PJensen / MarketSimulator

Full scale stock market simulator

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Technical Indicators

PJensen opened this issue · comments

Technical Indicators:

  1. Simple Moving Average (SMA)
    Daily Closing Prices: 11,12,13,14,15,16,17
    First day of 5-day SMA: (11 + 12 + 13 + 14 + 15) / 5 = 13
    Second day of 5-day SMA:(12 + 13 + 14 + 15 + 16) / 5 = 14
    Third day of 5-day SMA: (13 + 14 + 15 + 16 + 17) / 5 = 15
  2. Exponential Moving Average
    SMA: 10 period sum / 10
    Multiplier: (2 / (Time periods + 1) ) = (2 / (10 + 1) ) = 0.1818 (18.18%) EMA: {Close - EMA(previous day)} x multiplier + EMA(previous day)
  3. RSI
                 100
    RSI = 100 - --------
                 1 + RS

    RS = Average Gain / Average Loss
  1. MACD:
    MACD Line: (12-day EMA - 26-day EMA)
    Signal Line: 9-day EMA of MACD Line
    MACD Histogram: MACD Line - Signal Line
  2. Elder Impulse:
    Green Price Bar: (13-period EMA > previous 13-period EMA) and
    (MACD-Histogram > previous period's MACD-Histogram)
    Red Price Bar: (13-period EMA < previous 13-period EMA) and
    (MACD-Histogram < previous period's MACD-Histogram)

Price bars are colored blue when conditions for a Red Price Bar or
Green Price Bar are not met. The MACD-Histogram is based on MACD(12,26,9).