NeuroShell Trader

Multiple Timeframe Indicators

( NST-MTI )
User Guide

An Indicator Add-On for

Ward Systems Group’s

NeuroShell Trader Platform

Release 1.0
January 2003

Copyright 2003, Emmetropia. All Rights Reserved.

NeuroShell Trader is a registered trademark of Ward Systems Group.

NST-MTI User Guide Release 1.0

Contents, Figures, and Tables

Table of Contents
Contents, Figures, and Tables............................................................................................................................................ 2
NST-MTI Installation Procedures.................................................................................................................................... 3
Introduction ......................................................................................................................................................................... 4
Basic Time Series Indicators............................................................................................................................................. 6
NST-MTI Parameters......................................................................................................................................................... 8
The NST-MTI “Time Series Compress Type” Parameter ............................................................................................. 11
NST-MTI Indicator Parameter Summary...................................................................................................................... 13
Multiple Timeframe Utility Indicators ........................................................................................................................... 15
NST-MTI Categories and Indicators ............................................................................................................................. 17
NST-MTI Indicator Chart Example................................................................................................................................22
NST-MTI Error Handling .................................................................................................................................................23
Emmetropia Contact Information....................................................................................................................................25
NST-MTI Detailed Installation Procedures ..................................................................................................................26
Software License...............................................................................................................................................................27

List of Figures
Figure 1. Basic NST-MTI Indicator Wizard Dialog Boxes............................................................................................ 6
Figure 2. Basic NST-MTI Time Series Indicators. ....................................................................................................... 7
Figure 3. NST-MTI MT Stochastic Slow Percent D Example...................................................................................... 9
Figure 4. NST-MTI MT Stochastic Slow Percent D Example.................................................................................... 10
Figure 5. Time Series Compress Type Example............................................................................................................ 12
Figure 6. NST-MTI Indicator Dialog Box. .................................................................................................................... 13
Figure 7. NST-MTI Utility Indicators. ......................................................................................................................... 16
Figure 8. NST-MTI Chart Example................................................................................................................................22

List of Tables
Table 1. Time Series Compress Type Example Table................................................................................................... 12
Table 2. NST-MTI Indicator Parameter Summary. .................................................................................................... 14
Table 3. NST-MTI Indicator Categories. ..................................................................................................................... 17
Table 4. NST-MTI Indicators. ....................................................................................................................................... 17
Table 5. NST-MTI Error Value Descriptions. ..............................................................................................................23

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NST-MTI Installation Procedures

Major Steps for Installing and using NST-MTI

There are several required steps to purchase, install, and configure NST-MTI. These steps are listed below.

1. Purchase the software through Paypal.

2. Emmetropia is notified of the purchase and provides NST-MTI software to user.
3. User installs software.
4. User provides NST-MTI Registration Dialog User License Codes to Emmetropia.
5. Emmetropia sends Registration License Code to user.
6. User enters Registration License Code into NST-MTI Registration Dialog.
7. NST-MTI is enabled for use on User’s machine.

A detailed description of each of these steps can be found toward the end of this User Guide.

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Introduction

Multiple Timeframes and Trading with the Trend

Several of the most significant principles of trading have to do with trading with the trend. But to say that
trading with the trend is important is not the same as having techniques for easily determining what the trend
is.

One way to determine the trend for any specific timeframe is to use analysis techniques focused on larger
timeframe price series data. For example, to determine the trend for daily bars, weekly and monthly data can
be the focus of analysis. To determine the trend for 5-minute bars one might use 25 minute and 3 hour
timeframe data.

The primary objective of using multiple timeframe indicators is to increase the accuracy of Predictions and the
success of Trading Strategies.

Multiple Timeframe Indicator Characteristics

Indicators based on a larger timeframe than the base data of a NeuroShell Trader chart have certain visual
characteristics having to do with how they are calculated. These characteristics are important to understand.

• Smoothness

Larger timeframe indicators are not as sensitive to price series volatility in the smaller timeframe of
the chart.

• Lag

The downside of getting the smoothness noted above is that larger timeframe indicators tend to lag
their smaller timeframe indicator counterparts.

• “Stair Step” Look

There are multiple ways to calculate and display values for a larger timeframe indicator on a chart
based on smaller timeframe data. The reason for this is that there aren’t larger timeframe indicator
values that can be calculated for every smaller timeframe price bar.

So what value should be calculated for and appear on a chart for those smaller timeframe bars for
which a larger timeframe based indicator value cannot be calculated? One approach is to use the
previous larger timeframe indicator value until the next larger timeframe indicator value can be
calculated. This approach results in a larger timeframe indicator having a “Stair Step” look. The
example chart diagrams shown in this User Guide illustrate this “stair step” look.

• No Single “Correct” Larger Timeframe

One often encounters questions about what larger timeframe is the “correct” larger timeframe to use
when trading. The truth is, there is no single larger timeframe that is best for all markets and
strategies.

What is NST-MTI?
NeuroShell Trader Multiple Timeframe Indicators (NST-MTI) is a software add-on for NeuroShell Trader
that provides multiple timeframe indicator support. It consists of indicators calculated from larger timeframe
time series data than the Base Timeframe of a NeuroShell Trader Chart.

