Criteria Library | Nirvana Systems Inc.

Criteria Library

Criteria Library

Parameter

Formula

Imp Voll

impvol() >= hhv(impvol(),240)

Momentum_Decreasing

(Momentum(c,14)[1] - Momentum(C,14)) >= 4

Momentum_Increasing

(Momentum(c,14) - Momentum(C,14)[1]) >= 2

Turning_Down

MACD_HIST(C,12,26,9)[3] < MACD_HIST(C,12,26,9)[2] and _
MACD_HIST(C,12,26,9)[2] < MACD_HIST(C,12,26,9)[1] and _
MACD_HIST(C,12,26,9)[1] > MACD_HIST(C,12,26,9)

Turning_Up

MACD_HIST(C,12,26,9)[3] > MACD_HIST(C,12,26,9)[2] and _
MACD_HIST(C,12,26,9)[2] > MACD_HIST(C,12,26,9)[1] and _
MACD_HIST(C,12,26,9)[1] < MACD_HIST(C,12,26,9)

V_Bottom

MP(H,L) > MP(H,L)[1] and _
MP(H,L)[1] < MP(H,L)[2] and _
MP(H,L)[2] < MP(H,L)[3] and _
O > C[1]

V_Top

MP(H,L) < MP(H,L)[1] and _
MP(H,L)[1] > MP(H,L)[2] and _
MP(H,L)[2] > MP(H,L)[3] and _
O < C[1]

Volatility_12Month_High

VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),240)

Volatility_12Month_Low

VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),240)

Volatility_3Month_High

VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),60)

Volatility_3Month_Low

VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),60)

Volatility_6Month_High

VTY_PRICE(H,L,C,14,5) >= HHV(VTY_PRICE(H,L,C,14,5),120)

Volatility_6Month_Low

VTY_PRICE(H,L,C,14,5) <= LLV(VTY_PRICE(H,L,C,14,5),120)

Volume_Climax_High

VTY[1] > 1.5 * SMA(V,20) and _
H[1] >= HHV(H,7)

Volume_Climax_Low

VTY[1] > 1.5 * SMA(V,20) and _
L[1] <= LLV(L,7)

Volume_Decreasing

V <= V[1] AND _
V[1] <= V[2] AND _
V[2] <= V[3]

Volume_Increasing

V >= V[1] AND _
V[1] >= V[2] AND _
V[2] >= V[3]

Volume_Spike

V > HHV(V,5)[1]

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