li>
<li><a href="#index-g_t_0040key_007bC_007d-124"><C></a>: <a href="#Cross">Cross</a></li>
<li><a href="#index-g_t_0040key_007bControl_002d_0021_007d-70"><Control-!></a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dC_007d-95"><Ctrl-C></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dD_007d-88"><Ctrl-D></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dI_007d-482"><Ctrl-I></a>: <a href="#Intraday">Intraday</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dM_007d-90"><Ctrl-M></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dU_007d-488"><Ctrl-U></a>: <a href="#Download">Download</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dU_007d-73"><Ctrl-U></a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-g_t_0040key_007bCtrl_002dW_007d-89"><Ctrl-W></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bD_007d-139"><D></a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040key_007bEscape_007d-138"><Escape></a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040key_007bH_007d-137"><H></a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040key_007bN_007d-80"><N></a>: <a href="#Open">Open</a></li>
<li><a href="#index-g_t_0040key_007bP_007d-81"><P></a>: <a href="#Open">Open</a></li>
<li><a href="#index-g_t_0040key_007bPage_002dDown_007d-94"><Page-Down></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bPage_002dUp_007d-93"><Page-Up></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bShift_002dButton_002d3_007d-120"><Shift-Button-3></a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-g_t_0040key_007bShift_002dW_007d-101"><Shift-W></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bShift_002dZ_007d-99"><Shift-Z></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bW_007d-100"><W></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-g_t_0040key_007bZ_007d-98"><Z></a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Accumulation_002fdistribution-276">Accumulation/distribution</a>: <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a></li>
<li><a href="#index-Accumulation_002fdistribution_002c-Williams-457">Accumulation/distribution, Williams</a>: <a href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a></li>
<li><a href="#index-Accumulative-swing-index-279">Accumulative swing index</a>: <a href="#Accumulative-Swing-Index">Accumulative Swing Index</a></li>
<li><a href="#index-Adaptive-laguerre-filter-202">Adaptive laguerre filter</a>: <a href="#Laguerre-Filter">Laguerre Filter</a></li>
<li><a href="#index-Add_002don-indicators-477">Add-on indicators</a>: <a href="#Other-Indicator-Packages">Other Indicator Packages</a></li>
<li><a href="#index-ADX-321">ADX</a>: <a href="#Directional-Movement-Index">Directional Movement Index</a></li>
<li><a href="#index-Alert-levels-140">Alert levels</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Alert-list-141">Alert list</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Alerts-list-71">Alerts list</a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-All-list-74">All list</a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-American-Stock-Exchange-528">American Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-AMEX-529">AMEX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-AMEX-523">AMEX</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-Amsterdam-Stock-Exchange-629">Amsterdam Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Annotation-locale-686">Annotation locale</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Annotations-128">Annotations</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Appel_002c-Gerard-357">Appel, Gerard</a>: <a href="#MACD">MACD</a></li>
<li><a href="#index-Argentina-541">Argentina</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Arms_002c-Richard-324">Arms, Richard</a>: <a href="#Ease-of-Movement">Ease of Movement</a></li>
<li><a href="#index-Aroon-283">Aroon</a>: <a href="#Aroon">Aroon</a></li>
<li><a href="#index-ASI-280">ASI</a>: <a href="#Accumulative-Swing-Index">Accumulative Swing Index</a></li>
<li><a href="#index-Asian-characters-in-Emacs-705">Asian characters in Emacs</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-ATR-286">ATR</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-Australia-544">Australia</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Australian-dollar-511">Australian dollar</a>: <a href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a></li>
<li><a href="#index-Australian-Stock-Exchange-543">Australian Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Austria-547">Austria</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Autoload-_0040file_007bchartprog_002eel_007d-697">Autoload <samp><span class="file">chartprog.el</span></samp></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Automation_002c-download-490">Automation, download</a>: <a href="#Download">Download</a></li>
<li><a href="#index-Average-264">Average</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Average-242">Average</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Average-119">Average</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Average-directional-index-320">Average directional index</a>: <a href="#Directional-Movement-Index">Directional Movement Index</a></li>
<li><a href="#index-Average-true-range-285">Average true range</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-Average_002c-double-exponential-363">Average, double exponential</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Average_002c-double-exponential-161">Average, double exponential</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Average_002c-endpoint-172">Average, endpoint</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Average_002c-exponential-151">Average, exponential</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Average_002c-fractal-adaptive-184">Average, fractal adaptive</a>: <a href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a></li>
<li><a href="#index-Average_002c-Guppy-multiple-189">Average, Guppy multiple</a>: <a href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a></li>
<li><a href="#index-Average_002c-Kaufman-adaptive-196">Average, Kaufman adaptive</a>: <a href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a></li>
<li><a href="#index-Average_002c-least-squares-173">Average, least squares</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Average_002c-modified-179">Average, modified</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Average_002c-regularized-exponential-210">Average, regularized exponential</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Average_002c-simple-147">Average, simple</a>: <a href="#Simple-Moving-Average">Simple Moving Average</a></li>
<li><a href="#index-Average_002c-sine-weighted-218">Average, sine weighted</a>: <a href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a></li>
<li><a href="#index-Average_002c-triangular-223">Average, triangular</a>: <a href="#Triangular-Moving-Average">Triangular Moving Average</a></li>
<li><a href="#index-Average_002c-triple-exponential-432">Average, triple exponential</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-Average_002c-triple-exponential-165">Average, triple exponential</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Average_002c-variable-index-dynamic-227">Average, variable index dynamic</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-Average_002c-volume-weighted-233">Average, volume weighted</a>: <a href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a></li>
<li><a href="#index-Average_002c-weighted-158">Average, weighted</a>: <a href="#Weighted-Moving-Average">Weighted Moving Average</a></li>
<li><a href="#index-Average_002c-zero_002dlag-exponential-236">Average, zero-lag exponential</a>: <a href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a></li>
<li><a href="#index-Averages-275">Averages</a>: <a href="#Indicators">Indicators</a></li>
<li><a href="#index-Averages-144">Averages</a>: <a href="#Averages">Averages</a></li>
<li><a href="#index-Barcelona-Stock-Exchange-642">Barcelona Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007bbarchart_002ecom_007d-493"><code>barchart.com</code></a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-Bash-62">Bash</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040code_007bbash_005fcompletion_007d-66"><code>bash_completion</code></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-BCBA-540">BCBA</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bear-power-327">Bear power</a>: <a href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a></li>
