2010issue C0269-71
Typeahead retrieval of a moving average, on-balance volume, and a stochastic oscillator
A historical web charting workspace filtered more than fifty studies by typed letters, then opened lookback, color, bar interval, and price scale controls. This note treats that workflow as an editorial retrieval drill before any fourth study is added.
- Indicator typeahead shrinks a catalog of more than fifty studies until a moving average, on-balance volume, or a stochastic oscillator can be selected.
- Selecting a moving average opens controls for the lookback period and plot color before the study is drawn.
- Bar interval can be set from one-minute through one-year presets, and the price scale can be switched between arithmetic and logarithmic.
- Editorial reading: defend those setup choices, with only the three retrieved studies on the pane, before a fourth study is allowed.
From ticker to a default chart
After a ticker or company name was typed, a stock, index, or exchange-traded fund chart loaded under default settings that could then be changed.
The reviewed web charting workspace listed more than fifty addable studies and continued to add new ones.
Indicator typeahead for three studies
Indicator typeahead is letter-by-letter filtering that shrinks a large study catalog to matching names. Typing the opening letters of a study name narrowed the indicator menu until a moving average could be selected.
The same letter filter placed on-balance volume at the top of the list after its initial letter was entered. On-balance volume is a volume-based chart study retrieved from a searchable indicator list and used as a confirmation signal.
Entering the initial letter associated with stochastics brought that oscillator to the top of the filtered list. A stochastic oscillator is a bounded momentum study surfaced from the same searchable indicator menu as other quantitative models.
Lookback, bar interval, and price scale
A moving average is a lookback average of ordered prices that is plotted after the user sets period and color. Choosing a moving average opened controls for the lookback period and the plot color on the price chart.
Bar interval is the sampling length of each plotted bar, selectable from one-minute through one-year presets. Bar length could be chosen from twenty presets spanning one minute per bar through one year per bar.
Price scale is the vertical mapping of price, switchable between arithmetic and logarithmic. Chart settings allowed candlesticks or four other plot styles, separate up- and down-bar colors, an arithmetic or logarithmic scale, a prior-close reference line, and an optional second security for comparison. That optional second security is a comparison series plotted against the primary symbol.
Editorial drill before a fourth study
Editorial interpretation: the archive records how studies were found and how the pane was configured. It does not rank the three studies or show that any combination forecasts price.
Editorial rule: keep the moving average, on-balance volume, and the stochastic oscillator as the only studies until the chosen lookback, bar interval, and price scale can be stated in plain language. A fourth study waits until those choices are defended.
All readings on this track · 61 readings
- 1988Cumulative volume trend and 200-session polarity
- 1988Three clocks when cumulative volume led price
- 1988Payoff index checkpoints for open interest and divergence
- 1988Relative strength, stochastics, and on-balance volume as a turning-point stack
- 1988Signing volume by open interest change
- 1988Case study: weekly on-balance volume with trendlines and a 21-period average
- 1988Combining weekly and daily MACD divergences with on-balance volume
- 1988Restoring the original tests for market breadth, on-balance volume, and trendlines
- 1989Evaluating volume-weighted breadth extremes
- 1989Demand oscillator construction with a momentum overlay
- 1989Constructing a volume percentage ratio from advance-decline flow
- 1990Constructing net positive volume as On-balance volume
- 1990Buying-share scale with on-balance volume
- 1990Friday-filtered on-balance confirmation lines
- 1991Constructing rate-market volume breadth from on-balance volume
- 1991Building a breadth composite from on-balance volume breakouts
- 1992Constructing a rate-complex volume-breadth index
- 1992Constructing a breadth index from on-balance volume
- 1992Constructing signed market thrust from issue volume
- 1992Constructing indicator phase across averages, volume and bands
- 1993Force on-balance volume to agree with itself at slower horizons
- 1993Three transforms of market thrust from breadth and volume
- 1994Constructing a tick-line momentum oscillator
- 1994Constructing a smoothed on-balance tick momentum oscillator
- 1994Histogram confirmation and a second-series veto for MACD-family alerts
- 1994Constructing a 40-period envelope on on-balance volume
- 1996Constructing a matched percent-B volume disparity
- 1997Constructing calendar regime overlays and volume-weighted rules
- 1997Constructing market thrust from breadth and volume
- 1997Constructing on-balance volume as a signed running total
- 1997A three-layer construction for a signed volume-force oscillator
- 1997Constructing a range-sum volume-force oscillator
- 1999On-balance volume confirmation, price-indicator divergence, and bounded exits
- 2000A daily long-only confirmation stack on the tether line
- 2000A three-filter tether and volume trend system
- 2003Constructing finite volume elements as a finite-period money-flow filter
- 2003Constructing on-balance volume from signed session volume
- 2003On-balance volume as a market-breadth participation ledger
- 2003Construct a volatility-adjusted on-balance volume filter before confirming a breakout
- 2004Opening and midday ranges as an on-balance-volume breakout case
- 2004Constructing a volatility-gated volume-flow measure
- 2004Constructing a volume-flow series from on-balance volume
- 2004Volume-flow indicator construction from on-balance volume
- 2004Volume-flow slope divergence, then separate on-balance-volume and crossover rules
- 2004Volume flow and band construction as one inspectable problem
- 2004Auditing advance-decline confirmation for scale, horizon, and composition
- 2005Bounded market breadth from the Arms index to BRIN
- 2006Overnight-hold entry and exit construction
- 2007Evaluating Volume-price confirmation versus On-balance volume and MACD
- 2009Volume confirmation versus a price advance
- 2010Typeahead retrieval of a moving average, on-balance volume, and a stochastic oscillator
- 2010Modified volume-price trend and log-price scale alignment
- 2010Constructing liquidity accelerometers from advance-decline averages
- 2012Failed short cycles as breadth and volume tests
- 2016Earnings straddles, implied volatility, and money-flow filters
- 2017A volume residual filter and a price projection matrix
- 2019Volume-volatility parabola and signed-volume momentum
- 2019Separating on-balance volume into breadth and volume
- 2020Constructing the obvm signal line
- 2020Constructing smoothed on-balance volume with a signal line
- 2020Keep neutrality as a first-class input in three-state market data