Stock Watch Pro Formula Reference

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The following Technical Indicators can be used within the formula:

Name Parameters Description Example(s)
AvgTrueRange
  • fields (ATR)
  • length
  • interval
  • bar reference (optional)
  • symbol override (optional)
 True range is the greatest of the following differences:
  • Today's high to today's low
  • Today's high to yesterday's close
  • Today's low to yesterday's close
The Average True Range is a moving average (typically 14-days) of the True Ranges.
  • AvgTrueRange[ATR,14,D]
    14-day Average True Range
    • Bar
    • fields (Open, High, Low, Close, Volume, Second, Minute, Hour, Day, Month, Year)
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		A bar allows to access Open, High, Low, Close, Volume, Second, Minute, Hour, Day, Month, Year for a given period. Interval represents any time frame, from 1-minute to 1-year.
  • Bar[Close,D]
    Closing price of the day
  • Bar[Close,D,2]
    Closing price 2 days ago
  • Bar[High,1,10,MSFT]
    Highest price of MSFT 10 minutes ago
  • Bar[Volume,D]
    Daily Volume
  • Bar[Hour,60]
    Hour at which this 60-minute bar begins
  • Bar[Minute,5]
    Minute at which this 5-minute bar begins
    		•
    BollingerBands
    • fields (Basis, Upper, Lower)
    • source (Open, High, Low, Close)
    • length
    • stddev
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Indicates previous market volatility by taking the standard deviation of the last length number of closing prices and adding and subtracting a multiple (band width -- usually 2) of that value to a simple moving average of the same number of closes. The result is an upper band marking two standard deviations above the average and a lower band two standard deviations below the average. When the market has been volatile in the length the bands get wider. The bands become narrower when the market has been less volatile.
  • BollingerBands[Upper,Close,20,2,D]
    Upper Bollinger Band (length=20, standard dev=2)
    		•
    CCI
    • fields (CCI)
    • length
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		The Commodity Channel Index measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low.
  • CCI[CCI,20,D]
    20-day CCI
    • Choppiness
    • fields (TR, TrueHigh, TrueLow, Chop)
    • length
    • interval
    • bar reference(optional)
    • symbol override (optional)
    		Measures whether a market is trending or in a choppy consolidation.
  • Choppiness[Chop,14,D]
    14-day Choppiness
    • DirectionalMovement
    • fields (ADX, +DI, -DI)
    • length
    • smoothing
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Welles Wilder's Directional Movement study. Also measures market trendiness.
  • DirectionalMovement[ADX,14,14,D]
    ADX (length=14, smoothing=14)
  • DirectionalMovement[+DI,14,14,D]-DirectionalMovement[-DI,14,14,D]
    Difference between 14-day +DI and -DI
    • ExpMovingAverage
    • fields (EMA)
    • source (Open, High, Low, Close)
    • length
    • offset
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots an average of the price series using exponential smoothing. Instead of taking the average price of the last length time intervals, this method takes a weighted average of the most recent price and the average price from yesterday. The weighting factor is determined from the length.
  • ExpMovingAverage[EMA,Close,10,0,1]
    1-min Exponential Moving Average (length=10)
    		•
    KeltnerBands
    • fields ( Mid, Upper, Lower )
    • length
    • multiplier
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Keltner channels consist of a moving average (center line) and two channel lines. The channel lines are drawn by adding and subtracting the average true range time multiplier from the center line.
  • KeltnerBands[Lower,10,1,D]
    Lower Keltner Band (length=10, multiplier=1)
    		•
    Level2
    • fields ( Bid, Ask, BidSize, AskSize )
    • market maker
    		References Level II and Island Book data by Market Maker
  • Level2[Bid,ISLD]
    Bid on Island ECN
    		•
    MACD
      fields (MA1, MA2, MACD, Signal, Diff)
    • source (Open, High, Low, Close)
    • length1
    • length2
    • smoothing
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots the difference between two exponential moving averages (MACD), and an average of that difference over time (Signal).
  • MACD[MACD,Close,12,26,9,D]
    Daily MACD
  • MACD[Diff,Close,12,26,9,D]
    Daily MACD Histogram
    • MomentumROC
    • fields (Momentum)
    • source (Open, High, Low, Close)
    • length
    • ROC (0 for Momentum, 1 for Rate Of Change)
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots the net change (difference) between the last price and the price length intervals ago.
  • MomentumROC[Momentum,Close,20,0,1]
    Point change from last price to 20 minutes ago
  • MomentumROC[Momentum,Close,2,1,D]
    % Change from last price to 2 days ago
    • MoneyFlowIndex
    • fields (MFI)
    • length
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Money Flow Index is a momentum indicator that measures the strength of money flowing in and out of a security.
  • MoneyFlowIndex[MFI,14,D]
    14-day Money Flow Index
    • MovingAverage
    • fields (MA)
    • source (Open, High, Low, Close)
    • length
    • offset
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots the average price of the last length number of closing prices. If the length is set to 10 and the chart time interval is set to Daily, then the moving average is the average of the last 10 daily closing prices. If the current price is above the moving average the stock is trending up in that time frame. offset shifts the plot of the moving average left (negative offset) and right (positive offset) by the offset number of price intervals.
  • MovingAverage[MA,Close,10,0,D]
    10-day Moving Average
    		•
    OnBalanceVolume
    • fields (OBV)
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots a running sum of volume in each interval. If an interval closes up from the previous interval, the volume during that interval is added to the running sum. If the close of an interval is down from the previous interval, the volume is subtracted from the running sum.
  • OnBalanceVolume[OBV,D]
    Daily On-Balance Volume
    		•
    PriceRangeChannels
    • fields (Mid, Upper, Lower)
    • length
    • offset
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots the highest high and lowest low over the last length time intervals. Indicates volatility and support/resistance levels. offset shifts the channels left and right.
  • PriceRangeChannels[Upper,5,0,D]
    Highest High for the last 5 days
  • PriceRangeChannels[Lower,10,0,1]
    Lowest Low for the last 10 minutes
    • RSI
    • fields (RSI, HAVG, LAVG)
    • length
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Created by Welles Wilder, the RSI is an indicator of the strength of the direction of price closes over the length number of price intervals. It does so by taking a ratio of the closes in the up direction to the closes in the down direction.
  • RSI[RSI,14,D]
    14-day RSI
    		•
    Stochastic
    • fields (Raw, StocD, StocK)
    • %Klength
    • %Dlength
    • smoothing
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		Plots %K, the location of the current price relative the highest price and lowest low over the last length intervals, where the highest high over the last length intervals is 100% and the lowest low is 0%. average specifies the length of the %D line, a moving average of %K.
  • Stochastic[StocK,14,3,1,D]
    Fast Stochastic
  • Stochastic[StocK,14,3,3,D]
    Slow Stochastic
    • StochRSI
    • fields (StochRSI)
    • length
    • interval
    • bar reference (optional)
    • symbol override (optional)
    		StochRSI measures the value of RSI relative to its high/low range over a set number of periods.
  • StochRSI[StochRSI,14,D]
    14-day StochRSI
    		•
    • Optional "N Bars Ago" parameter allows to reference data N bars ago. Example: Bar[Close,D,2] references close price of a daily bar 2 days ago.

    • Optional "Symbol Override" parameter allows to override symbol within formula to perform comparison analysis. Example: Bar[Close,D] > Bar[Close,D,0,MSFT] tests whether closing price of a given symbol is greater than that of MSFT.

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