<li><a href="#index-Berlin-Stock-Exchange-566">Berlin Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bilbao-Stock-Exchange-646">Bilbao Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Blau_002c-William-427">Blau, William</a>: <a href="#True-Strength-Index">True Strength Index</a></li>
<li><a href="#index-Boerse-Muenchen-584">Boerse Muenchen</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Boerse-Stuttgart-588">Boerse Stuttgart</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bollinger-bands-241">Bollinger bands</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Bollinger_002c-John-247">Bollinger, John</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Bolsa-de-Barcelona-643">Bolsa de Barcelona</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bolsa-de-Bilbao-647">Bolsa de Bilbao</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bolsa-Mexicana-de-Valores-626">Bolsa Mexicana de Valores</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bombay-Stock-Exchange-598">Bombay Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Borsa-Italiana-614">Borsa Italiana</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Boxes-240">Boxes</a>: <a href="#Channels-and-Boxes">Channels and Boxes</a></li>
<li><a href="#index-Boxes_002c-Darvas-249">Boxes, Darvas</a>: <a href="#Darvas-Boxes">Darvas Boxes</a></li>
<li><a href="#index-Brazil-550">Brazil</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bremen-Stock-Exchange-569">Bremen Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-BSE-599">BSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Buenos-Aires-Stock-Exchange-539">Buenos Aires Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Bull-power-326">Bull power</a>: <a href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a></li>
<li><a href="#index-Calcutta-Stock-Exchange-602">Calcutta Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Canada-554">Canada</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Candles-108">Candles</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-CCI-307">CCI</a>: <a href="#Commodity-Channel-Index">Commodity Channel Index</a></li>
<li><a href="#index-Centre-92">Centre</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Centre-of-gravity-oscillator-291">Centre of gravity oscillator</a>: <a href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a></li>
<li><a href="#index-CG-292">CG</a>: <a href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a></li>
<li><a href="#index-Chaikin-A_002fD-oscillator-300">Chaikin A/D oscillator</a>: <a href="#Chaikin-Oscillator">Chaikin Oscillator</a></li>
<li><a href="#index-Chaikin-money-flow-295">Chaikin money flow</a>: <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a></li>
<li><a href="#index-Chaikin-oscillator-299">Chaikin oscillator</a>: <a href="#Chaikin-Oscillator">Chaikin Oscillator</a></li>
<li><a href="#index-Chaikin_002c-Marc-302">Chaikin, Marc</a>: <a href="#Chaikin-Oscillator">Chaikin Oscillator</a></li>
<li><a href="#index-Chaikin_002c-Marc-298">Chaikin, Marc</a>: <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a></li>
<li><a href="#index-Chaikin_002c-Marc-278">Chaikin, Marc</a>: <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a></li>
<li><a href="#index-Chande-Momentum-Oscillator-303">Chande Momentum Oscillator</a>: <a href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a></li>
<li><a href="#index-Chande_002c-Tushar-423">Chande, Tushar</a>: <a href="#Trendscore">Trendscore</a></li>
<li><a href="#index-Chande_002c-Tushar-390">Chande, Tushar</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Chande_002c-Tushar-349">Chande, Tushar</a>: <a href="#Intraday-Momentum-Index">Intraday Momentum Index</a></li>
<li><a href="#index-Chande_002c-Tushar-341">Chande, Tushar</a>: <a href="#Forecast-Oscillator">Forecast Oscillator</a></li>
<li><a href="#index-Chande_002c-Tushar-305">Chande, Tushar</a>: <a href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a></li>
<li><a href="#index-Chande_002c-Tushar-284">Chande, Tushar</a>: <a href="#Aroon">Aroon</a></li>
<li><a href="#index-Chande_002c-Tushar-229">Chande, Tushar</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-Channel_002c-commodity-index-309">Channel, commodity index</a>: <a href="#Commodity-Channel-Index">Commodity Channel Index</a></li>
<li><a href="#index-Channel_002c-Donchian-252">Channel, Donchian</a>: <a href="#Donchian-Channel">Donchian Channel</a></li>
<li><a href="#index-Channel_002c-Keltner-260">Channel, Keltner</a>: <a href="#Keltner-Channel">Keltner Channel</a></li>
<li><a href="#index-Channels-239">Channels</a>: <a href="#Channels-and-Boxes">Channels and Boxes</a></li>
<li><a href="#index-g_t_0040command_007bchart_007d-44"><samp><span class="command">chart</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040file_007bchart_002ebash_007d-65"><samp><span class="file">chart.bash</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-g_t_0040file_007bchartprog_002dloaddefs_002eel_007d-698"><samp><span class="file">chartprog-loaddefs.el</span></samp></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040file_007bchartprog_002eel_007d-695"><samp><span class="file">chartprog.el</span></samp></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-CMO-304">CMO</a>: <a href="#Chande-Momentum-Oscillator">Chande Momentum Oscillator</a></li>
<li><a href="#index-Coefficient-of-determination-394">Coefficient of determination</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Coefficient_002c-correlation-393">Coefficient, correlation</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Coefficient_002c-regression-467">Coefficient, regression</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-COG-293">COG</a>: <a href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a></li>
<li><a href="#index-COMEX-495">COMEX</a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-Command-line-42">Command line</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Commodity-channel-index-306">Commodity channel index</a>: <a href="#Commodity-Channel-Index">Commodity Channel Index</a></li>
<li><a href="#index-Commodity-Exchange-494">Commodity Exchange</a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-Commodity-name-translations-683">Commodity name translations</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Common-calculations-462">Common calculations</a>: <a href="#Common-Calculations">Common Calculations</a></li>
<li><a href="#index-Completion_002c-command-line-64">Completion, command line</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Conditions-for-copying-4">Conditions for copying</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Copenhagen-Stock-Exchange-560">Copenhagen Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Coppock-curve-311">Coppock curve</a>: <a href="#Coppock-Curve">Coppock Curve</a></li>
<li><a href="#index-Coppock_002c-Edwin-313">Coppock, Edwin</a>: <a href="#Coppock-Curve">Coppock Curve</a></li>
<li><a href="#index-g_t_0040file_007bCOPYING_007d-9"><samp><span class="file">COPYING</span></samp></a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Copying-3">Copying</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Copying_002c-data-15">Copying, data</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Correlation-coefficient-392">Correlation coefficient</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Country-codes-692">Country codes</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-g_t_0040command_007bcron_007d-489"><samp><span class="command">cron</span></samp></a>: <a href="#Download">Download</a></li>
<li><a href="#index-g_t_0040command_007bcron_007d-57"><samp><span class="command">cron</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Cross-123">Cross</a>: <a href="#Cross">Cross</a></li>
<li><a href="#index-CSE-603">CSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Currencies-525">Currencies</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-Curve_002c-Coppock-312">Curve, Coppock</a>: <a href="#Coppock-Curve">Coppock Curve</a></li>
<li><a href="#index-Darryl-Guppy-191">Darryl Guppy</a>: <a href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a></li>
<li><a href="#index-Darvas-boxes-248">Darvas boxes</a>: <a href="#Darvas-Boxes">Darvas Boxes</a></li>
<li><a href="#index-Darvas_002c-Nicholas-250">Darvas, Nicholas</a>: <a href="#Darvas-Boxes">Darvas Boxes</a></li>
<li><a href="#index-Data-copying-16">Data copying</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Data-sources-491">Data sources</a>: <a href="#Data-Sources">Data Sources</a></li>
