BB_UB
BB_LB
S_CURENT : current value of the corresponding bolinger band
S_PREVIOUS : Previous value
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY: Value is the same
S_ABOVE : Price is above bolinger
S_BELOW : Price is below bolinger
S_CHANGED: passes from up to down or down to up and in case of sideway it returns the changing of the two previous bar
S_CROSS_UP: Price crossing up the band. The low of the current bar is below and the price is above
S_CROSS_DOWN: Price is crossing down the indicator. The high is above and the price is below for the current bar
S_ANGLE: returns the angle of the bolinger band. For the moment we look to 6 bars before the current bar
S_PANGLE: returns the angle for the 12 to the 6 previous bar
S_DISTANCE: Distance between the price and the indicator
S_ALERT: Price is approaching bolinger from above or below
SAR
S_CURRENT : Current value of the SAR indicator
S_PREVIOUS : Previous Value
S_CHANGED : Passes from Up to Down and vice-versa
S_ABOVE : Price is above SAR value
S_BELOW : Price is below SAR value
S_BULL : Price is below SAR value
S_BEAR: Price is above SAR value
S_NBRBARS : Number of consecutive BEAR or BULL bars
CCI
S_CURRENT : Current value of the CCI indicator
S_PREVIOUS : Previous Value
S_UP: Previous Value is lower than the current value
S_DOWN: Previous value is greater than the current value
S_ABOVE : Price is above middle line which is 0
S_BELOW : Price is below middle line
S_TOUCHED: Value touching the middle line
S_CROSS_UP : Previous value is under the middle line while current value is above
S_CROSS_DOWN : Previous value is above middle line while current value is under
S_BULL : Value is above middle line and is up
S_BEAR: Value is below middle line and is down
S_OVERBOUGTH : Value is in the range of [100,200]
S_EXT_OVERBOUGTH: value is above or equal to 200
S_OVERSOLD: Value is in the range of [-100, -200]
S_EXT_OVERSOLD: Value is less than -200
RSI
S_CURRENT : Current value of the RSI indicator
S_PREVIOUS : Previous value
S_OVERSOLD : Value is less than 30
S_OVERBOUGHT: Value is greater than 70
S_BELOW : Value is is below average range 50
S_ABOVE : Value is above average range 50
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to actual value
S_CROSS_UP : Previous value is below and actual value is above 50
S_CROSS_DOWN : Previous value is above and actual value is below 50
ADX
S_CURRENT : Current value of the ADX
S_PREVIOUS : Previous value
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to the actual value
S_VERYSTRONG : Value is greater or equal to 40
S_STRONG : Value in the range [23,40]
S_NEUTRAL : Value is equal to 23
S_WEAK : Value is in the range [23,20]
S_VERYWEAK : Value is less or equal to 20
VELOCITY
Here we use J_TPO_Velocity algorithm which is a modification by Matt Kennel of J_TPO_Clean. Code is released under the terms of GNU General public license V2. We take by default 10 as velocity period
S_CURRENT : Current velocity
S_PREVIOUS : Previous Velocity
S_UP : Current velocity is greater than previous velocity
S_DOWN : Previous velocity is greater than current velocity
S_SIDEWAY : Previous and current velocity are equal
S_ABOVE : Velocity is above 0
S_BELOW : Velocity is below 0
S_CROSS_UP : Velocity crossing up the 0 line
S_CROSS_DOWN : Velocity is crossing doen the 0 line
S_OVERBOUGHT : Velocity is between the OB Zone and the EXOB zone
S_OVERSOLD : Velocity is between the –OBZONE and the –EXOB zone
S_EXT_OVERBOUGHT : Velocity is over EXOB zone
S_EXIT_OVERSOLD : Velocity is under -EXOB Zone
Here is how EXOB and OB are defined for each period :
Period OB EXOB
P_M1 10 20
P_M5 20 30
P_M15 30 40
P_M30 40 60
P_H1 50 70
P_H4 80 100
P_D1 100 150
P_MN 500 800
P_W1 1500 2000
(to be continued)
