ATR
平均真实波幅
Average True Range (absolute value), representing volatility/risk.
TR=max(H−L,|H−Cₚᵣₑᵥ|,|L−Cₚᵣₑᵥ|), ATR=Wilder smoothing(TR,14)
Used for stop-loss (e.g. 2×ATR) and position sizing; does not indicate direction.
A browsable reference of 282 stock indicators — technical, fundamental and sentiment — with formulas, default parameters and how to read each one.
282 of 282 indicators
平均真实波幅
Average True Range (absolute value), representing volatility/risk.
TR=max(H−L,|H−Cₚᵣₑᵥ|,|L−Cₚᵣₑᵥ|), ATR=Wilder smoothing(TR,14)
Used for stop-loss (e.g. 2×ATR) and position sizing; does not indicate direction.
布林带
MA as the middle band, standard deviation as the bandwidth.
Mid=MA(C,20), Upper/Lower=Mid±2σ
Narrowing bands (squeeze) signal an impending move; price riding the upper band = strength.
布林带宽
Relative band width, quantifying volatility and squeezes.
BBW=(Upper−Lower)/Mid
Historical lows = squeeze (often precedes a big move); sharp expansion = breakout.
布林带 %B
Price's relative position within the bands (0=lower band, 1=upper band).
%B=(C−Lower)/(Upper−Lower)
>1 breaks above the upper band (overbought), <0 breaks below the lower band (oversold).
蔡金波动率
Uses the rate of change in the high-low spread to measure volatility expansion/contraction.
(EMA(H−L,10)−its value n periods ago)/its value n periods ago×100
A sharp rise = surging volatility (top panic/breakout); a slow decline = settling into calm.
唐奇安通道
A channel formed by recent highs and lows, the core of the Turtle method.
Upper=n-high, Lower=n-low, Mid=(Upper+Lower)/2, n=20
A new n-period high = buy, a new low = sell.
历史波动率
Annualized volatility based on historical returns.
r=ln(C/Cₚᵣₑᵥ), HV=Std(r,n)×√252
Compared with implied volatility (IV) to judge whether options are cheap or expensive.
肯特纳通道
A trend channel with an EMA midline + ATR bandwidth.
Mid=EMA(C,20), Upper/Lower=Mid±2×ATR(10)
Breaking above the upper band = strength; Bollinger Bands contracting inside the KC = squeeze (TTM Squeeze).
标准差
The dispersion of price relative to its mean.
σ=√(Σ(Cᵢ−MA)²/n), n=20
Rising σ = increasing volatility and rising risk.
波动率指数(大盘环境)
Expected volatility derived from S&P 500 option implied volatility (the "fear gauge").
Annualized by weighting near-/next-month SPX option IV per the CBOE method
>30 panic, <15 calm; usually inverse to the stock index.
指数移动平均线
Weighted moving average that weights recent prices more heavily, more responsive than SMA.
EMA = C×k + EMAₚᵣₑᵥ×(1−k), k=2/(n+1)
Used like SMA but reacts faster with less lag; commonly 12/26-day.
平滑异同移动平均线
Difference between two EMAs, measuring trend direction, strength and momentum shifts.
DIF=EMA(C,12)−EMA(C,26); DEA=EMA(DIF,9); Histogram=(DIF−DEA)×2 (×2 is the Chinese TongDaXin/THS convention; international platforms StockCharts/TradingView do not multiply by 2, i.e. DIF−DEA)
DIF crossing above DEA = golden cross (buy), crossing below = death cross (sell); new price high while DIF does not = top divergence (bearish).
简单移动平均线
Arithmetic mean of the last n closes, smoothing price and identifying trend direction.
SMA = (C₁+…+Cₙ)/n
Price above the MA is bullish, below is bearish; commonly 5/10/20/60/120/250-day; short MA crossing above long MA = golden cross (buy), crossing below = death cross (sell).