<li><a href="#index-Date-format-679">Date format</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Decimal-point-677">Decimal point</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-DEMA-163">DEMA</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-DeMark_002c-Tom-418">DeMark, Tom</a>: <a href="#TD-Range-Expansion-Index">TD Range Expansion Index</a></li>
<li><a href="#index-Denmark-561">Denmark</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Detrended-price-oscillator-314">Detrended price oscillator</a>: <a href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a></li>
<li><a href="#index-Deviation-267">Deviation</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Deviation-245">Deviation</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Dialog_002c-annotations-131">Dialog, annotations</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Dialog_002c-download-485">Dialog, download</a>: <a href="#Download">Download</a></li>
<li><a href="#index-Dialog_002c-open-77">Dialog, open</a>: <a href="#Open">Open</a></li>
<li><a href="#index-Dialog_002c-view-style-105">Dialog, view style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Directional-movement-index-317">Directional movement index</a>: <a href="#Directional-Movement-Index">Directional Movement Index</a></li>
<li><a href="#index-Display-75">Display</a>: <a href="#Display">Display</a></li>
<li><a href="#index-g_t_0040env_007bDISPLAY_007d-46"><samp><span class="env">DISPLAY</span></samp></a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Distribution-10">Distribution</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Dividends-121">Dividends</a>: <a href="#Dividends">Dividends</a></li>
<li><a href="#index-Dividends_002c-adjustment-114">Dividends, adjustment</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-DMI-318">DMI</a>: <a href="#Directional-Movement-Index">Directional Movement Index</a></li>
<li><a href="#index-DocBook-manual-34">DocBook manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Documentation-25">Documentation</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Donchian-channel-251">Donchian channel</a>: <a href="#Donchian-Channel">Donchian Channel</a></li>
<li><a href="#index-Donchian_002c-Richard-253">Donchian, Richard</a>: <a href="#Donchian-Channel">Donchian Channel</a></li>
<li><a href="#index-Dorsey_002c-Donald-404">Dorsey, Donald</a>: <a href="#Relative-Volatility-Index">Relative Volatility Index</a></li>
<li><a href="#index-Dorsey_002c-Donald-360">Dorsey, Donald</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Double-exponential-moving-average-362">Double exponential moving average</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Double-exponential-moving-average-160">Double exponential moving average</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Download-484">Download</a>: <a href="#Download">Download</a></li>
<li><a href="#index-Download_002c-non_002dgraphical-55">Download, non-graphical</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-DPO-315">DPO</a>: <a href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a></li>
<li><a href="#index-Duesseldorf-Stock-Exchange-572">Duesseldorf Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-DVI-manual-33">DVI manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Ease-of-movement-322">Ease of movement</a>: <a href="#Ease-of-Movement">Ease of Movement</a></li>
<li><a href="#index-Edit-alert-levels-142">Edit alert levels</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Edit-lines-135">Edit lines</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Edit_002fAnnotations-132">Edit/Annotations</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Edit_002fViewstyle-106">Edit/Viewstyle</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-EFI-334">EFI</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-Ehlers_002c-John-330">Ehlers, John</a>: <a href="#Fisher-Transform">Fisher Transform</a></li>
<li><a href="#index-Ehlers_002c-John-294">Ehlers, John</a>: <a href="#Centre-of-Gravity-Oscillator">Centre of Gravity Oscillator</a></li>
<li><a href="#index-Ehlers_002c-John-205">Ehlers, John</a>: <a href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a></li>
<li><a href="#index-Ehlers_002c-John-201">Ehlers, John</a>: <a href="#Laguerre-Filter">Laguerre Filter</a></li>
<li><a href="#index-Ehlers_002c-John-186">Ehlers, John</a>: <a href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a></li>
<li><a href="#index-Elder-bull_002fbear-power-325">Elder bull/bear power</a>: <a href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a></li>
<li><a href="#index-Elder-force-index-331">Elder force index</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-Elder_002c-Alexander-336">Elder, Alexander</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-Elder_002c-Alexander-328">Elder, Alexander</a>: <a href="#Elder-Bull_002fBear-Power">Elder Bull/Bear Power</a></li>
<li><a href="#index-EMA-150">EMA</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-EMA-of-EMA-361">EMA of EMA</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-EMA-of-EMA-of-EMA-430">EMA of EMA of EMA</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-EMA-period-by-Wilder-153">EMA period by Wilder</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Emacs-694">Emacs</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Endpoint-moving-average-168">Endpoint moving average</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-EPMA-169">EPMA</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-g_t_0040file_007bexample_002eses_007d-714"><samp><span class="file">example.ses</span></samp></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Exponential-moving-average-149">Exponential moving average</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Exponential-moving-average_002c-regularized-212">Exponential moving average, regularized</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Fast-stochastics-413">Fast stochastics</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-Favourites-list-68">Favourites list</a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-File_002fOpen-79">File/Open</a>: <a href="#Open">Open</a></li>
<li><a href="#index-Filter_002c-Laguerre-200">Filter, Laguerre</a>: <a href="#Laguerre-Filter">Laguerre Filter</a></li>
<li><a href="#index-Filter_002c-Median_002daverage-204">Filter, Median-average</a>: <a href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a></li>
<li><a href="#index-Filter_002c-vertical-horizontal-447">Filter, vertical horizontal</a>: <a href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a></li>
<li><a href="#index-g_t_0040code_007bFinance_003a_003aQuote_007d-518"><code>Finance::Quote</code></a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-g_t_0040code_007bFinance_003a_003aQuote_007d-500"><code>Finance::Quote</code></a>: <a href="#Finance-Quote">Finance Quote</a></li>
<li><a href="#index-g_t_0040code_007bFinance_003a_003aQuote_003a_003aTSP_007d-519"><code>Finance::Quote::TSP</code></a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-Financial-advice-13">Financial advice</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Fisher-transform-329">Fisher transform</a>: <a href="#Fisher-Transform">Fisher Transform</a></li>
<li><a href="#index-Force-index-332">Force index</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-Forecast-oscillator-337">Forecast oscillator</a>: <a href="#Forecast-Oscillator">Forecast Oscillator</a></li>
<li><a href="#index-Forman_002c-John-290">Forman, John</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-Fosback_002c-Norman-377">Fosback, Norman</a>: <a href="#Negative-Volume-Index">Negative Volume Index</a></li>
<li><a href="#index-FOSC-339">FOSC</a>: <a href="#Forecast-Oscillator">Forecast Oscillator</a></li>
<li><a href="#index-FQ-501">FQ</a>: <a href="#Finance-Quote">Finance Quote</a></li>
<li><a href="#index-Fractal-adaptive-moving-average-182">Fractal adaptive moving average</a>: <a href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a></li>
<li><a href="#index-Fractal_002c-polarized-efficiency-indicator-380">Fractal, polarized efficiency indicator</a>: <a href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a></li>
<li><a href="#index-FRAMA-183">FRAMA</a>: <a href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a></li>
<li><a href="#index-France-564">France</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Frankfurt-Stock-Exchange-575">Frankfurt Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Funds_002c-MLC-504">Funds, MLC</a>: <a href="#MLC-Funds">MLC Funds</a></li>
