Identify seasonal periods of above and below average returns.

Plots the rate of return for all dates, averaged for the last 5 years (it will average as much historical data as is in the quote file, with a maximum of 5 years).

Steve Nison refers to his Disparity Index as "a percentage display of the latest close to a chosen moving average".

Moving Average overlay plot

A five point moving average with weighting based upon the sine wave.

Short term trend oscillator

The TrendScore attempts to make a quantitative and qualitative determination of the direction and strength of a market trend by comparing the current close price to previous close prices over the last 20 periods.

Trading envelopes

A central moving average of Typical Prices is enveloped by two bands at a distance based on recent Average True Ranges.

Correlation indicator

An editable custom indicator framework that allows you to compute and plot the statistical correlation coefficient between any two series of data points, for example, any two stocks, two indicators, a stock price vs. an indicator, etc. Very helpful documentation is included.

Trendiness indicator

Drawing upon the pioneering works of mathematician Benoit Mendelbrot, Hans Hannula developed an indicator to gauge the efficiency that prices travel between two points in time. The primary use of the PFE indicator is as a measure of how trendy or congested price action is.

Signals impending increases in volatility

The HVR is basically a mathematical ratio or percentage of a short to a long average historical volatility. When a market's short volatility declines below a certain percentage of its long volatility, it is a heads up signal that an explosive move may be imminent.

The standard settings used are both the 10/100 and 6/100 HVR with a 50% ratio. The 50% ratio will be the trigger point. If either the 10/100 OR the 6/100 declines below 50% in any market, that market should be watched for potential trades, as a sharp move could be seen.

Both the 10/100 and the 6/100 HVR indicators are included in this package.

Overbought/Oversold indicator

In his book (Bollinger on Bollinger Bands), John Bollinger notes that it is more logical to use BB on an indicator to find OB and OS levels. In this case, BB is used to normalize RSI. Zero is considered oversold and 1 is considered overbought.

Signals impending increases in volatility

As stated in his book (Bollinger on Bollinger Bands), bandwitdh is most useful for identifying THE SQUEEZE., that volatility has fell to such a low level, higher volatility is expected soon.

Identifies Turning Points

The Center of Gravity oscillator by John Ehlers was explained in a May, 2002 article in TASC. It is described as an indicator that identifies every major turning point without much lag. To do this, the CGO is plotted with a 1-bar delayed signal Line. The crossovers formed by CGO & the signal line do so with zero lag. Since the CGO is filtered and smoothed, whipsaws of the crossovers are minimized.

Both the CGO and the 1-bar signal line indicators are included in this package.

Measures Professional Buying vs. Public Buying

Developed by Larry Williams, this indicator has two lines: The Public Buying (red line) at the beginning of the day and the Professional Buying (green line) at the end of the day.

This technique is to create two Advance/Decline lines.

* The Public Advance/Decline line is constructed by using the change from yesterday's closes to today's open.
* The professional Advance/decline line is constructed by using the change from today's open to today's close.

The lines are calculated by taking a moving average, normally 14-days, of the results.

This study is only for daily charts and can be used to highlight divergences between the Professional Advance/Decline (green line) and the price. The common interpretation of this study is if the Professional line (green) goes below the Public line (red) it is a sell signal and if the Professional line (green) goes above the Public line (red) it is a buy signal.

Tushar Chande's Aroon Indicator (a package of 3 components)

Aroon is used to measure the presence and strength of trends. For a given time period, Aroon is calculated by determining how much time (on a percentage basis) elapsed between the start of the time period and the point at which the highest/lowest price during that time period occurred.

The 3 components are Aroon UP, Arron DOWN and the Aroon Oscillator. Aroon can be drawn either as two lines, the AroonUp and AroonDown, or an Aroon Oscillator representing the difference between the AroonUp and the AroonDown lines.  The AroonUp and AroonDown lines oscillate between 0 and 100, while the Aroon Oscillator oscillates between -100 and +100.

