01
Reading a price chart and VWAP
Learn candle prices, volume and VWAP with a hands-on weighted-average calculator.
The calculation: VWAP = sum(price × volume) / sum(volume)
Reviewed October 25, 2026
Learn every calculation on the desk
The desk puts a plain sentence next to every number. These ten pages go further: they show the formula behind the number, a worked example you can check by hand, an interactive exercise that runs entirely in your browser, and a section headed what this cannot tell you. That last section is the point. A calculation you understand the limits of is worth more than a signal you take on faith.
Every exercise on these pages runs locally. Nothing you type is uploaded, stored or sent anywhere, and the numbers are illustrative rather than live quotes. The arithmetic is shown so you can reproduce each result yourself.
The ten guides
02
Technical indicators explained: RSI and Bollinger bands
Compare momentum, trend and price dispersion. Calculate RSI and Bollinger bands from your own closing prices.
The calculation: RSI = 100 − 100 / (1 + average gain / average loss). Bands = mean20(close) ± 2 × population SD20(close).
03
Candlestick patterns: body, wick and context
Explore candle shapes interactively and learn why a hammer or long wick does not establish a reliable prediction.
The calculation: Body = |close − open|; upper wick = high − max(open, close); lower wick = min(open, close) − low.
04
ATR and volatility explained
Calculate true range and ATR, understand gaps and learn what a volatility estimate does and does not predict.
The calculation: TR = max(high − low, |high − previous close|, |low − previous close|). Next ATR14 = (13 × prior ATR + TR) / 14.
05
Market regimes, squeezes and support zones
Learn trend efficiency, volatility compression, confirmed price zones and CUSUM change detection.
The calculation: Efficiency = |last price − first price| / sum of absolute successive price changes.
06
Reading market news without confusing headlines with signals
Compare headline claims with reported numbers using an earnings-surprise exercise and a source-checking guide.
The calculation: Difference = reported − expected. Relative surprise = 100 × difference / |expected|.
07
Economic calendar: CPI, FOMC and measuring market reactions
Learn event timing and calculate a before-and-after return without confusing correlation with causation.
The calculation: Window return = 100 × (ending price / starting price − 1).
08
Price alerts: thresholds, distance and what a notification can promise
Calculate the distance to an alert price and understand why alerts are notifications, not guaranteed executions.
The calculation: Distance = target − current price. Percentage distance = 100 × distance / current price.
09
Position size and risk–reward calculator
Calculate shares, planned loss and reward-to-risk from your own entry, stop and target assumptions.
The calculation: Budget = account × risk% / 100. Shares = floor(budget / |entry − stop|). Reward/risk = |target − entry| / |entry − stop|.
10
Connect Alpaca and understand market-data coverage
Learn the difference between generated replay samples and Alpaca data, and estimate how much history a model needs.
The calculation: Trading minutes = completed bars × interval minutes. Full-session equivalent = trading minutes / 390.
How these pages are written
Each guide follows the same structure, because the structure is the argument. First the idea in plain language, with no assumed vocabulary. Then the actual formula, written out rather than hidden behind a function. Then a worked example with the arithmetic shown, so a reader can arrive at the same answer with a calculator. Then an exercise with sensible default inputs that you are expected to replace. Then references to the original methods where they exist. Then the limits.
Where a method is contested or where we have not measured it, the page says so. The patterns guide, for example, refuses to give a success rate: candle geometry can be described exactly, but claiming a hit rate for a named pattern requires a defined holding period, a benchmark and an out-of-sample test, and that study has not been run here. The Methodology page lists every gap in the same way.
What these guides are not
They are not a trading course, and they are not a strategy. They explain mechanics: how a weighted average is computed, how true range handles a gap, how a position size follows from a loss budget you chose yourself. Knowing the mechanics does not make a trade profitable, and no page here suggests otherwise. Nothing on this site is advice, and the Risk Disclosure applies to everything you read on it.
If you are new to the desk
Start with the overview guide, which explains candles and VWAP, then indicators. If you are here to understand the volatility model specifically, read ATR and volatility for the simple version, then Methodology for the model actually shipped. The settings guide explains the difference between the bundled demonstration data and your own Alpaca keys, which matters before you draw any conclusion from what you see.
Related pages
About TickSPY — who runs the site and how it is funded. Methodology — formulas, data sources, backtest results and known gaps. Terms, Privacy and Risk Disclosure.
TickSPY · Educational calculations, not personalised recommendations.