Financial Functions

This section contains functions that are most often used for financial applications.

Moving Average

Calculate the moving average for a set of numbers.

Parameter Set

Parameters Description
Column Index of the column that needs to be used for moving average calculation Column numbers begin with zero
Moving Average Period Period to be used in moving average computation. Generally a 10 day period is used.
Moving Average Type Two different types of moving averages can be calculated. They are simple and exponential.
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Moving averages are used in the financial sector to spot stock price trends in volatile markets. They are used as building blocks for other stock market indicators.

Data Sample

Input Parameter Result

Day

Price

1

64.75

2

63.79

3

63.73

4

63.73

5

63.55

8

63.19

9

63.91

10

63.85

11

62.95

12

63.37

15

61.33

16

61.51

17

61.87

18

60.25

19

59.35

22

59.35

23

58.93

24

57.68

25

58.82

26

58.87
Column = 1
Moving Average Period =10
Moving Average Type =Simple
Include Original Data = Yes

Day

Price

SMA

1

64.75

0.0

2

63.79

0.0

3

63.73

0.0

4

63.73

0.0

5

63.55

0.0

8

63.19

0.0

9

63.91

0.0

10

63.85

0.0

11

62.95

0.0

12

63.37

63.682

15

61.33

63.34

16

61.51

63.112

17

61.87

62.926

18

60.25

62.578

19

59.35

62.158

22

59.35

61.834

23

58.93

61.336

24

57.68

60.719

25

58.82

60.306

26

58.87

59.856

 
Chart Sample 
chart
 

Bollinger Bands

Calculate the Bollinger Bands for a set of numbers. Bollinger Bands are an indicator that allows users to compare volatility and relative price levels over a period time. The indicator consists of three numbers designed to encompass the majority of a security’s price action. The number in the middle is a Simple Moving Average (SMA), the first number is SMA + 2 standard deviations and the last number is SMA – 2 standard deviations.

Parameter Set

Parameters Description
Column Index of the column that needs to be used for Bollinger bands calculation Column numbers begin with zero
Moving Average Period Period to be used in moving average computation. Generally a 10 day period is used.
Standard Deviation Count The number of standard deviations to be used to compute the upper and lower band values. Generally this is set to 2.
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Used in financial applications to determine volatility in market conditions. The closer prices are to the upper ban, the more the market has overbought the stock. The closer to the bottom band, the more the market has oversold the stock.

Data Sample

Input Parameter Result

Day

Price

1

64.75

2

63.79

3

63.73

4

63.73

5

63.55

8

63.19

9

63.91

10

63.85

11

62.95

12

63.37

15

61.33

16

61.51

17

61.87

18

60.25

19

59.35

22

59.35

23

58.93

24

57.68

25

58.82

26

58.87
Column = 1
Moving Average Period =10
Standard Deviation Count =2
Include Original Data = Yes

Day

Price

Upper Band

Middle Band

Lower Band

1

64.75

0.0

0.0

0.0

2

63.79

0.0

0.0

0.0

3

63.73

0.0

0.0

0.0

4

63.73

0.0

0.0

0.0

5

63.55

0.0

0.0

0.0

8

63.19

0.0

0.0

0.0

9

63.91

0.0

0.0

0.0

10

63.85

0.0

0.0

0.0

11

62.95

0.0

0.0

0.0

12

63.37

64.605

63.682

62.759

15

61.33

64.803

63.34

61.877

16

61.51

64.898

63.112

61.326

17

61.87

64.801

62.926

61.051

18

60.25

64.953

62.578

60.203

19

59.35

65.111

62.158

59.205

22

59.35

64.969

61.834

58.699

23

58.93

64.572

61.336

58.098

24

57.68

64.151

60.719

57.287

25

58.82

63.557

60.306

57.058

26

58.87

62.465

59.856

57.247

 
Chart Sample
 
chart
 

Linear Regression

Linear regression is a statistical tool used to predict future values from past values

A Linear Regression trendline is computed using the least squares method. It plots a straight line through prices so as to minimize the distances between the prices and the resulting trendline.

In Technical analysis, a popular method of using Linear Regression trendline is to construct Linear Regression Channel lines. Developed by Gilbert Raff, the channel is constructed by plotting two parallel, equidistant lines above and below a Linear Regression trendline. The distance between the either channel line to the regression line is the greatest distance of any a value from the regression line.

