Optuma Scripting Functions Table

Functions Table

The following table contains a list of all the functions available in the Optuma formula language. If no adjustments are made within the functions parentheses, Optuma will use the default settings saved for that indicator.

A - Functions

Function	Name	Description
ABS	Absolute Value	Ensures the value output of the script is a positive number.
ACC	Accumulate	Combines the values over a selected period (similar to SUM).
ACCB	Acceleration Bands	Acceleration Bands were created by Price Headley and are mentioned in his book Big Trends in Trading. Acceleration Bands use a period of 20 bars by default, to create an envelope of 2 lines.
ACCSINCESIGNAL	Accumulate Since Signal	Takes two scripts, the first script is the one that is accumulated and the second is a Boolean script that signals a reset of the accumulation.
ADL	Accumulation/ Distribution	Accumulation Distribution displays the interaction between price and volume and is used to detect divergences between volume and price actions. Accumulation Distribution is an evolution of On Balance Volume, comparing opening and closing prices to the trading range for a set period, with the result used to weight the volume.
ADX	Average Directional Movement Index	The Average Directional Movement Index is an indicator designed to measure the strength and direction of a trend. The indicator consists of three components: the plus directional indicator (+DI), minus directional indicator (-DI) and the Average Directional indicator.
ALPHA	Alpha	Alpha (a common measurement of investment performance and risk), compares the return of a security compared to an index or benchmark. A negative Alpha value would mean the security under-performed compared to the benchmark.
AMA	Adaptive Moving Average	Developed by Perry Kaufman the Adaptive Moving Average is a single average which dynamically varies its own length, typically from a 2-period to a 30-period average, according to the degree of volatility and directionality in the market.
ANR	Angle Returns	This indicator is based on the concept that angles which occur at a major turning point in the market will continue to have an influence. The Angle Returns tool reviews all the angles of the selected planets at the time of the selected turning point and searches for those same angles in the chart’s entire range (forwards and backwards from the selected point).
ARCCOS	ArcCos	The arccosine of x is defined as the inverse cosine function of x when -1?x?1.
ARCSIN	ArcSin	The arcsine of x is defined as the inverse sine function of x when -1?x?1.
ARCTAN	ArcTan	The arctangent of x is defined as the inverse tangent function of x when x is real (x??).
AROON	Aroon	The Aroon indicator was created by Tushar Chande in 1995. The Aroon up and the Aroon down fluctuates between 0 and 100. Values close to 100 represent a strong trend, Values close to 0 represent a weak trend. The lower the Aroon up, the weaker the uptrend, and the stronger the downtrend, and vice versa.
AROONOSC	Aroon Oscillator	The Aroon Oscillator was created by Tushar Chande. This indicator is designed to display the difference between the two lines which make up the Aroon indicator (Aroon Up and Aroon Down). This is done in an effort to both highlight and measure the strength of a new trend.
ARR	Annual Rate of Return	Use to calculate the annual rate of return over a user-defined period.
ASPECTS	Aspects	Used with the PVAL() function to allow the search of various aspects (Conjunction, Sextile, Square, etc) between two or more planets. Requires the Astro tools.
ASR	Aspect Returns	This indicator is based on the concept that aspects which occur at the point of a major change in trend will continue to influence the market. The Aspect Returns will highlight all the aspects between the selected planets for the date and time of the selected Low / High and searches for those same aspects in the chart’s entire range (forwards and backwards from the selected point).
ATR	Average True Range	Average True Range is a measure of volatility. Introduced by Welles Wilder, he found that high Average True Range values often occur following a market sell off or “panic”.
ATRTSCAN	ATR Trailing Stop Scan	Average True Range Stop Loss calculation compares the price range for today with the highs and lows of the previous day. The highest of these values (the largest range) is selected as the true average range for the period. This figure is calculated each day.
AUTOCORR	Auto Correlation	Auto correlation (also referred to as cross-auto correlation or serial correlation) is the correlation of a chart with itself at different points in time designed to highlight repeating patterns within a chart.
AVBT	Average Volume By Time	This indicator shows the current day”s volume bars compared to the same bars over a user-defined period. Here”s an example of a 15 minute chart of Microsoft. The shaded area below the current day is the average volume over the past 2 weeks. The red bars indicate where the volume is above the average for that 15 minute period. Requires Intraday Data.
AVWAP	Anchored VWAP	The Anchored Volume-Weighted Average Price indicator was developed by Brian Shannon at Alphatrends.net. The Anchored VWAP is applied to a specific bar, and from that point calculates the cumulative value and volume to determine the weighted-average price. These levels can be used to determine important support and resistance levels.

B - Functions

Function	Name	Description
BARCOUNT	BarCount	Use this in a Show Plot to calculate an average of all bars being loaded.
BARDATE	BarDate	This function takes the date of a bar and converts it into an integer. For example 19-06-2017 = 42902
BARINDEX	BarIndex	Coming Soon
BARROMCONTRATREND	BarroM Contratrend Scan	A scan based on the methods of Ray Barros which look for specific movements on the Midos SI and Value Chart indicators.
BARROSAVGVOL	Barros Swing Average Volumes	The Barros Swing Average Volume tool, provides an average value for volume of bars contained within an initial, mid or final Barros Swing.
BARROSSWING	Barros Swing	The Barros Swing is a trend indicator and can be used much like Gann Swings. Trading methodology associated with the Barros Swings is accomplished through attending seminars hosted by Ray Barros. For further information on courses offered by Ray Barros, you can visit his website.
BARSTRUE	Bars True	Used in conjunction with a Boolean variable. Will output the total number of bars the boolean criteria has been true over a set lookback period (10 bars by default, but can be adjusted).
BARTYPES	Bar Types	Allows you to search for specific Bar Types in a script (e.g. Outside Bar, Inside Bar, Higher than Previous Day, etc).
BB	Bollinger Bands	Bollinger Bands are based on a standard Moving Average. The actual band lines are offset by a positive and negative standard deviation value from the central moving average value, to provide upper and lower bands.
BBII	Bollinger II % Data List	Allows you to perform a scan using the Bollinger II % criteria devised by John Bollinger.
BBOA	Bollinger Break Out Above Data List	Allows you to perform a scan using the Bollinger Break Out Above criteria devised by John Bollinger.
BBOB	Bollinger Break Out Below Data List	Allows you to perform a scan using the Bollinger Break Out Below criteria devised by John Bollinger.
BBW	Bollinger Bandwidth	The Bollinger Bandwidth gives an indication of how wide the Bollinger Bands are as a function of the middle band. Used to identify the squeeze at low values and the end of trends at high values.
BETA	Beta	The Beta Coefficient tool is used to compare the volatility of the selected stock with that of the entire market (usually an Index such as the XJO or Dow).
BPB	Bollinger Percent B	The Bollinger %B tool is similar to the Stochastic tool, however the range is calculated from the Bollinger Bands rather than actual price. Whereas Stochastic’s will always oscillate in a range between zero and 100 since price can never penetrate above the price range (else it will increase the price range itself), price does penetrate the Bollinger Bands frequently. Thus Bollinger %B can move above 100 and below zero, this merely indicating that the close is outside of the bands.
BREADTHDATA	Breadth Data	When applied to an equity the Breadth data for the parent index is used automatically. For example, a US Equity will display the S&P 500 Advance Decline Breadth values. Requires the Optuma Breadth Measures data group or a Bloomberg Connection.

