Momentum reference

All 15 momentum in AlgoBarsX, each with its parameters, defaults, ranges and an example: rsi, stoch, stoch_rsi, macd, cci, williams_r, roc, momentum, tsi, ultimate_osc and 5 more.

rsi stoch stoch_rsi macd cci williams_r roc momentum tsi ultimate_osc awesome_osc ppo cmo trix mfi

`rsi(source = close, length = 14)`→ series<number>#

Relative strength index, from 0 to 100.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`length`	int	`14`	1 to 5000	Number of bars in the calculation.

Formula Wilder's smoothing (rma) of gains and losses.

Warm-up length + 1 bars

Example

r = rsi(close, 14)

strategyindicatoralertlibrarysince 1.0

`stoch(k_length = 14, k_smoothing = 3, d_smoothing = 3, on = bars())`→ Stoch#

Stochastic oscillator.

Parameters

Name	Type	Default	Range	What it is
`k_length`	int	`14`	1 to 5000	%K lookback.
`k_smoothing`	int	`3`	1 to 500	%K smoothing.
`d_smoothing`	int	`3`	1 to 500	%D smoothing.
`on`	BarSet	`bars()`		Bars to calculate on; defaults to the script's own bars.

Outputs, read with a dot

Name	Type	What it is
`k`	series<number>	%K.
`d`	series<number>	%D.

Example

s = stoch(14, 3, 3)

strategyindicatoralertlibrarysince 1.0

`stoch_rsi(source = close, rsi_length = 14, stoch_length = 14, k = 3, d = 3)`→ Stoch#

Stochastic RSI.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`rsi_length`	int	`14`	1 to 5000	RSI length.
`stoch_length`	int	`14`	1 to 5000	Stochastic length.
`k`	int	`3`	1 to 500	%K smoothing.
`d`	int	`3`	1 to 500	%D smoothing.

Outputs, read with a dot

Name	Type	What it is
`k`	series<number>	%K.
`d`	series<number>	%D.

Example

srsi = stoch_rsi(close, 14, 14, 3, 3)

strategyindicatoralertlibrarysince 1.0

`macd(source = close, fast = 12, slow = 26, signal = 9)`→ Macd#

Moving average convergence divergence.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`fast`	int	`12`	1 to 5000	Fast EMA length.
`slow`	int	`26`	1 to 5000	Slow EMA length.
`signal`	int	`9`	1 to 5000	Signal EMA length.

Outputs, read with a dot

Name	Type	What it is
`macd`	series<number>	MACD line.
`signal`	series<number>	Signal line.
`histogram`	series<number>	MACD minus signal.

Example

m = macd(close, 12, 26, 9)

Example

rising = macd(close).histogram > 0

strategyindicatoralertlibrarysince 1.0

`cci(source = hlc3, length = 20)`→ series<number>#

Commodity channel index.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`hlc3`		Series to calculate from.
`length`	int	`20`	1 to 5000	Number of bars in the calculation.

Example

c = cci(hlc3, 20)

strategyindicatoralertlibrarysince 1.0

`williams_r(length = 14, on = bars())`→ series<number>#

Williams %R.

Parameters

Name	Type	Default	Range	What it is
`length`	int	`14`	1 to 5000	Number of bars in the calculation.
`on`	BarSet	`bars()`		Bars to calculate on; defaults to the script's own bars.

Example

wr = williams_r(14)

strategyindicatoralertlibrarysince 1.0

`roc(source = close, length = 9)`→ series<number>#

Rate of change in percent.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`length`	int	`9`	1 to 5000	Number of bars in the calculation.

Example

change = roc(close, 9)

strategyindicatoralertlibrarysince 1.0

`momentum(source = close, length = 10)`→ distance of source#

Difference from the value length bars ago.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`length`	int	`10`	1 to 5000	Number of bars in the calculation.

Example

mom = momentum(close, 10)

strategyindicatoralertlibrarysince 1.0

`tsi(source = close, long = 25, short = 13, signal = 13)`→ Tsi#

True strength index.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`long`	int	`25`	1 to 5000	Long smoothing.
`short`	int	`13`	1 to 5000	Short smoothing.
`signal`	int	`13`	1 to 5000	Signal length.

Outputs, read with a dot

Name	Type	What it is
`tsi`	series<number>	TSI line.
`signal`	series<number>	Signal line.

Example

t = tsi(close, 25, 13, 13)

strategyindicatoralertlibrarysince 1.0

`ultimate_osc(fast = 7, middle = 14, slow = 28, on = bars())`→ series<number>#

Ultimate oscillator.

Parameters

Name	Type	Default	Range	What it is
`fast`	int	`7`	1 to 5000	Fast length.
`middle`	int	`14`	1 to 5000	Middle length.
`slow`	int	`28`	1 to 5000	Slow length.
`on`	BarSet	`bars()`		Bars to calculate on; defaults to the script's own bars.