<li><a href="#index-Funds_002c-TSP-516">Funds, TSP</a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-Futures_002c-rollover-115">Futures, rollover</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-GAPO-344">GAPO</a>: <a href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a></li>
<li><a href="#index-General-Public-License-7">General Public License</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Genius-Trader-478">Genius Trader</a>: <a href="#Other-Indicator-Packages">Other Indicator Packages</a></li>
<li><a href="#index-Germany-567">Germany</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Getting-started-2">Getting started</a>: <a href="#Introduction">Introduction</a></li>
<li><a href="#index-GMMA-188">GMMA</a>: <a href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a></li>
<li><a href="#index-g_t_0040command_007bgnome_002dhelp_007d-40"><samp><span class="command">gnome-help</span></samp></a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-GNU-Bash-63">GNU Bash</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-GNU-General-Public-License-6">GNU General Public License</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Gopalakrishnan-range-index-342">Gopalakrishnan range index</a>: <a href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a></li>
<li><a href="#index-Gopalakrishnan_002c-Jayanthi-345">Gopalakrishnan, Jayanthi</a>: <a href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a></li>
<li><a href="#index-GPL-8">GPL</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Graph-84">Graph</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Gtk-20">Gtk</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Gtk-options-51">Gtk options</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Gtk2_002dPerl-21">Gtk2-Perl</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Guppy-multiple-moving-average-187">Guppy multiple moving average</a>: <a href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a></li>
<li><a href="#index-Hamburg-Stock-Exchange-578">Hamburg Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Hanover-Stock-Exchange-581">Hanover Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Help-61">Help</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Historical-list-72">Historical list</a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-HKEX-596">HKEX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-HL_002c-line-style-110">HL, line style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-HMA-193">HMA</a>: <a href="#Hull-Moving-Average">Hull Moving Average</a></li>
<li><a href="#index-Hong-Kong-Stock-Exchange-595">Hong Kong Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Hosoda_002c-Goichi-257">Hosoda, Goichi</a>: <a href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a></li>
<li><a href="#index-HTML-manual-29">HTML manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-g_t_0040code_007bhttps_007d-22"><code>https</code></a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Hull-moving-average-192">Hull moving average</a>: <a href="#Hull-Moving-Average">Hull Moving Average</a></li>
<li><a href="#index-Hutson_002c-Jack-429">Hutson, Jack</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-Ichimoku-kinko-hyo-254">Ichimoku kinko hyo</a>: <a href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a></li>
<li><a href="#index-Ichimoku-Sanjin-255">Ichimoku Sanjin</a>: <a href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a></li>
<li><a href="#index-IMI-348">IMI</a>: <a href="#Intraday-Momentum-Index">Intraday Momentum Index</a></li>
<li><a href="#index-Index_002c-accumulation_002fdistribution-277">Index, accumulation/distribution</a>: <a href="#Accumulation_002fDistribution">Accumulation/Distribution</a></li>
<li><a href="#index-Index_002c-accumulative-swing-281">Index, accumulative swing</a>: <a href="#Accumulative-Swing-Index">Accumulative Swing Index</a></li>
<li><a href="#index-Index_002c-Chaikin-money-flow-297">Index, Chaikin money flow</a>: <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a></li>
<li><a href="#index-Index_002c-commodity-channel-308">Index, commodity channel</a>: <a href="#Commodity-Channel-Index">Commodity Channel Index</a></li>
<li><a href="#index-Index_002c-force-333">Index, force</a>: <a href="#Force-Index">Force Index</a></li>
<li><a href="#index-Index_002c-Gopalakrishnan-range-343">Index, Gopalakrishnan range</a>: <a href="#Gopalakrishnan-Range-Index">Gopalakrishnan Range Index</a></li>
<li><a href="#index-Index_002c-Intraday-momentum-347">Index, Intraday momentum</a>: <a href="#Intraday-Momentum-Index">Intraday Momentum Index</a></li>
<li><a href="#index-Index_002c-MASS-359">Index, MASS</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Index_002c-money-flow-370">Index, money flow</a>: <a href="#Money-Flow-Index">Money Flow Index</a></li>
<li><a href="#index-Index_002c-negative-volume-376">Index, negative volume</a>: <a href="#Negative-Volume-Index">Negative Volume Index</a></li>
<li><a href="#index-Index_002c-R_002dSquared-389">Index, R-Squared</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Index_002c-random-walk-407">Index, random walk</a>: <a href="#Random-Walk-Index">Random Walk Index</a></li>
<li><a href="#index-Index_002c-relative-strength-398">Index, relative strength</a>: <a href="#Relative-Strength-Index">Relative Strength Index</a></li>
<li><a href="#index-Index_002c-relative-volatility-403">Index, relative volatility</a>: <a href="#Relative-Volatility-Index">Relative Volatility Index</a></li>
<li><a href="#index-Index_002c-True-strength-425">Index, True strength</a>: <a href="#True-Strength-Index">True Strength Index</a></li>
<li><a href="#index-Index_002c-Twiggs-money-flow-436">Index, Twiggs money flow</a>: <a href="#Twiggs-Money-Flow">Twiggs Money Flow</a></li>
<li><a href="#index-Index_002c-Ulcer-439">Index, Ulcer</a>: <a href="#Ulcer-Index">Ulcer Index</a></li>
<li><a href="#index-Index_002c-Williams-accumulation_002fdistribution-458">Index, Williams accumulation/distribution</a>: <a href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a></li>
<li><a href="#index-India-600">India</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-India_002c-National-Stock-Exchange-607">India, National Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Indicator-117">Indicator</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Indicator-packages-476">Indicator packages</a>: <a href="#Other-Indicator-Packages">Other Indicator Packages</a></li>
<li><a href="#index-Indicator_002c-zig-zag-461">Indicator, zig zag</a>: <a href="#Zig-Zag-Indicator">Zig Zag Indicator</a></li>
<li><a href="#index-Indicators-273">Indicators</a>: <a href="#Indicators">Indicators</a></li>
<li><a href="#index-Indonesia-611">Indonesia</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Inertia-405">Inertia</a>: <a href="#Relative-Volatility-Index">Relative Volatility Index</a></li>
<li><a href="#index-Info-manual-30">Info manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Installing-18">Installing</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-International-Order-Book-672">International Order Book</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Internationalization-674">Internationalization</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Intraday-481">Intraday</a>: <a href="#Intraday">Intraday</a></li>
<li><a href="#index-Intraday-momentum-index-346">Intraday momentum index</a>: <a href="#Intraday-Momentum-Index">Intraday Momentum Index</a></li>
<li><a href="#index-Introduction-1">Introduction</a>: <a href="#Introduction">Introduction</a></li>
<li><a href="#index-Investment-advice-14">Investment advice</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Invocation-41">Invocation</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-IOB-673">IOB</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Italian-Stock-Exchange-613">Italian Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Jakarta-Stock-Exchange-610">Jakarta Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-KAMA-195">KAMA</a>: <a href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a></li>
<li><a href="#index-Kaufman-adaptive-moving-average-194">Kaufman adaptive moving average</a>: <a href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a></li>
<li><a href="#index-Kaufman_002c-Perry-J_002e-198">Kaufman, Perry J.</a>: <a href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a></li>
<li><a href="#index-Keltner-channel-259">Keltner channel</a>: <a href="#Keltner-Channel">Keltner Channel</a></li>
<li><a href="#index-Keltner_002c-Chester-W_002e-261">Keltner, Chester W.</a>: <a href="#Keltner-Channel">Keltner Channel</a></li>