C - Functions

Function	Name	Description
CAD	Chaikin A/D Line	The Chaikin A/D indicator was created by Marc Chaikin and has been designed to measure the cumulative flow of money into and out of an instrument. This tool is primarily used in an attempt to predict trend reversals.
CANDLESTICKPATTERN	Candlestick Pattern	Allows you to search for a number of common candlestick chart patterns (Bullish Engulfing, Doji, etc).
CCF	Cross Correlation	Coming Soon
CCI	Commodity Channel Index	Commodity Channel Index is used to give a measurement of how far a security is from its statistical mean. High values mean that the current price is higher than the mean.
CHANGE	Percentage Change	Show the change in value (as a percentage) measured over x number of bars.
CHANGESINCESIGNAL	Change Since Signal	Displays the change in price (value or percentage) since a triggered signal.
CHARTPATTERN	Chart Pattern	Allows you to search for a specific chart patterns such has AB=CD, etc.
CHOPPINESSINDEX	Choppiness Index	The Choppiness index was created by Bill Dreiss and is used as a measure of the current state of a stocks trend. There are lines placed on the Fib levels of 31.8 and 61.8. Choppiness Index values below the 31.8 generally indicate a trending market, where as those above 61.8 indicate a choppy market.
CHST	Chandelier Stop	The Chandelier Stop was developed by Charles Le Beau and plots a trailing stop loss calculated from Average True Range. The stop can be used on both bull and bear markets with the Chandelier line plotting above the price in a downtrend and below the price on an uptrend.
CI	Composite Index	The Composite Index is a proprietary tool, developed by Constance Brown from Aerodynamic Investments Inc. For more information, please visit
CIDX	Congestion Index	Congestion Index is the ratio of the price change to the range change between highest price and the lowest price for a specific period (default 20 bars). The result is then smoothed to produce the final value.
CLOSE	Close	The close function returns the closing value of each bar of the source data
CLU	Time Clusters	A number of tools in Optuma, (Fibonacci, Gann, Astronomical, etc) are designed to locate important dates on a chart. When multiple tools are applied to a chart it can be difficult finding important convergences of these tools, which can assist in highlighting important turning dates in the market. The cluster tool has been designed with this problem in mind, and resolves the issue by highlighting vertical tool convergences in a simple, uncluttered manner.
CMF	Chaikin Money Flow	Chaikin Money Flow, developed by Marc Chaikin, measures buying and selling pressure (Money Flow Volume) over a set period of time (21 days by default) oscillating between a value of 1 and -1.
COI	Coppock Indicator	The indicator is named after Edwin Coppock. Coppock thought setbacks in the stock market were like bereavements and required a period of mourning before normal spirits revived. So he asked the church leaders of the day how long it took people to get over the death of a loved one. The answer was between 11 and 14 months. From this Coppock developed a series of calculations designed to signal when stock market mourning would be over.
CORREL	Pearson’s Correlation Coefficient	The Pearson’s Correlation Coefficient indicator represents the relationship between the selected stock and a comparison code (Dow or XJO for example) using variables that are measured on the same interval or ratio scale.
COS	Cosine	The trigonometric function that is equal to the ratio of the side adjacent to an acute angle (in a right-angled triangle) to the hypotenuse.
COSC	Chaikin Oscillator	The Chaikin Oscillator was created by Marc Chaikin, and is used to measure the momentum of the AD Line using MACD. The value of the Oscillator is the variation between the 3 day EMA of the AD Line and the 10 day EMA of the AD Line.
COTDATA	COT Report	The Commitments of Traders (COT) data provide a breakdown of each Tuesday’s open interest for US commodities markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
COTO	COT Oscillator	Coming Soon
COTS	COT Sentiment	Coming Soon
COUNTBACKLINE	Countback Line Scan	Based off the Countback Line Entry and Exit indicators found in the Guppy Tool Group.
COUNTMATCH	Count Match	Used in conjunction with a Boolean variable. Will output the total number of bars the boolean criteria has been true over a set lookback period (15 bars by default, but can be adjusted).
COUNTMATCHSINCESIGNAL	Count Match Since Signal	How many times has X occurred since Y. Requires two boolean scripts.
CRL	Correlation	This tool requires two overlayed securities. When available, the tool will show how closely the two securities are correlated.
CSI	Commodity Selection Index	The Commodity Selection Index (CSI) is a momentum indicator used to identify which commodities are suitable fro short-term trading with higher value CSI’s indicating a stronger trend and higher volatility.
CV	Clark Volatility	Clark Volatility takes the unique volatility calculation proposed by Dr Kalvert Clark and turns them into a handy tool.

D - Functions

Function	Name	Description
DARVASBOXSCAN	Darvas Box Scan	Allows you to look for Darvas boxes over a data set.
DATAFIELD	External Data Field	Allows you to import values from a data field. This can include standard values, EDFs (Bloomberg), Custom EDFs (Excel) and Optuma Fundamental Data (PE Ratio, etc).
DATATOLOAD	Data To Load	Allows you to limit the amount of historical data used to calculate a script (Last Year for example).
DAY	Daily Data	Allows you to set the time frame of the function to Day values when the underlying data is a different time frame (ie Weekly, etc).
DAYNUM	Day Number	Shows the Day of the Month (as an integer) oscillating between 1 and 31. For example October 18 would return 18 as the value.
DAYOFWEEK	Day of Week (Sun=1)	Returns the day of the week as an integer. Sunday=1, Monday=2 … Saturday=7
DD	Days Down	The Days Down indicator is a visual representation of the number of consecutive days that current price is lower than previous price.
DEGTORAD	Degree To Radian	Converts an output returned in Degrees into Radians
DHTSCAN	Days High Trailing Stop Scan	Days Low Trailing Stop and Days High Trailing stop are standard indicators used to mark stops on a short or long basis. Based on the number of days set, the line of the stop will track to the highest high (or lowest low) over a set period.
DI	Demand Index	The Demand Index was developed by James Sibbet and combines price and volume in such a way that it is described as a leading indicator of price change.
DIVERGENCE	Divergence Signal	Apply to any view tool applied to the chart to highlight areas of divergence between the indicator and the charts price.
DLTSCAN	Days Low Trailing Stop Scan	Days Low Trailing Stop and Days High Trailing stop are standard indicators used to mark stops on a short or long basis. Based on the number of days set, the line of the stop will track to the highest high (or lowest low) over a set period.
DMPA	Dynamic Market Portfolio	The Dynamic Market Price Analysis is an intraday variant of Peter Steidlmayer”s original MPA tool.
DOMENV	Hurst Dominancy Envelope	The Dominance Envelope is a pair of smooth zones bounding the upper and lower edges of the relatively long undulations in the price movement. This envelope encloses most of the price bars within a constant height channel. It contains within it the wave movements in the price action that are most visually evident. Requires the Hurst Module.
DONCH	Donchian Channel	Donchian channels were developed by Richard Donchian. The two outer bands are plotted as the highest high and lowest low for a set period with the central band calculated as the average of the two.
DRAWDOWNSTOP	Drawdown Trailing Stop Loss	Alan Hull’s Drawdown Trailing Stop tool trails behind the most recent highest closing price by a given percentage (20% by default). Every time a rising trend makes a higher closing price then the drawdown stop loss will increase to maintain the 20% buffer. The trailing stop is prevented from going lower when the price activity falls, but once the stop loss has been breached for several consecutive number of bars (10 by default) then it will reset to the drawdown percentage below the closing price of the 10th bar.
DROSC	Derivative Oscillator	The Derivative Oscillator is a proprietary tool, based on the work of Constance Brown from Aerodynamic Investments Inc. For more information, please visit
DTB	DGL Trade Bands	DGL Trade Bands are entry/exit trade bands. There are two bands for buying and two for selling. Buy 1 and Buy 2 bands are used to determine possible entry points. Sell 1 and Sell 2 bands are used to determine possible exit points. Once a trade is entered the DGL Trade Bands can also be used as stops.
DU	Days Up	The Days Up indicator is a visual representation of the number of consecutive days that current price is higher than previous price
DVANBSP	DVAN Buy/Sell Pressure	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVANLONGTERM	DVAN Long-Term	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVANSHORTTERMCYCLE	DVAN Short-Term Cycle	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVANSMLS	DVAN Smart Lines	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVANTRENDING	DVAN Trending	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVANTRENDSIG	DVAN Trend Signals	The DVAN methodology was created between 1985 and 1987 after 10+ years of self taught technical study and research. The original algorithms have never changed and continue to be the basis of all DVAN models today. For more information, please visit Requires the DVAN Module.
DVI	Divergence Index	The divergence index takes the volatility-adjusted difference between two moving averages, 10 and 40 bars by default and uses a Standard Deviation in the change in values to introduce a volatility measure.

