The Acceleration Bands (ABANDS) created by Price Headley plots upper and lower envelope bands around a simple moving average. The width of the bands is based on the formula below.
Formula
Upper Band = Simple Moving Average (High* ( 1 + 4 * (High - Low) / (High + Low)))
Middle Band = Simple Moving Average
Lower Band = Simple Moving Average (Low *(1 - 4 * (High - Low)/ (High + Low)))

The Accumulation/Distribution (AD) study attempts to quantify the amount of volume flowing into or out of an instrument by identifying the position of the close of the period in relation to that period’s high/low range. The volume for the period is then allocated accordingly to a running continuous total.
Formula
AD = cumulative ((((Close - Low) - (High - Close)) / (High - Low)) * Volume))

The Average Directional Movement Index (ADX) is designed to quantify trend strength by measuring the amount of price movement in a single direction. The ADX is part of the Directional Movement system published by J. Welles Wilder, and is the average resulting from the Directional Movement indicators.
Formula
Directional Movement (DM) is defined as the largest part of the current period’s price range that lies outside the previous period’s price range. For each period calculate:
+DM = positive or plus DM = High - Previous High
-DM = negative or minus DM = Previous Low - Low
The smaller of the two values is reset to zero, i.e., if +DM > -DM, then -DM = 0. On an inside bar (a lower high and higher low), both +DM and -DM are negative values, so both get reset to zero as there was no directional movement for that period.
The True Range (TR) is calculated for each period, where:
TR = Max of ( High - Low ), ( High -PreviousClose ), ( PreviousClose - Low )
The +DM, -DM and TR are each accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period’s value is added to the total each period, similar to an exponential smoothing:
+DMt = (+DMt-1 - (+DMt-1 / n)) + (+DMt)
-DMt = (-DMt-1 - (-DMt-1 / n)) + (-DMt)
TRt = (TRt-1 - (TRt-1 / n)) + (TRt)
Compute the positive/negative Directional Indexes, +DI and -DI, as a percentage of the True Range:
+DI = ( +DM / TR ) * 100
-DI = ( -DM / TR ) * 100
Compute the Directional Difference as the absolute value of the differences: DIdiff = | ((+DI) - (-DI))|
Sum the directional indicator values: DIsum = ((+DI) + (-DI)) .
Calculate the Directional Movement index: DX = ( DIdiff / DIsum ) * 100 . The DX is always between 0 and 100.
Finally, apply Wilder’s smoothing technique to produce the final ADX value:
ADXt = ( ( ADXt-1 * ( n - 1) ) + DXt ) / n

The Absolute Price Oscillator (APO) is based on the absolute differences between two moving averages of different lengths, a‘Fast’and a‘Slow’moving average.
Formula
APO = Fast Exponential Moving Average - Slow Exponential Moving Average

The Aroon (AR) indicator developed by Tushar Chande attempts to determine whether an instrument is trending and how strong is the trend. AroonUp and AroonDown lines make up the indicator with their formulas below.
Formula
AroonUp = ((Number of periods - Number of periods since highest high) /Number of periods) *100
AroonDown = ((Number of periods - Number of periods since lowest low) /Number of periods) *100

The Aroon Oscillator (ARO) developed by Tushar Chande is calculated by subtracting AroonDown from AroonUp. The Aroon Oscillator ranges from -100 to 100.
Formula
AROSC = AroonUp - AroonDown

The Average True Range (ATR) study measures the size of the period’s range, and takes into account any gap from the close of the previous period.
Formula
ATR = Average ( True Range, n )
Where:
True Range = Max of ( High - Low ), ( High -PreviousClose ), ( PreviousClose - Low )
Average = Simple, Exponential, Weighted, and Triangular
n = Time period

The Ask Volume (AVOL) study displays the total amount of transactions occurring on the Ask in a given interval.
Formula
Ask Volume = Number of contracts traded at the Ask

The Bid/Ask Volume (BAVOL) study displays the total amount of transactions occurring on both the Bid and the Ask in a given interval.
Formula:
Bid/Ask Volume = Number of contracts traded at the Bid and the Ask

