Užitečné indikátory a nástroje
FX Street
Indicator Guide
Indicator Basics
Using Indicators
When using indicators, it pays to understand their strengths and weaknesses.
Favorite Indicators
My favorite indicators.
Indicator Signals
Explains basic indicator and trend concepts: respect, whipsaws, divergence, and failure swings.
Indicator Time Frames
A key principle when using indicators: set the time frame to reflect the cycle being traded...
Fibonacci Numbers
Fibonacci numbers are named after Leonardo Fibonacci, a twelfth century Italian mathematician who discovered the Golden ratio.
Linear Regression
Linear regression fits a straight line to the selected data using a method called the Sum Of Least Squares.
Compare Stocks/Indices
Compare Prices
Compare stock and/or index prices. Overlays can be plotted unadjusted, or to intercept on a selected date.
Price Comparison
Price Comparison plots the performance of a stock against an index or a related stock.
Price Differential
Similar to Price Comaprison, you can compare bond yields or interest rates that share the same price axis.
Price Ratio
A powerful tool for stock selection, Price Ratio is also referred to as Relative Strength and compares the performance of a stock relative to an index or a related stock.
Relative Strength (Compare)
Relative Strength calculates the strength of one stock/index compared to a second stock/index, either with/without a specified intercept date.
Moving Average Types
Moving Average
The Moving Average smooths price data to create a powerful measure of trend direction. Simple, weighted and exponential moving averages are most popular.
Simple Moving Average
Simple moving averages are easy to construct, but prone to distortion: they tend to "bark twice".
Exponential Moving Average
Exponential moving averages are more sophisticated than simple moving averages and do not suffer from the same distortions.
Weighted Moving Average
Weighted moving averages eliminate the distortion common to simple moving averages, but are more difficult to construct than exponential moving averages.
Wilder Moving Average
Wilder moving averages are used mainly in indicators developed by J. Welles Wilder. Essentially the same as an exponential moving average, they use different weightings, for which users need to make allowance.
Moving Average Filters
Filters are employed to reduce the number of whipsaws when using moving average systems.
Moving Average High/Low/Open
Calculates moving averages using daily, weekly or monthly Highs/Lows/Opens.
Selecting A Long-Term Moving Average
How to select a long-term moving average to track the primary trend.
Moving Average Systems
Two Moving Averages
Fast and slow moving averages provide a powerful measure of trend strength and direction.
Three Moving Averages
A more sophisticated MA system that uses a third moving average to identify ranging markets.
Multiple Moving Averages
Daryl Guppy introduced multiple moving averages to measure trends and identify likely reversals. The indicator compares multiple short-term and long-term exponential moving averages.
Rainbow 3D Moving Averages
Ivan Ballin's colorful variation of Daryl Guppy's Multiple Moving Averages.
Price Envelope
Sometimes referred to as Percentage Bands, Price Envelopes are plotted at a set percentage above and below a moving average.
Keltner Channels
Linda Bradford Raschke popularized Keltner bands, plotted at an ATR multiple around an exponential MA, to filter trend entries.
Moving Average Oscillators
Commodity Channel Index
Donald Lambert's Commodity Channel Index (CCI) highlights overbought and oversold markets and likely turning points.
Detrended Price Oscillator
The Detrended Price Oscillator isolates the short cycle, providing powerful trend signals on divergences.
MA Oscillator
The Moving Average Oscillator simply compares closing price to the moving average.
MACD
MACD (Moving Average Convergence Divergence) is a powerful refinement of the two moving averages system, providing reliable signals of trend changes.
MACD Histogram
The MACD Histogram (Moving Average Convergence Divergence Histogram) provides far earlier and more responsive signals than the original MACD, but is also more volatile.
Trend Indicators
Aroon Oscillator
The Aroon Oscillator was developed by Tushar Chande to identify the start of a new trend and measure trend strength.
Coppock Indicator
Edwin Coppock designed this oscillator with one sole purpose: to identify the commencement of bull markets.
Directional Movement
Welles Wilder's Directional Movement is one of few indicators that not only provides trend signals but indicates whether a trend is suitable to trade.
Donchian Channels
Richard Donchian's Channels are used in a number of trading systems to identify entry and exit points in trends.
KST Indicator
Martin Pring's KST Indicator identifies major trend changes when KST crosses its signal line.
Linear Regression Indicator
The Linear Regression Indicator is used for trend identification and trend following in a similar fashion to moving averages, but reacts faster than an MA to trend changes.
Moving Average
The Moving Average smooths price data to create a powerful measure of trend direction. Simple, weighted and exponential moving averages are most popular.
Multiple Moving Averages
Daryl Guppy introduced multiple moving averages to measure trends and identify likely reversals. The indicator compares multiple short-term and long-term exponential moving averages.
Parabolic SAR
Developed by J. Welles Wilder, the Parabolic SAR indicator provides excellent short/medium-term entry and exit points in trending markets.
Rainbow 3D Moving Averages
Ivan Ballin's colorful variation of Daryl Guppy's Multiple Moving Averages.
Momentum Oscillators
ADX
ADX is part of the Directional Movement System developed by J. Welles Wilder. It is used to warn of trend changes and to identify whether a stock is trending or ranging.
Bollinger %b
Bollinger %b identifies suitable entry and exit points in a trend, while Band Width highlights when bands converge into a narrow neck, preceding a breakout.
Elder Ray Index
Developed by Dr Alexander Elder, the Elder-Ray indicator measures buying and selling pressure in the market and is often used as part of the Triple Screen trading system.