E - Functions

Function	Name	Description
EARNINGS	Earnings	Displays the Earnings information for a selected security. Requires Bloomberg data.
ECL	Eclipse	The Eclipse tool graphically displays on the chart the dates that Solar and/or Luna Eclipses occur. Requires the Astro tools.
EHLBF	Bandpass Filter	Coming Soon
EHLCC	Correlation Cycle	Coming Soon
EHLCT	Correlation Trend	Coming Soon
EHLDC	DeCycler	Coming Soon
EHLDO	DeCycler Oscillator	Coming Soon
EHLEBS	Even Better Sinewave Indicator	Coming Soon
EHLERMA	Exponential Regularization Moving Average	Coming Soon
EHLFSA	Fourier Series Analysis	Coming Soon
EHLMS	Modified Stochastic	Coming Soon
EHLRFA	Roofing Filter Indicator with AGC	Coming Soon
EHLSS	Super Smoother	Coming Soon
EHLTBF	Truncated Bandpass Filter	Coming Soon
EHLTPS	Two Pole Super Smoother	Coming Soon
EHLVPF	Voss Predictive Filter	Coming Soon
EXP	Exponential	Exponential is a math function similar to Power() but with the default base e (e equals 2.71828182845904)

F - Functions

Function	Name	Description
FDHSCAN	Fixed Days High Stop Scan	This function allows you to scan for bars crossing the Fixed Days High Stop line, developed by HomeTrader.
FDLSCAN	Fixed Days Low Stop Scan	This function allows you to scan for bars crossing the Fixed Days Low Stop line, developed by HomeTrader.
FI	Force Index	Force Index is an indicator designed to measure price change in relation to volume.
FIELD	Latest Field Value	Similar to the DataField function, you can select EDFs, Fundamental data or Watchlist columns, however only the latest value will be returned.
FIRST	First Value	Returns only the first value of a script function or criteria. For example First(MA()) will return the first Moving Average value for the code(s).
FLD	Hurst Future Line of Demarcation	The FLD is probably the most important tool in all cycle analysis, according to Hurst. It’s many uses include: Location of wave troughs and crests during phasing analysis, Determination of price objectives, Assessment of trend by comparison of past-timeprice objectives with actual price movement, Price movement forecasts by means of FLD pattern analysis and Action signals. The FLD is constructed by shifting the centered moving average by half the length of the moving average. Half the cycle will be before the final data price on the chart and half after. When price intersects a Single FLD, Hurst would consider that at that point, Price was half way through the cycle (that is the cycle of length defined in the FLD). Requires the Hurst Module.
FLOOR	Floor	The Floor function is used to round down.
FLVSCAN	Fixed Volatility Stop Scan	Allows you to scan for bars crossing the Fixed Volatility Stop line (Back Tester only).
FO	Forecast Oscillator	The Forecast Oscillator compares the actual price to the Time Series Forecast and calculates a percentage between -100% and +100%.
FORECAST	Forecast	The Forecast tool will display one of the following data plots below the chart, including projections past the last bar: Earnings Per Share, Sales, Net Income, Dividends Per Share, Return on equity, EBIT, EBITDA, Pre-Tax Profit, Operating Profit, Net Asset Value. Requires a connection to Bloomberg Terminal.
FOURIER	Fourier Wave	In Signal Processing, Fourier analysis is used as a way to break up complex waves (cycles) into discrete sinusoidal components. The process uses the Fast Fourier Transform to examine the closing prices of the data and determine the cycles that have the highest correlation to the cycles in the data.
FSVSCAN	Fixed Short Volatility Stop Scan	Allows you to scan for bars crossing the Fixed Short Volatility Stop line (Back Tester only).
FT	Fisher Transform	The Fisher Transform indicator is an oscillator based on complex mathematical theories (such as probability density functions) and transforms prices into sine wave that seeks to pinpoint extremes in the market. The tools is made up of pair of lines moving above and below the central value of zero. One line is the current Fisher Transform value and the other, the trigger line. A signal, bullish or bearish, is generated when the Fisher Line crosses above or below the trigger line and/or when the indicator reaches bullish or bearish extremes.
FX	FX	Allows you to convert a value into a different currency.

G - Functions

Function	Name	Description
GANNSWING	Gann Swing	Allows you to reference Gann swing points (Swing Start, Swing End, etc) in a script.
GETDATA	GetData	Allows you to pull in data from a specific data code to reference in a script. [NEW: Now supports option to Use Source Timeframe]
GMA	Guppy Multiple Moving Average	The Guppy Multiple Moving Average tool was developed by Daryl Guppy and is introduced in his book, Trading Tactics . It is made up of two groups of exponential moving averages and is used to understand the strength and nature of the trend. The short-term group are 3, 5, 8, 10, 12 and 15 day exponential moving averages. The long-term group is made up of 30, 35, 40, 45, 50 and 60 day exponential moving averages.
GMP	Gann Mass Pressure	W.D. Gann’s Mass Pressure is a selective or incomplete Decennial Pattern: Each value of this composite is derived from 6 past price values of the DJIA exactly 80, 60, 40, 30, 20 and 10 years back. Gann Mass Pressure and the Decennial Pattern often times look very much the same, and have identical turning-points. Requires the Gann tools.
GNGOSC	GoNoGo Oscillator	Requires the GoNoGo tool module.
GNGSQUEEZE	GoNoGo Squeeze	Requires the GoNoGo tool module.
GNGTREND	GoNoGo Trend
GNGTRENDPRO	GoNoGo Trend Pro	Requires the GoNoGo tool module.
GPA	Gann Price Angle	Converts price into an angle for use in Gann planetary indicators where price as an angle is measured against other angle tools. Requires the Astro tools.
GPS	Gartley Scan	Used to search for Gartley Patterns (bullish and bearish). Requires the Gartley Module.

