Core technical indicators, used in trading strategies.
Input parameters:
Volume Algo
e.g SQL
TICK volume WITH minutes=10 > 10000 THEN order SET capital=10000, transmit=trueInput parameters:
Volatility Algo
e.g SQL
TICK volatility WITH minutes=5 > 10 THEN order SET capital=10000, transmit=trueInput parameters:
Accumulation/Distribution Line (ADL) is a volume-based indicator that measures cumulative money flow into and out of a security. It helps identify divergences between price and volume, with rising ADL suggesting accumulation (buying pressure) and falling ADL suggesting distribution (selling pressure).
e.g SQL
TICK adl WITH minutes=14 > 1000000 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Average Directional Index (ADX) is a trend strength indicator that measures the strength of a trend regardless of its direction. Values above 25 typically indicate a strong trend, while values below 20 suggest a weak or non-existent trend.
e.g SQL
TICK adx WITH minutes=14 > 25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Average True Range (ATR) is a volatility indicator that measures market volatility by decomposing the entire range of an asset price for a period. It helps traders determine appropriate stop-loss levels and position sizing based on market volatility.
e.g SQL
TICK atr WITH minutes=14 > 2.5 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Awesome Oscillator (AO) is a momentum indicator that measures market momentum by comparing fast and slow moving averages of the median price. It helps identify trend strength and potential reversals, with positive values indicating bullish momentum and negative values indicating bearish momentum.
e.g SQL
TICK awesomeoscillator WITH fastMinutes=5, slowMinutes=34 > 0 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Bollinger Bands are a volatility indicator that consists of three lines: a middle band (SMA), an upper band (SMA + standard deviation), and a lower band (SMA - standard deviation). They help identify overbought/oversold conditions and potential price breakouts.
e.g SQL
TICK bollingerbands WITH minutes=20, stdDev=2 > upper THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Commodity Channel Index (CCI) is a momentum oscillator that measures the current price level relative to an average price level over a given period. It helps identify cyclical trends and extreme conditions, with values above +100 indicating overbought conditions and below -100 indicating oversold conditions.
e.g SQL
TICK cci WITH minutes=20 > 100 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Exponential Moving Average (EMA) is a type of moving average that gives more weight to recent prices, making it more responsive to price changes than a Simple Moving Average. It helps identify trends and potential support/resistance levels, with shorter periods being more sensitive to price changes.
e.g SQL
TICK ema WITH minutes=14 > 50.25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Force Index is a momentum indicator that combines price movement and volume to measure the strength of price moves. It helps identify potential trend reversals and breakouts, with positive values indicating buying pressure and negative values indicating selling pressure.
e.g SQL
TICK forceindex WITH minutes=13 > 1000000 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Output parameters
Ichimoku Cloud is a comprehensive indicator that shows support/resistance, momentum, and trend direction. It consists of five lines: Tenkan-sen (Conversion Line), Kijun-sen (Base Line), Senkou Span A and B (Leading Spans), and Chikou Span (Lagging Span). The cloud (Kumo) between Senkou Spans helps identify trend direction and potential support/resistance levels.
e.g SQL
TICK ichimoku WITH tenkanMinutes=9, kijunMinutes=26, senkouBMinutes=52, chikouMinutes=26 > price THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Output parameters
Know Sure Thing (KST) is a momentum oscillator that combines multiple price momentum measurements into a single indicator. It helps identify major market trends and potential reversals, with values above zero indicating bullish momentum and below zero indicating bearish momentum. The signal line helps confirm trend changes.
e.g SQL
TICK kst WITH roc1Minutes=10, roc2Minutes=15, roc3Minutes=20, roc4Minutes=30, sma1Minutes=10, sma2Minutes=10, sma3Minutes=10, sma4Minutes=15, signalMinutes=9 > 0 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Output parameters
Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price. It consists of the MACD line (difference between fast and slow EMAs), signal line, and histogram.
e.g SQL
TICK macd WITH fastMinutes=12, slowMinutes=26, signalMinutes=9 > 0 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Money Flow Index (MFI) is a momentum oscillator that incorporates both price and volume data to measure buying and selling pressure. It ranges from 0 to 100, with values above 80 indicating overbought conditions and below 20 indicating oversold conditions.