动向指标/平均趋向指数
DMI gauges direction, ADX gauges trend strength (directionless).
+DI=100×EMA(+DM)/ATR, −DI=100×EMA(−DM)/ATR, DX=100×|+DI−−DI|/(+DI+−DI), ADX=EMA(DX,14)
+DI crossing above −DI = buy; ADX>25 strong trend, <20 ranging.
一目均衡表
Displays support/resistance, trend and momentum in a single chart.
Conversion Line=(9-high+9-low)/2; Base Line=(26-high+26-low)/2; Leading Span A=(Conversion+Base)/2 shifted forward 26; Leading Span B=(52-high+52-low)/2 shifted forward 26; Lagging Span=C shifted back 26
Price above the cloud is bullish, below is bearish; Conversion crossing above Base = buy; a thick cloud = strong support/resistance.
超级趋势
ATR-based trend-following line giving clear long/short and stop-loss levels.
Upper=HL2+m×ATR, Lower=HL2−m×ATR, commonly (10,3)
Price above the line = long (green), below = short (red); a flip is the signal, usable as a trailing stop.
阿诺德均线
Gaussian-weighted windowed MA balancing low lag and smoothness.
Normalized Gaussian-weighted sum, commonly (9,0.85,6)
Larger offset = more sensitive; crossovers/turns serve as signals.
阿隆指标
Measures the number of periods since the last high/low to judge trend freshness.
Up=(n−periods since the n-period high)/n×100, Down likewise, n=25; Oscillator=Up−Down
Up>70 and Down<30 = strong uptrend; Up crossing above Down = bullish.
双重/三重指数均线
A combination of multiple EMAs to offset lag.
DEMA=2×EMA−EMA(EMA); TEMA=3×EMA1−3×EMA2+EMA3
Lag markedly lower than a plain EMA, suited to fast trend-following.
顾比复合均线
Short-term (3–15) and long-term (30–60) EMA clusters, observing the combined force of short/long-term traders.
Short group EMA(3,5,8,10,12,15), long group EMA(30,35,40,45,50,60)
The short cluster crossing above and diverging from the long cluster = uptrend confirmed; intertwined = ranging.
赫尔均线
An extremely low-lag, highly smooth MA.
HMA=WMA(2×WMA(C,n/2)−WMA(C,n), √n)
Turns earlier than traditional MAs; rising is bullish, falling is bearish.
考夫曼自适应均线
Auto-adjusts smoothness by market efficiency — sensitive in trends, sluggish in ranges.
ER=|net change|/Σ|period-to-period change|, SC=[ER×(2/3−2/31)+2/31]², KAMA=KAMAₚᵣₑᵥ+SC×(C−KAMAₚᵣₑᵥ)
More noise-resistant in choppy markets; crossovers or turns serve as signals.
包络线
A channel set a fixed percentage above and below a MA.
Upper=MA×(1+p%), Lower=MA×(1−p%), p = 1–5%
Touching the upper band is overbought, touching the lower band is oversold.
抛物线转向
Stop And Reverse, a stop-loss/reversal point that follows the trend.
SAR=SARₚᵣₑᵥ+AF×(EP−SARₚᵣₑᵥ), AF starts at 0.02 and increases 0.02 each new extreme, capped at 0.20
Dots below the candles = uptrend (hold long), jumping above = turn short; commonly used as a trailing stop.
百分比价格振荡器
The percentage version of MACD, convenient for cross-asset comparison.
PPO=(EMA12−EMA26)/EMA26×100, signal=EMA(PPO,9)
Used like MACD, but allows comparing stocks at different price levels.
平滑移动平均
Wilder's recursive smoothed MA (used internally by RSI/ATR).
SMMA=(SMMAₚᵣₑᵥ×(n−1)+C)/n
Smoother with more lag, suited to medium-to-long-term.