A Base Timeframe is the timeframe upon which indicators, predictions, and trading
strategies are founded in an NeuroShell Trader Chart. The Base Timeframe of a 5 minute
NeuroShell Trader Chart is 5 minutes. NST-MTI indicators may be used with any NeuroShell
Trader supported timeframe chart.

NST-MTI indicators are calculated from the data in an NeuroShell Trader chart and are ALWAYS based on
timeframes that are integer multiples larger than the Base Timeframe of the Chart. For example, a 5-minute
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chart may be used to calculate multiple timeframe indicators for 10 minute, 15 minute, 20 minute, etc.
timeframes. It is not possible to calculate 13 minute NST-MTI indicators on the basis of data in a 5 minute
chart because 13 is not a multiple of 5. (An indicator based on 13-minute price bars can be calculated,
however, using a Base Timeframe of 1 minute.) An NST-MTI indicator timeframe must be some INTEGER
Timeframe Proportion larger the Base Timeframe.

NST-MTI consists of three different kinds of multiple timeframe indicators.

• Basic Time Series Value Indicators

There are 5 Basic Time Series Indicators corresponding to the 5 types of data commonly used in
financial markets analysis products: Open, High, Low, Close, Volume. These indicators are described
in detail below.

After installation, the Basic Time Series Indicators can be found in a new “NST-MTI” indicator
Category within NeuroShell Trader.

• Multiple Timeframe Utility Indicators

NST-MTI provides two indicators that are helpful for viewing multiple timeframe indicators on a
chart and these indicators are called Utility Indicators. These indicators are described in detail
below.

After installation, the NST-MTI Utility Indicators can be found in the new “NST-MTI” indicator
Category within NeuroShell Trader.

• Multiple Time Series Indicators

NST-MTI Release 1.0 has a comparable multiple timeframe indicator for more than 300 of the
indicators found in NeuroShell Trader. These indicators are organized around the existing
NeuroShell Trader Indicator Categories to facilitate easily finding them. A complete listing of the
NST-MTI Release 1.0 indicators and the categories within which they fall appears later in this
document.

These indicators can be found in many different NeuroShell Trader categories. To see that all these
indicators have been installed, use Windows Explorer to search for the TPL files that begin with “MT”
in the \NeuroShell Trader\Template directory.

NST-MTI does NOT use multiple charts and inter-chart communication to calculate multiple timeframe
indicator values. And NST-MTI does NOT contain it’s own “special version” of each indicator so you have to
worry about cross timeframe indicator consistency.

NST-MTI leverages the existing base of NeuroShell Trader indicators by placing a wrapper around each of
them that simulates the data that would be passed to them if they were being called from a chart based on a
different larger timeframe.

Custom Multiple Timeframe Indicator Development

NST-MTI was designed so that creating additional multiple timeframe indicators would be relatively easy to
do. Emmetropia can transform your proprietary indicators into a set of multiple timeframe indicators quickly
and in a cost-effective manner. You do NOT need to provide the source code to Emmetropia for this to be
done. Contact Emmetropia at [email protected] for more information.

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Basic Time Series Indicators

The Basic Time Series indicators within NST-MTI consist of indicators for calculating multiple timeframe time
series values for the Open, High, Low, Close, and Volume. These indicators can be found within NeuroShell
Trader in the NST-MTI Category.

These indicators are named as follows:

• MT Open • MT High • MT Low

• MT Close • MT Volume

The Basic Time Series Indicators are a useful set of indicators to begin discussion of multiple timeframe
indicators and a chart showing these indicators is useful for illustrating the characteristics of other multiple
timeframe indicators.

Two Indicator Wizard dialog boxes for two of these indicators appear as Figure 1 below. These dialog boxes
are 2 of 8 used to insert MT Open, MT High, MT Low, and MT Close into the chart shown in Figure 2. Note
that there are two instances each of MT Open, MT High, MT Low, and MT Close inserted into the chart.

For each of these two indicators, the Timeframe Proportion parameter is equal to 13. In other words, the
timeframe for the MT Open, MT High, MT Low, and MT Close indicators is 13 times larger than the Base
Timeframe of the chart, i.e., 13 minutes. It is as if a 13-minute chart was displayed on top of a 1-minute chart.

The only difference between each of the two indicators for a time series type (Open, High, Low, Close) is the
Calculation Mode parameter. Notice that for each of the four time series types, there are lines that have
“stair step” looks to them. This occurs when the Calculation Mode parameter is set to 1. When Calculation
Mode is equal to 1, the value of an indicator at a particular bar is the same as the previous bar except at those
bars at which the timeframe closes (or opens) (in this case, every 13 bars). When Calculation Mode is equal to
0, a data point is only calculated and returned when the larger timeframe closes (or opens) and at every other
bar the value returned is null. In Figure 2 this results in a data point being calculated and returned every 13
bars.

The Date Time Reset Flag parameter provides a means of resetting the time or bar count for the beginning
of a larger timeframe bar. To reset the bar count at the open of the day, the value 1 (one) is entered in the
Date Time Reset Flag parameter field. A value of 0 (zero) in this field means that the bar count will not be
reset. (This parameter is relevant only to day traders using NeuroShell Day Trader.

Figure 1. Basic NST-MTI Indicator Wizard Dialog Boxes.

