All the Series Functions listed in this topic are contained in both version of Indicator Pak1 extension.
Function Name: 
Description: 

Adaptive exponential moving average. The moving average adapts based on the distance between the moving average and the current price. 

Adaptive moving average whose length is determined each bar by the dominantCycleSeries parameter. 

Calculates an estimate of the “noise” in the market over the specified number of bars. Noise is defined as the maximum absolute deviation from the momentum trend line. The momentum is calculated over the number of bars specified. This estimate can be helpful in placing stops outside the noise of the market. 

Median Absolute Deviation (MAD) is a measure of variation used in a similar manner to the standard deviation. The MAD is more robust in the presence of outliers and does not require a gaussian distribution. In order to estimate the standard deviation for a gaussian distribution the MAD can be multiplied by 1.4826 

Momentum is the difference between current price and the price a specified number of bars ago. 

Most Recent Occurrence returns the numbers of bars ago that the condition was true. If the condition was not true during the lookback the function returns the value 1. 

Returns a price value estimate of the specified percentile level. 

Most Recent Occurrence returns the numbers of bars ago that the condition was true. If the condition was not true during the lookback the function returns the value 1. 

The Rate of Change (ROC) indicator provides a percentage that the security's price has changed over the specified period. 

Spearman correlation is an alternative to the Pearsons correlation and correlates based on the ranking of the series values. 

Spearman correlation is an alternative to the Pearsons correlation and correlates based on the ranking of the series values . Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlation. 

Spearman correlation is an alternative to the Pearsons correlation and correlates based on the ranking of the series values . This version computes the log returns before computing the correlation. 

Spearman correlation is an alternative to the Pearsons correlation and correlates based on the ranking of the series values . Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlation. This version computes the log returns before computing the correlation. 

Weighted Moving Average calculation method applies more weight to recent data and less weight to older elements. 

ZScore is a statistical function that indicates the number of standard deviation an item is above or below the average. 

Volatility adjusted overbought/oversold oscillator. Value chart levels between 4 and +4 are considered “fair value”; +4 to +8 moderately overbought; 4 to 8 moderately oversold. Levels above +8 are considered significantly overbought and below 8 significantly oversold. 
Edit Time: 5/10/2017 7:36:14 PM 
Topic ID#: 382 