In the process module output, the values in the column named “Upper” correspond to one regression channel and those in the column named “Lower” correspond to the other regression channel. The regression trend line values are in the column named “ Regression Value”

Parameter Set

Parameters Description
Column Index of the column that needs to be used for Linear regression calculation Column numbers begin with zero
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Use for quickly determining the overall performance of a stock.

Data Sample

Input Parameter Result

closing price

64.75

63.79

63.73

63.73

63.55

63.19

63.91

63.85

62.95

63.37

61.33

61.51

61.87

60.25

59.35

59.35

58.93

57.68

58.82

58.87
Column = 0
Include Original Data = Yes

closing
price

Lower

Regression
Value

Upper

64.75

63.629

65.093

66.558

63.79

63.279

64.743

66.208

63.73

62.929

64.393

65.858

63.73

62.579

64.044

65.508

63.55

62.229

63.694

65.158

63.19

61.879

63.344

64.808

63.91

61.529

62.994

64.458

63.85

61.179

62.644

64.108

62.95

60.829

62.294

63.758

63.37

60.479

61.944

63.409

61.33

60.129

61.594

63.059

61.51

59.78

51.244

52.709

61.87

59.43

60.894

62.359

60.25

59.08

60.544

62.009

59.35

58.73

60.194

61.659

59.35

58.38

59.844

61.309

58.93

58.03

59.494

60.959

57.68

57.68

59.145

60.609

58.82

57.33

58.795

60.259

58.87

56.98

58.445

59.909

 
Chart Sample
 
chart
 

Stochastic Oscillator

Stochastic Oscillator is a momentum indicator that shows the location of the current close relative to the high/low range over a set number of periods.

Two types of Stochastic Oscillators are supported. They are Fast and Slow.

The main inputs to the Stochastic Oscillator calculation are the “K Period” and “D Period”.

The “Fast” stochastic oscillator output is composed of two values namely %K values and %D values.

%K values are computed using the following formula
 
Stochastic Oscillator
 
%D values are the D period Simple Moving Average of the %K values

In case of Slow stochastic oscillator, %K values are the 3 day Simple Moving Average of the %K values computed using the fast formula shown above. %D values are the D period Simple Moving Average of the %K values

Hence,

    • %K (fast) = %K formula presented above using K Period
    • %D (fast) = D period SMA of %K (fast)
    • %K (slow) = 3-day SMA of %K (fast)
    • %D (slow) = D period -day SMA of %K (slow)

Parameter Set

Parameters Description
High Column Column containing the stock high values
Low Column Column containing the stock low values
Close Column Column containing the stock close values
K Period The period to be used for %K computation.
D Period The period to be used for %D computation.
Type Type of Stochastic Oscillator (Fast or Slow)
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Used in financial applications to give insights into the behavior of a stock. If the indicator (%K) is near the top range, over 80%, that indicates the stock may be overbought. If the indicator is below 20% the stock may be oversold.

Data Sample

Input Parameter

Date

High

Low

Open

Close

27-Sep-10

20.44

19.95

20.10

19.96

28-Sep-10

20.28

19.95

19.96

20.2

29-Sep-10

20.23

19.3

20.2

19.59

30-Sep-10

20.26

19.58

19.59

20.2

1-Oct-10

20.3

19.75

20.2

19.99

4-Oct-10

21.02

19.27

19.99

20.76

5-Oct-10

20.99

20.19

20.76

20.8

6-Oct-10

21.01

20.45

20.8

21

7-Oct-10

21.13

20.69

21

20.79

8-Oct-10

21.39

20.71

20.79

20.95

11-Oct-10

21.21

20.71

20.95

20.79

12-Oct-10

21.09

20.76

20.79

21

13-Oct-10

21.18

20.75

21

21.14

14-Oct-10

21.42

20.92

21.14

21.02

15-Oct-10

21.1

20.78

21.02

21.04

18-Oct-10

22.03

20.63

21.04

20.64

19-Oct-10

21.13

19.75

20.64

21.08

20-Oct-10

21.24

20.9

21.08

21.11

21-Oct-10

21.51

20.6

21.11

20.63

22-Oct-10

21.37

20.02

20.63

20.16

25-Oct-10

20.2

19.24

20.16

19.8

26-Oct-10

20.21

19.81

19.8

19.93

27-Oct-10

20.93

19.07

19.93

20.9

28-Oct-10

20.94

20.64

20.9

20.82

29-Oct-10

21.13

20.71

20.82

20.86
High Column =1
Low Column = 2
Close Column = 4
K Period= 14
D Period=3
Type = Slow
Include Original Data = Yes
Result