The Bollinger Band (BBANDS) study created by John Bollinger plots upper and lower envelope bands around the price of the instrument. The width of the bands is based on the standard deviation of the closing prices from a moving average of price.
Formula
Simplified:
Middle Band = n-period moving average
Upper Band = Middle Band + ( y * n-period standard deviation)
Lower Band = Middle Band - ( y * n-period standard deviation)
Where:
n = number of periods
y = factor to apply to the standard deviation value, (typical default for y = 2)
Detailed:
Calculate the moving average.
The formula is:d=((P1-MA)2+(P2-MA)2+...+(Pn-MA)2)/n
Pn is the price you pay for the nth interval
n is the number of periods you select
Subtract the moving average from each of the individual data points used in the moving average calculation. This gives you a list of deviations from the average. Square each deviation and add them all together. Divide this sum by the number of periods you selected.
d=((P1-MA)2+(P2-MA)2+...+(Pn-MA)2)/n
Take the square root of d. This gives you the standard deviation.
&=√d
Compute the bands by using the following formulas:
Upper Band=MA+z&
Middle Band=MA
Lower Band=MA-z&

The width of the bands is based on the standard deviation of the closing prices from a moving average of price. You can apply this study to any band study, such as Keltner channel.
Formula
Simplified:
Middle Band = n-period moving average
Upper Band = Middle Band + ( y * n-period standard deviation)
Lower Band = Middle Band - ( y * n-period standard deviation)
Where:
n = number of periods
y = factor to apply to the standard deviation value, (typical default for y = 2)
Detailed:
Calculate the moving average. The formula is:MA=(P1+...+Pn)/n
Pn is the price you pay for the nth interval
n is the number of periods you select
Subtract the moving average from each of the individual data points used in the moving average calculation. This gives you a list of deviations from the average. Square each deviation and add them all together. Divide this sum by the number of periods you selected.
d=((P1-MA)2+(P2-MA)2+...+(Pn-MA)2)/n
Take the square root of d. This gives you the standard deviation.
&=√d
Compute the bands by using the following formulas:
Upper Band=MA+z&
Middle Band=MA
Lower Band=MA-z&

Returns the value area high and low for that bar. Each bar contains a volume at price list. The value area calculation is then calculated on this volume at price list to produce the high and low of the value area. Refer to for more information.

The Bid Volume (BVOL) study displays the total amount of transactions occurring on the Bid in a given interval.
Formula
Bid Volume = Number of contracts traded at the Bid.

The Commodity Channel Index (CCI) compares the current mean price with the average mean price over a typical window of 20 periods.
Formula
CCI = ( M - A ) / ( 0.015 * D )
Where:
M = ( H + L + C ) / 3
H = Highest price for the period
L = Lowest price for the period
C = Closing price for the period
A = n period moving average of M
D = mean deviation of the absolute value of the difference between the mean price and the moving average of mean prices, M - A

The Chande Momentum Oscillator (CMO) developed by Tushar Chande attempts to capture the momentum of the instrument. The indicator oscillates between -100 and 100 with overbought level of 50 and oversold level of -50.
Formula
CMO = ((PosSum - NegSum) / (PosSum + NegSum)) * 100
Where:
PosSum = Sum of (Closecurrent- ClosePrevious) where (Closecurrent- ClosePrevious) is greater than zero
NegSum = Absolute value of the sum of (Closecurrent- ClosePrevious) where (Close current- Close Previous) is less than zero

The Double Exponential Moving Average (DEMA) by Patrick Mulloy attempts to offer a smoothed average with less lag than a straight exponential moving average. The calculation is more complex than just a moving average of a moving average as shown in the formula below.
Formula
DEMA = ( 2 * EMA(n)) - (EMA(n) of EMA(n) )

Compute the positive/negative Directional Indexes, +DI and -DI, as a percentage of the True Range:
+DI = ( +DM / TR ) * 100
-DI = ( -DM / TR ) * 100