三重指数平滑均线
Triple-EMA smoothed then taking the rate of change, a noise-filtered trend/momentum indicator.
EMA1→EMA2→EMA3, then TRIX=(EMA3−EMA3ₚᵣₑᵥ)/EMA3ₚᵣₑᵥ×100, n=15
Crossing the zero line or signal line = buy; suited to medium-to-long-term.
变量移动平均
Uses CMO to measure momentum and adaptively adjust EMA speed.
VIDYA=C×k|CMO|+VIDYAₚᵣₑᵥ×(1−k|CMO|)
Sensitive in high volatility, smooth in calm markets.
涡旋指标
Captures the start and direction of a trend via the relationship between highs and lows.
+VI=Σ(+VM)/Σ(TR), −VI=Σ(−VM)/Σ(TR), n=14
+VI crossing above −VI = bullish, vice versa bearish; wider separation = stronger trend.
加权移动平均线
Linearly weighted, with the most recent period carrying the greatest weight.
WMA = (n·Cₙ+(n−1)·Cₙ₋₁+…+1·C₁)/[n(n+1)/2]
Lag between SMA and EMA; commonly a building block for HMA and others.
零滞后EMA
De-lags the price then takes an EMA, nearly eliminating delay.
lag=(n−1)/2, ZLEMA=EMA(C+(C−C₍ₜ₋ₗₐ𝓰₎),n)
Turns extremely early, needs to be paired with filter conditions.
相对强弱指标
Measures the relative strength of upward vs downward moves.
RS = mean gain / mean loss (Wilder smoothing); RSI = 100 − 100/(1+RS); period n=14
>70 overbought, <30 oversold; 50 is the bull/bear divide; new high unconfirmed = top divergence.
随机指标/KDJ
Measures overbought/oversold by the close's position within the recent high-low range.
RSV=(C−n-low)/(n-high−n-low)×100, K=⅔Kₚᵣₑᵥ+⅓RSV, D=⅔Dₚᵣₑᵥ+⅓K, J=3K−2D; international Stochastic convention: %K=RSV, %D=SMA(%K,3), Slow/Full versions smooth once more (using SMA rather than the recursion above)
>80 overbought, <20 oversold; K crossing above D = golden cross; J overshooting the bounds signals reversal.
顺势指标
Measures how far price deviates from its statistical mean.
CCI=(HLC3−MA(HLC3,20))/(0.015×mean absolute deviation)
>+100 strong/overbought, <−100 weak/oversold.
随机相对强弱
Applies the Stochastic to RSI, making it more sensitive.
StochRSI=(RSI−n-period RSI low)/(n-period RSI high−n-period RSI low)
>80 overbought, <20 oversold; earlier signals but more false ones.
动量震荡指标
Uses the fast/slow MA difference of the median price to measure market momentum.
AO=SMA(HL2,5)−SMA(HL2,34), shown as a histogram
Crossing above zero = momentum turns bullish; "saucer" and "twin peaks" are classic buy/sell signals; commonly paired with Alligator/Fractals.
钱德动量摆动
Uses the difference between up and down momentum to measure pure momentum.
CMO=100×(SU−SD)/(SU+SD)
−100~+100; +50 overbought, −50 oversold.
康纳斯RSI
A short-term mean-reversion indicator combining "price RSI + streak RSI + percent-rank of returns".
CRSI=[RSI(C,3)+RSI(Streak,2)+PercentRank(return,100)]/3
<10 extremely oversold (buy), >90 extremely overbought (sell).
科波克曲线
A long-term (monthly) bottom-signal indicator.
WMA(ROC14+ROC11,10) (monthly)
Turning up from below the zero line = long-term buy; used for index timing.
去趋势价格振荡器
Price fluctuation with the trend removed, used to identify cycle length.
DPO=C₍ₜ₋(n/2+1)₎−MA(C,n)
Peak-to-trough spacing estimates the cycle; does not reflect the current trend.