<li><a href="#index-Kirshenbaum-bands-263">Kirshenbaum bands</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Kirshenbaum_002c-Paul-269">Kirshenbaum, Paul</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Klinger-volume-oscillator-350">Klinger volume oscillator</a>: <a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a></li>
<li><a href="#index-Klinger_002c-Stephen-J_002e-354">Klinger, Stephen J.</a>: <a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a></li>
<li><a href="#index-KLSE-623">KLSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-KO-352">KO</a>: <a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a></li>
<li><a href="#index-Korea-620">Korea</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Korean-Stock-Exchange-616">Korean Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-KOSDAQ-619">KOSDAQ</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Kroll_002c-Stanley-391">Kroll, Stanley</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Kroll_002c-Stanley-230">Kroll, Stanley</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-KRX-617">KRX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Kuala-Lumpur-Stock-Exchange-622">Kuala Lumpur Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-KVO-351">KVO</a>: <a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a></li>
<li><a href="#index-Laguerre-filter-199">Laguerre filter</a>: <a href="#Laguerre-Filter">Laguerre Filter</a></li>
<li><a href="#index-Lambert_002c-Donald-310">Lambert, Donald</a>: <a href="#Commodity-Channel-Index">Commodity Channel Index</a></li>
<li><a href="#index-Lane_002c-George-410">Lane, George</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-g_t_0040env_007bLANG_007d-690"><samp><span class="env">LANG</span></samp></a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-g_t_0040env_007bLANGUAGE_007d-693"><samp><span class="env">LANGUAGE</span></samp></a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Language-689">Language</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Language-codes-691">Language codes</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Latest-102">Latest</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Least-squares-moving-average-170">Least squares moving average</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Least-squares_002c-line-464">Least squares, line</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-License-5">License</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-License_002c-data-17">License, data</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Line-style-109">Line style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Linear-regression-463">Linear regression</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-Linear-regression-slope-indicator-465">Linear regression slope indicator</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-Lines-133">Lines</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Lisp-708">Lisp</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007bload_002dpath_007d-700"><code>load-path</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Locale-selection-688">Locale selection</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Localization-675">Localization</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-London-Stock-Exchange-669">London Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-LSE-670">LSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-LSQMA-171">LSQMA</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-MACD-355">MACD</a>: <a href="#MACD">MACD</a></li>
<li><a href="#index-Madrid-Stock-Exchange-_0040uref_007bhttp_003a_002f_002fwww_002ebolsamadrid_002ees_007d-650">Madrid Stock Exchange <a href="http://www.bolsamadrid.es">http://www.bolsamadrid.es</a></a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Main-window-82">Main window</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Malaysia-624">Malaysia</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Manual-26">Manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Martin_002c-Peter-440">Martin, Peter</a>: <a href="#Ulcer-Index">Ulcer Index</a></li>
<li><a href="#index-MASS-index-358">MASS index</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Mean_002c-quadratic-472">Mean, quadratic</a>: <a href="#Standard-Deviation">Standard Deviation</a></li>
<li><a href="#index-Mean_002c-quadratic-442">Mean, quadratic</a>: <a href="#Ulcer-Index">Ulcer Index</a></li>
<li><a href="#index-Median_002c-moving-207">Median, moving</a>: <a href="#Moving-Median">Moving Median</a></li>
<li><a href="#index-Median_002daverage-adaptive-filter-203">Median-average adaptive filter</a>: <a href="#Median_002dAverage-Adaptive-Filter">Median-Average Adaptive Filter</a></li>
<li><a href="#index-Message-translations-680">Message translations</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Metals_002c-spot-prices-526">Metals, spot prices</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-Mexico-Stock-Exchange-627">Mexico Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-MFI-369">MFI</a>: <a href="#Money-Flow-Index">Money Flow Index</a></li>
<li><a href="#index-MLC-Funds-503">MLC Funds</a>: <a href="#MLC-Funds">MLC Funds</a></li>
<li><a href="#index-Modified-moving-average-181">Modified moving average</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Momentum-365">Momentum</a>: <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a></li>
<li><a href="#index-Money-Flow-Index-368">Money Flow Index</a>: <a href="#Money-Flow-Index">Money Flow Index</a></li>
<li><a href="#index-Money-flow_002c-Chaikin-296">Money flow, Chaikin</a>: <a href="#Chaikin-Money-Flow">Chaikin Money Flow</a></li>
<li><a href="#index-Money-flow_002c-Twiggs-435">Money flow, Twiggs</a>: <a href="#Twiggs-Money-Flow">Twiggs Money Flow</a></li>
<li><a href="#index-Monthly-87">Monthly</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Movement_002c-Ease-of-323">Movement, Ease of</a>: <a href="#Ease-of-Movement">Ease of Movement</a></li>
<li><a href="#index-Moving-average-265">Moving average</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Moving-average-243">Moving average</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Moving-average-convergence_002fdivergence-356">Moving average convergence/divergence</a>: <a href="#MACD">MACD</a></li>
<li><a href="#index-Moving-average_002c-double-exponential-364">Moving average, double exponential</a>: <a href="#MASS-Index">MASS Index</a></li>
<li><a href="#index-Moving-average_002c-double-exponential-162">Moving average, double exponential</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Moving-average_002c-endpoint-174">Moving average, endpoint</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Moving-average_002c-exponential-152">Moving average, exponential</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Moving-average_002c-fractal-adaptive-185">Moving average, fractal adaptive</a>: <a href="#Fractal-Adaptive-Moving-Average">Fractal Adaptive Moving Average</a></li>
<li><a href="#index-Moving-average_002c-Guppy-multiple-190">Moving average, Guppy multiple</a>: <a href="#Guppy-Multiple-Moving-Average">Guppy Multiple Moving Average</a></li>
<li><a href="#index-Moving-average_002c-Kaufman-adaptive-197">Moving average, Kaufman adaptive</a>: <a href="#Kaufman-Adaptive-Moving-Average">Kaufman Adaptive Moving Average</a></li>
<li><a href="#index-Moving-average_002c-least-squares-175">Moving average, least squares</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Moving-average_002c-modified-180">Moving average, modified</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Moving-average_002c-regularized-exponential-211">Moving average, regularized exponential</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Moving-average_002c-simple-148">Moving average, simple</a>: <a href="#Simple-Moving-Average">Simple Moving Average</a></li>
<li><a href="#index-Moving-average_002c-sine-weighted-219">Moving average, sine weighted</a>: <a href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a></li>
<li><a href="#index-Moving-average_002c-triangular-224">Moving average, triangular</a>: <a href="#Triangular-Moving-Average">Triangular Moving Average</a></li>
<li><a href="#index-Moving-average_002c-triple-exponential-433">Moving average, triple exponential</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-Moving-average_002c-triple-exponential-166">Moving average, triple exponential</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Moving-average_002c-variable-index-dynamic-228">Moving average, variable index dynamic</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-Moving-average_002c-volume-weighted-234">Moving average, volume weighted</a>: <a href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a></li>