Example

uo = ultimate_osc(7, 14, 28)

strategyindicatoralertlibrarysince 1.0

`awesome_osc(fast = 5, slow = 34, on = bars())`→ series<number>#

Awesome oscillator.

Parameters

Name	Type	Default	Range	What it is
`fast`	int	`5`	1 to 5000	Fast length.
`slow`	int	`34`	1 to 5000	Slow length.
`on`	BarSet	`bars()`		Bars to calculate on; defaults to the script's own bars.

Example

ao = awesome_osc(5, 34)

strategyindicatoralertlibrarysince 1.0

`ppo(source = close, fast = 12, slow = 26, signal = 9)`→ Macd#

Percentage price oscillator.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`fast`	int	`12`	1 to 5000	Fast EMA length.
`slow`	int	`26`	1 to 5000	Slow EMA length.
`signal`	int	`9`	1 to 5000	Signal EMA length.

Outputs, read with a dot

Name	Type	What it is
`macd`	series<number>	PPO line.
`signal`	series<number>	Signal line.
`histogram`	series<number>	PPO minus signal.

Example

pp = ppo(close, 12, 26, 9)

strategyindicatoralertlibrarysince 1.0

`cmo(source = close, length = 9)`→ series<number>#

Chande momentum oscillator.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`length`	int	`9`	1 to 5000	Number of bars in the calculation.

Example

chande = cmo(close, 9)

strategyindicatoralertlibrarysince 1.0

`trix(source = close, length = 18)`→ series<number>#

Triple-smoothed EMA rate of change.

Parameters

Name	Type	Default	Range	What it is
`source`	series<number>	`close`		Series to calculate from.
`length`	int	`18`	1 to 5000	Number of bars in the calculation.

Example

tx = trix(close, 18)

strategyindicatoralertlibrarysince 1.0

`mfi(length = 14, on = bars())`→ series<number>#

Money flow index.

Parameters

Name	Type	Default	Range	What it is
`length`	int	`14`	1 to 5000	Number of bars in the calculation.
`on`	BarSet	`bars()`		Bars to calculate on; defaults to the script's own bars.

Example

flow_index = mfi(14)

strategyindicatoralertlibrarysince 1.0

Momentum reference

rsi(source = close, length = 14)→ series<number>#

Parameters

stoch(k_length = 14, k_smoothing = 3, d_smoothing = 3, on = bars())→ Stoch#

Parameters

Outputs, read with a dot

stoch_rsi(source = close, rsi_length = 14, stoch_length = 14, k = 3, d = 3)→ Stoch#

Parameters

Outputs, read with a dot

macd(source = close, fast = 12, slow = 26, signal = 9)→ Macd#

Parameters

Outputs, read with a dot

cci(source = hlc3, length = 20)→ series<number>#

Parameters

williams_r(length = 14, on = bars())→ series<number>#

Parameters

roc(source = close, length = 9)→ series<number>#

Parameters

momentum(source = close, length = 10)→ distance of source#

Parameters

tsi(source = close, long = 25, short = 13, signal = 13)→ Tsi#

Parameters

Outputs, read with a dot

ultimate_osc(fast = 7, middle = 14, slow = 28, on = bars())→ series<number>#

Parameters

awesome_osc(fast = 5, slow = 34, on = bars())→ series<number>#

Parameters

ppo(source = close, fast = 12, slow = 26, signal = 9)→ Macd#

Parameters

Outputs, read with a dot

cmo(source = close, length = 9)→ series<number>#

Parameters

trix(source = close, length = 18)→ series<number>#

Parameters

mfi(length = 14, on = bars())→ series<number>#

Parameters

`rsi(source = close, length = 14)`→ series<number>#

`stoch(k_length = 14, k_smoothing = 3, d_smoothing = 3, on = bars())`→ Stoch#

`stoch_rsi(source = close, rsi_length = 14, stoch_length = 14, k = 3, d = 3)`→ Stoch#

`macd(source = close, fast = 12, slow = 26, signal = 9)`→ Macd#

`cci(source = hlc3, length = 20)`→ series<number>#

`williams_r(length = 14, on = bars())`→ series<number>#

`roc(source = close, length = 9)`→ series<number>#

`momentum(source = close, length = 10)`→ distance of source#

`tsi(source = close, long = 25, short = 13, signal = 13)`→ Tsi#

`ultimate_osc(fast = 7, middle = 14, slow = 28, on = bars())`→ series<number>#

`awesome_osc(fast = 5, slow = 34, on = bars())`→ series<number>#

`ppo(source = close, fast = 12, slow = 26, signal = 9)`→ Macd#

`cmo(source = close, length = 9)`→ series<number>#

`trix(source = close, length = 18)`→ series<number>#

`mfi(length = 14, on = bars())`→ series<number>#