A close look at the chart reveals that the two indicators inserted into the chart for MT Open have a change in
value one bar after the values change for MT High, MT Low, and MT Close. Of course, this MUST be the case.
The Open of a new bar can only take place after the close of the previous bar.

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Figure 2. Basic NST-MTI Time Series Indicators.

Notice that a 13-minute bar closes at 11:55. The reason there is a 13-minute bar close at 11:55 is
because the number of minutes since midnight is divisible by 13 with no remainder.

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NST-MTI Parameters
NST-MTI indicators are the same indicators used in NeuroShell Trader except that they are calculated based
on larger timeframe data. What this means is that the same parameters that NeuroShell Trader requires to
be passed to the indicator are required by the NST-MTI version of the indicator.

In addition to parameters required by each NeuroShell Trader indicator, NST-MTI indicators require other
parameter values to be specified to drive the way in which larger timeframe calculation processing takes place.
These additional parameters can be optimized just like any other NeuroShell Trader indicator parameter.

These additional parameters used in NST-MTI are described below.

Timeframe Proportion
The size of a larger time series indicator calculated from a smaller time series is some Proportion larger than
the smaller time series. A time series of 18 minute bars is 18 times larger than a 1 minute time series and 9
times larger than a 2 minute time series.

The Timeframe Proportion parameter is the means by which the size of the larger timeframe is specified.
The size of the larger timeframe is specified in terms of its Proportional Size compared to the smaller Base
Timeframe of the chart. If the Base Timeframe is 2 minutes and the Timeframe Proportion parameter is
set to 10, then indicator values will be calculated from 20-minute bar time series.

The Default value for the Timeframe Proportion parameter is 5, meaning that the NST-MTI indicator
calculated with this parameter value is based on a time series 5 times larger than the Base Timeframe of the
chart.

Because the size of a larger timeframe is specified as an NST-MTI indicator parameter, that
size can be optimized just like any other parameter!

Calculation Mode
When a larger timeframe indicator is calculated from smaller time series values, a value cannot be calculated
for each and every bar of the smaller time series. For example, given a 1-minute Base Timeframe chart and
an NST-MTI indicator with a Timeframe Proportion of 7, there is really only a value for the larger timeframe
indicator every 7 bars.

The question, then, is what values the indicator has for the other 6 (1 minute) bars shown on the chart for the
7 bar-based indicator.

The Calculation Mode parameter is the way to specify how the calculation of indicator values takes place for
the bars for which there is no discrete larger timeframe indicator value. The Calculation Mode parameter
specifies how to calculate values for the 6 bars out of 7 that have no value in terms of the example above.

A value of 0 for the Calculation Mode parameter will result in NO larger timeframe indicator value being
calculated for smaller timeframe bars between larger timeframe bar closes. A value of 1 for the Calculation
Mode parameter will cause the immediately previous value to be carried over to the current bar when there is
no larger timeframe value. As noted above, this results in the indicator having a “stair step” look.

The Default value for the Calculation Mode parameter is 1.

Date Time Reset Flag

Thus far, the discussion has assumed that larger timeframe data sets are created on the basis of determining
how many minutes have passed. In fact, however, Base Timeframe time series data may be compressed into a
larger timeframe by closing the larger timeframe bar according to the number of minutes since midnight or by
counting the number of bars between closes.

For charts based on a daily, weekly, and monthly timeframes time series compression takes place by counting
the number of bars in comparison to the value specified in the Timeframe Proportion parameter. If a 3 is
input as the Timeframe Proportion parameter value for a daily chart, then, the time series is compressed by
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counting every 3 bars regardless of whether there are some missing daily bars or not (for example, if there’s a
market holiday). For charts based on Daily, Weekly, or Monthly bars, the Date Time Reset Flag parameter is
ignored.

To support NeuroShell Day Trader users, the NST-MTI parameter list also includes a means of (1) using time-
based bars and (2) resetting bar closes when a new day of trading begins. To use time-based multiple
timeframe bars and to reset bar closes every trading day the value 1 is entered in the Date Time Reset Flag
parameter field.

For charts that have Base Timeframes from 1 minute to 1 hour in size, a value of 0 (zero) in the Date Time
Reset Flag parameter means that larger multiple timeframe bars will (1) use the bar count rather than the
time-based reset approach to bar closes and (2) the bar count will not be reset every new trading day.

The Default value for the Date Time Reset Flag parameter is 1.

The Date Time Reset Flag parameter is ignored entirely in Daily, Weekly, and Monthly charts.

Date
The Date parameter is included in each NST-MTI indicator to support the reset of bar closes when the Date
Time Reset Flag is equal to 1 and the chart Base Timeframe is from 1 minute to 1 hour. This parameter may
not be changed and can be ignored.

NST-MTI Indicator Example

The NST-MTI parameters described above are important not only for MT Open, MT High, MT Low, and MT
Close. They are also parameters in every other NST-MTI indicator. Figure 3 and Figure 4 provide an
illustration of the way in which the 4 parameters described above play a part in the specification of indicator
parameters.

Figure 3. NST-MTI MT Stochastic Slow Percent D Example.

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Figure 4. NST-MTI MT Stochastic Slow Percent D Example.

