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The VKW_Bands_Modify_Stochastic with the timeframe selection option available in the input parameters.
The indicator for determining the time when the pending orders should be placed, using the ColorMETRO_Stochastic oscillator.
Semaphore signal indicator based on the ColorMETRO_WPR indicator color change algorithm.
The ColorMETRO_WPR with the timeframe selection option available in the input parameters.
Indicator of the oscillator type, which displays its values based on the WPR technical indicator.
A semaphore signal indicator based on crossovers of the lines of the Digital_CCI_Woodies indicator.
The Digital_CCI_Woodies with the timeframe selection option available in the input parameters.
The ColorMETRO_Stochastic with the timeframe selection option available in the input parameters.
Indicator of the oscillator type, which displays its values based on the Stochastic technical indicator.
The ColorMETRO_DeMarker indicator with the timeframe selection option available in the input parameters.
The ColorMETRO with the timeframe selection option available in the input parameters.
Indicator of the oscillator type, which displays its values based on the DeMarker technical indicator.
The ATR_3XMA indicator with the timeframe selection option available in the input parameters.
The ColorRMACD with the timeframe selection option available in the input parameters.
The BigBarSound indicator plays sound alerts when candlestick body size exceeds a certain value.
The MA_Rounding_Channel indicator with the timeframe selection option available in the input parameters.
The LeManTrend with the timeframe selection option available in the input parameters.
The ColorJFatlAcceleration with the timeframe selection option available in the input parameters.
The HistVolatility indicator with the timeframe selection option available in the input parameters.
The LinearMomentum with the timeframe selection option available in the input parameters.
The PA_Oscillator with the timeframe selection option available in the input parameters.
VWAP is an intra-day calculation used primarily by algorithms and institutional traders to assess where a stock is trading relative to its volume weighted average for the day.
VWAP is an intra-day calculation used primarily by algorithms and institutional traders to assess where a stock is trading relative to its volume weighted average for the day.