Twelve Data Excel Add‑in

Heikin-Ashi Candles (HEIKINASHICANDLES)

Translated from Japanese means "average bar". It can be used to detect market trends and predict future price fluctuations.

High, Low, Close Average Values (HLC3)

Give alternative candlesticks patter. Every element is defined as follows: (high + low + close) / 3.

Chaikin A/D Line (AD)

Calculates the Advance/Decline of an asset. This indicator belongs to the group of Volume Indicators.

Chaikin A/D Oscillator (ADOSC)

Is an indicator, which finds the relationship between increasing and decreasing volume with price fluctuations. The Chaikin Oscillator measures the momentum of the Accumulation/Distribution Line(ADL) using two Exponential Moving Averages of varying length to the line(MACD).

On Balance Volume (OBV)

Is a momentum indicator, which uses volume flow to forecast upcoming price changes.

Average True Range (ATR)

Is used to measure market volatility by decomposing all asset prices over a specified time period.

Normalized Average True Range (NATR)

Is used to compare and analyze across different price levels due to its normalized quality, which might be more effective than the original ATR.

%B Indicator (PERCENT_B)

Measures the position of an asset price relative to upper and lower Bollinger Bands.

True Range (TRANGE)

Is usually used as the base when calculating other indicators. TRANGE determines the normal trading range of an asset.

Average (AVG)

Calculates the average value of series in a given time period. Widely used to calculate the 9-day average volume.

Average Price (AVGPRICE)

Uses the formula: (open + high + low + close) / 4.

Median Price (MEDPRICE)

Median Price(MEDPRICE).

Typical Price (TYPPRICE)

Typical Price(TYPPRICE).

Weighted Close Price (WCLPRICE)

Is usually used as the base for other indicators for smoothness. Formula: (high + low + close * 2) / 4.

Hilbert Transform Dominant Cycle Period (HT_DCPERIOD)

Is part of Hilbert Transforms concepts. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Hilbert Transform Dominant Cycle Phase (HT_DCPHASE)

Is part of Hilbert Transforms concepts. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Hilbert Transform Phasor Components (HT_PHASOR)

Is part of Hilbert Transforms concepts. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Hilbert Transform SineWave (HT_SINE)

Is part of Hilbert Transforms concepts. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Hilbert Transform Trend vs Cycle Mode (HT_TRENDMODE)

Hilbert Transform Trend vs. Cycle Mode(HT_TRENDMODE) is part of Hilbert Transforms concepts. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Vector CEIL (CEIL)

Transforms input data with the mathematical ceil function.

Exponential (EXP)

Transforms input data with the mathematical exponent function.

Vector FLOOR (FLOOR)

Transforms input data with the mathematical floor function.

Natural Logarithm to the base of constant e (LN)

Transforms all data points with natural logarithm.

Logarithm to base 10 (LOG10)

Transforms all data points with logarithm to base 10.

Square Root (SQRT)

Transforms input data with square root.

Beta (BETA)

Statistic Beta function.

Pearson's Correlation Coefficient (CORREL)

Measures linear correlation between two time series. Takes values in the range from -1 to 1, where -1 is total negative correlation, 0 is no correlation, and 1 is total positive correlation.

Linear Regression (LINEARREG)

Is used to determine trend direction by a straight line.

Linear Regression Angle (LINEARREGANGLE)

Calculates the angle of the linear regression trendline.

Linear Regression Intercept (LINEARREGINTERCEPT)

Calculates the intercept for the linear regression trendline for each data point.

Linear Regression Slope (LINEARREGSLOPE)

Calculates the slope for the linear regression trendline for each data point.

Standard Deviation (STDDEV)

Is used to measure volatility. This might be important when assessing risks.

Time Series Forecast (TSF)

Calculates trend based on the last points of multiple regression trendlines.

Variance (VAR)

Calculates the spread between data points to determine how far they from the mean.

Arithmetic Addition (ADD)

Composite of values of two specified time series.

Arithmetic Division (DIV)

Division of values of two specified time series.

Highest value over period (MAX)

Highest value over period(MAX).

Index of highest value over period (MAXINDEX)

Index of highest value over period(MAXINDEX).

Lowest value over period (MIN)

Lowest value over period(MIN).

Index of lowest value over period (MININDEX)

Index of lowest value over period(MININDEX).

Lowest and highest values over period (MINMAX)

Lowest and highest values over period(MINMAX).

Indexes of lowest and highest values over period (MINMAXINDEX)

Indexes of lowest and highest values over period(MINMAXINDEX).

Arithmetic Multiply (MULT)

Multiplication of values of two specified time series.

Arithmetic Subtraction (SUB)

Subtraction of values of two specified time series.

Vector Summation (SUM)

Summation of values of two specified time series.

Bollinger Bands® (BBANDS)

Are volatility bands located above and below a moving average. The volatility size parameter depends on standard deviation.

Double Exponential Moving Average (DEMA)

Is used to eliminate lag. It does this by taking two Exponential Moving Averages(EMA).

Detrended Price Oscillator (DPO)

Is used to separate price from the trend, in order to more clearly identify the length of cycles.

Exponential Moving Average (EMA)

Places greater importance on recent data points than the normal Moving Average(MA).

Hilbert Transform Instantaneous Trendline (HT_TRENDLINE)

Comes from the concept of Digital Signal Processing (DSP). It creates complex signals from the simple chart data. You can read more about it in the Rocket Science for Traders book by John F. Ehlers.

Kaufman's Adaptive Moving Average (KAMA)

Is a type of Moving Average(MA) that incorporates market noise and volatility.