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The NST-MTI “Time Series Compress Type” Parameter

When calculating values for a larger timeframe indicator from smaller time series data (whether it be for the
Open, High, Low, Close values) the number of values in the smaller timeframe data series is compressed into a
smaller number of values. Hence, the parameter name Time Series Compress Type.

There is not a single way to transform the time series values of a small timeframe into a time series for a
larger timeframe. For example, suppose a 1-minute Close time series value is to be compressed into a 5-minute
time series value. The standard way to do this compression is to use the final close of a 5 bar set of 1-minute
bars as the Close for the 5-minute bar. However, this is not the only value of the time series Close that could
be used.

Alternatively, the time series data compression preceding indicator calculation could make use of the Close of
the first 1-minute bar (i.e., the “Open of the Close”), the highest Close within the 1-minute bar set (i.e., the
“High of the Close”), or the lowest Close within the 1-minute bar set (i.e., the “Low of the Close”). These values
can be significantly different values and involve different calculations.

The Time Series Compress Type parameter is the means by which the kind of time series compression
discussed above is specified. To use our example above, it’s the way to specify which Close of each 5 bar 1-
minute set should be passed to the multiple timeframe indicator calculation.

Valid values for the Time Series Compress Type parameter are listed below.

A value of

1 specifies the use of the Open of the set of smaller time values (i.e., the Open of the time series set)

2 specifies the use of the High of the set of smaller time values (i.e., the High of the time series set)

3 specifies the use of the Low of the set of smaller time values (i.e., the Low of the time series set)

4 specifies the use of the Close of the set of smaller time values (i.e., the Close of the time series set)

The Default value for the Time Series Compress Type parameter is the number 4, namely that when a time
series is to be compressed, it will compress the set of time series bars using the Close of the last bar in the
set.

Time Series Compress Type Illustrated

The Time Series Compress Type parameter provides the basis for a larger set of time series values being
provided to indicator calculation functions. The concept of Time Series Compress Type in NST-MTI provides
additional control and opportunities for Prediction and Trading Strategy optimization. But the concept can be
confusing at first.

An example that includes a sample NeuroShell Trader chart can assist in making the use of this parameter
clearer. Suppose there is a 1-minute NeuroShell Trader chart and we wish to insert the MT Relative
Strength Index indicator into the chart based on 10-minute timeframe data.

Table 1 contains a list of the 16 different values that we could use as input values to the 10-minute MT
Relative Strength Index indicator. Figure 5 accompanies Table 1 and provides a view of the time series data
points listed in that table.

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Table 1. Time Series Compress Type Example Table.

Time Series Time Series Number Time Series Time Series Number
Compress Type on Chart Compress Type on Chart
Open 1 = (Open of Open) 1 Low 1 = (Open of Low) 9

Open 2 = (High of Open) 2 Low 2 = (High of Low) 10

Open 3 = (Low of Open) 3 Low 3 = (Low of Low) 11

Open 4 = (Close of Open) 4 Low 4 = (Close of Low) 12

High 1 = (Open of High) 5 Close 1 = (Open of Close) 13

High 2 = (High of High) 6 Close 2 = (High of Close) 14

High 3 = (Low of High) 7 Close 3 = (Low of Close) 15

High 4 = (Close of High) 8 Close 4 = (Close of Close) 16

Figure 5. Time Series Compress Type Example.

The Time Series Compress Type parameter provides more control over the values used in multiple
timeframe indicator calculations.

It’s also possible to use the fixed standard approach: To do this, use the following values: 1 for a
time series equal to Open, 2 for Low, 3 for High, and 4 for Close.

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NST-MTI Indicator Parameter Summary

Indicator Wizard Example

The NeuroShell Trader Indicator Wizard dialog box for two NST-MTI indicators is shown in Figure 6 below.

• Note first that both indicators have a parameter list that begins with the parameters required in the
NeuroShell Trader version of the indicator. For “MT Average Directional Movement (ADX)” these
parameters are High Price, Low Price, Closing Price, DMI Periods, and Avg Periods. For “MT Relative
Strength Index” these parameters are Time Series and Periods.

All NST-MTI indicators require the same parameters required by their

NeuroShell Trader indicator counterparts.

• Note also that the “MT Average Directional Movement (ADX)” indicator does not include the Time
Series Compress Type parameter while the MT Relative Strength Index indicator does include it.

The reason for this is simply that the NeuroShell Trader Average Directional Movement (ADX)
indicator includes High, Low, and Close parameters in its specific definition. (That is, the parameter
structure itself is based on having the “High of the High”, “Low of the Low”, and “Close of the Close”
as parameter inputs.) There is no need, therefore, to specify Time Series Compress Type when using
the MT Average Directional Movement (ADX) indicator.

However, the NeuroShell Trader Relative Strength Index indicator can be calculated for a time series
using the larger set of time series value data points (i.e., 1 for Open, 2 for High, 3 for Low, and 4 for
Close) and so specifying Time Series Compress Type is required.

If fiddling around with Time Series Compress Type doesn’t make sense for you
do the following: Enter 1 for this parameter if the Time Series is Open, 2 for
Low, 3 for High, and 4 for Close.

Figure 6. NST-MTI Indicator Dialog Box.