The Directional Movement Indicators (DMI) are components of the Directional Movement system published by J. Welles Wilder, and are computed with the Average Directional Movement Index (ADX). Two indicators are plotted, a Positive DI ( +DI ) and a Negative DI ( -DI ).
Formula
Directional Movement (DM) is defined as the largest part of the current period’s price range that lies outside the previous period’s price range. For each period calculate:
+DM = positive or plus DM = High - Previous High
-DM = negative or minus DM = Previous Low - Low
The smaller of the two values is reset to zero, i.e., if +DM > -DM, then -DM = 0. On an inside bar (a lower high and higher low), both +DM and -DM are negative values, so both get reset to zero as there was no directional movement for that period.
The True Range (TR) is calculated for each period, where:
TR = Max of ( High - Low ), ( High -PreviousClose ), ( PreviousClose - Low )
The +DM, -DM and TR are each accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period’s value is added to the total each period, similar to an exponential smoothing:
+DMt = (+DMt-1 - (+DMt-1 / n)) + (+DMt)
-DMt = (-DMt-1 - (-DMt-1 / n)) + (-DMt)
TRt = (TRt-1 - (TRt-1 / n)) + (TRt)
Compute the positive/negative Directional Indexes, +DI and -DI, as a percentage of the True Range:
+DI = ( +DM / TR ) * 100
-DI = ( -DM / TR ) * 100

The Ichimoku study was developed by Goichi Hosoda pre-World War II as a forecasting model for financial markets. The study is a trend following indicator that identifies mid-points of historical highs and lows at different lengths of time and generates trading signals similar to that of moving averages/MACD. A key difference between Ichimoku and moving averages is Ichimoku charts lines are shifted forward in time creating wider support/resistance areas mitigating the risk of false breakouts.
Formula
Turning Line = ( Highest High + Lowest Low ) / 2, for the past 9 days
Standard Line = ( Highest High + Lowest Low ) / 2, for the past 26 days
Leading Span 1 = ( Standard Line + Turning Line ) / 2, plotted 26 days ahead of today
Leading Span 2 = ( Highest High + Lowest Low ) / 2, for the past 52 days, plotted 26 days ahead of today
Cloud = Shaded Area between Span 1 and Span 2

Shows your buy and sell positions on the chart.

The Keltner Channel was introduced in 1960 by Chester W. Keltner in his book How To Make Money in Commodities, and is also explained by Perry Kaufman's book The New Commodity Trading Systems and Methods. Keltner Channels plots three lines, consisting of a simple moving average (typically of the average price) with upper and lower bands plotted above and below this moving average. The width of the bands is based on a user defined factor applied to the Average True Range, with this result added to and subtracted from the middle moving average line.
Formula
Middle Line = n period moving average of (High + Low + Close) / 3
Upper Band = Middle Line + ( y * ATR)
Lower Band = Middle Line - ( y * ATR)
Where:
n = number of periods
y = factor applied to the ATR
ATR = Average True Range of n period

Linear regression is a statistical tool used to help predict future values from past values. It is commonly used as a quantitative way to determine the underlying trend and when prices are overextended. A linear regression trendline uses the least squares method to plot a straight line through prices so as to minimize the distances between the prices and the resulting trendline. This linear regression indicator plots the trendline value for each data point.
Formula
The best fit line associated with the n points (x1, y1), (x2, y2), . . . , (xn, yn) has the form y = mx+b
Slope=m=(n(∑xy)-(∑x)(∑y))/(n(∑x2)-(∑x)2)
Intercept=b=(∑y-m(∑x))/n

Linear regression is a statistical tool used to help predict future values from past values. It is commonly used as a quantitative way to determine the underlying trend and when prices are overextended. A linear regression trendline uses the least squares method to plot a straight line through prices so as to minimize the distances between the prices and the resulting trendline. This linear regression angle indicator plots the angel of the trendline for each data point.
Formula
The best fit line associated with the n points (x1, y1), (x2, y2), . . . , (xn, yn) has the form y = mx+b
Slope=m=(n(∑xy)-(∑x)(∑y))/(n(∑x2)-(∑x)2)
Intercept=b=(∑y-m(∑x))/n

Linear regression is a statistical tool used to help predict future values from past values. It is commonly used as a quantitative way to determine the underlying trend and when prices are overextended. A linear regression trendline uses the least squares method to plot a straight line through prices so as to minimize the distances between the prices and the resulting trendline. This linear regression intercept indicator plots the intercept for the trendline for each data point.
Formula
The best fit line associated with the n points (x1, y1), (x2, y2), . . . , (xn, yn) has the form y = mx+b
Slope=m=(n(∑xy)-(∑x)(∑y))/(n(∑x2)-(∑x)2)
Intercept=b=(∑y-m(∑x))/n

