Rolling Chaikin Oscillator (CO).
Builds AD for each window from a running previous AD seed. Returns [oscillatorValue, lastAD] per window.
High prices.
Low prices.
Close prices.
Volumes.
Short AD period.
Long AD period.
Previous AD seed (0.0 if none).
Model for short AD average.
Model for long AD average.
Array of [oscValue, lastAD] per window.
Rolling Commodity Channel Index (CCI).
Prices.
Central model.
Deviation model.
Scale factor (normally 0.015).
Window length.
CCI per window.
Rolling MACD line (short vs long window).
Prices.
Short window length (must be <= longPeriod).
Model for short average.
Long window length (<= prices.length).
Model for long average.
MACD values per window.
Rolling McGinley Dynamic CCI.
Seeds the first window with previousMcginleyDynamic
, then chains each
window's McGinley into the next.
Prices.
Previous McGinley (0.0 if none).
Deviation model.
Scale factor (normally 0.015).
Window length.
Array of [cci, mcginley] per window.
Rolling McGinley Dynamic MACD.
Chains short/long McGinley values across windows:
Prices.
Short window length.
Previous short McGinley (0.0 if none).
Long window length.
Previous long McGinley (0.0 if none).
Array of [macd, shortMcginley, longMcginley].
Rolling Percentage Price Oscillator (PPO) (%).
Prices.
Short window length.
Long window length.
Central model for both averages.
PPO values per window (%).
Rolling RSI.
Slice of prices.
Central model for gains/losses aggregation.
Window length.
RSI per window.
Rolling MACD signal line.
MACD values.
Central model.
Window length.
Signal values per window.
Rolling Slowest Stochastic (smoothing of Slow Stochastic).
Slice of slow stochastic values.
Central model.
Window length.
Slowest stochastic per window.
Rolling Slow Stochastic (smoothing of Stochastic Oscillator).
Slice of stochastic values.
Central model.
Window length.
Slow stochastic per window.
Bulk/rolling momentum indicators.
General:
period
(orlongPeriod
for two-window indicators).