Date

High

Low

Open

Close

%K Slow

%D Slow

27-Sep-10

20.44

19.95

20.10

19.96

null

null

28-Sep-10

20.28

19.95

19.96

20.2

null

null

29-Sep-10

20.23

19.3

20.2

19.59

null

null

30-Sep-10

20.26

19.58

19.59

20.2

null

null

1-Oct-10

20.3

19.75

20.2

19.99

null

null

4-Oct-10

21.02

19.27

19.99

20.76

null

null

5-Oct-10

20.99

20.19

20.76

20.8

null

null

6-Oct-10

21.01

20.45

20.8

21

null

null

7-Oct-10

21.13

20.69

21

20.79

null

null

8-Oct-10

21.39

20.71

20.79

20.95

null

null

11-Oct-10

21.21

20.71

20.95

20.79

null

null

12-Oct-10

21.09

20.76

20.79

21

null

null

13-Oct-10

21.18

20.75

21

21.14

null

null

14-Oct-10

21.42

20.92

21.14

21.02

27.131782945736408

9.043927648578803

15-Oct-10

21.1

20.78

21.02

21.04

54.57364341085266

27.235142118863024

18-Oct-10

22.03

20.63

21.04

20.64

71.11953713065942

50.9416544957495

19-Oct-10

21.13

19.75

20.64

21.08

65.8476575665655

63.84694603602586

20-Oct-10

21.24

20.9

21.08

21.11

60.628019323671474

65.8650713402988

21-Oct-10

21.51

20.6

21.11

20.63

60.507246376811544

62.327641089016176

22-Oct-10

21.37

20.02

20.63

20.16

44.64149504195268

55.25892024747858

25-Oct-10

20.2

19.24

20.16

19.8

29.109834349001698

44.75285858925531

26-Oct-10

20.21

19.81

19.8

19.93

20.928441174621167

31.55992352185852

27-Oct-10

20.93

19.07

19.93

20.9

35.54239723594563

28.526890919856168

28-Oct-10

20.94

20.64

20.9

20.82

48.559042913881605

35.0099604414828

29-Oct-10

21.13

20.71

20.82

20.86

60.47297297297293

48.191471040933386

 
Chart Sample
 

 

Chaikin Oscillator

Chaikin Oscillator uses the concept of Accumulation/Distribution line to indicate trends. The Accumulation/Distribution (A/D) line is based on the idea that price changes are forecasted by changes in stock volume. It helps to detect a sustained advance or decline in the stock’s value.

Chaikin Oscillator is a Moving Average Convergence Divergence indicator (MACD) applied to the A/D Line. It is the difference between the specified short period, exponential moving average and the long period exponential moving average of the Accumulation/Distribution Line.

The Chaikin oscillator output is composed of four values namely

    • Close Location Value (CLV)
    • Product of CLV and Volume
    • Running total of product of CLV and Volume
    • Oscillator value

Parameter Set

Parameters Description
High Column Column containing the stock high values
Low Column Column containing the stock low values
Close Column Column containing the stock close values
Volume Column Column containing the stock volume values
Short Period Short period to be used for computation.
Long Period Long period to be used for computation.
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

This function is best used when in conjunction with other financial indicators. It used to predict changes in the A/D line.