Linear regression is a statistical tool used to help predict future values from past values. It is commonly used as a quantitative way to determine the underlying trend and when prices are overextended. A linear regression trendline uses the least squares method to plot a straight line through prices so as to minimize the distances between the prices and the resulting trendline. This linear regression indicator plots the slope of the trendline value for each given data point.
Formula
The best fit line associated with the n points (x1, y1), (x2, y2), . . . , (xn, yn) has the form y = mx+b
Slope=m=(n(∑xy)-(∑x)(∑y))/(n(∑x2)-(∑x)2)
Intercept=b=(∑y-m(∑x))/n

The Maximum returns the maximum values found in the look back period for the selected input value.
Formula
MAX(Value1, Value2, …. ValueN) where N is the look back period.

The Money Flow Index (MFI) was developed by Gene Quong and Avrum Soudack. It uses both price and volume to measure buying and selling pressure.
Formula
Pivot = (High + Low + Close) / 3
Money Flow = Pivot * Volume
Money Ratio = Sum of Positive Money Flow / Sum of Negative Money Flow
MFI = 100 - (100/(1 + Money Ratio))

The Midpoint calculation is similar to the Midprice, except the highest and lowest values are returned from the same input field. The default indicator calculates the highest close and lowest close within the look back period and averages the two values.
Formula
MIDPNT = Average (Highest Close - Lowest Close) within the look back period.

The Midprice returns the midpoint value from two different input fields. The default indicator calculates the highest high and lowest low within the look back period and averages the two values to return the Midprice.
Formula
MIDPRI = Average (Highest High - Lowest Low) within the look back period.

The Minimum returns the minimum value found in the look back period for the selected input value.
Formula
MIN (Value1, Value2, …. ValueN) where N is the look back period.

The Minimum Maximum returns the minimum and maximum values found in the look back period for the selected input value.
Formula
MAX(Value1, Value2, …. ValueN) and MIN (Value1, Value2, …. ValueN) where N is the look back period.

The Momentum (MOM) indicator compares the current price with the previous price from a selected number of periods ago. This indicator is similar to the “Rate of Change” indicator, but the MOM does not normalize the price, so different instruments can have different indicator values based on their point values.
Formula
MOM = Price - Price of n periods ago

This indicator is either quick, or slow, to signal a market entry depending on the efficiency of the move in the market.
Formula
AMA = AMA(1) + α * (Close - AMA(1))
Where:
α= [(VI * (FC - SC)) + SC] ²
VI = Users defined measure of volatility or trend strength.
SC = 2 / (SN + 1)
FC = 2 / (FN + 1)
FN = Slow moving average < SN

The Exponential Moving Average (EMA) represents an average of prices, but places more weight on recent prices. The weighting applied to the most recent price depends on the selected period of the moving average. The shorter the period for the EMA, the more weight that will be applied to the most recent price.
Formula
EMA = ( P - EMAp ) * K + EMAp
Where:
P = Price for the current period
EMAp = the Exponential moving Average for the previous period
K = the smoothing constant, equal to 2 / (n + 1)
n = the number of periods in a simple moving average roughly approximated by the EMA

The Moving Average Convergence Divergence (MACD) was developed by Gerald Appel, and is based on the differences between two moving averages of different lengths, a Fast and a Slow moving average. A second line, called the Signa” line is plotted as a moving average of the MACD. A third line, called the MACD Histogram is optionally plotted as a histogram of the difference between the MACD and the Signal Line.
Formula
MACD = FastMA - SlowMA
Where:
FastMA is the shorter moving average and SlowMA is the longer moving average.
SignalLine = MovAvg (MACD)
MACD Histogram = MACD - SignalLine

The Simple Moving Average (SMA) is calculated by adding the price of an instrument over a number of time periods and then dividing the sum by the number of time periods. The SMA is basically the average price of the given time period, with equal weighting given to the price of each period.
Formula
SMA = ( Sum ( Price, n ) ) / n
Where: n = Time Period