Keltner Channels (KELTNER)

Is a volatility indicator used to spot trend changes and accelerations.

Moving Average (MA)

Is used to smooth out price fluctuations and get rid of market noise.

MESA Adaptive Moving Average (MAMA)

Adapts to price fluctuations based on the rate of change of the Hilbert Transform Discriminator. More about MAMA can be read [here](http://www.mesasoftware.com/papers/MAMA.pdf).

McGinley Dynamic (MCGINLEY_DYNAMIC)

Keeps all the benefits from the moving averages but adds an adjustment to market speed.

MidPoint over period (MIDPOINT)

Is calculated as (highest value + lowest value) / 2.

Midpoint Price over period (MIDPRICE)

Is calculated as (highest high + lowest low) / 2.

Parabolic SAR (SAR)

Is used to identify and spot upcoming asset momentum.

Parabolic SAR Extended (SAREXT)

Inherits the idea of classic SAR indicator but adds more flexibility in setting parameters.

Simple Moving Average (SMA)

Is an arithmetic moving average calculated by adding the latest closing prices and then dividing them by the number of time periods.

SuperTrend Indicator (SUPERTREND)

Is mostly used on intraday timeframes to detect the price upward or downward direction in the trending market.

Triple Exponential Moving Average (T3MA)

Makes better smoothing of moving average than the classical TEMA indicator by extending the lookback period and applying other enhanced parameters.

Triple Exponential Moving Average (TEMA)

Smooths out price fluctuations, making it more trend detection and more transparent without the lag.

Triangular Moving Average (TRIMA)

Smooths out price fluctuations, but places more weight on the prices in middle of the time period.

Volume Weighted Average Price (VWAP)

Is commonly used as a trading benchmark that gives an average price at which the instrument has been trading during the day.

Weighted Moving Average (WMA)

Smooths out price fluctuations, and puts more weight on recent data points and less on past.

Average Directional Index (ADX)

Is used to decide if the price trend is strong.

Average Directional Movement Index Rating (ADXR)

Is a smoothed version of the ADX indicator. ADXR quantifies momentum change in the ADX.

Absolute Price Oscillator (APO)

Calculates the difference between two price moving averages.

Aroon Indicator (AROON)

Is used to identify if the price is trending. It can also spot the beginning of a new trend and its strength.

Aroon Oscillator (AROONOSC)

Uses classic Aroon(Aroon Up and Aroon down) to measure the strength of persisting trends and whether they will continue.

Balance of Power (BOP)

Measures the relative strength between buyers and sellers by assessing the ability of move price to an extreme level.

Commodity Channel Index (CCI)

Is a universal indicator that can help to identify new trends and assess current critical conditions.

Chande Momentum Oscillator (CMO)

Is used to show overbought and oversold conditions.

Coppock Curve (COPPOCK)

Is usually used to detect long-term trend changes, typically on monthly charts.

ConnorsRSI (CRSI)

Is used to show the oversold and overbought levels of the RSI values.

Directional Movement Index (DX)

Identifies which direction the price is moving.

Know Sure Thing (KST)

Calculates price momentum for four distinct price cycles(ROC).

Moving Average Convergence Divergence (MACD)

Is a trend following momentum indicator, which works by subtracting the longer moving average from the shorter one. MACD has an unstable period ~ 100.

Moving Average Convergence Divergence Extended (MACDEXT)

Gives greater control over MACD input parameters. MACDEXT has an unstable period ~ 100.

Money Flow Index (MFI)

Is used to identify overbought and oversold levels in an asset. In some cases, it can be used to detect divergences, which might be a sign of upcoming trend changes.

Minus Directional Indicator (MINUS_DI)

Is a component of the Average Directional Index(ADX), and it measures the existence of downtrend.

Minus Directional Movement (MINUS_DM)

Is calculated as Previous Low - Low.

Momentum (MOM)

Compares the current price with the previous price N timeperiods ago.

Plus Directional Indicator (PLUS_DI)

Is a component of the Average Directional Index(ADX), and it measures the existence of uptrend.

Plus Directional Movement (PLUS_DM)

Is calculated as High - Previous High.

Percentage Price Oscillator (PPO)

Shows the relationship between two Moving Averages(MA) as a percentage.

Rate of change (ROC)

Calculates the rate of change between the current price and price n timeperiods ago. Formula: ((price / prevPrice) - 1) * 100.

Rate of change percentage (ROCP)

Calculates the rate of change in % between the current price and price n timeperiods ago. Formula: (price - prevPrice) / prevPrice.

Rate of change ratio (ROCR)

Calculates the ratio between the current price and price n timeperiods ago. Formula: (price / prevPrice).

Rate of change ratio 100 scale (ROCR100)

Calculates the ratio with 100 scale between the current price and price n timeperiods ago. Formula: (price / prevPrice) * 100.

Relative Strength Index (RSI)

Is a momentum indicator, which calculates the magnitude of a price change to assess the overbought and oversold conditions in the price of an asset.

Stochastic Oscillator (STOCH)

Is used to decide if the price trend is strong.

Stochastic Fast (STOCHF)

Is more sensitive to price changes; therefore, it changes direction more quickly.

Stochastic RSI (STOCHRSI)

As an independent indicator takes advantage of the STOCH and RSI indicators. It is used to determine overbought and oversold levels, as well as current market trends for an asset.

Ultimate Oscillator (ULTOSC)

Takes into account three different time periods to enhance the quality of overbought and oversold signals.

Williams %R (WILLR)

Calculates overbought and oversold levels. It can also be used to find entry and exit signals.