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Old 11-26-2005, 10:00 AM
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Technical indicators for Excel

In Excel, select "Service" and then "Add-In", browse and select "ta-lib.xll".
All the TA functions will become visible in the "Function Wizard" (press Shift-F3). In the file example.xls you will see the examples of the indicators with comments.

Indicators in Excel available:

AD - Chaikin A/D Line
ADOSC - Chaikin A/D Oscillator
ADX - Average Directional Movement Index
ADXR - Average Directional Movement Index Rating
APO - Absolute Price Oscillator
AROON - Aroon
AROONOSC - Aroon Oscillator
ATR - Average True Range
AVGPRICE - Average Price
BBANDS - Bollinger Bands
CCI - Commodity Channel Index
CORREL - Pearson's Correlation Coefficient (r)
DEMA - Double Exponential Moving Average
DX - Directional Movement Index
EMA - Exponential Moving Average
HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
HT_PHASOR - Hilbert Transform - Phasor Components
HT_SINE - Hilbert Transform - SineWave
HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
KAMA - Kaufman Adaptive Moving Average
LINEARREG - Linear Regression
LINEARREG_ANGLE - Linear Regression Angle
LINEARREG_INTERCEPT - Linear Regression Intercept
LINEARREG_SLOPE - Linear Regression Slope
MA - All Moving Average
MACD - Moving Average Convergence/Divergence
MACDEXT - MACD with controllable MA type
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
MAMA - MESA Adaptive Moving Average
MAX - Highest value over a specified period
MEDPRICE - Median Price
MFI - Money Flow Index
MIDPOINT - MidPoint over period
MIDPRICE - Midpoint Price over period
MIN - Lowest value over a specified period
MINUS_DI - Minus Directional Indicator
MINUS_DM - Minus Directional Movement
MOM - Momentum
OBV - On Balance Volume
PLUS_DI - Plus Directional Indicator
PLUS_DM - Plus Directional Movement
PPO - Percentage Price Oscillator
ROC - Rate of change : ((price/prevPrice)-1)*100
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR - Rate of change ratio: (price/prevPrice)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
RSI - Relative Strength Index
SAR - Parabolic SAR
SAREXT - Parabolic SAR - Extended
SMA - Simple Moving Average
STDDEV - Standard Deviation
STOCH - Stochastic
STOCHF - Stochastic Fast
STOCHRSI - Stochastic Relative Strength Index
T3 - Triple Exponential Moving Average (T3)
TEMA - Triple Exponential Moving Average
TRANGE - True Range
TRIMA - Triangular Moving Average
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
TSF - Time Series Forecast
TYPPRICE - Typical Price
VAR - Variance
WCLPRICE - Weighted Close Price
WILLR - Williams' %R
WMA - Weighted Moving Average
Attached Files
File Type: zip TA-Lib.zip (177.0 KB, 1483 views)
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