The Triple Exponential Moving Average (T3) by Tim Tillson attempts to offers a moving average with better smoothing then traditional exponential moving average.
Formula
The Triple Exponential Moving Average (T3) of time series 't' is:
EMA1 = EMA(x,Period)
EMA2 = EMA(EMA1,Period)
GD = EMA1*(1+vFactor)) - (EMA2*vFactor)
T3 = GD (GD ( GD(t, Period, vFactor), Period, vFactor), Period, vFactor);
Where vFactor is a volume factor between 0 and 1 which determines how the moving averages responds. A value of 0 returns an EMA. A value of 1 returns DEMA. Tim Tillson advised or preferred a value of 0.7.

The Triple Exponential Moving Average (TEMA) by Patrick Mulloy offers a moving average with less lag then traditional exponential moving average.
Formula
The Triple Exponential Moving Average (TEMA) of time series 't' is:
* EMA1 = EMA(t,period)
* EMA2 = EMA(EMA1,period)
* EMA3 = EMA(EMA2,period))
* TEMA = 3*EMA1 - 3*EMA2 + EMA3

The Triangular Moving Average (TRIMA) represents an average of prices, but places weight on the middle prices of the time period. The calculations double-smooth the data using a window width that is one-half the length of the series.
Formula
MA = ( SMA ( SMAm, Nm ) ) / Nm
Where:
N = Time periods+ 1
Nm = Round ( N / 2 )
SMAm = ( Sum ( Price, Nm ) ) / Nm

The Triple Exponential Moving Average Oscillator (TRIX) by Jack Hutson is a momentum indicator that oscillates around zero. It displays the percentage rate of change between two triple smoothed exponential moving averages.
Formula
EMA1 = EMA1n-1 + ((2 / (n + 1)) * (Pn - EMA1n-1))
EMA2 = EMA2n-1 + ((2 / (n + 1)) * (EMA1n - EMA2n-1))
EMA3 = EMA3n-1 + ((2 / (n + 1)) * (EMA2n - EMA3n-1))
TRIX = (EMA3n - EMA3n-1 ) / EMA3n-1
Where:
Pn =the current price.
EMA1n-1 = the exponential moving average value of n periods back
EMA2n-1 = the exponential moving average value of n periods back
EMA3n-1 = the exponential moving average value of n periods back

The Weighted Moving Average (WMA) places more emphasis on recent prices than on older prices. Each period’s data is multiplied by a weight, with the weighting determined by the number of periods selected.
Formula
WMA = ( Price * n + Price(1) * n-1 + ... Price( n-1 ) * 1) / ( n * ( n + 1 ) / 2 )
Where: n = time period

Normalized Average True Range (NATR) attempts to normalize the average true range values across instruments by using the formula below.
Formula
NATR = ATR(n) / Close * 100
Where: ATR(n) = Average True Range over‘n’ periods.

On Balance Volume (OBV) maintains a cumulative running total of the amount of volume occurring on up periods compared to down periods.
Formula
OBV = Cumulative (Up Volume - Down Volume)
Where:
Volume = Actual, Tick
Up Volume = Quantity of volume occurring on up price change
Down Volume = Quantity of volume occurring on down price change

The Price Channel displays two lines, with the upper line representing the highest price and the lower line representing the lowest price for a given look back interval. The bands can optionally be smoothed with a moving average, or shifted to the right with an offset value. Basic uses of the Price Channel are to identify breakouts form the channel and to determine placement of trailing stops.
Formula
Upper Band = Highest price in the last n periods
Lower Band = Lowest price in the last n periods

Plot is an indicator that will simply plot the selected input value. This can be used to extract information from each bar or to add additional plot patterns to an existing study.

The Percent Price Oscillator (PPO) is based on the differences between two moving averages of different lengths, a‘Fast’ and a‘Slow’ moving average. The PPO is the difference of the two averages divided by the slower of the two moving averages, which tends to normalize the values across different instruments.
Formula
PPO = ( ( FastMA - SlowMA ) / SlowMA ) * 100
Where:
FastMA is the shorter moving average and SlowMA is the longer moving average.
When the FastMA is greater than the SlowMA, the PPO is a positive number, and when the FastMA is lower than the SlowMA, the PPO is a negative value.

