Knowledgebase : Technical Support > API > Client API's/VTL > VTL Client Scripts > Technical Indicator
SYNTAX Public Function UltimateOscillator(Cycle1 As Integer, Cycle2 As Integer, Cycle3 As Integer) As String  DESCRIPTION The Ultimate Oscillator is used to measure momentum across three varying timeframes. PARAMETERS Key Description  Cycle...
SYNTAX Public Function VolumeOscillator(VolumeVal As ENUM_VOLUME_METHOD, ShortTerm As Integer, LongTerm As Integer, OutputScal As ENUM_OUTPUT_SCAL) As String  DESCRIPTION The Volume Oscillator shows a spread of two different moving averages of volume o...
SYNTAX Public Function TradeVolumeIndex(applyTo As ENUM_APPLIED_PRICE, VolumeVal As ENUM_VOLUME_METHOD, MiniTickvalue As Double) As String  DESCRIPTION The Trade Volume Index shows whether a security is being accumulated or distribute (similar to the A...
SYNTAX Public Function StochasticMomentumIndex(KPeriod As Integer, KSmooth As Integer, KDoubleSmooth As Integer, DPeriod As Integer, Ma As ENUM_MA_METHOD, DMethod As ENUM_MA_METHOD) As String  DESCRIPTION The Stochastic Momentum Index shows a spread of...
SYNTAX Public Function StandardDeviation(chart_id As Long, applyTo As ENUM_APPLIED_PRICE, period As  Integer, StandardDev As  Double, Ma As ENUM_MA_METHOD) As String  DESCRIPTION Standard deviation is a statistical term that measures the amount of vari...
SYNTAX Public Function PriceOscillator(chart_ID As long, applyTo As ENUM_APPLIED_PRICE, LongCycle As Integer, ShortCycle As Integer, Ma As ENUM_MA_METHOD) As String  DESCRIPTION Price Oscillator (PO) is a momentum oscillator that measures the differenc...
SYNTAX Public Function MACD(chart_ID As Long ,longCycle As Integer, ShortCycle As Integer,SignalPeriod As Integer) As String DESCRIPTION The MACD is a moving average oscillator that shows potential overbought/oversold phases of market fluctuation. The...
SYNTAX Public Function RainbowOscillator(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, levels As Integer, Ma As ENUM_MA_METHOD) As String  DESCRIPTION The rainbow oscillator function is based upon multiple time frames of a moving average. PARAMETER...
SYNTAX Public Function VerticalHorizontalFilter(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION The vertical horizontal filter (VHF) function identifies whether a market is in a trending or choppy movement phase...
SYNTAX Public Function WeightedClose(chart_ID As Long) As String DESCRIPTION Weighted Close is an average of each day’s open, high, low, and close where more weight is placed on the close. PARAMETERS Key Description  chart_ID Chart ident...
SYNTAX Public Function WellesWilderSmoothing(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer)As String DESCRIPTION The Welles Wilder's Smoothing indicator is similar to an exponential moving average. The indicator does not use the st...
SYNTAX Public Function WilliamAccumulationDistribution(chart_ID As Long) As String DESCRIPTION The Accumulation/Distribution indicator shows a relationship of price and volume. PARAMETERS Key Description  chart_ID Chart identifier, 0 is ...
SYNTAX Public Function TypicalPrice(chart_ID As Long) As String DESCRIPTION The typical price function is simply an average of one period’s high, low and close values. PARAMETERS Key Description  chart_ID Chart identifier, 0 is the curre...
SYNTAX Public Function SwingIndex(chart_ID As Long,limitMoveVal As Integer) As String DESCRIPTION The Swing Index (Wilder) is a popular indicator that shows comparative price strength within a single security by comparing the current open, high, low an...
SYNTAX Public Function TRIX(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer) As String DESCRIPTION TRIX is a momentum oscillator that shows the rate of change of an exponentially averaged closing price. PARAMETERS Key Descrip...
SYNTAX Public Function PrimeNumberOscillator(chart_id As Long, applyTo As ENUM_APPLIED_PRICE) As String  DESCRIPTION The Prime Number Oscillator indicator finds the nearest prime number from either the top or bottom of the series, and outlines the diff...
SYNTAX Public Function PrimeNumberBands(chart_ID As Long) As String DESCRIPTION Similar to the Prime Numbers Oscillator, the Prime Number Bands indicator finds the nearest prime number for the high and low, and plots the two series as bands. PARAMETER...
SYNTAX Public Function PriceVolumeTrend(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, volumeVal As ENUM_VOLUME_METHOD) As String DESCRIPTION The Price and Volume Trend index is closely related to the On Balance Volume index.  The Price and Volume T...
SYNTAX Public Function PriceROC(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer) As String DESCRIPTION The Price ROC shows the difference between the current price and the price one or more periods in the past. A 12-day Price ROC is...
SYNTAX Public Function PositiveVolumeIndex(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, volumeVal As ENUM_VOLUME_METHOD) As String DESCRIPTION The Positive Volume Index shows focus on periods when volume increases from the previous period.  The in...