Measures price momentum in a range of -100 to +100

The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder’s RSI, yet it differs in several ways: It uses data for both up days and down days in the numerator, thereby directly measuring momentum. The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired. The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.

Tushar Chande's Stochastic RSI

Developed by Tushar Chande and Stanley Kroll, StochRSI is an oscillator that measures the level of RSI (Realtive Strenght Index) relative to its range, over a set period of time. The indicator uses RSI as the foundation and applies to it the formula behind Stochastics. The result is an oscillator that fluctuates between 0 and 1.

An index of risk based on retracements/drawdowns

Originally created and described by Peter G. Martin and Byron B. McCann in their book 'The Investor's Guide to Fidelity Funds', the Ulcer Index attempts to measure DOWNSIDE risk. This is in contrast to the most common risk measurement indicator, Standard Deviation, which measures risk in terms of both upside and downside volatility.

To measure downside risk, the Ulcer Index computes the percentage drawdown (retracement) from the security's highest Closing price. The drawdown is computed on a daily basis and is averaged over time.

Range-based indicator to locate impending trend changes

Developed by Donald Dorsey, the Mass Index was designed to identify trend reversals by measuring the narrowing and widening of the range between the high and low prices. As this range widens, the Mass Index increases; as the range narrows the Mass Index decreases.

A package of 4 weighted, smoothed momentum indicators

Developed by Martin Pring, KST is a weighted, smoothed momentum indicator. KST is composed of 4 different momentum calculations, each with a different time period. Pring has chosen the Rate of Change (ROC) indicator as the basis for the momentum calculations. The 4 ROC indicators are smoothed with a moving average calculation. Then each of the smoothed ROC's is multiplied by a weighting and the 4 results are summed. Pring assigns higher weightings to the longer-term momentum calculations vs. the shorter-term.

This will flag all stocks that are presently within 5% of their all-time highs, with the additional caveat that the all-time high took place at least 30 trading days ago.

Determines the status of price action: trending or congestion

Adam White's Vertical Horizontal Filter (VHF) can tell you whether a market is going through a trending or congestion phase. You can use this information to determine whether to use trending indicators, such as moving avewrages in trending phases vs. overbought/oversold indicators, such as stochastics in congestion phases.

The simplest interprestation is as follows: When the VHF is rising, use a trend-following indicator; when the VHF is declining, use an overbought/oversold indicator.

Measures the strength of bulls vs. bears

The Balance of Market Power (BOMP) indicator measures the strength of the bulls vs. the bears by accessing the ability of each to push price to an extreme level.

The idea of the BOMP calculation is to assign a score for both bulls and bears based on their daily performance related to price movement.

Finds securities that have been and continue to be in an extremely bullish mode: up in price over a period of one week, one month, three months AND one year.

Securities up over 20% this week or 40% over a month

A weighted combination of three oscillators

Developed by Larry Williams, the "Ultimate" Oscillator combines a stock's price action during three different time frames into one bounded oscillator. Values range from 0 to 100 with 50 as the center line. Oversold territory exists below 30 and overbought territory extends from 70 to 100.

Accumulation/Distribution measure based on Volume Force

The Klinger Volume Oscillator (KVO) was developed by Stephen J. Klinger as a volume-based indicator to help in both short- and long-term analysis.

The KVO was developed with two seemingly opposite goals in mind: to be sensitive enough to signal short-term tops and bottoms, yet accurate enough to reflect the long-term flow of money into and out of a security.

One method of KVO analysis is to search for a divergence between KVO and the underlying price action, especially at new highs or new lows in overbought/oversold territory. For example, when a stock makes a new high or low for a cycle and the KVO fails to confirm this, the trend may be losing momentum and nearing completion.

A long-term price momentum indicator

Developed by Edwin Sedgwick Coppock in 1962. The Coppock Curve is a long-term price momentum indicator typically applied to the Dow Jones Industrial Average.