H - Functions

Function	Name	Description
HAC	Heikin-Ashi Candles	This function allows you to take a standard candlestick chart and covert the data into Heikin-Ashi values.
HAP	Hathaway Average Price	The Hathaway Average Price tool is a proprietary indicator available with the Hathaway Tools add-on from Pattern to Profit. The tool takes the average closing prices from a designated starting point, which accumulates over time, as opposed to a simple moving average which averages the closing prices over a designated fixed period of time. Requires the Hathaway Module.
HARTSWING	Hart Swing	The Hart Swing is a trend indicator and can be used much like Gann Swings. The tool was developed by Joseph Hart of Trend Dynamics. Through the use of a series of time filters, the tool segregates price action into encompassable components, and in doing so filters out the noise of other time frames.
HBS	Hundred Base	Similar to the Relative Index Comparison tool however the Hundred base indicator differs by not dividing the source by an index. Instead the indicator sets a starting date and bases the value at 100 from that date (e.g. Left Screen Edge).
HBT	Hilbert Transform	The Hilbert Transform indicator is a linear operator, based on the separation of the cycle phase into two components, the Quadrature and InPhase and is designed to locate relative peaks and troughs on the chart.
HIDDEN	Hidden	The Hidden() function - in conjunction with an IF() statement - allows you to hide a plot until certain criteria are met.
HIGH	High	The high function returns the highest value of each bar of the source data.
HIGHERTIME	Higher Time Moving Average	The Higher Time Moving Average is a Moving Average that is drawn based on a different time period. For example, you can apply a weekly moving average to a daily time period chart.
HIGHESTHIGH	HIghest High	Allows you to search for the Highest value over x periods. You can define the look back period, or set it to All Time. This can be done on charts, or indicator values.
HIGHESTSINCE	Highest High Since Signal	Allows you to search for the Highest value over x periods but only after a specific criteria has first been met. For example, a Moving Averages highest value in the last 30 days, after the Close price crossed above the MA line.
HLTR	Helion Transits	The Helion transits tool will plot the times that selected planets are at Aphelion and Perihelion during their orbit. Requires the Astro tools.
HMA	Hull Moving Average	A moving average (weighted) based on Allan Hulls published calculations. For more information, please visit Alan’s website -
HMMA	Hull Multiple Moving Average	The Hull Multiple Moving Average is a tool developed by Author and trader Alan Hull. HMA uses two groups of Moving average lines to track and filter price movements. For more information, please visit Alan’s website -
HPI	Herrick Payoff Index	Developed by John Herrick, the Herrick Payoff Index is designed to show the amount of money flowing into (or out of) a futures contract. A value above zero represents money flowing in (bullish), below zero money flowing out (bearish). It is important to note that this indicator makes reference to Open Interest data, so the chart you apply this to must have OI values.
HV	Historical Volatility	A measure of the price changes of a security over a specific period of time. Defined as the standard deviation of the continuously compounded returns on the security.
HVB	Historical Volatility Bands	Taking the Historical Volatility value and added positive and negative delta to it forms these bands that rise and fall based on the volatility of the security.

I - Functions

Function	Name	Description
ICHIMOKUCLOUD	Ichimoku Cloud	The Ichimoku Cloud indicator was developed before World War II by a Tokyo newspaper writer. It is designed to display support and resistance levels, trend direction, and entry/exit points.
IF	If	Allows a script to produce multiple results based on which criteria is being met. For example, If the Close is Higher than a MA the script result is 1 otherwise it is zero.
IMPULSERIPPLES	Impulse Ripples	The Impulse Ripples tool uses a proprietary Optuma algorithm to identify dates where a potential changes in trend may occur. The Impulse Ripple tool is typically applied to a significant pivot high or low point on the chart.
INDEX	Index	Allows you to display data for the underlying codes primary index. For example ASX Codes will use XJO (Top 200), US Equity codes will use SPX (S&P 500).
INERTIA	Inertia Indicator	The Inertia Indicator is a smoothed version of the RVI indicator and attempts to extrapolate the prevailing price trend. The smoothing effect is calculated with a combination of Exponential Moving Average and Linear Regression. When this indicator is above 50%, an increasing price trend is indicated. When the indicator falls below 50%, a decreasing price trend is indicated.
INV	Inverse	Allows you to take the underlying value or plot of a script and inverse it (should not be confused with Invert which is a different process).
INVMA	Hurst Inverse Moving Average	The Inverse Moving Average was a tool that Hurst used to assist him in determining the dominant cycles on the chart. In a complex market it can be difficult to spot the cycles, this tool helps with that. Hurst often referred to this as an “Inverse HalfSpan Average”. Requires the Hurst Module.
ISMEMBER	Is Member	Will show a true results when the underlying chart is a member of the selected index (S&P 500 for example) and a false result when it is not a member. Requires Optuma Symbol Lists.
ISTICKER	Is Ticker	Returns whether the source is the same code as the passed in. This can be used to match a single code when scanning a list of codes.
JDKFOREX	JDK Forex	Allows you to reference the RRG calculations specific to Foreign Exchange data. Requires at least a Professional services subscription or the RRG Module.

J - Functions

Function	Name	Description
JDKRS	RRG Lines	The RRG Lines tool is a proprietary tool, based on Relative Rotation Graphs by Julius de Kempenaer. Requires at least a Professional services subscription or the RRG Module.

K - Functions

Function	Name	Description
KAGISWING	Kagi Swing	Kagi charts are believed to have been created around the 1870’s in Japan. Kagi charts, as with Gann Swing charts, display rising and falling vertical lines to indicate price action while ignoring the time element. The lines created by Kagi charts are usually displayed as thick or thin depending on price action, direction and the point at which prices penetrate a previous high or low. Optuma, however, distinguishes between the thick and thin lines using colour. Blue represents thick lines and Green represents thin lines.
KC	Keltner Channel	Keltner Channels are based on a standard Moving Average. The actual band lines are offset by a positive and negative standard deviation value from the central moving average value, to provide upper and lower bands.
KST	Pring Know Sure Thing	Know Sure Thing was developed by Martin Pring to show the overall momentum of a stock, or other financial asset. Traders typically use KST for trade signals or to confirm trends.

L - Functions

Function	Name	Description
LAST	Last Value	Displays only the last value of a script or data point.
LN	Natural Log	Allows you to apply a Natural Logarithm to the script value.
LOG	Log 10	Allows you to apply Log 10 to the script value.
LOGN	LogN	A Base N log function allowing you to set your own base value.
LOW	Low	The low function returns the lowest value of each bar of the source data
LOWESTLOW	Lowest Low	Allows you to search for the Lowest value over x periods. You can define the look back period, or set it to All Time. This can be done on charts, or indicator values.
LOWESTSINCE	Lowest Low Since Signal	Allows you to search for the Lowest value over x periods but only after a specific criteria has first been met. For example, a Moving Averages lowest value in the last 30 days, after the Close price crossed below the MA line.
LRINT	Linear Regression Intercept	The Linear Regression Intercept tool calculates the line of best fit to the market price, using the least squares method, and is plotted on the chart in a way that is similar to a moving average. However, rather than being a simple averages calculation, the Linear Regression Intercept tool represents a statistically fitted line which reacts faster to changes in price when compared to a Moving Average.
LRSLOPE	Linear Regression Slope	The Linear Regression Slope tool calculates a slope value of theoretical regression lines involving the current bar and the previous (user selected) bars, with the final value of the slope being normalized and displayed as a histogram.
LRVAL	Linear Regression Value	The Linear Regression Value function calculates the correlation of the closing prices around the linear regression line. Based on the Trailing Linear Regression tool.
LTTR	Latitude Transits	The Latitude Transits tool will plot the times that selected planets are at maximum North and South latitude during their orbit. Requires the Astro tools.