动态动量指数
An adaptive version of RSI that changes its lookback period by volatility.
n_dynamic=14/(recent σ/long-term σ), then compute RSI
Used like RSI, reacts faster in high volatility.
费雪变换
"Gaussianizes" the price distribution to amplify turning points.
Fisher=½ln((1+x)/(1−x)), x is the normalized price position
Sharp peaks/troughs + a cross of the trigger line = reversal.
确知趋势
Weighted momentum combining ROC across four periods.
KST=ROCMA1×1+ROCMA2×2+ROCMA3×3+ROCMA4×4, signal=9-period MA of KST
Crossing the signal line/crossing zero = medium-to-long-term signal.
动量指标
The absolute difference between the current price and the price n periods ago.
MTM=C−C n periods ago
>0 upward momentum, <0 downward momentum; zero crosses and divergence serve as signals.
相对动量指数
A generalization of RSI, replacing "vs yesterday" with "vs n days ago".
Same as RSI, but compute gains/losses from C−C₍ₜ₋m₎ then smooth
>70 overbought, <30 oversold; smoother than RSI.
变动率
The percentage change relative to the price n periods ago.
ROC=(C−C n periods ago)/C n periods ago×100
Crossing the zero line = momentum reversal; extremes signal overbought/oversold.
相对活力指数
Measures trend vigor based on "the close tending to exceed the open in uptrends".
RVI=weighted(C−O)/weighted(H−L), signal line is its 4-period symmetric weighting
Crossing above the signal line = buy; divergence warns of reversal.
随机动量指数
A Stochastic refinement, using the close relative to the range's "midpoint".
SMI=100×EMA(EMA(C−midpoint))/(½EMA(EMA(range high-low spread)))
>+40 overbought, <−40 oversold; less noise.
真实强弱指标
Double-EMA smoothing of momentum, then normalized.
TSI=100×EMA(EMA(ΔC,25),13)/EMA(EMA(|ΔC|,25),13)
The zero line divides bull/bear; crossing above the signal line = buy.
终极震荡指标
Combines buying pressure across short, medium and long periods to reduce false divergences.
UO=100×(4×Avg7+2×Avg14+1×Avg28)/7
>70 overbought, <30 oversold; a classic bullish divergence + breakout is a buy point.
威廉指标
The close's position within the recent range (a mirror of Stochastic).
%R=(n-high−C)/(n-high−n-low)×(−100), n=14
−20~0 overbought, −100~−80 oversold.
成交量
The most basic volume data.
Current-period volume; overlay VMA=MA(V,n)
Rising on expanding volume = healthy; rising on shrinking volume = weak momentum; breakouts require volume.
成交量加权平均价
Volume-weighted average traded price, an institutional cost benchmark.
VWAP=Σ(HLC3ᵢ×Vᵢ)/ΣVᵢ (resets daily)
Price above VWAP is bullish; acts as intraday support/resistance.
资金流量指标
Volume-weighted momentum oscillator (RSI-style, incorporating volume).
MF=HLC3×V split into positive/negative, MFI=100−100/(1+positive MF/negative MF), n=14
>80 overbought, <20 oversold; more reliable with volume.
能量潮
Uses cumulative volume direction to measure net buying/selling inflow.
Up day OBV+V, down day OBV−V
Moving with price = volume-price confirmation; price up while OBV does not = divergence (warning).
累积/派发线
Combines the close's position within the range with volume to gauge accumulation/distribution.
MFM=((C−L)−(H−C))/(H−L), ADL=ADLₚᵣₑᵥ+MFM×V
Rising = capital inflow; price up while ADL falls = distribution divergence.
蔡金振荡器
The momentum version of the A/D Line (accumulation/distribution) — the fast/slow MA difference of volume money flow.
CHO=EMA(ADL,3)−EMA(ADL,10)
Crossing above zero = money-flow momentum turns positive (bullish); divergence with price warns; completes the A/D Line—CMF—Chaikin Oscillator volume trio.