<li><a href="#index-Moving-average_002c-weighted-159">Moving average, weighted</a>: <a href="#Weighted-Moving-Average">Weighted Moving Average</a></li>
<li><a href="#index-Moving-average_002c-zero_002dlag-exponential-237">Moving average, zero-lag exponential</a>: <a href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a></li>
<li><a href="#index-Moving-median-206">Moving median</a>: <a href="#Moving-Median">Moving Median</a></li>
<li><a href="#index-MULE_002dUCS-707">MULE-UCS</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Munich-Stock-Exchange-585">Munich Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Name-translations-684">Name translations</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-NASDAQ-532">NASDAQ</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-NASDAQ-524">NASDAQ</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-National-Stock-Exchange-of-India-606">National Stock Exchange of India</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Negative-volume-index-374">Negative volume index</a>: <a href="#Negative-Volume-Index">Negative Volume Index</a></li>
<li><a href="#index-Netherlands-630">Netherlands</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-New-York-Mercantile-Exchange-497">New York Mercantile Exchange</a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-New-York-Stock-Exchange-530">New York Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-New-York-Stock-Exchange-521">New York Stock Exchange</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-New-Zealand-633">New Zealand</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-New-Zealand-Stock-Exchange-632">New Zealand Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-New-Zealand-Stock-Exchange-506">New Zealand Stock Exchange</a>: <a href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a></li>
<li><a href="#index-Normalized-ATR-289">Normalized ATR</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-Norway-637">Norway</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Notes-129">Notes</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-NSE-608">NSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-NVI-375">NVI</a>: <a href="#Negative-Volume-Index">Negative Volume Index</a></li>
<li><a href="#index-NYMEX-498">NYMEX</a>: <a href="#Barchart">Barchart</a></li>
<li><a href="#index-NYSE-531">NYSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-NYSE-522">NYSE</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-NZX-507">NZX</a>: <a href="#New-Zealand-Stock-Exchange">New Zealand Stock Exchange</a></li>
<li><a href="#index-OBV-372">OBV</a>: <a href="#On_002dBalance-Volume">On-Balance Volume</a></li>
<li><a href="#index-OHLC-107">OHLC</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-OHLC-85">OHLC</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-OMF-36">OMF</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-On_002dbalance-volume-371">On-balance volume</a>: <a href="#On_002dBalance-Volume">On-Balance Volume</a></li>
<li><a href="#index-Open-76">Open</a>: <a href="#Open">Open</a></li>
<li><a href="#index-Open-metadata-framework-37">Open metadata framework</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-OpenSSL-24">OpenSSL</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Options-43">Options</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Oscillator_002c-Chaikin-301">Oscillator, Chaikin</a>: <a href="#Chaikin-Oscillator">Chaikin Oscillator</a></li>
<li><a href="#index-Oscillator_002c-detrended-price-316">Oscillator, detrended price</a>: <a href="#Detrended-Price-Oscillator">Detrended Price Oscillator</a></li>
<li><a href="#index-Oscillator_002c-forecast-338">Oscillator, forecast</a>: <a href="#Forecast-Oscillator">Forecast Oscillator</a></li>
<li><a href="#index-Oscillator_002c-Klinger-volume-353">Oscillator, Klinger volume</a>: <a href="#Klinger-Volume-Oscillator">Klinger Volume Oscillator</a></li>
<li><a href="#index-Oscillator_002c-pretty-good-383">Oscillator, pretty good</a>: <a href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a></li>
<li><a href="#index-Oscillators-274">Oscillators</a>: <a href="#Indicators">Indicators</a></li>
<li><a href="#index-Oslo-Bors-636">Oslo Bors</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Oslo-Stock-Exchange-635">Oslo Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-OTC-535">OTC</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-OTC_002c-Taiwan-667">OTC, Taiwan</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Other-indicator-packages-475">Other indicator packages</a>: <a href="#Other-Indicator-Packages">Other Indicator Packages</a></li>
<li><a href="#index-Over-the-Counter-534">Over the Counter</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Parabolic-SAR-270">Parabolic SAR</a>: <a href="#Parabolic-SAR">Parabolic SAR</a></li>
<li><a href="#index-Paris-Stock-Exchange-563">Paris Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-PDF-manual-32">PDF manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Pee_002c-M_002e-H_002e-421">Pee, M. H.</a>: <a href="#Trend-Intensity-Index">Trend Intensity Index</a></li>
<li><a href="#index-PFE-379">PFE</a>: <a href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a></li>
<li><a href="#index-PGO-382">PGO</a>: <a href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a></li>
<li><a href="#index-Pink-Sheets-537">Pink Sheets</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Polarized-fractal-efficiency-378">Polarized fractal efficiency</a>: <a href="#Polarized-Fractal-Efficiency">Polarized Fractal Efficiency</a></li>
<li><a href="#index-PostScript-manual-31">PostScript manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Preferences_002c-locale-676">Preferences, locale</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Preferences_002c-Yahoo-527">Preferences, Yahoo</a>: <a href="#Yahoo-Configuration">Yahoo Configuration</a></li>
<li><a href="#index-Pretty-good-oscillator-381">Pretty good oscillator</a>: <a href="#Pretty-Good-Oscillator">Pretty Good Oscillator</a></li>
<li><a href="#index-Price-and-volume-trend-384">Price and volume trend</a>: <a href="#Price-and-Volume-Trend">Price and Volume Trend</a></li>
<li><a href="#index-PVT-385">PVT</a>: <a href="#Price-and-Volume-Trend">Price and Volume Trend</a></li>
<li><a href="#index-QStick-387">QStick</a>: <a href="#QStick">QStick</a></li>
<li><a href="#index-Quadratic-mean-471">Quadratic mean</a>: <a href="#Standard-Deviation">Standard Deviation</a></li>
<li><a href="#index-Quadratic-mean-441">Quadratic mean</a>: <a href="#Ulcer-Index">Ulcer Index</a></li>
<li><a href="#index-R_002dsquared-index-388">R-squared index</a>: <a href="#R_002dSquared-Index">R-Squared Index</a></li>
<li><a href="#index-Random-walk-index-406">Random walk index</a>: <a href="#Random-Walk-Index">Random Walk Index</a></li>
<li><a href="#index-Range-expansion-index-416">Range expansion index</a>: <a href="#TD-Range-Expansion-Index">TD Range Expansion Index</a></li>
<li><a href="#index-Range-Midpoint-258">Range Midpoint</a>: <a href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a></li>
<li><a href="#index-Rate-of-change-366">Rate of change</a>: <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a></li>
<li><a href="#index-Ratio_002c-volatility-450">Ratio, volatility</a>: <a href="#Volatility-Ratio">Volatility Ratio</a></li>
<li><a href="#index-RAVI-395">RAVI</a>: <a href="#RAVI">RAVI</a></li>
<li><a href="#index-RBA-510">RBA</a>: <a href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a></li>
<li><a href="#index-Redistribution-11">Redistribution</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Regression-coefficient-466">Regression coefficient</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-Regularized-exponential-moving-average-208">Regularized exponential moving average</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Regularized-Momentum-215">Regularized Momentum</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Relative-strength-index-396">Relative strength index</a>: <a href="#Relative-Strength-Index">Relative Strength Index</a></li>
<li><a href="#index-Relative-volatility-index-401">Relative volatility index</a>: <a href="#Relative-Volatility-Index">Relative Volatility Index</a></li>
<li><a href="#index-REMA-209">REMA</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-REMA-Momentum-214">REMA Momentum</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Required-software-19">Required software</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Reserve-Bank-of-Australia-509">Reserve Bank of Australia</a>: <a href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a></li>