The Price Volume Trend (PVT) study attempts to quantify the amount of volume flowing into or out of an instrument by identifying the close of the period in relation to the previous period’s close. The volume for the period is then allocated accordingly to a running continuous total.
Formula
((（Dose-Yesterday’s Dose）/Yesterday’s Dose)*Volume)+Yesterday’s PVT
Volume (Tick) = cumulative transactions over specified interval
Volume (Actual) = cumulative number of contracts traded over specified interval

The Rate of Change (ROC) indicator compares the current price with the previous price from a selected number of periods ago. The current price is divided by the previous price and expressed as a percentage. This indicator is also commonly known as a momentum indicator.
Formula
ROC = (Current Price / Price of n bars ago)-1.0) * 100
Where: n = Time period

The Rate of Change (ROC100) indicator compares the current price with the previous price from a selected number of periods ago. The current price is divided by the previous price and multiplied by 100. This indicator is also commonly known as a momentum indicator.
Formula
ROC100 = (Current Price / Price of n bars ago) * 100
Where: n = Time period

The Rate of Change Percentage (ROCP) indicator compares the current price with the previous price from a selected number of periods ago. The current price is divided by the previous price. ROCP does not express as a percentage. This indicator is also commonly known as a momentum indicator.
Formula
ROCP = (Current Price / Price of n bars ago)-1.0)
Where: n = Time period

The Rate of Change Rate (ROCR) indicator compares the current price with the previous price from a selected number of periods ago. The current price is divided by the previous price. This indicator is also commonly known as a momentum indicator.
Formula
ROCR = Current Price / Price of n bars ago
Where: n = Time period

The Relative Strength Index (RSI) was published by J. Welles Wilder. The current price is normalized as a percentage between 0 and 100. The name of this oscillator is misleading because it does not compare the instrument relative to another instrument or set of instruments, but rather represents the current price relative to other recent pieces within the selected lookback window length.
Formula
RSI = 100 - (100 / (1 + RS))
Where: RS = ratio of smoothed average of n-period gains divided by the absolute value of the smoothed average of n-period losses.

The Parabolic Stop and Reverse (SAR) calculates trailing stop points to use with long and short positions. The SAR was published by J. Welles Wilder as part of a complete trend following system. The dotted lines above the price designate trailing stops for short positions; those below the price are sell stops for long positions.
Formula
For new long positions:
SAR = P + A ( H - P )
Where:
SAR = the long Stop and Reverse price at which the position is reversed from Long to Short
P = the previous period’s SAR
A = the acceleration factor. A begins at .02 for the period immediately after the initial SAR buy stop order opens the current long trade. The next period and each period thereafter, A is increased by .02 for each period that price rises to the highest high level (H) since the current long trade was opened. For periods when price does not set a new high within the current long trade duration, A is left unchanged from its previous period’s level.
H = the highest price since the current long trade was opened on a buy stop order.
For new short positions:
SAR = P - A ( L - P )
Where:
S = the short side buy Stop and Reverse Price (SAR) at which the position is reversed from short to long
P = the previous period’s SAR
A = the acceleration factor. A begins at .02 for the next period immediately after the initial SAR sell stop order opens the current short-side trade. The next period and each period thereafter, A is increased by .02 for each period that price rises to the lowest low level (L) since the current short trade was opened. For periods when price does not set a new high within the current long trade duration, A is left unchanged from its previous period’s level.
L = the lowest price since the current short trade was opened on a sell stop order.

The total ask volume accumulated since the start of the session. For example, in the first 10 minutes of trading the ask volume is 55 and the second 10 minutes it is 20, the session ask volume will be 55 for the first bar and 75 for the second bar. This continues to accumulate until the end of the session and then resets to zero at the beginning of the next session. Sessions can be the predefined exchange and primary session or any custom session.

The total bid volume accumulated since the start of the session. For example, in the first 10 minutes of trading the bid volume is 55 and the second 10 minutes it is 20, the session bid volume will be 55 for the first bar and 75 for the second bar. This continues to accumulate until the end of the session and then resets to zero at the beginning of the next session. Sessions can be the predefined exchange and primary session or any custom session.

