Chart controls: Click and drag to zoom, double click for zoom reset, shift + drag for panning
Graphical presentation of tools was made with an open source visualization library Dygraphs from dygraphs.com, within the terms of the license supplied.
HTML5 Canvas support to allow presentation of tools on the Microsoft Internet Explorer browser version before 9.0 as an option, was implemented with Explorercanvas from code.google.com/p/explorercanvas/ according to the terms of the license supplied.
All other rights to software code developed by author are reserved.
Sources:
Single(Simple) moving average http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc421.htm
Exponentially weighted(Exponential) moving average http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc431.htm
Appel G., The Moving Average Convergence Divergence Method, Signalert, Great Neck, NY, 1979
Gunter Meissner, Albin Alex and Kai Nolte, A Refined MACD Indicator - Evidence against the Random Walk Hypothesis?, ABAC Journal, Vol.21 No.2, Assumption University, Thailand, 2001
Kamphol Panyagometh and Pichaya Soonsap, MACD Based Dollar Cost Averaging Strategy, Lessons from Long Term Equity Funds in Thailand, Economics and Finance Review, Vol.2(6), Global Research Society, Essex, UK, 2012, pp.77-84
John Hayden, RSI: The Complete Guide, Traders Press Inc., Greenville, SC, 2004
Methodology:
EMA is calculated by using of Roberts(1959) formulation and by definition of smoothing constant EMA equivalent defined according to the SMA average age of the data as α = 2/(n+1), where n is a number of chosen observed values. The initial value for EMA was set as a SMA of the chosen period.
Standard deviation was calculated for a finite set of data, as a result of the square root of the average of the squared differences of the values of data from an average value of the selection(period) observed, or actually as an uncorrected sample standard deviation. Optional multiplier may be set within limits as you wish.
Please note the assumption, that these tools had been made based on the time series of the calendar year, this is very important to know, even the data were calculated based on the arithmetic series, so by my opinion, presentation had made sense in time, just as I wished.