M - Functions

Function	Name	Description
MA	Moving Average	A Moving Average is a continuous calculation of the average price for each bar. A simple Moving Average takes the last X number of bars, and averages the values of those bars.
MAB	Moving Average Bands	Moving Average Bands are based on a standard Moving Average. The actual band lines are offset by a positive and negative value from the central moving average value, to provide upper and lower bands.
MACD	MACD Histogram	A MACD (Moving Average Convergence Divergence) is the difference between an Oscillator and a Moving Average of that Oscillator. MACD’s are usually calculated using exponential Moving Averages based on the close of the bars
MACLUSTERSCAN	MA Cluster Scan	Allows you to search for the convergence or divergence of 3 (user defined) Moving Averages.
MAX	Maximum	Allows you to display the maximum value between two functions. For example if two Moving Average lines were on a chart (V1 and V2), the MAX(V1, V2) function would return the value of the highest Moving Average line.
MDM	Minus Direction Movement	Allows you to reference the -DM calculation which equals to Previous Low - Current Low.
MFI	Money Flow Index	Money Flow Index is a similar indicator to the Relative Strength Index, however the Money Flow Index uses volume to measure the strength of the money flowing in and out of the security.
MIDAS	Midas	The Midas indicator was developed by Paul Levine. Midas is an acronym for Marketing Interpretation Data Analysis System. This system is designed to focus on the dynamic interplay of support/resistance and accumulation/distribution in determining price behaviour.
MIN	Minimum	Allows you to display the minimum value between two functions. For example if two Moving Average lines were on a chart (V1 and V2), the MIN(V1, V2) function would return the value of the lowest Moving Average line.
MINUTE	Minute Data	Allows you to override the default time frame a script is placed on and reference minute values instead. Requires Intraday data access.
MKF	Market Facilitation Index	The Market Facilitation Index is an indicator that relates price range to volume. This is calculated as MKF = (High - Low) divided by Volume
MOD	Modulo	The modulo function MOD(x,y) returns the remainder after x has been divided by y. For example, MOD(23,5) will return a value of 3, where 23 ÷ 5 is 4 remainder 3.
MOMENTUM	Momentum	The Momentum tool measures the price momentum of a security. High values indicate that the security is rapidly increasing in price, low values indicate the price is rapidly falling.
MONTH	Monthly Data	Allows you to override the default time frame a script is placed on and reference Monthly values instead.
MONTHNUM	Month Number	Allows you to represent the month as an integer between 1 (January) and 12 (December).
MOON	Moon Phases	The Moon Phases tool graphically displays on the chart the dates for the First Quarter, Full Moon, Third Quarter and New Moons. Requires the Astro tools.
MOONTR	Apogee Perigee	The Apogee and Perigee mark the times when the moon is closest and furthest from Earth in its orbit around Earth. Requires the Astro tools.
MOVR	Moving Retracement	The Moving Retracement tool is particularly useful to easily find price retracements within a time period, for example a year, month, or week, or from the start of a major range, where the high and low prices of a range change. The Moving Retracement is closely related to the Price Retracement tool. Requires the Gann tools.
MSI	Midos SI	The MIDOS SI tool was developed by Dennis McNicholl and is documented in his book ”Taming complexity in Trading: beating the DOW 3 to 1”.
MVWAP	Moving Volume Weighted Average Price	The Moving Volume Weighted Average Price (MVWAP) is a longer term tool which is in essence an averaged value of multiple VWAP indicators.

N - Functions

Function	Name	Description
NA	Natal Transits	The Natal Transits tool allows you to display important aspects that correlate not with another planet, but with a selected date. This essentially allows you to plot when a planet is Trine, Square, Conjunct, Opposite (or any other selected angle) with its longitude position on the selected date. Requires the Astro tools.
NAV	Net Asset Value	Allows you to reference the Net Asset Value. Requires Bloomberg Data Portfolio.
NEARESTALERT	Nearest Alert	Calculates the proximity and the nearest alert.
NLRSX	NonLag Inverse Fisher Transform of RSX	This indicator is the Inverse Fisher transform version of a nonlag smoothed RSI (RSX) which oscillates between a value of 1 and -1. values higher than 0.90 will highlight in blue, those below -0.9 will highlight in red.
NONZERO	Non-Zero	A quantity which does not equal zero is said to be nonzero. Useful when using boolean conditions.
NOREPEAT	No Repeat	On a boolean script this function allows you to set a period of time where results are excluded after they have been met once. The exclusion time is set as x number of bars.
NOT	Not Boolean Function	Allows you to negate a script or data point which returns 1 when the data point is zero and returns 0 if the data point is not zero.
NUMSEARCHER	Number Searcher	The Number Searcher tool will display lines and labels between price swings for time (both calendar days and bars) and price, based on user-defined values. The tool can help save you a lot of time identifying specific cycles or patterns on a chart. Requires the Gann tools.

O - Functions

Function	Name	Description
OBV	On-Balance Volume	On Balance Volume is an oscillator, which relates price movement to volume.
OBVP	On-Balance Volume %	On Balance Volume is an oscillator, which relates price movement to volume and is displayed as a percentage.
OFFSET	Offset	This function allows you to Offset a plot of value within the script. For example the offset is measured in bars, so a value of OFFSET(2) will push the script plot forward 2 bars and -2 will move the script plot back 2 bars.
OI	Open Interest	Open Interest is used to indicate the number of contracts outstanding, i.e. the number of contracts that must be settled before the expiry date of the commodity. Not all data files have Open Interest.
OLIVERWEDGESCAN	Oliver Wedge Scan	Allows you to scan for instances of a Wedge pattern forming on a chart (using Alan Oliver’s Gann Swing methods). Requires the Olivers Wedge Module.
OPEN	Open	The open function returns the opening value of each bar of the source data
OPTEX	Optex Bands	The OPTEX Bands is used to show or identify when a security has reached a potential price extreme. It is looking to find price exhaustion. The Balance Quotient (BQ) line in conjunction with the bands that run along the top and the bottom of the study pane is used to show when price reaches those potential extreme areas. When the BQ line breaches the red level 1 or is near level 2 price is potentially topping. When BQ line breaches the blue level 2 or is near level 1 price is potentially bottoming.
OPTTRIG250	Optex Trigger 250	This tool will highlight any bar where the BQ Line of an OPTEX Band touches the level 2 blue line.
OPTTRIG250T	Optex Trigger 250 Trend	This tool will highlight any bar where the OPTEX Band touches the level 2 blue line and the main trend is up.
OPTTRIG300	Optex Trigger 300	This tool will highlight any bar where the BQ Line of an OPTEX Band is within a specified range tolerance of the level 1 blue line.
OPTTRIG300T	Optex Trigger 300 Trend	This tool will highlight any bar where the BQ Line of an OPTEX Band is within a specified range tolerance of the level 1 blue line and the main trend is up.
OSC	Oscillator	An Oscillator is a measure of the difference between two moving averages. The moving averages are usually defined as a fast (calculated over few periods so it reacts quickly to changes in the market) and slow (calculated over many periods, it reacts slowly).
OSOB	Oversold & Overbought	A colour overlay indicator to show whether the bar is oversold or overbought. Oversold occurs if the close is greater than the lowest low + ATR over a number of period. Overbought occurs if the close is lower than the lowest high + ATR over a number of period.