Data Sample

Input Parameter

Date

High

Low

Open

Close

Volume

18-Oct-10

35.4

34.11

34.32

35.3

19801400

19-Oct-10

35.69

34.53

35.44

34.64

22291600

20-Oct-10

34.57

34

34.38

34.49

15943900

21-Oct-10

35.93

34.9

35.4

35.7

27937000

22-Oct-10

36.75

34.93

36.57

34.96

35643200

25-Oct-10

35.24

34.5

34.83

35.2

17718300

26-Oct-10

35.39

34.75

35.12

35.09

15698700

27-Oct-10

36.52

34.85

34.9

36.18

20968100

28-Oct-10

36.5

35.82

35.82

36.45

13245200

29-Oct-10

36.72

35.86

36.08

36.19

13432500

1-Nov-10

37

35.86

35.91

36.92

16436900

2-Nov-10

38.15

36.89

37.03

37.74

22925400

3-Nov-10

39.25

37.54

39.2

37.97

25377500

4-Nov-10

37.95

36.75

37.57

37.66

19812300

5-Nov-10

37.85

35.76

37.68

36.35

25428100

8-Nov-10

37.32

36.71

36.79

37.14

15368500

9-Nov-10

37.63

36.86

37.24

37.03

14937800

10-Nov-10

37.19

36.37

36.85

36.66

14160400

11-Nov-10

37.82

36.46

36.9

37.79

16640100

12-Nov-10

38.3

37.53

37.87

37.8

16545200

15-Nov-10

38

37.31

37.77

37.63

13108100

16-Nov-10

37.41

36.56

37.29

36.74

15160100

17-Nov-10

37.37

36.48

36.95

36.95

15189100

18-Nov-10

37.78

37.1

37.43

37.19

15401000

19-Nov-10

37.41

35.9

37.24

36.15

15936600
High Column =1
Low Column = 2
Close Column = 4
Volume Column=5
Short Period= 3
Long Period=10
Include Original Data = Yes 
Result