Standard Deviation is a statistical calculation used to measure the variability. In trading this value is known as volatility. A low standard deviation indicates that the data points tend to be very close to the mean, whereas high standard deviation indicates that the data points are spread out over a large range of values.
Formula
S=√(∑(x-‾x)2)/(N-1)
Where:
S=the standard deviation
X=each value in the sample
‾x=the mean of the values
N=the number of values (the sample size)

The Stochastic (Stoch) normalizes price as a percentage between 0 and 100. Normally two lines are plotted, the %K line and a moving average of the %K which is called %D. A slow stochastic can be created by initially smoothing the %K line with a moving average before it is displayed. The length of this smoothing is set in the Slow K Period. Without the initial smoothing ( i.e., setting the Slow K Period to a value of 1 ) the %K becomes the ‘Raw %K’ value, and is also known as a fast stochastic.
Formula
Fast %K = 100 SMA ( ( ( Close - Low ) / ( High - Low ) ),Time Period )
Slow %K = SMA ( Fast %K, Kma )
Slow %D = SMA ( Slow K%, Dma )
Where:
Close = the current closing price
Low = the lowest low in the past n periods
High = the highest high in the past n periods
Kma = Period of Moving Average used to smooth the Fast %K Values
Dma = Period of Moving Average used to smooth the Slow %K Values

The Stochastic Fast (StochF) normalizes price as a percentage between 0 and 100. Normally two lines are plotted, the %K line and a moving average of the %K which is called %D. A fast stochastic is created by not smoothing the %K line with a moving average before it is displayed.
Formula
Fast %K = 100 SMA ( ( ( Close - Low ) / ( High - Low ) ),Time Period )
Fast %D = SMA ( Fast %K )
Where:
Close = the current closing price
Low = the lowest low in the past n periods
High = the highest high in the past n periods

This is the total volume accumulated since the start of the session. For example, in the first 10 minutes of trading the volume is 55 and the second 10 minutes it is 20, the session volume will be 55 for the first bar and 75 for the second bar. This continues to accumulate until the end of the session and then resets to zero at the beginning of the next session. Sessions can be the predefined exchange and primary session or any custom session.

The Time Series Forecast (TSF) is a linear regression calculation that plots each bar’s current regression value using the least square fit method. This indicator is sometimes referred to as a moving linear regression similar to a moving average. For example, the TSF value that covers 10 days will have the same value as a 10-day Time Series Forecast. This differs slightly from the Linear Regression indicator in that the Linear Regression indicator does not add the slope to the ending value of the regression line.
Formula
The best fit line associated with the n points (x1, y1), (x2, y2), . . . , (xn, yn) has the form
y = mx + b
Slope=m=(n(∑xy)-(∑x)(∑y))/(n(∑x2)-(∑x)2)
Intercept=b=(∑y-m(∑x))/n

The Cumulative Volume Delta (TT CVD Study) displays a running total of net transactions as calculated by Volume Delta. Transactions occurring on the Ask are considered Buying Pressure and are added to the total, and those occurring on the Bid are considered Selling Pressure and are subtracted from the cumulative total.
Formula
TT CVD = Cumulative ( Vol ∆ )
Vol ∆ = Difference between Bid Volume and Ask volume over specified interval
Bid Volume = - ( Accumulated Bid Volume )
Ask Volume = + ( Accumulated Ask Volume )
Buying Pressure = TT CVD > 0
Selling Pressure = TT CVD < 0

The Ultimate Oscillator (ULTOSC) by Larry Williams is a momentum oscillator that incorporates three different time periods to improve the overbought and oversold signals.
Formula
ULTOSC = 100 x [(4 x Average7)+(2 x Average14)+Average28]/(4+2+1)
Where:
Average7 = (7-period BP Sum) / (7-period TR Sum)
Average14 = (14-period BP Sum) / (14-period TR Sum)
Average28 = (28-period BP Sum) / (28-period TR Sum)
BP = Buying Power = Close - Minimum(Low or Previous Close).
TR = True Range = Maximum(High or Previous Close) - Minimum(Low or Previous Close)

