This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
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Financial Indicators
Mathematica provides a built-in library of a hundred financial indicators that are used to analyze the price movements of stocks, commodities, mutual funds, currency exchange rates, and other financial instruments. Indicators are used to smooth data, determine market trends, assess confidence in market prices, and determine likely ranges for future price movements. Financial indicators in Mathematica are extremely flexible, using time periods and parameters chosen automatically or provided explicitly. Mathematica's interactive financial charts provide easy interfaces for indicators to be added, removed, styled, and reparametrized.
Basic Indicators
"Open" open price for the time period
"High" high price for the time period
"Low" low price for the time period
"Close" close price for the time period
"Volume" total volume for the time period
Moving Average Indicators
"SimpleMovingAverage" uniformly weighted average over a period
"ExponentialMovingAverage" moving average weighted according to period size
Market Strength Indicators
"AccumulationDistributionLine" accumulation of close location times volume
"OnBalanceVolume" accumulation of signed volume
"PriceVolumeTrend" accumulation of volume times percent change
Momentum Indicators
"MovingAverageConvergenceDivergence" difference of exponential moving averages
"RelativeStrengthIndex" ratio of smoothed gains and losses
"CommodityChannelIndex" comparison of typical price to mean price over a time period
"RateOfChange" percent change over a period of time
"WilliamsPercentR" location of price relative to historical highs and lows
Trend Indicators
"AverageDirectionalMovementIndex" average directional movement index
"AroonOscillator" measure of how recently the extreme prices over a period occurred
"LinearRegressionTrendlines" linear regression trendlines over a time period
"MovingAverageConvergenceDivergence" difference of exponential moving averages
"ParabolicStopAndReversal" reversal points based on trend acceleration
Volatility Indicators
"AverageTrueRange" exponential moving average of true range
"ChaikinVolatility" relative change in price over a time period
"StandardDeviation" standard deviation of prices over a time period
Band Indicators
"BollingerBands" moving average of price ± two standard deviations
"StandardErrorBands" smoothed linear regression indicator ± two standard errors
"KeltnerChannels" moving average of price ± twice the average true range
"MovingAverageEnvelopes" moving average ± three percent
Statistical Indicators
"SimpleMovingAverage" uniformly weighted average over a period
"ExponentialMovingAverage" moving average weighted according to period size