P - Functions

Function	Name	Description
PA	Planetary Aspects	The Planetary Aspects tool will display the dates any user selected planetary relationship occurs. Requires the Astro tools.
PAG	Planetary Angles	The Planetary Angles tool graphically displays on the chart the dates where a selected planet passes a user specified angle. Requires the Astro tools.
PARENT	Parent	Is similar to Security() but it just gets the source of whatever tool it is added onto.
PATTERNMATCHER	Pattern Matcher	The Pattern Matcher tool generates a swing list between two selected mouse points and measures the highs and lows (in percent and bars). The Pattern Matcher will then run through the entire chart to find other instances where that same pattern occurred.
PCLU	Price Clusters	A number of tools in Optuma, (Fibonacci, Gann, Astronomical, etc) are designed to locate important dates on a chart. When multiple tools are applied to a chart it can be difficult finding important convergences of these tools, which can assist in highlighting important turning dates in the market. The Price Cluster tool has been designed with this problem in mind, and resolves the issue by highlighting horizontal tool convergences in a simple, uncluttered manner.
PDC	Declination	The Planetary Declination is a tool that plots a selected planet”s movement as it travels above and below the Sun / Earth (depending on whether Heliocentric, Geocentric or Sidereal is selected). Requires the Astro tools.
PDI	Time By Planetary Degrees	The Time By Planetary Degrees tool will plot a vertical line every time a selected planet has travelled a set amount of degrees. The tool allows you to set multiple degree counts in the one tool. Requires the Astro tools.
PDM	Plus Direction Movement	Allows you to reference the +DM calculation which equals to Current High - Previous High.
PEAKTROUGH	PeakTrough	Shows a True result when a Peak or Trough has formed on a chart.
PERCENTSWING	Percent Swing	The Percent Swing Charts work on the premise of measuring the moves in the market from highs to lows. The swing will only turn when the required move has been reached, for example, a 5% swing will only change direction once the price has moved 5% away from the previous swing point.
PERFORMANCE	Performance	Measures the range between two values over a user defined period (1 month by default) and displays the results as a percentage. For example if a charts price moved from $50 to $100 in a month, PERFORMANCE() would return a value of 100%.
PERIODOGRAM	Periodogram	Based on the Cycle Analysis methods of JM Hurst the Periodogram performs a phasing analysis by using Fourier Transform Calculations. The peaks in the Periodogram show the dominant cycle lengths for the data that it is applied to.
PFSCAN	Point & Figure Scans	Allows you to scan for criteria specific to Point & Figure charts such as Double Top Breakouts.
PGT	Planetary Geometry	The Planetary Geometry tool is used to highlight dates on a chart where various geometric aspects of selected Planets and other astrological objects have occurred. The geometric aspects range from fairly simple formations such as the Grand Trine to more complex ones, such as the Flying Eagle. Requires the Astro tools.
PI	Percentage Increase	The Percentage increase tool takes the 1st closing price of the chart and provides a percentage comparison of each closing value after that. This gives you the ability to see the stocks performance over time, in comparison to its listing / float price.
PIVOT	Pivot Function	Displays the Pivot Labels on the chart, indicating the distance between the current label and the previous pivot (and be set to forwards, backwards or both directions).
PIVOTPOINT	Pivot Point	The Pivot Point indicator is used to determine the overall trend of the market over different time frames using the average of the HLC of the previous bar. Pivot lines are then drawn based of a user selected series of ratios (Standard, Fibonacci or Camarilla).
PIVOTS	Pivots	The Pivots indicator is a series of pivot points calculated everyday and are used to determine the overall trend of the market over different time frames using the average of the HLC of the previous bar. Pivot lines are then drawn based of a user selected series of ratios (Standard, Fibonacci or Camarilla).
PLD	Planetary Decans	The Standard Ephemeris is broken into 12 sections known as the zodiac, or houses (Aries, Leo, etc) which cover a section of 30 degrees each. Planetary Decans take these 30 degree houses, and divides them by 3, giving you 36 sections of 10 degrees each. Requires the Astro tools.
PLS	Planetary Signs	The Planetary Signs tool highlights the zodiac zone on a chart, indicating the transition of a selected planet as it moves though each zone. Requires the Astro tools.
PLSC	Planetary Sign Changes	A boolean function which shows a true result on the date a selected planet moves from one house to another house on the ephemeris (e.g. Mars moves from Cancer to Leo). Planets and Houses can be enabled / disabled within the script function. Requires the Astro tools.
PLT	Planetary Latitudes	For the given planet, shows the times when the Latitude is at the Max North and Max South. Requires the Astro tools.
POINTFIGURESWING	Point Figure Swing	Allows you to reference Point & Figure swing points (Swing Start, Swing End, etc) in a script.
POINTS	Points	Allows the script function to capture the price and date of the mouse down when applying the script tool from tool bar.
POINTSWING	Point Swing	The Point Swing Chart Overlay is used to superimpose a Point Swing Chart over a bar based chart (bar, candle, range, or line). The swing lines are drawn as straight lines joining swing tops to bottoms.
POSC	Price Oscillator	The Price Oscillator uses two moving averages, and calculates the difference between them. This can be used to determine overbought / oversold conditions as well as to confirm bullish / bearish price moves.
POWER	Power	Used to raise to a power e.g POWER(CLOSE(), POWER=2) to square the closing price
PPA	Progressed Aspects	Progressions are the concept that one day is like a year. So an aspect that happens 5 days after the natal date is shown 5 years after on the progressed tools. Requires the Astro tools.
PPT	Progressed Transits	Progressions are the concept that one day is like a year. So a transit that happens 5 days after the natal date is shown 5 years after on the progressed tools. Requires the Astro tools.
PREVIOUS	Previous	Similar to the Offset() function this item allows you to refer to a previous value produced by the script.
PRICEATSIGNAL	Price At Signal	Allows you to find the price of a chart when a specific criteria is met. For example the closing price of a chart when a Moving Average crossed another Moving Average.
PRLTR	Parallel Transits	The Parallel Transits tool displays the dates where two selected planets have a declination parallel to each other, or a declination contra-parallel to each other. Requires the Astro tools.
PSAR	Parabolic Stop & Reverse	The Parabolic Stop and Reverse indicator derives it name from the fact that when applied it resembles a parabola. The Parabolic Stop and Reverse has been designed to set price stops and provides excellent exit points.
PSP	Planetary Speed	Measures the variation in a selected planets Longitude speed and displays the oscillation below the chart. Requires the Astro tools.
PVAL	Planet Value	Allows you to reference / display planetary values in a script. Options include Longitude, Latitude, Speed, Right Ascension, Declination, and Distance. These values can be outputted in Degrees or Radians. Requires the Astro tools.

Q - Functions

Function	Name	Description
QQE	Quantitative Qualitative Estimation	The Quantitative Qualitative Estimation indicator is derived from smoothing a Welles Wilder RSI and measuring the change between two consecutive values of that RSI. The absolute changes are double-smoothed exponentially and multiplied to provide the Fast and Slow trigger lines.
QUARTERNUM	Quarter Number	Allows you to represent the yearly quarter as an integer (between 1 - 4).
RADTODEG	Radian To Degree	Converts Radian values into Degree values.

