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List of Mathematical Symbols


List of Mathematical Symbols

This section lists the mathematical symbols that are used in Technical Studies Reference.

Parameters

Parameters are variables whose values are either entered by the user as Inputs, calculated from Input values, automatically generated by Auto Looping, or automatically generated by internal looping.

Random Variables

Random Variables are variables whose values are determined by the outcome of an experiment. For our purposes, Random Variables are almost always volumes, prices or Statistical Functions of prices.

  • \(C\) - Closing Price
  • \(H\) - High Price
  • \(L\) - Low Price
  • \(N\) - Number of Trades - This may be subscripted, e.g. \(N_{ask}\), \(N_{bid}\), etc.
  • \(O\) - Opening Price
  • \(P\) - Price - This may be subscripted, e.g. \(P_{ask}\), \(P_{bid}\), etc.
  • \(V\) - Volume - This may be subscripted, e.g. \(V_{ask}\), \(V_{bid}\), etc.
  • \(X\) - Input Data - These may be superscripted, e.g. \(X^{(1)}\), \(X^{(2)}\).

When we refer to the value of a Random Variable at Index \(t\), we use a subscript to indicate this. For instance, the value of the Random Variable Input Data \(X\) at Index \(t\) is denoted as \(X_t\).

Statistical Functions

Statistical Functions take on a value at each Current Index Value \(t\). Unless otherwise stated, the value of a Statistical Function is 0 prior to the starting value of \(t\). We refer to the value of a Statistical Function at Index \(t\) by using a subscript, and we write any Inputs for the Statistical Function in parentheses. For instance, the value of the Statistical Function Moving Average - Simple of Input Data \(X\) with Length \(n\) at Index \(t\) is denoted as \(MA_t(X,n)\).

When a Statistical Function is used as a Random Variable for another Statistical Function, we indicate this by omitting its subscript. For instance, the value of the Exponential Moving Average of \(X\) with Length \(n\) at Index \(t\) is denoted as \(EMA_t(X,n)\). If we take the Exponential Moving Average of \(EMA_t(X,n)\), again with Length \(n\), we denote its value at Index \(t\) as \(EMA_t(EMA(X,n),n)\). Here, \(EMA(X,n)\) is a random variable corresponding to the first Exponential Moving Average.


*Last modified Wednesday, 16th August, 2017.