Yearly Archives: 2011

Cumulative Tick

Posted on December 30, 2011 by ThinkScripter

Plots the cumulative sum of the NYSE $TICK values throughout the day. Continue reading →

Posted in Indicator | Tagged , , , | 12 Comments

Step Moving Average

Posted on December 24, 2011 by ThinkScripter

The Step Moving Average is only allowed to change in discrete steps calculated based on the average true range (ATR) or a user supplied constant step size. Continue reading →

Posted in Indicator | Tagged , , , | 11 Comments

RSI Trading System

Posted on November 18, 2011 by ThinkScripter

Implementation of an RSI mechanical trading system. Continue reading →

Posted in Indicator | Tagged , , , | 7 Comments

MACD Trading System

Posted on November 13, 2011 by ThinkScripter

An automated trading strategy based on the MACD. Continue reading →

Posted in Indicator | Tagged , , , , | 7 Comments

Period VWAP

Posted on November 11, 2011 by ThinkScripter

Specific chart period VWAP. Continue reading →

Posted in Indicator | 3 Comments