<li><a href="#index-ROC-367">ROC</a>: <a href="#Momentum-and-Rate-of-Change">Momentum and Rate of Change</a></li>
<li><a href="#index-Rollover-116">Rollover</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-RSI-397">RSI</a>: <a href="#Relative-Strength-Index">Relative Strength Index</a></li>
<li><a href="#index-RVI-402">RVI</a>: <a href="#Relative-Volatility-Index">Relative Volatility Index</a></li>
<li><a href="#index-RWI-408">RWI</a>: <a href="#Random-Walk-Index">Random Walk Index</a></li>
<li><a href="#index-Sanjin_002c-Ichimoku-256">Sanjin, Ichimoku</a>: <a href="#Ichimoku-Kinko-Hyo">Ichimoku Kinko Hyo</a></li>
<li><a href="#index-Sao-Paolo-Stock-Exchange-549">Sao Paolo Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Satchwell_002c-Chris-213">Satchwell, Chris</a>: <a href="#Regularized-Exponential-Moving-Average">Regularized Exponential Moving Average</a></li>
<li><a href="#index-Schwager_002c-Jack-452">Schwager, Jack</a>: <a href="#Volatility-Ratio">Volatility Ratio</a></li>
<li><a href="#index-Scroll-91">Scroll</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Scrollkeeper-38">Scrollkeeper</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Select-chart-78">Select chart</a>: <a href="#Open">Open</a></li>
<li><a href="#index-SES-spreadsheet-713">SES spreadsheet</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-SGX-640">SGX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Sharp_002c-Joe-178">Sharp, Joe</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-Simple-Emacs-Spreadsheet-712">Simple Emacs Spreadsheet</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Simple-moving-average-145">Simple moving average</a>: <a href="#Simple-Moving-Average">Simple Moving Average</a></li>
<li><a href="#index-Sine-weighted-moving-average-216">Sine weighted moving average</a>: <a href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a></li>
<li><a href="#index-Sine_002dMA-217">Sine-MA</a>: <a href="#Sine-Weighted-Moving-Average">Sine Weighted Moving Average</a></li>
<li><a href="#index-Singapore-Stock-Exchange-639">Singapore Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-g_t_0040code_007bsite_002dlisp_007d-701"><code>site-lisp</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Slow-stochastics-414">Slow stochastics</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-SMA-146">SMA</a>: <a href="#Simple-Moving-Average">Simple Moving Average</a></li>
<li><a href="#index-Solid_002c-line-style-111">Solid, line style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Sources_002c-data-492">Sources, data</a>: <a href="#Data-Sources">Data Sources</a></li>
<li><a href="#index-Spain-644">Spain</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Special-Drawing-Right-512">Special Drawing Right</a>: <a href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a></li>
<li><a href="#index-Splits-122">Splits</a>: <a href="#Dividends">Dividends</a></li>
<li><a href="#index-Splits_002c-adjustment-112">Splits, adjustment</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-SSL-23">SSL</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Standard-deviation-469">Standard deviation</a>: <a href="#Standard-Deviation">Standard Deviation</a></li>
<li><a href="#index-Standard-deviation-246">Standard deviation</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Standard-error-468">Standard error</a>: <a href="#Linear-Regression">Linear Regression</a></li>
<li><a href="#index-Standard-error-268">Standard error</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Stddev-470">Stddev</a>: <a href="#Standard-Deviation">Standard Deviation</a></li>
<li><a href="#index-Stochastic-RSI-400">Stochastic RSI</a>: <a href="#Relative-Strength-Index">Relative Strength Index</a></li>
<li><a href="#index-Stochastics-409">Stochastics</a>: <a href="#Stochastics">Stochastics</a></li>
<li><a href="#index-Stock-name-translations-682">Stock name translations</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Stock-splits_002c-adjustment-113">Stock splits, adjustment</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Stockholm-Stock-Exchange-655">Stockholm Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Stop-and-reverse_002c-parabolic-271">Stop and reverse, parabolic</a>: <a href="#Parabolic-SAR">Parabolic SAR</a></li>
<li><a href="#index-Stuttgart-Stock-Exchange-589">Stuttgart Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Style-103">Style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Sweden-656">Sweden</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Swiss-Exchange-658">Swiss Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-SWX-659">SWX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Symbol-Lists-67">Symbol Lists</a>: <a href="#Symbol-Lists">Symbol Lists</a></li>
<li><a href="#index-T3-moving-average-220">T3 moving average</a>: <a href="#T3-Moving-Average">T3 Moving Average</a></li>
<li><a href="#index-TA-Lib-479">TA Lib</a>: <a href="#Other-Indicator-Packages">Other Indicator Packages</a></li>
<li><a href="#index-Taiwan-OTC-666">Taiwan OTC</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Taiwan-Stock-Exchange-663">Taiwan Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-TD-range-expansion-index-415">TD range expansion index</a>: <a href="#TD-Range-Expansion-Index">TD Range Expansion Index</a></li>
<li><a href="#index-TDREI-417">TDREI</a>: <a href="#TD-Range-Expansion-Index">TD Range Expansion Index</a></li>
<li><a href="#index-TEMA-167">TEMA</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-Ten_002dday-moving-average-trading-rule-262">Ten-day moving average trading rule</a>: <a href="#Keltner-Channel">Keltner Channel</a></li>
<li><a href="#index-g_t_0040TeX_007b_007d-manual-28">TeX manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Texinfo-manual-27">Texinfo manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Text-notes-130">Text notes</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-g_t_0040code_007bthing_002dat_002dpoint_007d-711"><code>thing-at-point</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-Thousands-character-678">Thousands character</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Thrift-Savings-Plan-514">Thrift Savings Plan</a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-Ticker-127">Ticker</a>: <a href="#Ticker">Ticker</a></li>
<li><a href="#index-Ticker_002c-stand-alone-48">Ticker, stand alone</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-TII-420">TII</a>: <a href="#Trend-Intensity-Index">Trend Intensity Index</a></li>
<li><a href="#index-Time-series-forecast-176">Time series forecast</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-TMA-222">TMA</a>: <a href="#Triangular-Moving-Average">Triangular Moving Average</a></li>
<li><a href="#index-Tools_002fCross-126">Tools/Cross</a>: <a href="#Cross">Cross</a></li>
<li><a href="#index-Tools_002fDownload-486">Tools/Download</a>: <a href="#Download">Download</a></li>
<li><a href="#index-Toronto-Stock-Exchange-552">Toronto Stock Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Toronto-Venture-556">Toronto Venture</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-TR-474">TR</a>: <a href="#True-Range">True Range</a></li>
<li><a href="#index-Trade-Weighted-Index-513">Trade Weighted Index</a>: <a href="#Reserve-Bank-of-Australia">Reserve Bank of Australia</a></li>
<li><a href="#index-Translations_002c-messages-681">Translations, messages</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Trend-intensity-index-419">Trend intensity index</a>: <a href="#Trend-Intensity-Index">Trend Intensity Index</a></li>
<li><a href="#index-Trend-lines-134">Trend lines</a>: <a href="#Annotations">Annotations</a></li>
<li><a href="#index-Trendscore-422">Trendscore</a>: <a href="#Trendscore">Trendscore</a></li>
<li><a href="#index-Triangular-moving-average-221">Triangular moving average</a>: <a href="#Triangular-Moving-Average">Triangular Moving Average</a></li>
<li><a href="#index-Triple-exponential-moving-average-431">Triple exponential moving average</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-Triple-exponential-moving-average-164">Triple exponential moving average</a>: <a href="#Double-and-Triple-Exponential-Moving-Average">Double and Triple Exponential Moving Average</a></li>
<li><a href="#index-TRIX-428">TRIX</a>: <a href="#TRIX">TRIX</a></li>
<li><a href="#index-True-range-473">True range</a>: <a href="#True-Range">True Range</a></li>
