Parameter | Formula |
---|---|
Imp Voll | impvol() >= hhv(impvol(),240) |
Momentum_Decreasing | (Momentum(c,14)[1] - Momentum(C,14)) >= 4 |
Momentum_Increasing | (Momentum(c,14) - Momentum(C,14)[1]) >= 2 |
Turning_Down | MACD_HIST(C,12,26,9)[3] < MACD_HIST(C,12,26,9)[2] and _ |
Turning_Up | MACD_HIST(C,12,26,9)[3] > MACD_HIST(C,12,26,9)[2] and _ |
V_Bottom | MP(H,L) > MP(H,L)[1] and _ |
V_Top | MP(H,L) < MP(H,L)[1] and _ |
Volatility_12Month_High | VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),240) |
Volatility_12Month_Low | VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),240) |
Volatility_3Month_High | VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),60) |
Volatility_3Month_Low | VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),60) |
Volatility_6Month_High | VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),120) |
Volatility_6Month_Low | VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),120) |
Volume_Climax_High | VTY[1] > 1.5 * SMA(V,20) and _ |
Volume_Climax_Low | VTY[1] > 1.5 * SMA(V,20) and _ |
Volume_Decreasing | V <= V[1] AND _ |
Volume_Increasing | V >= V[1] AND _ |
Volume_Spike | V > HHV(V,5)[1] |