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Technical and fundamental analysis of the US and Canadian stock exchanges.
Technical Support

Historical Variables you can use.

ChartSmart Professional is an upgrade to our current version of Chartsmart. The cost is an additional $20 per month Cdn.

To learn more on our standard version of ChartSmart you should see our videos. Please note that if you go to HELP and ABOUT CHARTSMART and upgrade to version 3.1, then all users will be able to use ChartSmart Professional feature free until June 1, 2005.

ChartSmart Professional allows you to download Backtest Files and do screens on variables, not only in the present, but also in the past. This enables a user to actually specify the direction of a trend indicator. For example, one could not only specify that the RSI 14 is over 70 but also that 4 days ago it was under 50 and 8 days ago it was under 40 and so on. The following are the variables that are available in backtest files that can be used as historical variables. Specifically you can put a number in front of the variable to make the new variable. For example, 5issued would be the issued cap 5 days ago or 7close would be the close price 7 days ago. In most instances you will use variables such as open, high,low, close, trades plus the indicators such as rsi14, sma10, and so on. Note that the fundamental variables ARE NOT generally included in this list. They are primarily for technical indicators.

ISSUED -Issued Number of Shares (Note for creating a formula this figure is 1/1000 - For example if the issued is 21,000,000 this figure shows as 21,000)
OPEN -Opening Price
BID -Last BID Price
ASK -Last ASK Price
TRADES -Trades for the day
C1 -Closing Price one previous trading day ago
EPS -Earnings per Share
DIV -Dividend per Share
HIGH -High Price for the Current Day
LOW -Low Price for the Current Day
CLOSE -Close for the Current Day
VOLUME -Volume of shares traded for the Current Day


FOUND IN FILTER FILE 1

a) V1 -Volume of Shares trade 1 trading day ago divided by 1000
b) V2 -Volume of Shares trade 2 trading days ago divided by 1000
c) V3 -Volume of Shares trade 3 trading days ago divided by 1000
d) V4 -Volume of Shares trade 4 trading days ago divided by 1000
e) V5 -Total Volume of shares traded in the last 5 days markets were open
f) V15 -Total Volume of shares divided by 1000 traded in the last 15 days markets were open
g) V50 -Total Volume of shares divided by 1000 traded in the last 50 days markets were open
h) H365 -% the current trading price is from the High price in the last 365 days
i) L365 -% the current trading price is from the Low Price in the last 365 days
j) H50 -% the current trading price is from the High Price in the last 50 days
k) L50 -% the current trading price is from the Low Price in the last 50 days
l) C50 -Closing Price 50 days ago
m) TRADED -Number of days that the stock has traded
n) LAST -Last closing price


FOUND IN FILTER FILE 2

a) C15 -Closing Price 15 days ago
b) C10 -Closing Price 10 days ago
c) H1 -High Price 1 trading day ago
d) H2 -High Price 2 trading days ago
c) H3 -High Price 3 trading day ago
d) H4 -High Price 4 trading days ago
e) L1 -Low Price 1 trading days ago
f) L2 -Low Price 2 trading days ago
e) L3 -Low Price 3 trading days ago
f) L4 -Low Price 4 trading days ago
g) C2 -Close price 2 previous trading days ago
h) C3 -Close price 3 previous trading days ago
i) C4 -Close price 4 previous trading days ago
j) o1 -Open Price 1 trading days ago
k) o2 -Open Price 2 trading days ago
l) o3 -Open Price 3 trading days ago
m) o4 -Open Price 4 trading days ago
j) ACTIVE -Percent of last 50 days the stock has traded (eg .20 is 10 days)


FOUND IN FILTER FILE 3

a) SMA5 -5 day Simple Moving Average Value
b) SMA10 -10 day Simple Moving Average Value
c) SMA15 -15 day Simple Moving Average Value
d) SMA20 -20 day Simple Moving Average Value
e) SMA25 -25 day Simple Moving Average Value
f) SMA50 -50 day Simple Moving Average Value
g) SMA100 -100 day Simple Moving Average Value
h) SMA200 -200 day Simple Moving Average Value
i) SMA5P -Simple Moving Average Value - 1 day before 5 day SMA
j) SMA10P -Simple Moving Average Value - 1 day before 10 day SMA
k) SMA15P -Simple Moving Average Value - 1 day before 15 day SMA
l) SMA20P -Simple Moving Average Value - 1 day before 20 day SMA
m) SMA25P -Simple Moving Average Value - 1 day before 25 day SMA
n) SMA50P -Simple Moving Average Value - 1 day before 50 day SMA
o) SMA100P -Simple Moving Average Value - 1 day before 100 day SMA
p) SMA200P -Simple Moving Average Value - 1 day before 200 day SMA