<li><a href="#index-True-range-287">True range</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-True-strength-index-424">True strength index</a>: <a href="#True-Strength-Index">True Strength Index</a></li>
<li><a href="#index-TSE-664">TSE</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-TSF-177">TSF</a>: <a href="#Endpoint-Moving-Average">Endpoint Moving Average</a></li>
<li><a href="#index-TSI-426">TSI</a>: <a href="#True-Strength-Index">True Strength Index</a></li>
<li><a href="#index-TSP-515">TSP</a>: <a href="#Thrift-Savings-Plan">Thrift Savings Plan</a></li>
<li><a href="#index-TSX-553">TSX</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-TSX-Venture-557">TSX Venture</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Twiggs-money-flow-434">Twiggs money flow</a>: <a href="#Twiggs-Money-Flow">Twiggs Money Flow</a></li>
<li><a href="#index-Twiggs_002c-Colin-437">Twiggs, Colin</a>: <a href="#Twiggs-Money-Flow">Twiggs Money Flow</a></li>
<li><a href="#index-Ulcer-index-438">Ulcer index</a>: <a href="#Ulcer-Index">Ulcer Index</a></li>
<li><a href="#index-Ultimate-oscillator-443">Ultimate oscillator</a>: <a href="#Ultimate-Oscillator">Ultimate Oscillator</a></li>
<li><a href="#index-Update-data-487">Update data</a>: <a href="#Download">Download</a></li>
<li><a href="#index-UTF_002d8-687">UTF-8</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Variable-index-dynamic-average-225">Variable index dynamic average</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-Variance-266">Variance</a>: <a href="#Kirshenbaum-Bands">Kirshenbaum Bands</a></li>
<li><a href="#index-Variance-244">Variance</a>: <a href="#Bollinger-Bands">Bollinger Bands</a></li>
<li><a href="#index-Version-59">Version</a>: <a href="#Invocation">Invocation</a></li>
<li><a href="#index-Vertical-horizontal-filter-445">Vertical horizontal filter</a>: <a href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a></li>
<li><a href="#index-VHF-446">VHF</a>: <a href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a></li>
<li><a href="#index-VIDYA-226">VIDYA</a>: <a href="#Variable-Index-Dynamic-Average">Variable Index Dynamic Average</a></li>
<li><a href="#index-View-style-104">View style</a>: <a href="#View-Style">View Style</a></li>
<li><a href="#index-Virt_002dX-Exchange-661">Virt-X Exchange</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Volatility-ratio-449">Volatility ratio</a>: <a href="#Volatility-Ratio">Volatility Ratio</a></li>
<li><a href="#index-VOLR-451">VOLR</a>: <a href="#Volatility-Ratio">Volatility Ratio</a></li>
<li><a href="#index-Volume-weighted-moving-average-231">Volume weighted moving average</a>: <a href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a></li>
<li><a href="#index-Volume_002c-on_002dbalance-373">Volume, on-balance</a>: <a href="#On_002dBalance-Volume">On-Balance Volume</a></li>
<li><a href="#index-Volume_002c-price-trend-386">Volume, price trend</a>: <a href="#Price-and-Volume-Trend">Price and Volume Trend</a></li>
<li><a href="#index-VWMA-232">VWMA</a>: <a href="#Volume-Weighted-Moving-Average">Volume Weighted Moving Average</a></li>
<li><a href="#index-Warranty-12">Warranty</a>: <a href="#Copying">Copying</a></li>
<li><a href="#index-Watch-list-480">Watch list</a>: <a href="#Watchlist">Watchlist</a></li>
<li><a href="#index-Weblink-685">Weblink</a>: <a href="#Internationalization">Internationalization</a></li>
<li><a href="#index-Weekly-86">Weekly</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-Weighted-moving-average-156">Weighted moving average</a>: <a href="#Weighted-Moving-Average">Weighted Moving Average</a></li>
<li><a href="#index-White_002c-Adam-448">White, Adam</a>: <a href="#Vertical-Horizontal-Filter">Vertical Horizontal Filter</a></li>
<li><a href="#index-Wiener-Borse-546">Wiener Borse</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-Wilder-EMA-period-154">Wilder EMA period</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-399">Wilder, J. Welles</a>: <a href="#Relative-Strength-Index">Relative Strength Index</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-319">Wilder, J. Welles</a>: <a href="#Directional-Movement-Index">Directional Movement Index</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-288">Wilder, J. Welles</a>: <a href="#Average-True-Range">Average True Range</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-282">Wilder, J. Welles</a>: <a href="#Accumulative-Swing-Index">Accumulative Swing Index</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-272">Wilder, J. Welles</a>: <a href="#Parabolic-SAR">Parabolic SAR</a></li>
<li><a href="#index-Wilder_002c-J_002e-Welles-155">Wilder, J. Welles</a>: <a href="#Exponential-Moving-Average">Exponential Moving Average</a></li>
<li><a href="#index-Williams-_0025R-453">Williams %R</a>: <a href="#Williams-_0025R">Williams %R</a></li>
<li><a href="#index-Williams-accumulation_002fdistribution-456">Williams accumulation/distribution</a>: <a href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a></li>
<li><a href="#index-Williams_002c-Larry-459">Williams, Larry</a>: <a href="#Williams-Accumulation_002fDistribution">Williams Accumulation/Distribution</a></li>
<li><a href="#index-Williams_002c-Larry-455">Williams, Larry</a>: <a href="#Williams-_0025R">Williams %R</a></li>
<li><a href="#index-Williams_002c-Larry-444">Williams, Larry</a>: <a href="#Ultimate-Oscillator">Ultimate Oscillator</a></li>
<li><a href="#index-Window_002c-main-83">Window, main</a>: <a href="#Main-Window">Main Window</a></li>
<li><a href="#index-WMA-157">WMA</a>: <a href="#Weighted-Moving-Average">Weighted Moving Average</a></li>
<li><a href="#index-XEmacs-696">XEmacs</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-XEmacs-UTF_002d8-706">XEmacs UTF-8</a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-XETRA-592">XETRA</a>: <a href="#Yahoo-Exchanges">Yahoo Exchanges</a></li>
<li><a href="#index-XML-manual-35">XML manual</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-Yahoo-Finance-520">Yahoo Finance</a>: <a href="#Yahoo-Finance">Yahoo Finance</a></li>
<li><a href="#index-Yelp-39">Yelp</a>: <a href="#Installing">Installing</a></li>
<li><a href="#index-zero_002dlag-exponential-moving-average-235">zero-lag exponential moving average</a>: <a href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a></li>
<li><a href="#index-Zig-zag-indicator-460">Zig zag indicator</a>: <a href="#Zig-Zag-Indicator">Zig Zag Indicator</a></li>
<li><a href="#index-ZLEMA-238">ZLEMA</a>: <a href="#Zero_002dLag-Exponential-Moving-Average">Zero-Lag Exponential Moving Average</a></li>
<li><a href="#index-Zoom-97">Zoom</a>: <a href="#Main-Window">Main Window</a></li>
</ul><!-- -->
<div class="node">
<a name="Function-Index"></a>
<p><hr>
Previous: <a rel="previous" accesskey="p" href="#Concept-Index">Concept Index</a>,
Up: <a rel="up" accesskey="u" href="#Top">Top</a>
</div>
<h2 class="unnumbered">Function and Variable Index</h2>
<ul class="index-fn" compact>
<li><a href="#index-chart_002dlatest-709"><code>chart-latest</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007bchart_002dquote_007d-703"><code>chart-quote</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007bchart_002dquote_002dat_002dpoint_007d-704"><code>chart-quote-at-point</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007bchart_002dses_002drefresh_007d-715"><code>chart-ses-refresh</code></a>: <a href="#Emacs">Emacs</a></li>
<li><a href="#index-g_t_0040code_007bchart_002dwatchlist_007d-702"><code>chart-watchlist</code></a>: <a href="#Emacs">Emacs</a></li>
</ul><div class="footnote">
<hr>
<a name="texinfo-footnotes-in-document"></a><h4>Footnotes</h4><p class="footnote"><small>[<a name="fn-1" href="#fnd-1">1</a>]</small> Their book <i>The New Technical Trader</i>, 1984.</p>
<p class="footnote"><small>[<a name="fn-2" href="#fnd-2">2</a>]</small> First
published in Barrons magazine in 1962.</p>
<p class="footnote"><small>[<a name="fn-3" href="#fnd-3">3</a>]</small> <i>Rating Trend Strength</i>, Technical
Analysis of Stocks and Commodities magazine, 11:9 (382-386)</p>
<p class="footnote"><small>[<a name="fn-4" href="#fnd-4">4</a>]</small> <i>The True
Strength Index</i>, Technical Analysis of Stocks and Commodities magazine,
November 1991, and <i>Trading With the True Strength Index</i>, May 1992.</p>
<hr></div>
<hr width="100%">
<p>
Copyright 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009 Kevin Ryde
<p>
Chart is free software; you can redistribute it and/or modify it under the
terms of the GNU General Public License as published by the Free Software
Foundation; either version 3, or (at your option) any later version.
</p>
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