</> Codebase - Indicators / Signals

CRSI

Didi Index

BH Ergodic

Disparity Index - DI

Relative Vigor Index - RVI

Rate Of Change - ROC

Double Smoothed Stochastics – DSS Bressert is an oscillator introduced by William Blau and Walter Bressert shortly after each other in two slightly different versions. The calculation of DSS Bressert values is similar to the stochastic indicator. The difference is the use of double exponential smoothing. The advantages over the classic stochastic oscillators are the fast response to price changes in a still very smooth pattern. In addition, the extreme zones at the other end of the scale are reached quite frequently, even in strong trends, resulting in many trend conforming signals. Double Smoothed Stochastics – DSS The Bressert values are the same as the stochastics – values above 80 indicate an overbought condition of the market, values below 20 indicate an oversold condition of the market.

If we create a template or run a strategy in AlgoWizard, we need, sometimes, to output the variable on a log to be able to debug it. Here is a function to output the variable to a log

Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD), the DPO is not a momentum indicator. It instead highlights peaks and troughs in price, which are used to estimate

The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or not choppy and trading within a trend in either direction. Using a scale from 1 - 100, the market is considered to be choppy as values near 100 (over 61.80) and trending when values are lower than 38.20).