SYNTAX Public Function PerformanceIndex(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE) As String DESCRIPTION The Performance indicator calculates price performance as a normalized value or percentage.  A Performance indicator shows the price of a se...
SYNTAX Public Function NegativeVolumeIndex(chart_id As Long, applyTo As ENUM_APPLIED_PRICE, volumeVal As ENUM_VOLUME_METHOD) As String DESCRIPTION The Negative Volume Index (NVI) is a cumulative indicator that uses the change in volume to decide when t...
SYNTAX Public Function MedianPrice(chart_ID As Long) As String DESCRIPTION A Median Price is simply an average of one periods high and low values. A Median Price is often used as an alternative way of viewing price action, and also as a component for ...
SYNTAX Public Function MassIndex(chart_ID As Long, period As Integer) As String DESCRIPTION The Mass Index identifies price changes by indexing the narrowing and widening change between high and low prices.  According to the inventor of the Mass Index...
SYNTAX Public Function LineArregressionSlope(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer) As String DESCRIPTION The slope indicator measures the rise-over-run of a linear regression, which is the line of best fit for a price seri...
SYNTAX Public Function LineArregressionRSquared(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer) As String  DESCRIPTION Linear Regression R-Squared is an indicator which is used to ascertain the strength of the dominant market trend....
SYNTAX Public Function LinearRegressionIntercept(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer) As String DESCRIPTION Line arregression intercept is a common statistical method used to intercept values using least squares fit. PAR...
SYNTAX Public Function LinearRegressionForecast(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION Linear regression analysis is the most widely used of all statistical techniques: it is the study of linear, additiv...
SYNTAX Public Function HistoricalVolatility(chart_ID As Integer, applyTo As ENUM_APPLIED_PRICE, period As Integer, BarHistory As Integer, StandardDev As Integer) As String DESCRIPTION Historical volatility is the log-normal standard deviation. The Hist...
SYNTAX  Public Function HighLowBands(chart_ID As Long, period As Integer) As String DESCRIPTION High Low Bands consist of triangular moving averages calculated from the underling price, shifted up and down by a fixed percentage, and include a median va...
SYNTAX  Public Function HighMinusLow(chart_ID As Long) As String DESCRIPTION The High-Low Index is a breadth indicator based on Record High Percent, which is based on new 52-week highs and new 52-week lows. The Record High Index equals new highs divi...
SYNTAX  Public Function FractalChaosOsillator(chart_ID As Long,period As Integer) As String DESCRIPTION The chaotic nature of stock market movements explains why it is sometimes difficult to distinguish hourly charts from monthly charts if the time s...
SYNTAX  Public Function FractalChaosBands(chart_Id As Long, period As Integer) As String DESCRIPTION The chaotic nature of stock market movements explains why it is sometimes difficult to distinguish hourly charts from monthly charts if the time scal...
SYNTAX Public Function EaseOfMovement(chart_ID As Long, volumeVal,period As Integer,Ma As ENUM_MA_METHOD) As String DESCRIPTION The Ease of Movement oscillator shows a unique relationship between price change and volume. The Ease of Movement oscillato...
SYNTAX  Public Function ComparativeRSI(chart_ID As Long, applyTo1 As ENUM_APPLIED_PRICE, applyTo2 As ENUM_APPLIED_PRICE) As String DESCRIPTION The Comparative Relative Strength index divides one price field by another price field. The base security is...
SYNTAX  Public Function ChandeMomentumOscillator(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION The Chande Momentum Oscillator (Chande) is an advanced momentum oscillator derived from linear regression. Increa...
SYNTAX  Public Function ChaikinVolatility(chart_ID As Long,period As Integer,Rate As Integer,MA As ENUM_MA_METHOD) As String DESCRIPTION The Chaikin Volatility Oscillator is a moving average derivative of the Accumulation/Distribution index. The Chaik...
SYNTAX  Public Function ChaikinMoneyFlow(chart_ID As Long, volumeVal As ENUM_VOLUME_METHOD,period As Integer) As String DESCRIPTION The Chaikin Money Flow oscillator is a momentum indicator that stops buying and selling by calculating price and volume ...
SYNTAX  Public Function AroonOscillator(chart_ID As Long, period As Integer) As String DESCRIPTION The Aroon Oscillator indicator is often used to determine whether a stock is trending or not and how stable the trend is. Trends are determined by extre...
SYNTAX  Public Function Aroon(chart_Id As Long, period As Integer) As String DESCRIPTION The Aroon indicator is often used to determine whether a stock is trending or not and how stable the trend is. Trends are determined by extreme values (above 80) ...
SYNTAX  Public Function AccumulativeSwingIndex(chart_Id As Long, limitMoveVal As Integer) As String DESCRIPTION The Accumulation Swing Index (Wilder) is a cumulative total of the Swing Index. The Accumulation Swing Index may be analyzed using technic...
