McClellan Oscillator

<< Click to Display Table of Contents >>

Navigation:  NinjaScript > Language Reference > Common > System Indicator Methods >

McClellan Oscillator

Previous page Return to chapter overview Next page

Description

McClellan Oscillator is the difference between two exponential moving averages of the NYSE advance decline spread. This indicator require ADV and DECL index data.

 

Syntax

McClellanOscillator(int fastPeriod, int slowPeriod)

McClellanOsillator(ISeries<double> input, int fastPeriod, int slowPeriod)

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

Parameters

input

Indicator source data (?)

fastPeriod

Number of bars used in the fast moving average calculation

slowPeriod

Number of bars used in the slow moving average calculation

 

 

Examples

ns


// An ADV and DECL data series must be added to OnStateChange()

else if (State == State.Configure)

{

 AddDataSeries("^ADV");

 AddDataSeries("^DECL");

}

 

// Prints the current value of the McClellan Oscillator with a 19 fast period moving average & 39 slow period
double value = McClellanOscillator(19, 39)[0];
Print("The current McClellan Oscillator value is " + value.ToString());