Description

Details

• Technical Indicators
  
  
  • Moving Averages - Simple, Median, Geometric Moving Averages, Weighted Moving Average (WMA), Linearly Weighted Moving Average (LWMA), Exponentially Weighted Moving Average (EWMA), Triangular Moving Average (TMA), Kairi Indicator
  • Directional Movement Indicator (DMI) and Average Directional Movement Indicator (ADX) - Directional Movement (PDM, MDM), True Range (TR), Average Daily True Range (ADTR), Directional Indicators (DX, ADX)
  • Accumulation/Distribution - Accumulation/Distribution Indicator, Chaikin Oscillator, Chaikin Money Flow (CMF)
  • Trend or Range? - Aroon Up/Down, Aroon Oscillator
  • Market Strength - Balance of Power (BOP), Market Facilitation Index (MFI)
  • Momentum - Momentum, Momentum percentage, highest/lowest element and position, Trend Intensity Index
  • Oscillators - Money Flow Index (MFI), Momentum, Rate of Change (ROC), Relative Strength Indicator (LSI)
  • Bollinger Bands - Upper and Lower Bollinger Bands
  • Mean Reversion - Commodity Channel Index (CCI)
  • Stochastics - (fast and slow) \%K Stochastic, (general) \%D Stochastic
  • Volume - Negative Volume Index (NVI), Positive Volume Index (PVI), On Balance Volume
  • Volatility - Chaikin, historical estimate (with/without dividends), standard error of historical estimate, Return over Period
  • Filters - Typical price, Median, Average, Price Action Indicator (PAIN), Finite Impulse Response (FIR)
• Single and Multi Period Indicators - For most of the indicators we provide two versions:
  • Single Period Version - Evaluates the indicator over the entire period given. Such methods are particularly applicable to instances where the component interacts with a DBMS.
  • Multi Period Version - Evaluates the indicator over all sub-period of a given length for the data provided. Such methods are particularly applicable to instances where the component interacts with a client side GUI such as a charting component.
• Trading Systems
  • Simple Crossing MA Trading System - Uses the classical approach of generating trading signals by the crossing of two moving averages.
  • DMI Trading System - Uses Directional Motion Indicator (DMI) Trading Signal and Average Directional Movement Index Rating (ADXR) which form the basis of the DMI Trading System which was developed by Wellas Wilder.
  • Stochastics Trading Systems
    • Extreme Value Signal - Produces extremum trading signals using a slow and fast Stochastic indicator.
    • Crossing Signal - Generates trading signals based on the crossing of the fast Stochastic crossing the (simple, geometric, linear or exponential) moving average of the slow Stochastic.
    • Crossing Extreme Signal - Generates a trading signal when the crossing of the slow and fast Stochastic occurs either above or below the extremum value.

• GUI Bundle - we bundle a suite of graphical user interface JavaBean components (with 1, 2, 4 or site-wide license) allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications
• EAR Files - we provide individual customized EAR files for the most widely used application servers including IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion 1.5.2/1.6.0, Borland AppServer 5.0, Sybase EAServer 3.6 and JBoss 2.4.4/3.0.0
• Self-Deploy - the relevant servers EAR file will be self-deployed onto supported local application servers during the installation of the self-install package. The supported application servers include IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Borland AppServer 5.0, Ironflare Orion 1.5.2/1.6.0 and JBoss 2.4.4/3.0.0
• JDBC Mediator - A server side EJB component which mediates between an EJB component, clients and DBMS. The mediator moves most of a clients JDBC calls to the server and hence greatly increases the speed of JDBC client applications.
• Web Application Example - A JSP interactive HTML interface which enables you to test every component method directly from your browser.
• Synthetic JDBC - we use a JSP component to perform EJB calculations on SQL database columns from a remote DBMS. We apply an EJB function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a JDBC manner without having to code the EJB-to-JDBC transaction yourself as it is all done by the JSP within the Application Server.