Date

High

Low

Open

Close

Volume

CLV

CLV*V

SUM CLV*V

OSC

18-Oct-10

35.4

34.11

34.32

35.3

19801400

0.8449612403100752

1.6731415503875924E7

1.6731415503875924E7

null

19-Oct-10

35.69

34.53

35.44

34.64

22291600

-0.8103448275862073

-1.8063882758620698E7

-1332467.2547447737

null

20-Oct-10

34.57

34

34.38

34.49

15943900

0.7192982456140412

1.1468419298245711E7

1.0135952043500938E7

null

21-Oct-10

35.93

34.9

35.4

35.7

27937000

0.5533980582524337

1.546028155339824E7

2.5596233596899178E7

null

22-Oct-10

36.75

34.93

36.57

34.96

35643200

-0.9670329670329658

-3.446814945054941E7

-8871915.85365023

null

25-Oct-10

35.24

34.5

34.83

35.2

17718300

0.8918918918918944

1.5802808108108154E7

6930892.254457923

null

26-Oct-10

35.39

34.75

35.12

35.09

15698700

0.06250000000000971

981168.7500001525

7912061.004458075

null

27-Oct-10

36.52

34.85

34.9

36.18

20968100

0.5928143712574814

1.2430191017963996E7

2.034225202242207E7

null

28-Oct-10

36.5

35.82

35.82

36.45

13245200

0.8529411764705965

1.1297376470588345E7

3.1639628493010417E7

null

29-Oct-10

36.72

35.86

36.08

36.19

13432500

-0.2325581395348872

-3123837.2093023723

2.8515791283708043E7

1.1789538180187287E7

1-Nov-10

37

35.86

35.91

36.92

16436900

0.8596491228070207

1.4129966666666718E7

4.264575795037476E7

1.5085697066769414E7

2-Nov-10

38.15

36.89

37.03

37.74

22925400

0.3492063492063536

8005695.238095338

5.0651453188470095E7

1.760996536278613E7

3-Nov-10

39.25

37.54

39.2

37.97

25377500

-0.49707602339181345

-1.2614546783625746E7

3.803690640484435E7

1.3027995201567855E7

4-Nov-10

37.95

36.75

37.57

37.66

19812300

0.5166666666666574

1.0236354999999816E7

4.8273261404844165E7

1.3226211708199602E7

5-Nov-10

37.85

35.76

37.68

36.35

25428100

-0.43540669856459097

-1.1071565071770275E7

3.720169633307389E7

8582146.691876635

8-Nov-10

37.32

36.71

36.79

37.14

15368500

0.4098360655737709

6298565.573770498

4.350026190684439E7

7906195.804864518

9-Nov-10

37.63

36.86

37.24

37.03

14937800

-0.5584415584415559

-8341888.311688273

3.515837359515612E7

4256688.178743795

10-Nov-10

37.19

36.37

36.85

36.66

14160400

-0.2926829268292706

-4144507.3170732036

3.1013866278082915E7

1058029.2600125894

11-Nov-10

37.82

36.46

36.9

37.79

16640100

0.9558823529411747

1.5905977941176442E7

4.691984421925936E7

4714295.478177547

12-Nov-10

38.3

37.53

37.87

37.8

16545200

-0.2987012987013054

-4942072.727272838

4.197777149198652E7

4208990.7470966205

15-Nov-10

38

37.31

37.77

37.63

13108100

-0.07246376811593815

-949862.3188405288

4.1027909173145995E7

3317410.733196385

16-Nov-10

37.41

36.56

37.29

36.74

15160100

-0.576470588235292

-8739351.76470585

3.2288557408440143E7

-129612.17336888611

17-Nov-10

37.37

36.48

36.95

36.95

15189100

0.056179775280911615

853320.2247192946

3.3141877633159436E7

-1256464.0024286434

18-Nov-10

37.78

37.1

37.43

37.19

15401000

-0.7352941176470695

-1.1324264705882518E7

2.1817612927276917E7

-5206399.975058556

19-Nov-10

37.41

35.9

37.24

36.15

15936600

-0.66887417218543

-1.0659580132450324E7

1.1158032794826593E7

-9740658.371908754

 
Chart Sample
 
chart
 

Ultimate Oscillator

“Ultimate” Oscillator combines a stock’s price action during three different time frames into one bounded oscillator. Values range from 0 to 100 with 50 as the center line. Oversold territory exists below 30 and overbought territory extends from 70 to 100.

The time frames used by the Ultimate Oscillator are user defined. The typical value for the small period is 7, medium period is 14 and long period is 28.

Parameter Set

Parameters Description
High Column Column containing the stock high values
Low Column Column containing the stock low values
Close Column Column containing the stock close values
Small Period Small period to be used for computation.
Medium Period Medium period to be used for computation
Long Period Long period to be used for computation.
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Used to predict stock behavior.

Data Sample

Input Parameter

Date

High

Low

Open

Close

Volume

13-Sep-10

31.99

31.01

31.01

31.87

17476400

14-Sep-10

33.55

31.44

31.62

33.2

28245600

15-Sep-10

33.4

32.41

32.7

32.9

16915900

16-Sep-10

33.94

32.52

32.89

32.79

23336100

17-Sep-10

33.5

32.66

33

33.46

15049000

20-Sep-10

34.04

32.85

32.85

33.26

18702200

21-Sep-10

33.48

32.8

33.35

33.26

17063500

22-Sep-10

33.75

32.38

32.81

32.47

22239800

23-Sep-10

33.33

32.33

32.71

33.04

15695100

24-Sep-10

33.25

32.56

33.19

32.58

11285600

27-Sep-10

32.72

31.65

32.54

31.82

15218800

28-Sep-10

33

31.67

32.27

32.8

18218200

29-Sep-10

34.15

32.77

32.78

34

30183700

30-Sep-10

34.49

33.56

33.59

33.91

25706900

1-Oct-10

35.14

34.12

34.35

35.03

22100300

4-Oct-10

35.45

34.73

35.05

34.91

21264100

5-Oct-10

35

34.43

34.52

34.96

14934400

6-Oct-10

35.15

34.51

34.72

34.96

17118000

7-Oct-10

35.49

34.72

34.88

34.78

16233700

8-Oct-10

35

34.1

34.48

34.17

16152700

11-Oct-10

34.55

33.65

34.4

34.02

12664400

12-Oct-10

34.48

33.6

33.71

34.23

31284000

13-Oct-10

36.28

34.84

35.95

34.96

49492300

14-Oct-10

35.15

34.22

34.98

34.96

22861600

15-Oct-10

35.03

34.41

34.89

34.52

19657500

18-Oct-10

35.4

34.11

34.32

35.3

19801400

19-Oct-10

35.69

34.53

35.44

34.64

22291600

20-Oct-10

34.57

34

34.38

34.49

15943900

21-Oct-10

35.93

34.9

35.4

35.7

27937000

22-Oct-10

36.75

34.93

36.57

34.96

35643200

25-Oct-10

35.24

34.5

34.83

35.2

17718300

26-Oct-10

35.39

34.75

35.12

35.09

15698700

27-Oct-10

36.52

34.85

34.9

36.18

20968100

28-Oct-10

36.5

35.82

35.82

36.45

13245200

29-Oct-10

36.72

35.86

36.08

36.19

13432500

1-Nov-10

37

35.86

35.91

36.92

16436900

2-Nov-10

38.15

36.89

37.03

37.74

22925400

3-Nov-10

39.25

37.54

39.2

37.97

25377500

4-Nov-10

37.95

36.75

37.57

37.66

19812300

5-Nov-10

37.85

35.76

37.68

36.35

25428100

8-Nov-10

37.32

36.71

36.79

37.14

15368500

9-Nov-10

37.63

36.86

37.24

37.03

14937800

10-Nov-10

37.19

36.37

36.85

36.66

14160400

11-Nov-10

37.82

36.46

36.9

37.79

16640100

12-Nov-10

38.3

37.53

37.87

37.8

16545200

15-Nov-10

38

37.31

37.77

37.63

13108100

16-Nov-10

37.41

36.56

37.29

36.74

15160100

17-Nov-10

37.37

36.48

36.95

36.95

15189100

18-Nov-10

37.78

37.1

37.43

37.19

15401000

19-Nov-10

37.41

35.9

37.24

36.15

15936600
High Column =1
Low Column = 2
Close Column = 4
Small Period=3
Medium Period=7
Long Period=14
Include Original Data = Yes 
Result