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NST-MTI Indicator Parameter Valid and Default Values

Table 2. NST-MTI Indicator Parameter Summary.

Parameter Name Datatype Valid Values Default Value

Time Series Compress Type Int 1–4 4
Timeframe Proportion Int >1 5
Calculation Mode Int 0–1 1
Date Time Reset Flag Int 0–1 1
Date May Not Be Changed

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Multiple Timeframe Utility Indicators

NST-MTI Release 1.0 provides 2 indicators that are useful for working with indicators calculated from
multiple timeframe time series data. These two indicators can be found in the NST-MTI Category of
NeuroShell Trader.

Figure 7 provides a view of what these two indicators look like when inserted into a NeuroShell Trader chart.

• MT Chart Bar Size

To support time-based resets for larger timeframe indicators, NST-MTI must determine the Base
Timeframe of the chart. For data sets that are sparse (i.e., there are a lot of missing bars at
particular timestamps) this can sometimes be difficult.

This indicator calculates and displays a value on the chart that is equal to the Base Timeframe of the
NeuroShell Trader chart. This indicator is useful to insert into a chart when the Date Time Reset
Flag parameter has been set to 1 (i.e., a time-based reset is desired) but it appears that NST-MTI is
doing multiple timeframe indicator resets by counting bars. Insertion of this indicator allows a view
of whether NST-MTI has been able to determine what the Base Timeframe of the chart is. In
Figure 7 below, this indicator is equal to 1 because the Base Timeframe of the chart is 1 minute.

The indicator is equal to –1 when the chart’s Base Timeframe is Daily, Weekly, or Monthly.

• MT Timeframe Completion Flag

MT Timeframe Completion Flag calculates and displays a value that indicates the completeness of a
larger timeframe bar. If the Calculation Mode parameter is equal to 0, the indicator is equal to 1
when a larger timeframe bar closes but is null otherwise. When the Calculation Mode parameter is
equal to 1, the indicator value is equal to the percentage complete each Base Timeframe bar is of the
larger timeframe bar. Notice in Figure 7 that the two red MT Timeframe Completion Flag indicators
are equal to 1 at the same bar. The only difference between the two red MT Timeframe Completion
Flag indicators is their Calculation Mode parameter value. The same can be said for the two blue
versions of this indicator.

Notice, in Figure 7, that there are 1-minute bars missing between 8:00am and 8:05am.

The indicators with a blue color style have a Date Time Reset Flag parameter value equal to 1 (i.e.,
timestamps are used to determine when to close a larger timeframe bar). Therefore, even though the
Timeframe Proportion parameter is set to 5, there are only 3 bars during the period 8am to 8:05am
and the larger timeframe bar closes anyway.

The indicators with a red color style have a Date Time Reset Flag parameter value equal to 0 (i.e., a
bar count is used to determine when to close a larger timeframe bar). Therefore, even though the
Timeframe Proportion parameter is set to 5, at 8:05 the larger timeframe bar still doesn’t close
because there were only 3 bars between 8am and 8:05am.

Figure 7 highlights the different ways that Base Timeframe time series data is
compressed into a larger time series depending on what value is provided for the
Date Time Reset Flag parameter.

Notice that once the two approaches to determining when to close a larger timeframe bar result in
different values, they won’t result in the same value again except by chance.

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Figure 7. NST-MTI Utility Indicators.

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NST-MTI Categories and Indicators

NST-MTI Indicator Categories

NST-MTI indicators fall into several of the indicator categories of NeuroShell Trader. NST-MTI Release 1.0
contains indicators in the following NeuroShell Trader categories.

Table 3. NST-MTI Indicator Categories.

Basic Price Momentum
Change Price Momentum Indicators - Smoothed
Crossover & Breakout Identification Regression
Exponential Moving Average Simple Moving Average
Kaufman Adaptive Moving Average Time Series
Linearly Weighted Moving Average Volume
Neural Outputs Volume Weighted Moving Average
Price Basic Volume - Smoothed

NST-MTI Indicator List

The indicators in NST-MTI Release 1.0 number more than 300. These indicators are listed in Table 4 below.

Table 4. NST-MTI Indicators.

