Technical Indicator Calculator: RSI, MACD & ATR

About the Technical Indicator Calculator: RSI, MACD & ATR

Load a price file you exported — a CSV or Excel file of dates with opens, highs, lows, closes and volumes, from your broker, exchange or charting app — and pick the indicators you want: moving averages (SMA, EMA and WMA, several periods at once), RSI, MACD, Bollinger Bands, ATR, the stochastic oscillator, VWAP, OBV, ADX with +DI and −DI, Donchian channels, CCI and Williams %R. Every parameter is yours, and every value is worked out bar by bar with the published formula, shown under the result.

You get the latest value of each indicator, a chart of the prices with the overlays and a pane for each oscillator, a table of every value per bar, and a CSV of the lot. Add your own levels — for example 70 and 30 on the RSI — and the tool draws them as lines marked “your level” and counts the bars on each side of them.

It works for shares, indices, futures, currency pairs and coins in any market, daily or intraday: dates, decimal commas and time zones are read as your file writes them, and a mapping panel lets you check every column. The file is read in your browser and never uploaded. The tool describes your prices; it labels no level as a signal and says nothing about where a price will go.

Common uses

• Check the RSI, MACD or ATR your charting app shows against the published formula, on your own prices.
• Work out ATR or Bollinger Bands for an instrument your platform does not chart, from a file you exported.
• Count how often an oscillator sat above or below a level you set, over the history in your file.
• Get every indicator value per bar into a spreadsheet as a CSV.

The formulas

• SMA = the average of the last n closes. EMA uses the multiplier 2 ÷ (n + 1) and starts from the SMA of the first n closes; WMA weights the closes 1, 2 … n, the latest n (moving averages).
• RSI (J. Welles Wilder, New Concepts in Technical Trading Systems) = 100 − 100 ÷ (1 + RS), RS = average gain ÷ average loss over n changes; the first averages are simple averages of the first n changes, then ((n − 1) × previous + current) ÷ n. With no losses RSI is 100; with no change at all, 50 (RSI).
• ATR: the true range is the largest of high − low, |high − previous close| and |low − previous close| (high − low on the first bar); the first ATR is the mean of n true ranges, then Wilder’s smoothing (ATR).
• MACD = EMA(fast) − EMA(slow); the signal line is an EMA of the MACD line; the histogram is MACD − signal (MACD).
• Bollinger Bands = SMA(n) ± k × the standard deviation of the same n closes, the population formula (divided by n) (Bollinger Bands, standard deviation).
• Stochastic: %K = 100 × (close − lowest low) ÷ (highest high − lowest low) over n bars, smoothed by an SMA (1 = none, 3 = the slow stochastic); %D = an SMA of %K (stochastic oscillator).
• VWAP = Σ(typical price × volume) ÷ Σ volume, typical price = (high + low + close) ÷ 3, from the first bar of each day or from the bar you anchor it to (VWAP).
• OBV adds the volume on an up close, subtracts it on a down close and keeps it on an unchanged close (OBV).
• ADX (Wilder): +DM and −DM from each bar’s move against the one before, smoothed over n bars with the true range into +DI and −DI; DX = 100 × |+DI − −DI| ÷ (+DI + −DI); ADX is Wilder’s average of DX (ADX).
• Donchian channels: the highest high and the lowest low of the n bars before each bar, and their midpoint (price channels).
• CCI = (typical price − its n-bar SMA) ÷ (0.015 × the mean deviation) (CCI); Williams %R = −100 × (highest high − close) ÷ (highest high − lowest low) (Williams %R).

Reading the results

• The latest value is the indicator at the last bar of your file that has one. The first bars of every indicator are empty while it warms up: an RSI(14) needs 15 bars, MACD(12, 26, 9) 34, ADX(14) 28.
• Values that start from an average (EMA, RSI, ATR, ADX) depend a little on where the file starts, so a longer file gives values closer to those of a platform that has more history — StockCharts, for one, works out its RSI from at least 250 bars before the first date it charts.
• Your levels are yours: the tool counts the bars above and below each one and draws it as a line marked “your level”. It never labels a value as a signal.

What it leaves out

Anything that is not in your file: other instruments, prices before its first row, dividends or splits that are not in the prices (use adjusted closes if your platform exports them), and gaps it does not fill. It draws no conclusion from any value: what an indicator means for a decision is for you to judge.

Limitations

• One instrument per file; up to 50,000 rows.
• VWAP and OBV need a volume column; ATR, the stochastic oscillator, ADX, Donchian channels, CCI and Williams %R need highs and lows.
• Values that start from an average differ slightly from a platform with a longer history of the same instrument.
• It uses no market data: it reads the file you load and nothing else.

Privacy

Everything happens in your browser. What you enter or open here is not uploaded or stored by MySmartCoPilot.