Date

High

Low

Open

Close

Volume

ULT

13-Sep-10

31.99

31.01

31.01

31.87

17476400

null

14-Sep-10

33.55

31.44

31.62

33.2

28245600

null

15-Sep-10

33.4

32.41

32.7

32.9

16915900

null

16-Sep-10

33.94

32.52

32.89

32.79

23336100

null

17-Sep-10

33.5

32.66

33

33.46

15049000

null

20-Sep-10

34.04

32.85

32.85

33.26

18702200

null

21-Sep-10

33.48

32.8

33.35

33.26

17063500

null

22-Sep-10

33.75

32.38

32.81

32.47

22239800

null

23-Sep-10

33.33

32.33

32.71

33.04

15695100

null

24-Sep-10

33.25

32.56

33.19

32.58

11285600

null

27-Sep-10

32.72

31.65

32.54

31.82

15218800

null

28-Sep-10

33

31.67

32.27

32.8

18218200

null

29-Sep-10

34.15

32.77

32.78

34

30183700

null

30-Sep-10

34.49

33.56

33.59

33.91

25706900

null

1-Oct-10

35.14

34.12

34.35

35.03

22100300

72.58

4-Oct-10

35.45

34.73

35.05

34.91

21264100

59.375

5-Oct-10

35

34.43

34.52

34.96

14934400

71.949

6-Oct-10

35.15

34.51

34.72

34.96

17118000

64.117

7-Oct-10

35.49

34.72

34.88

34.78

16233700

55.977

8-Oct-10

35

34.1

34.48
padding:5px 11px;

34.17

16152700

35.737

11-Oct-10

34.55

33.65

34.4

34.02

12664400

32.472

12-Oct-10

34.48

33.6

33.71

34.23

31284000

42.811

13-Oct-10

36.28

34.84

35.95

34.96

49492300

51.599

14-Oct-10

35.15

34.22

34.98

34.96

22861600

58.637

15-Oct-10

35.03

34.41

34.89

34.52

19657500

50.661

18-Oct-10

35.4

34.11

34.32

35.3

19801400

65.344

19-Oct-10

35.69

34.53

35.44

34.64

22291600

49.027

20-Oct-10

34.57

34

34.38

34.49

15943900

57.284

21-Oct-10

35.93

34.9

35.4

35.7

27937000

62.81

22-Oct-10

36.75

34.93

36.57

34.96

35643200

50.191

25-Oct-10

35.24

34.5

34.83

35.2

17718300

53.062

26-Oct-10

35.39

34.75

35.12

35.09

15698700

42.032

27-Oct-10

36.52

34.85

34.9

36.18

20968100

67.869

28-Oct-10

36.5

35.82

35.82

36.45

13245200

71.192

29-Oct-10

36.72

35.86

36.08

36.19

13432500

66.817

1-Nov-10

37

35.86

35.91

36.92

16436900

68.567

2-Nov-10

38.15

36.89

37.03

37.74

22925400

69.68

3-Nov-10

39.25

37.54

39.2

37.97

25377500

58.621

4-Nov-10

37.95

36.75

37.57

37.66

19812300

57.058

5-Nov-10

37.85

35.76

37.68

36.35

25428100

45.001

8-Nov-10

37.32

36.71

36.79

37.14

15368500

57.915

9-Nov-10

37.63

36.86

37.24

37.03

14937800

49.352

10-Nov-10

37.19

36.37

36.85

36.66

14160400

53.576

11-Nov-10

37.82

36.46

36.9

37.79

16640100

58.637

12-Nov-10

38.3

37.53

37.87

37.8

16545200

61.413

15-Nov-10

38

37.31

37.77

37.63

13108100

62.505

16-Nov-10

37.41

36.56

37.29

36.74

15160100

40.844

17-Nov-10

37.37

36.48

36.95

36.95

15189100

41.987

18-Nov-10

37.78

37.1

37.43

37.19

15401000

40.852

19-Nov-10

37.41

35.9

37.24

36.15

15936600

36.91

 
Chart Sample
 
chart
 

Price Oscillator

The Price Oscillator is an indicator based on the difference between two moving averages over a short and a long period. It is expressed as either a percentage or in absolute terms. The short and long periods values can vary depending on user preference.