Mass Index
Donald Dorsey's Mass Index predicts trend reversals by comparing trading range over a 9 day period.
Momentum
Momentum measures trend strength and identifies likely reversal points: on divergences or when Momentum crosses the overbought/oversold line.
Negative Volume
Norman Fosback uses Negative Volume Index (NVI) with Positive Volume Index (PVI) to identify bull markets.
Positive Volume
Introduced by Norman Fosback, Positive Volume Index identifies bull and bear markets by measuring activity on days when volume is higher.
Rate Of Change (Price)
A refinement of Momentum, Rate of Change is designed to fluctuate as a percentage around the zero line.
Relative Strength Index (RSI)
Developed by Welles Wilder, RSI (Relative Strength Index) is a popular momentum oscillator that compares upward and downward movements in closing price.
Slow Stochastic
The Slow Stochastic Oscillator provides more reliable signals than the original indicator, applying further smoothing to reduce volatility and improve accuracy.
Smoothed Rate of Change (SROC)
Smoothed Rate of Change (SROC), introduced by Fred G Schutzman in 1991, gives slower but more accurate signals than other momentum oscillators.
Stochastic Oscillator
The Stochastic Oscillator tracks market momentum and provides excellent entry and exit signals from crossover of %K and %D lines or overbought/oversold levels.
TRIX Indicator
Designed for trading trends, TRIX uses a triple-smoothed moving average to eliminate cycles shorter than the indicator period.
Twiggs Momentum Oscillator
Twiggs Momentum Oscillator is a smoothed version of the Rate Of Change oscillator. Its primary purpose is to identify fast trending stocks.
Vertical Horizontal Filter (VHF)
Adam White's Vertical Horizontal Filter (VHF) identifies trending and ranging markets.
Williams %R
Williams %R is similar to Stochastic %K. Entry signals are taken on divergences, failure swings or crossover of the overbought/oversold level.
Williams Accumulate Distribute
Larry Williams highlights accumulation and distribution by comparing daily trading ranges. Signals are taken on divergences.
Money Flow
Accumulation Distribution
Accumulation Distribution tracks the relationship between price and volume and acts as a leading indicator of price movements. The strongest signals are divergences.
Chaikin Money Flow
Developed by Marc Chaikin, the Chaikin Money Flow indicator often warns of breakouts and provides useful trend confirmation.
Chaikin Oscillator
Marc Chaikin's oscillator monitors the flow of money in and out of the market.
Ease of Movement
Richard W Arms' powerful Ease of Movement indicator highlights the relationship between volume and price changes; useful for assessing the strength of a trend.
Equivolume Charts
The greatest advance in the last decade, equivolume exposes price and volume interaction.
Force Index
Developed by Dr Alexander Elder, the Force index combines price movements and volume to measure the strength of bulls and bears in the market.
Money Flow Index
Money Flow Index measures trend strength and warns of likely reversal points.
On Balance Volume
Developed by Joseph Granville, OBV provides a powerful measure of accumulation and distribution by comparing volume to price movements.
Price Volume Trend
The Price Volume Trend indicator measures the strength of trends and warns of reversals.
Twiggs Money Flow
Colin Twiggs' Money Flow is a derivation of the Chaikin Money Flow indicator. Position above/below the zero line gives advance indication of breakouts, while divergences warn of reversals.
Williams Accumulation Distribution
Williams Accumulation Distribution is traded on divergences. When price makes a new high and the indicator fails to exceed its previous high, distribution is taking place.
Volume Indicators
Volume
Volume highlights unusual trading activity and provide powerful confirmation of price signals.
Rate of Change (Volume)
The Rate of Change formula can also be applied to volume, where it highlights changes in volume activity.
Volume Oscillator
Volume Oscillator is an easy to use indicator that highlights changes in volume activity.
Trailing Stops
ATR Bands
Average True Range (ATR) Bands are used to signal exits in a similar fashion to ATR Trailing stops, but without the stop-and-reverse (SAR) of trailing stops.
ATR Trailing Stops
Average True Range (ATR) Trailing Stops are used to trigger exits and lock in trading profits.
Chandelier Exits
Chuck LeBeau's Chandelier Exits are primarily used as a stop loss mechanism to time exits from a trending market.
Parabolic SAR
Developed by J. Welles Wilder, the Parabolic SAR indicator provides excellent short/medium-term entry and exit points in trending markets.
Percentage Trailing Stops
Percentage Trailing Stops are a simple but effective method for locking in profits
Safezone Indicator
Alexander Elder's Safezone Stops use Directional Movement to signal exits from a trend.
Volatility Stops
Welles Wilder's original Volatility Stops uses Average True Range in a trend-following system.
Volatility Indicators
Average True Range
Average True Range are used to measure commitment. Expanding ranges signal increased eagerness and contracting ranges, a loss of enthusiasm.
Bollinger Bands
Bollinger Bands are used to confirm trading signals from momentum or trend indicators. Bands widen when prices are volatile and contract when they consolidate.
Chaikin Volatility
Developed by Marc Chaikin. Look for sharp increases in volatility prior to market tops and bottoms, followed by low volatility as the market loses interest.
True Range
Welles Wilder's True Range adjusts the normal High - Low daily range when there is an opening gap.
Volatility
Volatility is a statistical measure of risk called the coefficient of variation.
Volatility Ratio
Jack Schwager, in his book Schwager on Futures, uses the Volatility Ratio to identify wide-ranging days.
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