Indicator Category/Indicator Indicator Category/Indicator

Basic Price Momentum Indicators - Smoothed
MT Cumulative Multiply (Be careful if used for trading) MT Accumulation/Distribution: Exponential MovAvg
MT Cumulative Sum (Be careful if used for trading) MT Accumulation/Distribution: Exponential MovAvg Difference
MT Lag MT Accumulation/Distribution: Simple MovAvg
MT Lead (Do not use for trading) MT Accumulation/Distribution: Simple MovAvg Difference
MT Maximum Value MT Accumulation/Distribution: Volume Weighted MovAvg
MT Accumulation/Distribution: Volume Weighted MovAvg
MT Minimum Value Difference
MT Multiply MT Commodity Channel Index: Exponential MovAvg
MT Range MT Commodity Channel Index: Exponential MovAvg Difference
MT Sum MT Commodity Channel Index: Simple MovAvg
Change MT Commodity Channel Index: Simple MovAvg Difference
MT Acceleration MT Commodity Channel Index: Volume Weighted MovAvg
MT Commodity Channel Index: Volume Weighted MovAvg
MT Average Negative Momentum Difference
MT Average Positive Momentum MT Directional Movement Index: Exponential MovAvg Difference
MT Cumulative Absolute Momentum MT Directional Movement Index: Simple MovAvg
MT Cumulative Negative Momentum MT Directional Movement Index: Simple MovAvg Difference
MT Cumulative Positive Momentum MT Directional Movement Index: Volume Weighted MovAvg
MT Directional Movement Index: Volume Weighted MovAvg
MT Maximum Momentum Difference
MT Minimum Momentum MT Relative Strength Index: Exponential MovAvg
MT Momentum MT Relative Strength Index: Exponential MovAvg Difference
MT Number Negative Momentum MT Relative Strength Index: Simple MovAvg
MT Number Positive Momentum MT Relative Strength Index: Simple MovAvg Difference
MT Number Positive Momentum - Number Negative Momentum MT Relative Strength Index: Volume Weighted MovAvg
MT Relative Strength Index: Volume Weighted MovAvg
MT Percent Change Difference
MT Rate of Change MT Stochastic %K: Exponential MovAvg

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Indicator Category/Indicator Indicator Category/Indicator

MT Rate of Change Percent MT Stochastic %K: Exponential MovAvg Difference
MT Velocity MT Stochastic %K: Simple MovAvg
Crossover & Breakout Identification MT Stochastic %K: Simple MovAvg Difference
MT Bollinger Band High Breakout MT Stochastic %K: Volume Weighted MovAvg
MT Bollinger Band Low Breakout MT Stochastic %K: Volume Weighted MovAvg Difference
MT Close Average < Open Average MT Williams' %R: Exponential MovAvg
MT Close Average > Open Average MT Williams' %R: Exponential MovAvg Difference
MT Commodity Channel Index Crossover Above MT Williams' %R: Simple MovAvg
MT Commodity Channel Index Crossover Below MT Williams' %R: Simple MovAvg Difference
MT Crossover Above MT Williams' %R: Volume Weighted MovAvg
MT Crossover Below MT Williams' %R: Volume Weighted MovAvg Difference
MT Exponential MovAvg Crossover Above Regression
MT Exponential MovAvg Crossover Below MT Linear Time Regression: Coefficient of Correlation (r)
MT Linear Time Regression: Coefficient of Determination (r
MT Exponential MovAvg Envelope High Breakout squared)
MT Exponential MovAvg Envelope Low Breakout MT Linear Time Regression: Coefficient of Regression (Slope)
MT High Channel Breakout MT Linear Time Regression: Predicted Change
MT Linearly Weighted MovAvg Crossover Above MT Linear Time Regression: Predicted Value
MT Linearly Weighted MovAvg Crossover Below MT Linear Time Regression: Standard Error of Estimate
MT Linearly Weighted MovAvg Envelope High Breakout MT Linear XY Regression: Coefficient of Correlation (r)
MT Linear XY Regression: Coefficient of Determination (r
MT Linearly Weighted MovAvg Envelope Low Breakout squared)
MT Low Channel Breakout MT Linear XY Regression: Coefficient of Regression (Slope)
MT Price < Exponential MovAvg MT Linear XY Regression: Standard Error of Estimate
MT Price < Linearly Weighted MovAvg MT Linear XY Regression: X intercept
MT Price < Simple MovAvg MT Linear XY Regression: Y intercept
MT Price > Exponential MovAvg Simple Moving Average
MT Price > Linearly Weighted MovAvg MT Simple Moving Average
MT Price > Simple MovAvg MT Simple: Avg - Lag(Avg)
MT Simple MovAvg Crossover Above MT Simple: Avg / Lag(Avg) Ratio
MT Simple MovAvg Crossover Below MT Simple: Avg Envelope High
MT Simple MovAvg Envelope High Breakout MT Simple: Avg Envelope Low
MT Simple MovAvg Envelope Low Breakout MT Simple: Avg Offset
MT Stochastic %K Crossover Above MT Simple: Avg Ratio
MT Stochastic %K Crossover Below MT Simple: Avg1 - Avg2
MT Stochastic %K/%D Crossover Above MT Simple: Avg1 - Lag(Avg2)
MT Stochastic %K/%D Crossover Below MT Simple: Avg1 / Avg2 Ratio
MT Williams' %R < x MT Simple: Avg1 / Lag(Avg2) Ratio
MT Williams' %R > x MT Simple: Avg1(Avg2 - Avg3)
Exponential Moving Average MT Simple: Avg1(Avg2 - Lag(Avg2))
MT Exponential Moving Average MT Simple: Avg1(Avg2 / Avg3 Ratio)
MT Exponential: ExpAvg - Lag(ExpAvg) MT Simple: Avg1(Avg2 / Lag(Avg2) Ratio)
MT Exponential: ExpAvg / Lag(ExpAvg) Ratio MT Simple: Lag(Avg)
MT Exponential: ExpAvg Envelope High Time Series
MT Exponential: ExpAvg Envelope Low MT Bollinger Band: %B
MT Exponential: ExpAvg Offset MT Bollinger Band: Band Width Percent
MT Exponential: ExpAvg Ratio MT Bollinger Band: High
MT Exponential: ExpAvg1 - ExpAvg2 MT Bollinger Band: Low
MT Exponential: ExpAvg1 - Lag(ExpAvg2) MT Efficiency
MT Exponential: ExpAvg1 / ExpAvg2 Ratio MT Relative Strength