Absolute Price Oscillator (APO) is calculated by subtracting the longer moving average from the shorter moving average.

The Percentage Price Oscillator (PPO) is found by subtracting the longer moving average from the shorter moving average and then dividing the result by the longer moving average.

Parameter Set

Parameters Description
Column Column containing the stock high values
Short Period Column containing the stock low values
Long Period Column containing the stock close values
Oscillator Type Type of oscillator. The two different types supported Absolute and Percentage
Include Original Data If “Yes” include the original dataset in the result table

 
Applications

Used for predictive stock analysis.

Data Sample

Input Parameter

Date

High

Low

Open

Close

Volume

13-Sep-10

31.99

31.01

31.01

31.87

17476400

14-Sep-10

33.55

31.44

31.62

33.2

28245600

15-Sep-10

33.4

32.41

32.7

32.9

16915900

16-Sep-10

33.94

32.52

32.89

32.79

23336100

17-Sep-10

33.5

32.66

33

33.46

15049000

20-Sep-10

34.04

32.85

32.85

33.26

18702200

21-Sep-10

33.48

32.8

33.35

33.26

17063500

22-Sep-10

33.75

32.38

32.81

32.47

22239800

23-Sep-10

33.33

32.33

32.71

33.04

15695100

24-Sep-10

33.25

32.56

33.19

32.58

11285600

27-Sep-10

32.72

31.65

32.54

31.82

15218800

28-Sep-10

33

31.67

32.27

32.8

18218200

29-Sep-10

34.15

32.77

32.78

34

30183700

30-Sep-10

34.49

33.56

33.59

33.91

25706900

1-Oct-10

35.14

34.12

34.35

35.03

22100300

4-Oct-10

35.45

34.73

35.05

34.91

21264100

5-Oct-10

35

34.43

34.52

34.96

14934400

6-Oct-10

35.15

34.51

34.72

34.96

17118000

7-Oct-10

35.49

34.72

34.88

34.78

16233700

8-Oct-10

35

34.1

34.48

34.17

16152700

11-Oct-10

34.55

33.65

34.4

34.02

12664400

12-Oct-10

34.48

33.6

33.71

34.23

31284000

13-Oct-10

36.28

34.84

35.95

34.96

49492300

14-Oct-10

35.15

34.22

34.98

34.96

22861600

15-Oct-10

35.03

34.41

34.89

34.52

19657500

18-Oct-10

35.4

34.11

34.32

35.3

19801400

19-Oct-10

35.69

34.53

35.44

34.64

22291600

20-Oct-10

34.57

34

34.38

34.49

15943900

21-Oct-10

35.93

34.9

35.4

35.7

27937000

22-Oct-10

36.75

34.93

36.57

34.96

35643200

25-Oct-10

35.24

34.5

34.83

35.2

17718300

26-Oct-10

35.39

34.75

35.12

35.09

15698700

27-Oct-10

36.52

34.85

34.9

36.18

20968100

28-Oct-10

36.5

35.82

35.82

36.45

13245200

29-Oct-10

36.72

35.86

36.08

36.19

13432500

1-Nov-10

37

35.86

35.91

36.92

16436900

2-Nov-10

38.15

36.89

37.03

37.74

22925400

3-Nov-10

39.25

37.54

39.2

37.97

25377500

4-Nov-10

37.95

36.75

37.57

37.66

19812300

5-Nov-10

37.85

35.76

37.68

36.35

25428100

8-Nov-10

37.32

36.71

36.79

37.14

15368500

9-Nov-10

37.63

36.86

37.24

37.03

14937800

10-Nov-10

37.19

36.37

36.85

36.66

14160400

11-Nov-10

37.82

36.46

36.9

37.79

16640100

12-Nov-10

38.3

37.53

37.87

37.8

16545200

15-Nov-10

38

37.31

37.77

37.63

13108100

16-Nov-10

37.41

36.56

37.29

36.74

15160100

17-Nov-10

37.37

36.48

36.95

36.95

15189100

18-Nov-10

37.78

37.1

37.43

37.19

15401000

19-Nov-10

37.41

35.9

37.24

36.15

15936600
Column = 4
Short Period=5
Long Period=10
Oscillator Type=APO (also FPO shown)
Include Original Data = Yes
Result