蔡金资金流
A range-bound version of A/D.
CMF=Σ(MFM×V)/ΣV, n=20
>0 buying pressure dominates, <0 selling pressure dominates; >0.05 bullish, <−0.05 bearish.
简易波动指标
Measures the "ease" of a price rise/fall.
EMV=(HL2−HL2ₚᵣₑᵥ)/[(V/scaling)/(H−L)], take a 14-period MA
>0 and rising = easy advance; near 0 = stalling on high volume.
强力指数
Combines the direction and magnitude of price change with volume to measure bull/bear power.
FI=EMA((C−Cₚᵣₑᵥ)×V,13)
Crossing above zero = buyers dominate; divergence warns of reversal.
克林格量摆动
Combines volume-price with trend direction to anticipate reversals.
KVO=EMA(VF,34)−EMA(VF,55), signal=EMA(KVO,13)
Crossing above the signal line = buy; divergence + zero cross signals a medium-term reversal.
正/负成交量指标
Accumulate price changes on high-volume days/low-volume days respectively.
Volume up updates PVI, volume down updates NVI, accumulated by close return
NVI rising on low-volume days = "smart money" building positions (a bull-market sign).
价量趋势
An OBV refinement, accumulating volume weighted by the close's "percentage" change.
PVT=PVTₚᵣₑᵥ+V×(C−Cₚᵣₑᵥ)/Cₚᵣₑᵥ
Moving with price = volume-price confirmation; divergence warns.
成交量振荡器
The difference between two volume MAs (a volume MACD).
VO=(EMA(V,12)−EMA(V,26))/EMA(V,26)×100
>0 and rising = strengthening volume; confirms breakouts.
成交量分布图
Tallies the volume distribution across price levels.
Volume within the range binned by price; POC=price level with the most volume; VA=value area holding about 70% of volume
The POC and the upper/lower edges of the value area are strong support/resistance; HVN consolidates, LVN is easily traversed quickly.
成交量变动率
The speed of volume expansion/contraction.
VROC=(V−V n periods ago)/V n periods ago×100
A sudden spike = volume burst (breakout/reversal); sustained weakness = thin trading.
持续图表形态
Examples: Triangles (symmetrical/ascending/descending), Flag/Pennant (target≈flagpole height), Wedge, Rectangle, Cup & Handle.
converging/parallel trend lines and break direction; target measured from pattern height
Volume shrinks during consolidation and expands on the break; breakouts in the original trend direction have a higher win rate.
反转图表形态
Examples: Head & Shoulders Top/Bottom (neckline break, target≈head-to-neckline height), Double Top (M)/Double Bottom (W), Triple Top/Bottom, Rounding Top/Bottom, V-shape.
peak-trough geometry + neckline break; target=projected pattern height
Neckline break + volume = confirmation; trade failed patterns in reverse.
单/双根反转K线形态
Examples: Hammer/Hanging Man (long lower shadow), Inverted Hammer/Shooting Star (long upper shadow), Bullish/Bearish Engulfing (later body engulfs prior), Doji (open≈close), Dark Cloud Cover/Piercing, Harami.
pattern matching on relative OHLC sizes and body/shadow ratios (CDLHAMMER, CDLENGULFING)
Requires confirmation by top/bottom location and trend; more reliable on expanding volume.
三根K线形态
Examples: Morning Star (bottom, bullish)/Evening Star (top, bearish), Three White Soldiers/Three Black Crows, Three Inside Up/Down, Three Outside Up/Down.
matching the direction, size and overlap of three candles (CDLMORNINGSTAR, CDL3WHITESOLDIERS)
More reliable than single candles, especially at key price levels.
分形
A simple geometric pattern identifying local highs and lows.
Up fractal=a bar whose H is higher than the 2 bars on each side; down fractal=a bar whose L is lower than the 2 bars on each side
Marks micro support/resistance; commonly paired with Alligator.
