Momentum Indicator Functions

ADX - Average Directional Movement Index

NOTE: The ADX function has an unstable period.

real = ADX(high, low, close, timeperiod=14)

Learn more about the Average Directional Movement Index at tadoc.org.

ADXR - Average Directional Movement Index Rating

NOTE: The ADXR function has an unstable period.

real = ADXR(high, low, close, timeperiod=14)

Learn more about the Average Directional Movement Index Rating at tadoc.org.

APO - Absolute Price Oscillator

real = APO(close, fastperiod=12, slowperiod=26, matype=0)

Learn more about the Absolute Price Oscillator at tadoc.org.

AROON - Aroon

aroondown, aroonup = AROON(high, low, timeperiod=14)

Learn more about the Aroon at tadoc.org.

AROONOSC - Aroon Oscillator

real = AROONOSC(high, low, timeperiod=14)

Learn more about the Aroon Oscillator at tadoc.org.

BOP - Balance Of Power

real = BOP(open, high, low, close)

Learn more about the Balance Of Power at tadoc.org.

CCI - Commodity Channel Index

real = CCI(high, low, close, timeperiod=14)

Learn more about the Commodity Channel Index at tadoc.org.

CMO - Chande Momentum Oscillator

NOTE: The CMO function has an unstable period.

real = CMO(close, timeperiod=14)

Learn more about the Chande Momentum Oscillator at tadoc.org.

DX - Directional Movement Index

NOTE: The DX function has an unstable period.

real = DX(high, low, close, timeperiod=14)

Learn more about the Directional Movement Index at tadoc.org.

MACD - Moving Average Convergence/Divergence

macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)

Learn more about the Moving Average Convergence/Divergence at tadoc.org.

MACDEXT - MACD with controllable MA type

macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)

MACDFIX - Moving Average Convergence/Divergence Fix 12/26

macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)

MFI - Money Flow Index

NOTE: The MFI function has an unstable period.

real = MFI(high, low, close, volume, timeperiod=14)

Learn more about the Money Flow Index at tadoc.org.

MINUS_DI - Minus Directional Indicator

NOTE: The MINUS_DI function has an unstable period.

real = MINUS_DI(high, low, close, timeperiod=14)

Learn more about the Minus Directional Indicator at tadoc.org.

MINUS_DM - Minus Directional Movement

NOTE: The MINUS_DM function has an unstable period.

real = MINUS_DM(high, low, timeperiod=14)

Learn more about the Minus Directional Movement at tadoc.org.

MOM - Momentum

real = MOM(close, timeperiod=10)

Learn more about the Momentum at tadoc.org.

PLUS_DI - Plus Directional Indicator

NOTE: The PLUS_DI function has an unstable period.

real = PLUS_DI(high, low, close, timeperiod=14)

Learn more about the Plus Directional Indicator at tadoc.org.

PLUS_DM - Plus Directional Movement

NOTE: The PLUS_DM function has an unstable period.

real = PLUS_DM(high, low, timeperiod=14)

Learn more about the Plus Directional Movement at tadoc.org.

PPO - Percentage Price Oscillator

real = PPO(close, fastperiod=12, slowperiod=26, matype=0)

Learn more about the Percentage Price Oscillator at tadoc.org.

ROC - Rate of change : ((price/prevPrice)-1)*100

real = ROC(close, timeperiod=10)

Learn more about the Rate of change : ((price/prevPrice)-1)*100 at tadoc.org.

ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice

real = ROCP(close, timeperiod=10)

Learn more about the Rate of change Percentage: (price-prevPrice)/prevPrice at tadoc.org.

ROCR - Rate of change ratio: (price/prevPrice)

real = ROCR(close, timeperiod=10)

Learn more about the Rate of change ratio: (price/prevPrice) at tadoc.org.

ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100

real = ROCR100(close, timeperiod=10)

Learn more about the Rate of change ratio 100 scale: (price/prevPrice)*100 at tadoc.org.

RSI - Relative Strength Index

NOTE: The RSI function has an unstable period.

real = RSI(close, timeperiod=14)

Learn more about the Relative Strength Index at tadoc.org.

STOCH - Stochastic

slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)

Learn more about the Stochastic at tadoc.org.

STOCHF - Stochastic Fast

fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)

Learn more about the Stochastic Fast at tadoc.org.

STOCHRSI - Stochastic Relative Strength Index

NOTE: The STOCHRSI function has an unstable period.

fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)

Learn more about the Stochastic Relative Strength Index at tadoc.org.

TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

real = TRIX(close, timeperiod=30)

Learn more about the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA at tadoc.org.

ULTOSC - Ultimate Oscillator

real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)

Learn more about the Ultimate Oscillator at tadoc.org.

WILLR - Williams' %R

real = WILLR(high, low, close, timeperiod=14)

Learn more about the Williams' %R at tadoc.org.