Date

High

Low

Open

Close

Volume

APO

PPO

13-Sep-10

31.99

31.01

31.01

31.87

17476400

null

null

14-Sep-10

33.55

31.44

31.62

33.2

28245600

null

null

15-Sep-10

33.4

32.41

32.7

32.9

16915900

null

null

16-Sep-10

33.94

32.52

32.89

32.79

23336100

null

null

17-Sep-10

33.5

32.66

33

33.46

15049000

null

null

20-Sep-10

34.04

32.85

32.85

33.26

18702200

null

null

21-Sep-10

33.48

32.8

33.35

33.26

17063500

null

null

22-Sep-10

33.75

32.38

32.81

32.47

22239800

null

null

23-Sep-10

33.33

32.33

32.71

33.04

15695100

null

null

24-Sep-10

33.25

32.56

33.19

32.58

11285600

null

null

27-Sep-10

32.72

31.65

32.54

31.82

15218800

-0.208

-0.64

28-Sep-10

33

31.67

32.27

32.8

18218200

-0.122

-0.374

29-Sep-10

34.15

32.77

32.78

34

30183700

0.114

0.345

30-Sep-10

34.49

33.56

33.59

33.91

25706900

0.222

0.667

1-Oct-10

35.14

34.12

34.35

35.03

22100300

0.438

1.291

4-Oct-10

35.45

34.73

35.05

34.91

21264100

0.51

1.491

5-Oct-10

35

34.43

34.52

34.96

14934400

0.527

1.528

6-Oct-10

35.15

34.51

34.72

34.96

17118000

0.504

1.454

7-Oct-10

35.49

34.72

34.88

34.78

16233700

0.433

1.249

8-Oct-10

35

34.1

34.48

34.17

16152700

0.276

0.8

11-Oct-10

34.55

33.65

34.4

34.02

12664400

0.151

0.44

12-Oct-10

34.48

33.6

33.71

34.23

31284000

0.106

0.308

13-Oct-10

36.28

34.84

35.95

34.96

49492300

0.185

0.535

14-Oct-10

35.15

34.22

34.98

34.96

22861600

0.217

0.626

15-Oct-10

35.03

34.41

34.89

34.52

19657500

0.155

0.447

18-Oct-10

35.4

34.11

34.32

35.3

19801400

0.229

0.658

19-Oct-10

35.69

34.53

35.44

34.64

22291600

0.156

0.45

20-Oct-10

34.57

34

34.38

34.49

15943900

0.084

0.243

21-Oct-10

35.93

34.9

35.4

35.7

27937000

0.223

0.637

22-Oct-10

36.75

34.93

36.57

34.96

35643200

0.173

0.495

25-Oct-10

35.24

34.5

34.83

35.2

17718300

0.172

0.49

26-Oct-10

35.39

34.75

35.12

35.09

15698700

0.144

0.411

27-Oct-10

36.52

34.85

34.9

36.18

20968100

0.285

0.805

28-Oct-10

36.5

35.82

35.82

36.45

13245200

0.386

1.079

29-Oct-10

36.72

35.86

36.08

36.19

13432500

0.378

1.053

1-Nov-10

37

35.86

35.91

36.92

16436900

0.462

1.273

2-Nov-10

38.15

36.89

37.03

37.74

22925400

0.603

1.642

3-Nov-10

39.25

37.54

39.2

37.97

25377500

0.679

1.827

4-Nov-10

37.95

36.75

37.57

37.66

19812300

0.632

1.693

5-Nov-10

37.85

35.76

37.68

36.35

25428100

0.37

0.999

8-Nov-10

37.32

36.71

36.79

37.14

15368500

0.324

0.874

9-Nov-10

37.63

36.86

37.24

37.03

14937800

0.263

0.709

10-Nov-10

37.19

36.37

36.85

36.66

14160400

0.157

0.426

11-Nov-10

37.82

36.46

36.9

37.79

16640100

0.261

0.702

12-Nov-10

38.3

37.53

37.87

37.8

16545200

0.304

0.812

15-Nov-10

38

37.31

37.77

37.63

13108100

0.283

0.755

16-Nov-10

37.41

36.56

37.29

36.74

15160100

0.119

0.321

17-Nov-10

37.37

36.48

36.95

36.95

15189100

0.055

0.148

18-Nov-10

37.78

37.1

37.43

37.19

15401000

0.053

0.142

19-Nov-10

37.41

35.9

37.24

36.15

15936600

-0.109

-0.297

 
Chart Sample
 
chart