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MT Exponential: ExpAvg1 / Lag(ExpAvg2) Ratio MT Simple Stochastic %D
MT Exponential: ExpAvg1(ExpAvg2 - ExpAvg3) MT Simple Stochastic %K
MT Exponential: ExpAvg1(ExpAvg2 - Lag(ExpAvg2)) MT Simple Stochastic Slow %D
MT Exponential: ExpAvg1(ExpAvg2 / ExpAvg3 Ratio) MT Spread
MT Exponential: ExpAvg1(ExpAvg2 / Lag(ExpAvg2) Ratio) MT Spread Percent
MT Exponential: Lag(ExpAvg) Volume
Kaufman Adaptive Moving Average MT Arms Ease of Movement
MT Adaptive Moving Average (AMA) MT Money Flow Index
MT Adaptive: AMA - Lag(AMA) MT Negative Money Flow
MT Adaptive: AMA / Lag(AMA) Ratio MT Negative Volume Index
MT Adaptive: AMA Envelope High MT On Balance Volume
MT Adaptive: AMA Envelope Low MT Positive Money Flow
MT Adaptive: AMA Offset MT Positive Volume Index
MT Adaptive: AMA Ratio MT Resistance to Advances
MT Adaptive: AMA1 - AMA2 MT Resistance to Declines
MT Adaptive: AMA1 - Lag(AMA2) MT Volume Accumulation #1
MT Adaptive: AMA1 / AMA2 Ratio MT Volume Accumulation #2
MT Adaptive: AMA1 / Lag(AMA2) Ratio MT Volume Life Force
MT Adaptive: AMA1(AMA2 - AMA3) MT Volume Price Trend
MT Adaptive: AMA1(AMA2 - Lag(AMA2)) MT Williams' Variable Accumulation Distribution
MT Adaptive: AMA1(AMA2 / AMA3 Ratio) Volume - Smoothed
MT Adaptive: AMA1(AMA2 / Lag(AMA2) Ratio) MT Arms Ease of Movement: Exponential MovAvg
MT Adaptive: Lag(AMA) MT Arms Ease of Movement: Exponential MovAvg Difference
Linearly Weighted Moving Average MT Arms Ease of Movement: Simple MovAvg
MT Linearly Weighted Moving Average MT Arms Ease of Movement: Simple MovAvg Difference
MT Linearly Weighted: Lag(LinWgtAvg) MT Arms Ease of Movement: Volume Weighted MovAvg
MT Arms Ease of Movement: Volume Weighted MovAvg
MT Linearly Weighted: LinWgtAvg - Lag(LinWgtAvg) Difference
MT Linearly Weighted: LinWgtAvg / Lag(LinWgtAvg) Ratio MT Negative Volume Index: Exponential MovAvg
MT Linearly Weighted: LinWgtAvg Envelope High MT Negative Volume Index: Exponential MovAvg Difference
MT Linearly Weighted: LinWgtAvg Envelope Low MT Negative Volume Index: Simple MovAvg
MT Linearly Weighted: LinWgtAvg Offset MT Negative Volume Index: Simple MovAvg Difference
MT Linearly Weighted: LinWgtAvg Ratio MT Negative Volume Index: Volume Weighted MovAvg
MT Negative Volume Index: Volume Weighted MovAvg
MT Linearly Weighted: LinWgtAvg1 - Lag(LinWgtAvg2) Difference
MT Linearly Weighted: LinWgtAvg1 - LinWgtAvg2 MT On Balance Volume: Exponential MovAvg
MT Linearly Weighted: LinWgtAvg1 / Lag(LinWgtAvg2) Ratio MT On Balance Volume: Exponential MovAvg Difference
MT Linearly Weighted: LinWgtAvg1 / LinWgtAvg2 Ratio MT On Balance Volume: Simple MovAvg
MT Linearly Weighted: LinWgtAvg1(LinWgtAvg2 -
Lag(LinWgtAvg2)) MT On Balance Volume: Simple MovAvg Difference
MT Linearly Weighted: LinWgtAvg1(LinWgtAvg2 - LinWgtAvg3) MT On Balance Volume: Volume Weighted MovAvg
MT Linearly Weighted: LinWgtAvg1(LinWgtAvg2 /
Lag(LinWgtAvg2) Ratio) MT On Balance Volume: Volume Weighted MovAvg Difference
MT Linearly Weighted: LinWgtAvg1(LinWgtAvg2 / LinWgtAvg3
Ratio) MT Positive Volume Index: Exponential MovAvg
Neural Outputs MT Positive Volume Index: Exponential MovAvg Difference
MT Optimal Buy-Sell MT Positive Volume Index: Simple MovAvg
MT Optimal Buy-Sell Based on Close (Do not use for trading) MT Positive Volume Index: Simple MovAvg Difference
MT Optimal Buy-Sell Based on Open (Do not use for trading) MT Positive Volume Index: Volume Weighted MovAvg
MT Optimal Buy-Sell-Hold MT Positive Volume Index: Volume Weighted MovAvg Difference
MT Optimal Buy-Sell-Hold Based on Close (Do not use for
trading) MT Volume Accumulation #1: Exponential MovAvg

