William Blau's Indicators

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William Blau's Indicators

Postby Apprentice » Tue Jan 03, 2012 11:26 am

Candlestick Momentum
CM.png

Candlestick Momentum = Price - Price N Periods Ago
William Blau Candlestick Momentum.lua
(1.71 KiB) Downloaded 1689 times


Candlestick Index
William Blau  Candlestick Index.png

CSI =100 * EMA(EMA(EMA( Candlestick Momentum (period) ))) / EMA(EMA(EMA( HH-LL))))
William Blau Candlestick Index.lua
(4.04 KiB) Downloaded 1555 times


True Strength Index
William Blau TSI.png

CSI =100 * EMA(EMA(EMA( Candlestick Momentum (period) ))) / EMA(EMA(EMA( ABS(Candlestick Momentum (period))))))
William Blau TSI.lua
(3.29 KiB) Downloaded 1640 times


Directional Trend Index
William Blau Directional Trend Index.png

William Blau Directional Trend Index.lua
(3.67 KiB) Downloaded 1544 times


Trend Momentum
William Blau Trend Momentum.png

William Blau Trend Momentum .lua
(2.5 KiB) Downloaded 1493 times


A complete description can be found here.
http://www.mql5.com/en/articles/190#Blau
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Re: William Blau's Indicators

Postby marejp » Tue Jan 03, 2012 2:34 pm

Thank you, much appreciated.
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:11 pm

Blau Stochastic Index

Formulas:
Stochastic[i] = 100*Diff[i]/Range[i]-50,
Signal[i] = 100*Diff_MA3[i]/Range_MA3[i]-50, where
Diff_MA3 = MA(Diff_MA2, Method, Signal smooth period),
Diff_MA2 = MA(Diff_MA1, Method, Second smooth period),
Diff_MA1 = MA(Diff, Method, First smooth period),
Range_MA3 = MA(Range_MA2, Method, Signal smooth period),
Range_MA2 = MA(Range_MA1, Method, Second smooth period),
Range_MA1 = MA(Range, Method, First smooth period),
Diff[i] = Close[i]-Min,
Range[i] = Max-Min,
Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).

Blau_Stochastic_Index.PNG


Download:
Blau_Stochastic_Index.lua
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For this indicator must be installed Averages indicator (viewtopic.php?f=17&t=2430).
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:14 pm

Blau Momentum

Formulas:
Blau_Momentum[i] = EMA(EMA(EMA(Mtm, Smooth period 1), Smooth period 2), Smooth period 3), where
Mtm[i] = Price[i] - Price[i-Period+1].

Blau_Mtm.PNG


Download:
Blau_Mtm.lua
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:17 pm

Blau Stochastic

Formulas:
Blau_Stochastic = EMA(EMA(EMA(Stoch, Smooth period 1), Smooth period 2), Smooth period 3), where
Stoch[i] = Price[i]-Min,
Min - minimum price at range from (i-Period+1) to (i).

Blau_TStoch.PNG


Download:
Blau_TStoch.lua
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:21 pm

Blau Stochastic Oscillator

Formulas:
Blau_TStoch = 100*Stoch_EMA3/HH_EMA3,
Signal = EMA(Blau_TStoch, Signal period), where
Stoch_EMA3 = EMA(EMA(EMA(Stoch, Smooth period 1), Smooth period 2), Smooth period 3),
HH_EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3),
Stoch [i] = Price[i]-Min,
HH[i] = Max-Min,
Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).

Blau_TS_Stochastic.PNG


Download:
Blau_TS_Stochastic.lua
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:24 pm

Blau Stochastic Momentum

Formulas:
Blau_SM = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3), where
HH[i] = Price[i]-(Max+Min)/2,
Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).

Blau_SM.PNG


Download:
Blau_SM.lua
(3.13 KiB) Downloaded 1054 times
Alexander.Gettinger
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:28 pm

Blau Stochastic Momentum Index

Formulas:
Blau_SMI = 100*EMA3/Half_EMA3, where
EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3),
Half_EMA3 = EMA(EMA(EMA(Half_HH, Smooth period 1), Smooth period 2), Smooth period 3),
HH[i] = Price[i]-(Max+Min)/2,
Half_HH[i] = (Max-Min)/2,
Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).

Blau_SMI.PNG


Download:
Blau_SMI.lua
(3.71 KiB) Downloaded 1028 times
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:32 pm

Blau Stochastic Momentum Oscillator

Formulas:
Blau_SM_Stoch = 100*HH_EMA3/Half_HH_EMA3,
Signal = EMA(Blau_SM_Stoch, Signal period), where
HH_EMA3 = EMA(EMA(EMA(HH, Smooth period 1), Smooth period 2), Smooth period 3),
Half_HH_EMA3 = EMA(EMA(EMA(Half_HH, Smooth period 1), Smooth period 2), Smooth period 3),
HH[i] = Price[i]-(Max+Min)/2,
Half_HH[i] = (Max-Min)/2,
Max, Min - maximum and minimum prices at range from (i-Period+1) to (i).

Blau_SM_Stochastic.PNG


Download:
Blau_SM_Stochastic.lua
(4.4 KiB) Downloaded 972 times
Alexander.Gettinger
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Re: William Blau's Indicators

Postby Alexander.Gettinger » Mon Jan 13, 2014 1:35 pm

Blau Mean Deviation Index

Formulas:
Blau_MDI = EMA(EMA(MD, Smooth period 2), Smooth period 3), where
MD[i] = Price[i]-EMA(Price, Smooth period 1).

Blau_MDI.PNG


Download:
Blau_MDI.lua
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Alexander.Gettinger
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