Data Variable Names
The following lists of variable names and definitions show which variables may be used in
code for calculations in all EAS standard chart and indicator functions.
Raw Data
Raw data includes date, price and volume information for the current ticker and the reference
ticker.
op = opening price (Current Ticker)
cp = closing price (Current Ticker)
hp = intraday high price (Current Ticker)
lp = intraday low price (Current Ticker)
vol = daily volume (Current Ticker)
mmddyy = a character matrix storing the date (Current Ticker)
mmdd = a character matrix storing the date,
but not the year (Current Ticker)
mm = integer matrix storing the month
dd = integer matrix storing the day
yy = character matrix storing the 2 digit year
yyyy = integer matrix storing the year (see discussion on
Data Translation for notes and limitations on date data)
L = the length of the data matrix
cp1 = filtered closing price data for the Current Ticker. Used
in comparative calculations such as RSA or CSI. The
data for cp1 has been matched to the comparison data
of the Reference Ticker
cpref = closing price of comparison data (Reference Ticker)
cpref1 = filtered closing price data for the Reference Ticker. Used
in comparative calculations such as RSA or CSI. The
data for cpref1 has been matched to the comparison data
of the Current Ticker
Lref1 = the length of the filtered and conditioned comparison
data matrices
mmddyyref = a character matrix storing the date (Comparison data)
These are the basic building blocks used to construct charts and indicators.
Ticker Names & Data Types/Notes
EAS uses several additional variables to store the ticker names, the data
format type and whether or not the data has been conditioned by the filtering
subroutine. The following variables are character matrices:
ticker1,ticker2 = ticker symbols are the data filenames
excluding the file extension (i.e. XYZ is the
ticker name for the data file XYZ.csv)
descr1,descr2 = equity names assigned by the user from the index.dat file
datsrc1,datsrc2 = a code for the data format 1=BEI, 2=AOL,
3=MoneyCentral, 4=Metastcok
In all cases above the suffix 1 refers to the current ticker, while the
suffix 2 refers to the reference ticker.
Calculated Variables
Calculated variables include indicators, moving averages and price chart overlays.
These include, but are not limited to:
adx = average directional movement (also know as DMI)
cmf = Chaikin's money flow
macd = moving average convergence/divergence
obv = on balance volume
ppo = percentage price oscillator
rsi = relative strength index
rsa = relative strength analysis ratio
stoch = stochastic
cci = commodity channel index
ma = moving average
Calculated parameters can be overwritten by the user since they are recalculated each
time they are needed. This is by no means an exhaustive list, since indicators are
constantly being added.
Look Back Periods
A lookback period is the period of data from the data point being calculated
looking back n trading days prior, where n is the lookback period.
In most cases the lookback period denoted, "p0", indicates a signal line
or that it is the only period used in the indicator calculations.
#-----ADX Period-----
p1adx=14
#-----Bollinger Band Periods
p0bolband=21 # Central MA
p1bolband=2 # Sigma Multiplier
#-----Chaikin Money Flow (CMF) period-----
p1cmf=21
#-----Persistance of CMF period-----
p1pmf=50
#-----CCI period-----
p0cci=3
p1cci=21
#-----CSI period-----
p0csi=21
p1csi=21
p2csi=55
#-----DPO period-----
p0dpo=8
p1dpo=21
#-----EMV period-----
p0emv=13
p1emv=55
p2emv=1.5
#-----KST Long Term period-----
p1kstl=180
p10kstl=120
p2kstl=240
p20kstl=120
p3kstl=360
p30kstl=120
p4kstl=480
p40kstl=180
p0kstl=135
#-----KST Intermediate Term period-----
p1ksti=50
p10ksti=10
p2ksti=65
p20ksti=13
p3ksti=75
p30ksti=15
p4ksti=100
p40ksti=20
p0ksti=15
#-----KST Short Term period-----
p1ksts=10
p10ksts=10
p2ksts=15
p20ksts=10
p3ksts=20
p30ksts=10
p4ksts=30
p40ksts=15
p0ksts=11
#-----MACD periods-----
p0macd=9 # Reference line
p1macd=12
p2macd=26
#-----OBV period-----
p0obv=30
#-----Overlay period-----
p0ovly=21
#-----PPO periods-----
p0ppo=9 # Reference line
p1ppo=10
p2ppo=30
#-----PROC periods-----
p0proc=8
p1proc=21
p2proc=8
#-----RSA period-----
p1rsa=21
p2rsa=55
#-----RSI period-----
p0rsi=3 # Reference smoothing period
p1rsi=14
p2rsi=3
if int(p1rsi/2.)>3 then p2rsi=int(p1rsi/2.) # Reference EMA line
#-----closing price SMA's-----
p1cp=21
p2cp=55
p3cp=144
#-----Stochastic period-----
p0stoch=3 # Reference smoothing period
p1stoch=9
#-----Volume EMA-----
p0vol=34 # Reference MA line
p1vol=13
#-----VROC periods-----
p0vroc=8
p1vroc=21
p2vroc=13 # Smoothing sma
#-----Trendline Points-----
t0lvl=3
These settings can be found in the file eas/initialize.oms.
This is by no means an exhaustive list, since indicators and functionality are
constantly being added.