Market versus Quote - MVQ A comparison between the last price at which a security traded and the current bid/ask prices. Usually the best bid and ask prices will be close the market price, but occasionally the market price can differ significantly from the bid/ask, especially for an illiquid security. … [Read more...]
Upside/Downside Volume: Overview
Measures of Upside/Downside separate the volumes for rising markets from those in falling markets. In essence, the indicator is displaying the new flow of volume into or out of the market. Since the value for the indicator will increase over time as more issues are added to the exchange, traders will have to determine the appropriate extreme rating for the indicator where … [Read more...]
Vertical Horizontal Filter (VHF)
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets. There are three ways to use the VHF indicator: · VHF values above or below … [Read more...]
Triple Exponential Moving Average(TRIX)
The TRIX is a momentum indicator, that is displayed as an oscillator above and below a zero line. As a momentum indicator, this oscillator is based on smoothed moving averages and their momentum to avoid insignificant daily price movements and to aid timing. It compares two triple smoothed exponential moving averages, and displays the difference as a single line with positive … [Read more...]
Stochastic FAST
Stochastics are an oscillator. They consist of two curves called the %K line and the %D line, and are controlled through two parameters, n and m, specifying a number of periods. Both the %K and %D lines are plotted on a scale of 0 to 100. They measure where the closing price is in relation to the total price range of the selected number of periods. It is based on the … [Read more...]