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MT Optimal Buy-Sell-Hold Based on Open (Do not use for
trading) MT Volume Accumulation #1: Exponential MovAvg Difference
MT Optimal Change MT Volume Accumulation #1: Simple MovAvg
MT Optimal Future Change in Close (Do not use for trading) MT Volume Accumulation #1: Simple MovAvg Difference
MT Optimal Future Change in Open (Do not use for trading) MT Volume Accumulation #1: Volume Weighted MovAvg
MT Optimal Future Percent Change in Close (Do not use for MT Volume Accumulation #1: Volume Weighted MovAvg
trading) Difference
MT Optimal Future Percent Change in Open (Do not use for
trading) MT Volume Accumulation #2: Exponential MovAvg
MT Optimal Percent Change MT Volume Accumulation #2: Exponential MovAvg Difference
Price Basic MT Volume Accumulation #2: Simple MovAvg
MT Price High MT Volume Accumulation #2: Simple MovAvg Difference
MT Price High: Exponential MovAvg MT Volume Accumulation #2: Volume Weighted MovAvg
MT Volume Accumulation #2: Volume Weighted MovAvg
MT Price High: Exponential MovAvg Difference Difference
MT Price High: Simple MovAvg MT Volume Life Force: Exponential MovAvg
MT Price High: Simple MovAvg Difference MT Volume Life Force: Exponential MovAvg Difference
MT Price High: Volume Weighted MovAvg MT Volume Life Force: Simple MovAvg
MT Price High: Volume Weighted MovAvg Difference MT Volume Life Force: Simple MovAvg Difference
MT Price Low MT Volume Life Force: Volume Weighted MovAvg
MT Price Low: Exponential MovAvg MT Volume Life Force: Volume Weighted MovAvg Difference
MT Price Low: Exponential MovAvg Difference MT Volume Price Trend: Exponential MovAvg
MT Price Low: Simple MovAvg MT Volume Price Trend: Exponential MovAvg Difference
MT Price Low: Simple MovAvg Difference MT Volume Price Trend: Simple MovAvg
MT Price Low: Volume Weighted MovAvg MT Volume Price Trend: Simple MovAvg Difference
MT Price Low: Volume Weighted MovAvg Difference MT Volume Price Trend: Volume Weighted MovAvg
MT Price Range MT Volume Price Trend: Volume Weighted MovAvg Difference
MT Williams' Variable Accumulation Distribution: Exponential
MT Price Range Midpoint MovAvg
MT Williams' Variable Accumulation Distribution: Exponential
MT Price Range Midpoint: Exponential MovAvg MovAvg Difference
MT Price Range Midpoint: Exponential MovAvg Difference MT Williams' Variable Accumulation Distribution: Simple MovAvg
MT Williams' Variable Accumulation Distribution: Simple MovAvg
MT Price Range Midpoint: Simple MovAvg Difference
MT Williams' Variable Accumulation Distribution: Volume
MT Price Range Midpoint: Simple MovAvg Difference Weighted MovAvg
MT Williams' Variable Accumulation Distribution: Volume
MT Price Range Midpoint: Volume Weighted MovAvg Weighted MovAvg Difference
MT Price Range Midpoint: Volume Weighted MovAvg Difference Volume Weighted Moving Average
MT Price Range: Exponential MovAvg MT Volume Weighted Moving Average
MT Price Range: Exponential MovAvg Difference MT Volume Weighted: Avg(VolWgtAvg - Lag(VolWgtAvg))
MT Price Range: Simple MovAvg MT Volume Weighted: Avg(VolWgtAvg / Lag(VolWgtAvg) Ratio)
MT Price Range: Simple MovAvg Difference MT Volume Weighted: Avg(VolWgtAvg1 - VolWgtAvg2)
MT Price Range: Volume Weighted MovAvg MT Volume Weighted: Avg(VolWgtAvg1 / VolWgtAvg2 Ratio)
MT Price Range: Volume Weighted MovAvg Difference MT Volume Weighted: Lag(VolWgtAvg)
Price Momentum Indicators MT Volume Weighted: VolWgtAvg - Lag(VolWgtAvg)
MT Accumulation/Distribution: Sum MT Volume Weighted: VolWgtAvg / Lag(VolWgtAvg) Ratio
MT Average Directional Movement (ADX) MT Volume Weighted: VolWgtAvg Envelope High
MT Commodity Channel Index (CCI) MT Volume Weighted: VolWgtAvg Envelope Low
MT Directional Movement Index (DMI) MT Volume Weighted: VolWgtAvg Offset
MT MACD MT Volume Weighted: VolWgtAvg Ratio
MT MACD Signal MT Volume Weighted: VolWgtAvg1 - Lag(VolWgtAvg2)
MT Relative Momentum Index (RMI) MT Volume Weighted: VolWgtAvg1 - VolWgtAvg2
MT Relative Strength Index MT Volume Weighted: VolWgtAvg1 / Lag(VolWgtAvg2) Ratio
MT Stochastic %D MT Volume Weighted: VolWgtAvg1 / VolWgtAvg2 Ratio
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