斐波那契回撤
Uses Fibonacci ratios to mark potential support/resistance within a pullback.
Level=High−(High−Low)×ratio, ratio = 0.236/0.382/0.5/0.618/0.786
Pullbacks to 0.382/0.5/0.618 often find support; 0.618 draws the most attention.
价格缺口
Price vacuum between adjacent candles, reflecting abrupt sentiment shifts.
Gap up: today's L>yesterday's H; gap down: today's H<yesterday's L
Breakaway gaps confirm a trend and rarely fill; exhaustion gaps signal the end; most common gaps get filled.
轴心点
Intraday support/resistance computed from the prior period's OHLC, common intraday.
PP=(H+L+C)ₚᵣₑᵥ/3, R1=2PP−Lₚᵣₑᵥ, S1=2PP−Hₚᵣₑᵥ
Price above PP is bullish; breaks of R/S often accelerate.
趋势线与通道
Lines connecting highs/lows depict direction and slope, copied in parallel to form a channel.
Fit ≥2 lows (uptrend) or highs (downtrend), channel=trend line+parallel line
A valid break below/above = possible trend reversal; sell high and buy low within the channel.
安德鲁分叉线
Three parallel tracks drawn from three pivot points.
Median line=A pointing to the midpoint of BC; upper/lower tines pass through B, C and parallel the median
Touching the median often reverts; touching the outer tines often reverses.
斐波那契扩展
Projects target levels after a breakout.
Based on A-B-C: target=C+(B−A)×ratio, ratio 1.272/1.618/2.0/2.618
1.618 and 2.618 are common take-profit/resistance targets.
之字转向
Filters out minor fluctuations and connects significant high/low pivots.
Draws a new pivot only when price reverses ≥ a set % or point amount
Does not predict and repaints; used to identify wave structure and draw trend lines and Fibonacci.
威廉鳄鱼线
Three smoothed MAs (Jaw/Teeth/Lips) to judge whether the trend is sleeping or feeding.
Jaw=SMMA(HL2,13) shifted forward 8; Teeth=SMMA(HL2,8) shifted forward 5; Lips=SMMA(HL2,5) shifted forward 3
Intertwined = sleeping (ranging); opening up with Lips>Teeth>Jaw = uptrend.
钱德预测振荡器
Measures how far price deviates from its linear-regression forecast value.
CFO=(C−regression forecast value)/C×100
>0 stronger, <0 weaker; sustained deviation signals trend strength or mean-reversion pressure.
振荡/盘整指数
Measures "trend vs ranging" (directionless).
CHOP=100×log₁₀(ΣATR(1)/(n-high−n-low))/log₁₀(n), n=14
>61.8 ranging, <38.2 strong trend.
艾尔德力度指标
Separately measures bull and bear power relative to the EMA.
Bull=H−EMA(C,13), Bear=L−EMA(C,13)
In an uptrend, Bear<0 but recovering = buy point; divergence warns of reversal.
质量指数
Identifies reversals via the expansion/contraction of the high-low range (directionless).
Ratio=EMA(H−L,9)/EMA(EMA(H−L,9),9), MI=Σ₂₅(Ratio)
Reversal bulge: rising above 27 then falling below 26.5 = possible reversal.
随机游走指数
Compares actual travel against a random walk to judge whether a trend is real.
RWI_H=(H−L n periods ago)/(ATR√n), RWI_L=(H n periods ago−L)/(ATR√n)
RWI_H>1 = significant uptrend (non-random); both <1 = no trend.
趋势强度指数
Measures trend strength by price deviation relative to a MA.
TII=100×Σpositive deviations/(Σpositive deviations+Σnegative deviations)
>80 strong uptrend, <20 strong downtrend; near 50 no trend.
Reference metadata only — public, well-known indicator definitions. Not investment advice.