The Volume at Price indicator adds horizontal histograms, representing traded volume to bar, line and candlestick charts. By default the VAP appears along the price axis, but this can be changed to the left side of the screen using the properties menu.
In the example below, 70% of the traded volume is shaded a darker gray. The longest volume is shaded blue. Right-click the data and click Properties to configure these colors and other attributes.
Note: You cannot apply the VAP technical indicator to Price Distribution and Tick charts. VAP applied to a spread chart is based on price updates to the spread chart. Each price update on either leg of a spread chart is assigned a volume value of one.
Formula
Each horizontal bar is centered on the price level and represents the relative total volume traded at that price.
The longest bar on the VAP technical indicator extends to the percentage as defined in the Display Percentage property setting. All other bars are in lengths proportional to the longest bar.
Right-click the VAP and click Properties to modify Display Percentage and other attributes. This includes setting the VAP for transactions in a day (Reset Daily) or a set number of bars (Reset Interval).

The Volume Delta (Vol ∆) study displays the total amount of transactions occurring on both the Bid and the Ask in a given interval (similar to CBAVol), but also superimposes the absolute value of the net difference between the BVol and AVol for that interval. Whichever is greater (BVol or AVol) is displayed in that color on top of the total volume.
Formula
Bid/Ask Volume Tick = Number of transactions at the Bid and the Ask
Bid/Ask Volume Actual = Number of contracts traded at the Bid and the Ask
Additional display line = | BVol - AVol |, color represents whichever is greater (BVol or AVol)

The number of contracts traded during a given period of time.

The Volume Weighted Average Price is similar to a moving average, except volume is included to weight the average price over a one day period. VWAP resets daily and can be calculated based on exchange session, primary session and custom defined sessions. You can also apply standard deviation bands above and below the VWAP.
In the example below the VWAP line is red with two standard deviations bands above and below. Shading between the bands has been applied to highlight this region.
Note: You cannot apply the VWAP technical indicator to Price Distribution and Tick charts. VWAP applied to a spread chart is based on price updates to the spread chart. Each price update on either leg of a spread chart is assigned a volume value of one.
Formula
PVWAP=∑1P1Q1/∑1Q1
where:
PVWAP = Volume Weighted Average Price
Pj = price of trade j
Qj = quantity of trade j
j = each individual trade that takes place over the defined period of time.
Middle Band = Pvwap
Upper Band = Middle Band + (x) Standard Deviation
Lower Band = Middle Band - (x) Standard Deviation
Note: For the VWAP standard deviation calculation, X represents the VWAP value calculated at each bar and x is the average of the VWAP since the session start. The standard deviation will be zero on the first bar of each session since ( xi - x ) will be zero and N is one.
Additional Bands:
Price Diff Std Dev: A band calculation type that takes the maximum distance between the VWAP and the High or Low of each bar to use in the standard deviation calculation listed above.
Example: If the VWAP was 102 and the high and low are 104 and 101 respectively, then the max price difference of 2 would be the xi value. X-bar would be the average of these differences for all bars in this session.
Tick Offset: A band calculation type that adds and subtracts the number of ticks specified from the VWAP. This is similar to a moving average envelope.

The %R indicator was developed by Larry Williams and introduced in his 1979 book How I Made $1,000,000 Trading Commodities Last Year.Williams %R is similar to a stochastic oscillator, as it normalizes price as a percentage between 0 and 100. It is basically an inverted version of the ‘Raw %K’ value of a Fast Stochastic.
Formula
%R = -100 * ( ( Highest High - Close) / ( Highest High - Lowest Low ) )
Where:
Close = the current closing price
Highest High = the highest high in the past n periods
Lowest Low = the lowest low in the past n periods

The Welles Wilder's Smoothing Average (WWS) was developed by J. Welles Wilder, Jr. and is part of the Wilder's RSI indicator implementation. This indicator smoothes price movements to help you identify and spot bullish and bearish trends.
Formula
WSMA(i) = (SUM1-WSMA1+CLOSE(i))/N
Where:
WSMA1 = Wilder’s Smoothing for the first period.
WSMA(i) = Wilder’s Smoothing of the current period (except for the first one).
CLOSE(i) = The current closing price.
N = The smoothing period