R - Functions

Function	Name	Description
RANGECHART	Range Chart	A Range Chart is a type of tick chart that creates new bars based on a predetermined price range. This range is set by the user to calculate the difference between the high and low value for each bar. The bar will continue to build as long as this high/low range is less than or equal to the user-defined range. Once a trade occurs outside this range, a new bar is formed and the calculation resets and continues. For example, if you set a $2 range for a non-volatile stock, if the trading activity never expands beyond $1 (i.e. a trading range of 46.50 to 48.20), then you’d only paint one bar for that activity.
RATCHET	Ratchet	The Ratchet function allows a script plot to only increase in value (or vice versa), typically used in scripting stops.
RECESSION	Recession Report	The Recession indicator allows you to plot times of recession as a shaded zone under, or on your chart. Requires the FRED data exchange.
RECOILS	Recoils	The Recoils tool is a time cycle tool that plots windows of opportunities where trends may begin and end for a given security. There are 8 recoil time cycle and they have varying lengths and repeating periods. When applying this tool we suggest that you try apply each of the Recoil types and verify which one might resonate best with your security of interest.
RENKOSWING	Renko Swing	Allows you to reference Renko swing points (Swing Start, Swing End, etc) in a script.
RFE	Range From Extremes	The Range from Extremes indicator will take the highest high and lowest low over a specified look back period (Last Year by default) and display measurements using the current close price as a Percentage, Standard Deviation or Average True Range. The RFE() scripting function allows you to calculate these values for use in other features, such as a watchlist. The following example shows the % from the 6-month high: RFE(BACKTYPE=Months, BARS=6, DEFAULT=High)
RI	Return of Interest	The Return of Interest tool shows the possible dollar return (on a $10, 000 account) for a security on any given period. This is calculated by dividing a $10, 000 account by the closing price.
RIC	Relative Index Comparison	The Relative Index Comparison tool shows the difference between two percentage increases from the code the tool is applied to, and a selected index.
RL	Planetary Retrograde	The Planetary Retrograde tool highlights the range on a chart where a selected planet is in retrograde. Requires the Astro tools.
RNGI	Range Indicator	The Range + Indicator is a tool developed by Author and trader Alan Hull. It displays a series of lines, the central cord and the upper and lower deviation lines, that create a range that defines tolerance toward price activity.
ROA	Hull Rate of Annual Decline/Return	The Hull Rate of Annual Decline indicator is used to calculate the annual rate of decline of a share given its current rate of fall. It achieves this by calculating the annual decrease in price activity and then dividing it by the current share price. The result is then multiplied by 100 to convert it to a percentage.
ROAR	Hull Rate of Annual Return	The Hull Rate of Annual Return indicator is used to calculate the annual rate of return of a share given its current rate of climb. It achieves this by calculating the annual increase in price activity and then dividing it by the current share price. The result is then multiplied by 100 to convert it to a percentage.
ROC	Rate Of Change	Rate of Change is used to display a measurement of the momentum of a security. High values indicate that the security is rapidly increasing in price, low values indicate the price is rapidly falling.
ROUND	Rounding	The Round() function in scripting allows you to directly control the decimal places a script value outputs and works with.
RRR	Risk Reward Ratio	Built on top of the Volatility Based Support and Resistance, this tool calculates a unique measure of the potential long reward and long risk at any given time based on volatility. Requires the ND Research Module.
RSI	RSI	The Relative Strength Index is a momentum oscillator that measures the speed and change of price movements. RSI moves between 0 and 100. Generally the RSI is considered overbought when above 70 and oversold when below 30.
RSIA	RSI & Averages	The RSI & Averages is a proprietary tool, based on the work of Constance Brown from Aerodynamic Investments Inc. For more information, please visit
RSQRD	Coefficient of Determination (r²)	Coming Soon
RV	Relative Volatility	The Relative Volatility indicator oscillates between a value of 1 (True) and 0 (False). A value of 1 will display when (by default) the 10 period ATR is higher than the 50 period ATR.
RVI	Relative Vigor Index	The Relative Vigor Index compares the closing price relative to its price range which is then smoothed by a moving average.
RVII	Relative Vigor Index Indicator	The Relative Vigor Index Calculator is an averaged / smoothed line of the standard Relative Vigor Index tool. A second Moving Average line is applied to the smoothed RVI line to provide additional smoothing.
RVIND	Relative Volatility Index	The Relative Volatility Index was developed by Donald Dorsey to assist in measuring market strength. While similar to the Relative Strength Index, the RVI measures the standard deviation of high and low prices (over a user-defined period) displaying values between 0 to 100.

S - Functions

Function	Name	Description
SCRIPT	Script Function	Allows you to reference a previously saved script for use in a new script.
SECTORDATA	Sector Data	Uses the Bloombergs Index information to plot the codes underlying Index (including Level 1 - 4 where supported).
SECURITY	Security	Will return the primary security of the chart. This means that you can do a show bar on a RIC and be able to access the base data of the security.
SELF	Self	Allows a script to reference itself (previous value).
SHADE	Shade	Allows you to add a shaded zone between two scripted plots.
SIGNALAFTER	Signal After	Allows you to search for a specific criteria, but only after another criteria is met first. For example a Moving Average cross over after Volume is 20% above the 30 day average.
SIN	Sine	Sine is a standard math function.
SMI	Stochastic Momentum Index	The Stochastic Momentum Index (SMI) is a variant of the Stochastic Oscillator indicator, which shows the distance between the current close and the recent n-period high/low range. In comparison, the SMI shows where the close is relative to the midpoint of the same range.
SQ9DATE	Square of 9 Dates	The Square of 9 Dates tool is similar to the Time by Solar Degrees tool, with the main difference being once the tool has calculated the first date for each degree line, it repeats that date every year. Requires the Gann tools.
SQ9INT	Square of 9 Planetary Intervals	The Square of Nine Planetary Intervals tool is a unique analysis tool combining the use of the Square of Nine and planetary movements. From a selected date, the Square of Nine Planetary Intervals will identify the planet”s angle, then using the Square of Nine, the tool will determine the next number in the Square of Nine series, calculate what date the planet was sitting at that angle and then plot a line. Requires the Astro tools.
SQRT	Square Root	Square Root is a standard math function.
SRF	Support and Resistance Finder	Coming Soon
ST	SuperTrend	Coming Soon
STD	Standard Deviation	Standard Deviation is a statistical measure of volatility. It is normally applied together with other indicators.
STLB	Stoller Bands	Stoller Bands comprise a channel surrounding a Simple Moving Average. Their creator is Manning Stoller. The width of the channel differs depending on a period of the average range. Stoller Bands are based on the average true range instead of being based on closes.
STOCH	Stochastic	A Slow Stochastic simply uses the %D line as the %K line and calculates a new moving average of the %K(old %D) as the new %D line.
STOCHSCAN	Stochastic Scan	Allows you to search for a number of criteria on the Stochastic tool (%K crossing above %D as an example).
STOP	Stop	Allows you to set a stop (only available with the Backtesting module).
STOPLOSSSCAN	Point Percent Stop Loss Scan	Allows you to set a stop (only available with the Backtesting module).
STRDATE	StrDate	Allows you to set a specific date.
SVTS	Short Volatility Trailing Stop	Allows you to set a stop (only available with the Backtesting module).
SWINGDOWN	Swing is Down	The swingdown function returns the value 1 when there is a down swing from the source data
SWINGEND	Swing End	The swingend function returns the end value of each swing of the source data
SWINGINDEX	Swing Index	Developed by Welles Wilder, the Swing Index compares the links between the current prices (OHLC) - and the previous period’s prices to hold aside the real security’s price.
SWINGSTART	Swing Start	The swingstart function returns the start value of each swing of the source data
SWINGSTAT	Swing Statistics	The Swing Statistics Box calculates the standard deviation and mean of the selected swing(s) and then plots a shaded box which indicates the possible direction and scope of the next swing based on the statistics. Additional boxes can be added and the statistical calculation is then derived from all boxes in the sequence.
SWINGTRENDDOWN	Swing Trend Down	Allows you to setup a custom colour scheme using Gann’s Trend rules for downward trends.
SWINGTRENDUP	Swing Trend Up	Allows you to setup a custom colour scheme using Gann’s Trend rules for upward trends.
SWINGUP	Swing is Up	The swingup function returns the value 1 when there is an up swing from the source data
SWITCH	Switch	SWITCH() is a Boolean function - giving a true or false result. The primary use of this function would be with indicators such as the RSI, however, it can be used in any situation where you may wish to set an upper-value target and a different lower value target as true / false flags.

