A set of indicators built in the Alpha data mine including Average True Range (ATR), Rate of Change (ROC), and Stochastic indicators.
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Average True Range (ATR)

There are two products available, each with different smoothing functions and different period configurations:

Product Name Product Variable Properties
ATR - SMA atrSMA atr2, atr3, atr14
ATR - RMA atrRMA atr2, atr3, atr14

Examples:

  1. chart.at24hs.atrSMA.atr3 > chart.at24hs.atrSMA.atr14 — Faster ATR (ATR-3) value above slower ATR (ATR-14) value indicates a higher volatility in the short term movement.

  2. chart.at04hs.atrRMA.atr3 > chart.at04hs.atrRMA.atr14 — Same example as above but with RMA (Exponatial Moving Average) as the smoothing function.

Rate of Change (ROC)

There are three products based on various periods available. It is a simple indicator and has only one value: the percentage of change to the previous period.

Product Name Product Variable Properties
ROC roc9 value
ROC roc32 value
ROC roc76 value

Examples:

  1. chart.at01hs.roc9.value > 0 && chart.at01hs.roc9.value > chart.at01hs.roc9.previous.value — Check if Rate of Change is above the zero trend line and moving upwards.

Stochastic

Stochastic provides one product with a popular default setting.

Product Setting Product Variable Properties
Stochastic (14, 3, 3) stoch1433 fastLine, slowLine

Examples:

  1. chart.at04h.stoch1433.slowLine >= 80 && chart.at04h.stoch1433.fastLine < chart.at04h.stoch1433.slowLine — Checking for overbought condition and the fast line lower than the slow line, indicating trend reversal.