e.g SQL
TICK mfi WITH minutes=14 > 80 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
On-Balance Volume (OBV) is a momentum indicator that uses volume flow to predict changes in price. It adds volume on up days and subtracts volume on down days, helping identify whether volume is flowing into or out of a security. Divergences between OBV and price can signal potential trend reversals.
e.g SQL
TICK obv WITH minutes=14 > 1000000 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Parabolic Stop and Reverse (PSAR) is a trend-following indicator that identifies potential reversals in price direction. It appears as dots above or below the price, with dots below price indicating an uptrend and dots above price indicating a downtrend. It also serves as a trailing stop-loss.
e.g SQL
TICK psar WITH initialAF=0.02, maxAF=0.2, increment=0.02 < price THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Rate of Change (ROC) is a momentum oscillator that measures the percentage change in price between the current price and the price n periods ago. It helps identify overbought/oversold conditions and potential trend reversals, with extreme values indicating potential price reversals.
e.g SQL
TICK roc WITH minutes=12 > 10 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. It oscillates between 0 and 100, with values above 70 indicating overbought conditions and below 30 indicating oversold conditions.
e.g SQL
TICK rsi WITH minutes=14 > 70 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Simple Moving Average (SMA) is a technical indicator that calculates the average price of a security over a specified number of periods. It helps identify trends and potential support/resistance levels.
e.g SQL
TICK sma WITH minutes=14 > 50.25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Output parameters
Stochastic Oscillator is a momentum indicator that compares a security's closing price to its price range over a specific period. It consists of two lines: %K (fast line) and %D (slow line), helping identify overbought/oversold conditions and potential trend reversals.
e.g SQL
TICK stochastic WITH minutes=14, smoothK=3, smoothD=3 > 80 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Stochastic RSI (StochRSI) is a momentum oscillator that applies the Stochastic formula to RSI values. It ranges from 0 to 100, with values above 80 indicating overbought conditions and below 20 indicating oversold conditions. It helps identify potential trend reversals and entry/exit points with greater sensitivity than traditional RSI.
e.g SQL
TICK stochrsi WITH rsiMinutes=14, stochMinutes=14, kMinutes=3, dMinutes=3 > 80 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
TRIX is a momentum oscillator that shows the percentage rate of change of a triple exponentially smoothed moving average. It helps identify oversold and overbought conditions, with positive values indicating upward momentum and negative values indicating downward momentum.
e.g SQL
TICK trix WITH minutes=14 > 0 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Output parameters
Volume Profile is a trading indicator that shows trading activity over a specified time period at specific price levels. It helps identify significant price levels where most trading activity occurs, with the Point of Control (POC) representing the price level with the highest trading volume. This information helps identify support/resistance levels and potential price targets.
e.g SQL
TICK volumeprofile WITH minutes=20, levels=10 > price THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Volume Weighted Average Price (VWAP) is a trading benchmark that shows the average price a security has traded at throughout the day, based on both volume and price. It is used to identify the true average price of a security and is often used as a reference point for institutional traders.
e.g SQL
TICK vwap WITH minutes=14 > 50.25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Wilder's Exponential Moving Average (WEMA) is a modified version of the EMA that uses a different smoothing factor (1/n instead of 2/(n+1)). It provides a smoother line than traditional EMA and is often used in other technical indicators like RSI and ADX.
e.g SQL
TICK wema WITH minutes=14 > 50.25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Williams %R is a momentum oscillator that measures overbought and oversold levels. It ranges from 0 to -100, with readings above -20 indicating overbought conditions and below -80 indicating oversold conditions.
e.g SQL
TICK williamsr WITH minutes=14 < -80 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Weighted Moving Average (WMA) is a moving average that assigns different weights to data points, with more recent prices having higher weights. It responds more quickly to price changes than a Simple Moving Average, making it useful for identifying trends and potential support/resistance levels.
e.g SQL
TICK wma WITH minutes=14 > 50.25 THEN order SET size=100, price=51.00, transmit=trueInput parameters:
Time Algo
e.g SQL
TICK time > "10:00:00" THEN order SET capital=10000, transmit=trueInput parameters:
Price Algo
e.g SQL
TICK price > 100 THEN order SET capital=10000, transmit=true