FOUND IN FILTER FILE 4

a) WKo0 -Last Open Price in the Current Week
b) WKo1 -Open Price 1 Calender Week ago
c) WKo2 -Open Price 2 Calender Weeks ago
d) WKo3 -Open Price 3 Calender Weeks ago
e) WKo4 -Open Price 4 Calender Weeks ago
f) WKC0 -Last Traded Price in the Current Week
g) WKC1 -Trading Price 1 Calender Week ago
h) WKC2 -Trading Price 2 Calender Weeks ago
i) WKC3 -Trading Price 3 Calender Weeks ago
j) WKC4 -Trading Price 4 Calender Weeks ago
k) WKH0 -High Price for the Current Week
l) WKH1 -High Price 1 Calender Week ago
m) WKH2 -High Price 2 Calender Weeks ago
n) WKH3 -High Price 3 Calender Weeks ago
o) WKH4 -High Price 4 Calender Weeks ago
p) WKL0 -High Price for the Current Week
q) WKL1 -Low Price 1 Calender Week ago
r) WKL2 -Low Price 2 Calender Weeks ago
s) WKL3 -Low Price 3 Calender Weeks ago
t) WKL4 -Low Price 4 Calender Weeks ago
u) WKV0 -Total Volume Traded so far in the Current Week
v) WKV1 -Total Volume Traded in the week 1 Calender Week ago
w) WKV2 -Total Volume Traded in the week 2 Calender Weeks ago
x) WKV3 -Total Volume Traded in the week 3 Calender Weeks ago
y) WKV4 -Total Volume Traded in the week 4 Calender Weeks ago


FOUND IN FILTER FILE 5

This filter contains RSI (Relative Strength Index) Values. These values always range between 0 and 100.

a) RSI9 -9 Day RSI Value on last day traded
b) RSI14 -14 Day RSI Value on last day traded
c) RSI25 -25 Day RSI Value on last day traded


FOUND IN FILTER FILE 6

This filter contains the change in ON BALANCE VOLUME Values. On Balance Volume is basically created by adding the volume for a day to a cumulative total if a stock goes up and subtracting it from the total if it goes down. As as a result the theory is that if it is on an uptrend then the trading volume is increasing as is the price indicating accumulation. Similarly, on a downtrend the volume traded is in conjunction with declining prices. The values for these filters are the CHANGE in the OBV VALUE over 10, 20, 30 and 50 days. For example to specify that the OBV had declined at least 50% in the last 30 days you would specify:

OBV30<=-.50

a) OBV10 -Change in OBV value from 10 days ago
b) OBV20 -Change in OBV value from 20 days ago
c) OBV30 -Change in OBV value from 30 days ago
d) OBV50 -Change in OBV value from 50 days ago


FOUND IN FILTER FILE 7

This filter contains Bollinger Band Values. There are 3 durations as you can see in the filenames below being 10, 20, and 50. BOLUP refers to the upper Bollinger Band and BOLDN refers to the lower Bollinger Band. The values for these criteria are based on where on the price scale the Bollinger Band is relative to the price. The following is the formula we use to specify how much the closing price is below the upper Bollinger Band:
last>=boldn20+100/100*(bolup20-boldn20).and.bolup20<>boldn20

a) BOLUP10 -Price Location on Chart of Upper 10 day Bollinger
b) BOLDN10 -Price Location on Chart of Lower 10 day Bollinger
c) BOLUP20 -Price Location on Chart of Upper 20 day Bollinger
d) BOLDN20 -Price Location on Chart of Lower 20 day Bollinger
e) BOLUP50 -Price Location on Chart of Upper 50 day Bollinger
f) BOLDN50 -Price Location on Chart of Lower 50 day Bollinger


FOUND IN FILTER FILE 8

This filter contains EMA (Exponential Moving Average) Values. These values are plotted on the price area of the chart to draw the EMA lines and MACD. If you were to for example set the EMA8>=LAST this would mean that the current 8 DAY EMA is above the last price traded. If you wanted to specify that the 12 day EMA is greater than the 25 day EMA was 2 days ago you would specify EMA12>=EMA25P (Where P stands for Previous)

a) EXP8 - 8 Day EMA Value
b) EXP8P -8 Day EMA Value - 1 day ago
c) EXP12 -12 Day EMA Value
d) EXP12P -12 Day EMA Value - 1 day ago
e) EXP17 -17 Day EMA Value
f) EXP17P -17 Day EMA Value - 1 day ago
g) EXP25 -25 Day EMA Value
h) EXP25P -25 Day EMA Value - 1 day ago
i) EXP30 -30 Day EMA Value
j) EXP50 -50 Day EMA Value
k) EXP50P -50 Day EMA Value - 1 day ago
l) SIG1225 -12/25 Day Signal Line Value
m) SIG1225p -12/25 Day Signal Line Value - 1 day ago


FOUND IN FILTER FILE 9

This filter contains Stochastics, Williams %R, Chaikins Money Flow, Classic Money Flow, and Average True Range.

a) SK_5_3 -k% line 5
b) SD_5_3 -k% line 5 d% line 3
c) SK_15_5 -k% line 15
d) SD_15_5 -k% line 15 d% line 5
e) WILL14 -14 day Williams %R
f) CHAIK21 -21 day Chaikins Money Flow
g) CMF14 -14 day Classic Money Flow
h) CMF21 -21 day Classic Money Flow
i) ATR14 -14 day Average True Range


FOUND IN FILTER FILE 10

This filter contains ADX Line Values.

a) ADX1414 -14 day ADX Line Value
b) ADX1414P -14 day ADX Line Value - 1 day previous
c) DIP1414 -14 day DI+ Line Value
d) DIP1414P -14 day DI+ Line Value - 1 day previous
e) DIM1414 -14 day DI- Line Value
f) DIM1414P -14 day DI- Line Value - 1 day previous

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