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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