T - Functions

Function	Name	Description
TAN	Tangent	Tangent is a standard maths function.
TARGET	Target	Allows you to set a price target (only available in Back Testing).
TBD	Time By Solar Degrees	The Time by Solar Degrees tool will display a number of vertical lines on your charts based on degree separations. The degree separations are user defined, so it is up to you to work out which degree separations work best. Gann always preferred numbers such as 49 and 144.
TBF	Midas Top/Bottom Finder	Using the Midas rules with an exponential factor, this tool is useful for finding changes in Trend.
TBSYN	Time By Synodic Degrees	Time by Synodic Degrees is a tool that enables you to apply the Synodic Degrees of two planets onto your charts. The synodic period is the temporal interval that it takes for an object to reappear at the same point in relation to two other objects (linear nodes), i.e. the moon relative to the Sun as observed from Earth returns to the same illumination phase. Requires the Astro tools.
TDI	Traders Dynamic Index	The Trading Day Intervals tool creates a number of vertical lines on the chart based on a user-specified number of trading days. The intervals are calculated from an initial point known as the Anchor point.
TEMP	Temperature	Temperature is an oscillator that follows price movement. It follows certain rules to display values from 5 to -5.
TIMEADJUST	Time Adjust	Allows you to set a time frame based on periods, for example on a daily chart TimeAdjust(PERIOD=1UP, BARS=3) would return a 3 week chart.
TIMESINCESIGNAL	Time Since Signal	Allows you to display the number of bars / days / weeks / months or years since a specified criteria has been met. For example x number of bars since the last Moving Average crossover has occurred.
TO	Turn Over	Turnover provides a better indication of the liquidity of a security. i.e. the dollar value of the security that has turned over for the selected time period.
TRET	Total Return Data	Converts historical price data to Total Returns to take in to account dividends.
TRIX	TRIX	The TRIX tool is an oscillator used to identify oversold and overbought FX markets. It can also be used as a momentum indicator.
TROC	True Rate of Change	The True Rate of Change takes the absolute price range between two points and divides by the number of bars, to give an average price move per bar (the true rate of change).
TRUERANGE	True Range	Similar to the Average True Range but without the smoothing average (e.g. Apply an ATR to the chart and set the Base ATR property to 1 and it will match the TrueRange() script applied to the chart). The calc for True Range is: TR=Max[(H ? L),Abs(H ? Cp),Abs(L ? Cp)]
TSI	True Strength Index	The True Strength Index is a momentum indicator based on two exponential moving averages (typically 25 and 13 periods), with a 7 period EMA used as a signal line.

U - Functions

Function	Name	Description
UO	Ultimate Oscillator	Developed by Larry Williams, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different time frames in an effort to avoid common problems other momentum oscillators encounter. Standard momentum oscillators limited to one time frame will often rise sharply at the start of an advance, then form bearish divergence as the trend continues. The Ultimate Oscillator works to overcome this by utilising longer time frames into the core calculation.

V - Functions

Function	Name	Description
VAD	Volume Advance Decline	The Volume Advance/Decline tool displays the cumulative advances and declines in a securities volume.
VALUEWHEN	Value When Signal	Allows you to find the value of an indicator when a specific criteria is met. For example the RSI value when a Moving Average crossed another Moving Average.
VARTOLIST	VarToList	If you want to use a static value, you just need to put it into a list first. You can do that with the VarToList function. It is essentially what is done beneath the surface as a pre-process step.
VBM	Volatility Based Momentum	The building blocks of all ND Research volatility tools. The DLRL and DSRS lines represent a volatility based momentum, a calculation that has taken many years to perfect. Requires the ND Research Module.
VBSR	Volatility Based Support & Resistance	Volatility Based Support and Resistance is a volatility tool that defines important support and resistance zones on a chart. Requires the ND Research Module.
VC	Value Chart	Value Charts are used to determine bullish and bearish divergences, or is used as a trading filter.
VERGENCE	Vergence	Allows you to look for Divergence or Convergence between two plots. Also supports for consecutive (so has to occur 3, 4, 5 days in a row to trigger, etc).
VME	Volatility Momentum End	A tool based on the ND Research work that gives an indication of a possible end to a trend based on volatilty momentum. Requires the ND Research Module.
VOL	Volume	The vol function returns the volume of each bar of the source data.
VOLATILITYSWINGS	Volatility Swings	Allows you to reference data points from the Volatility Swings chart in a script.
VOLUME	Volume	A visual representation of the number of shares / contracts transacted for the selected time frame.
VPCI	Volume Price Confirmation Indicator	Developed by Buff Dormeier, CMT, the Volume Price Confirmation indicator is designed to show the intrinsic relationships between price and volume as a validation or contradiction of price trends.
VPT	Volatility Profit Taker	Volatility Profit Taker is based on an exponential Moving Average over the highs. The actual lines are offset by the ATR value from the central moving average value.
VTD	Value to DataList	This function takes a single numerical value as a property and outputs that as a single row datalist.
VTS	Volatility Trailing Stop	Volatility Trailing Stop line is offset by the highest / lowest amount between the close and ATR value of each bar.
VWAP	Volume Weighted Average Price	The Volume Weighted Average Price (VWAP) is similar to a moving average, however incorporates the days volume value into its calculation. The VWAP tool is used on Intraday timeframes, and represents the dollar value of all trading periods divided by the total trading volume for the current day.
VWMA	Volume Weighted Moving Average	The Volume Weighted Moving Average or VWMA is similar to a Moving Average, however, it incorporates volume in its calculation.

W - Functions

Function	Name	Description
WEEK	Weekly Data	Allows you to override the default time frame a script is placed on and reference Weekly values instead.
WITHINRANGE	Within Range	The WithInRange() function allows you to find where a value is within x% of another value. For example, where the closing price of a stock is within 5% of the all-time high.
WR	Williams %R	Williams %R is a momentum indicator developed by Larry Williams that measures overbought and oversold levels.
WRPC	Wilson Relative Price Channel	Leon Wilson’s article in the July 2006 Stocks and Commodities magazine, “The Wilson Relative Price Channel”, introduces a new way to show overbought and oversold conditions. For more information, please refer to Leon’s 3rd book, “Breakthrough Trading”
WVS	Wilder Volatility Stop	The Wilder Volatility Stop plots a trailing stop calculated from Welles Wilder”s Average True Range calculation. The stop can be used on both bull and bear markets with the stop line plotting above the price in a downtrend and below the price on an uptrend.
WYTQ	Wyler Kinetic Energy	This tool, based on the theories of Joseph A. Wyler from the 1900’s, uses a unique calculation for measuring the Kinetic Energy of any security.

X - Functions

Function	Name	Description
XBARSTOP	X Bar Trailing Stop	Allows you to set a stop. Requires the Gartley Module.

Y - Functions

Function	Name	Description
YEAR	Yearly Data	Allows you to override the default time frame a script is placed on and reference Yearly values instead.
YEARNUM	Year Number	Returns the year as an integer (ie 01-01-2017 to 31-12-2017 would return a value of 2017).

Z - Functions

Function	Name	Description
ZSCORE	Z-Scores	Z-Score is used in statistics to determine the number of standard deviations a data point is away from the mean value of what is being observed or measured.