SYNTAX Public Function VolumeROC(chart_ID As Long, volumeVal As ENUM_VOLUME_METHOD,period As Integer) As String DESCRIPTION The Volume Rate of Change indicator shows clearly whether or not volume is trending in one direction or another. Sharp Volume R...
SYNTAX Public Function OnBalanceVolume(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE,volumeVal As ENUM_VOLUME_METHOD) As String DESCRIPTION The On Balance Volume indicator shows a relationship of price and volume as a momentum index.  On Balance Vol...
SYNTAX  Public Function MoneyFlowIndex(chart_ID As Long, volumeVal As ENUM_VOLUME_METHOD,period As Integer) As String DESCRIPTION The Money Flow Index measures the money flow of security, using volume and price for calculations. Market bottoms below 2...
SYNTAX  Public Function WeightedMovingAverage(chart_id As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION A Weighted Moving Average places more weight on recent values and less weight on older values. A Moving Average is mo...
SYNTAX Public Function VIDYAMovingAverage(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE, period As Integer, R2Scale As Double) As String  DESCRIPTION A Variable Moving Average is an exponential moving average that adjusts to volatility. A Moving Aver...
SYNTAX  Public Function VariableMovingAverage(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION A Variable Moving Average is an exponential moving average that adjusts to volatility. A Moving Average is most often...
SYNTAX  Public Function TriagularMovingAverage(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION The Triangular Moving Average is similar to a Simple Moving Average, except that more weight is given to the price in...
SYNTAX Public Function TimeSeriesmovingAverage(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION A Time Series Moving Average is similar to a Simple Moving Average, except that values are derived from linear regre...
SYNTAX Public Function StandardDeviation(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE, period As Integer, StandardDev As Double,Ma As ENUM_MA_METHOD) As String DESCRIPTION Standard Deviation is a common statistical calculation that measures volatilit...
SYNTAX Public Function SimpleMovingAverage(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer)As String DESCRIPTION The Simple Moving Average is simply an average of values over a specified period of time. A Moving Average is most often ...
SYNTAX  Public Function ParabolicSAR(chart_ID As Long, MinAf As Double, MaxAf As Double) As String DESCRIPTION The Parabolic SAR was developed by Welles Wilder. This indicator is always in the market (whenever a position is closed, an opposing position...
SYNTAX  Public Function ExponentialMovingAverage(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE,period As Integer) As String DESCRIPTION An Exponential Moving Average is similar to a Simple Moving Average.  An EMA is calculated by applying a small per...
SYNTAX  Public Function CommodityChannelIndex(chart_ID As Integer, period As Integer) As String DESCRIPTION The CCI was developed by Donald Lambert. The purpose of this indicator is to identify cyclical turns in commodities.  This indicator oscillates...
SYNTAX Public Function BollingerBands(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer, StandardDev As Integer, Ma As ENUM_MA_METHOD) As String DESCRIPTION Bollinger Bands are similar in comparison to moving average envelopes. Bolling...
SYNTAX  Public Function AverageDirectionalMovementIndex(chart_ID As Long, period As Integer) As String DESCRIPTION The Welles Wilder's Directional Movement System contains five indicators; ADX, DI+, DI-, DX, and ADXR. The ADX (Average Directional Mov...
SYNTAX  Public Function William(chart_ID As Long, period As Integer) As String DESCRIPTION Williams’ %R measures overbought/oversold levels. The most widely used method for interpreting Williams’ %R is to buy when the indicator rises above 80 or sell ...
SYNTAX Public Function StochasticOScillator(chart_ID As Long, PeriodK As Integer, SlowingK As Integer, PeriodD As Integer, Ma As ENUM_MA_METHOD) As String  DESCRIPTION The Stochastic Oscillator is a popular indicator that shows where a security’s price...
SYNTAX Public Function RelativeStrengthIndex(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer, Optional SignalPeriod As Integer = 3) As String DESCRIPTION The RSI (Wilder) is a popular indicator that shows comparative price strength w...
SYNTAX Public Function MovingAverageEnvelope(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer, Ma As ENUM_MA_METHOD, Shift As Double) As String DESCRIPTION Moving Average Envelopes consist of moving averages calculated from the underl...
SYNTAX  Public Function MomentumOscillator(chart_ID As Long,applyTo As ENUM_APPLIED_PRICE ,period As Integer)As String DESCRIPTION The momentum indicator calculates the change of over a specified length of time as a ratio. Increasingly high values of ...
SYNTAX Public Function DetrenedPriceOscillator(chart_ID As Long, applyTo As ENUM_APPLIED_PRICE, period As Integer, Ma As ENUM_MA_METHOD) As String  DESCRIPTION This function used to show a spread of two moving averages. The price oscillator is basicall...
SYNTAX  Public Function AverageTrueRange(chart_ID As Long) As String DESCRIPTION The Average True Range (Wilder) function measures market volatility. High average true range values may signal market bottoms, and low average true range values may signal...
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