BB_LB
S_CURENT : current value of the corresponding bolinger band
S_PREVIOUS : Previous value
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY: Value is the same
S_ABOVE : Price is above bolinger
S_BELOW : Price is below bolinger
S_CHANGED: passes from up to down or down to up and in case of sideway it returns the changing of the two previous bar
S_CROSS_UP: Price crossing up the band. The low of the current bar is below and the price is above
S_CROSS_DOWN: Price is crossing down the indicator. The high is above and the price is below for the current bar
S_ANGLE: returns the angle of the bolinger band. For the moment we look to 6 bars before the current bar
S_PANGLE: returns the angle for the 12 to the 6 previous bar
S_DISTANCE: Distance between the price and the indicator
S_ALERT: Price is approaching bolinger from above or below
SAR
S_CURRENT : Current value of the SAR indicator
S_PREVIOUS : Previous Value
S_CHANGED : Passes from Up to Down and vice-versa
S_ABOVE : Price is above SAR value
S_BELOW : Price is below SAR value
S_BULL : Price is below SAR value
S_BEAR: Price is above SAR value
S_NBRBARS : Number of consecutive BEAR or BULL bars
CCI
S_CURRENT : Current value of the CCI indicator
S_PREVIOUS : Previous Value
S_UP: Previous Value is lower than the current value
S_DOWN: Previous value is greater than the current value
S_ABOVE : Price is above middle line which is 0
S_BELOW : Price is below middle line
S_TOUCHED: Value touching the middle line
S_CROSS_UP : Previous value is under the middle line while current value is above
S_CROSS_DOWN : Previous value is above middle line while current value is under
S_BULL : Value is above middle line and is up
S_BEAR: Value is below middle line and is down
S_OVERBOUGTH : Value is in the range of [100,200]
S_EXT_OVERBOUGTH: value is above or equal to 200
S_OVERSOLD: Value is in the range of [-100, -200]
S_EXT_OVERSOLD: Value is less than -200
RSI
S_CURRENT : Current value of the RSI indicator
S_PREVIOUS : Previous value
S_OVERSOLD : Value is less than 30
S_OVERBOUGHT: Value is greater than 70
S_BELOW : Value is is below average range 50
S_ABOVE : Value is above average range 50
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to actual value
S_CROSS_UP : Previous value is below and actual value is above 50
S_CROSS_DOWN : Previous value is above and actual value is below 50
ADX
S_CURRENT : Current value of the ADX
S_PREVIOUS : Previous value
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to the actual value
S_VERYSTRONG : Value is greater or equal to 40
S_STRONG : Value in the range [23,40]
S_NEUTRAL : Value is equal to 23
S_WEAK : Value is in the range [23,20]
S_VERYWEAK : Value is less or equal to 20
VELOCITY
Here we use J_TPO_Velocity algorithm which is a modification by Matt Kennel of J_TPO_Clean. Code is released under the terms of GNU General public license V2. We take by default 10 as velocity period
S_CURRENT : Current velocity
S_PREVIOUS : Previous Velocity
S_UP : Current velocity is greater than previous velocity
S_DOWN : Previous velocity is greater than current velocity
S_SIDEWAY : Previous and current velocity are equal
S_ABOVE : Velocity is above 0
S_BELOW : Velocity is below 0
S_CROSS_UP : Velocity crossing up the 0 line
S_CROSS_DOWN : Velocity is crossing doen the 0 line
S_OVERBOUGHT : Velocity is between the OB Zone and the EXOB zone
S_OVERSOLD : Velocity is between the –OBZONE and the –EXOB zone
S_EXT_OVERBOUGHT : Velocity is over EXOB zone
S_EXIT_OVERSOLD : Velocity is under -EXOB Zone
Here is how EXOB and OB are defined for each period :
Period OB EXOB
P_M1 10 20
P_M5 20 30
P_M15 30 40
P_M30 40 60
P_H1 50 70
P_H4 80 100
P_D1 100 150
P_MN 500 800
P_W1 1500 2000
(to be continued)