ASI's 34 powerful indicators are programmed to accept variable period lengths.

These indicators allow you to apply cutting-edge market theory to create custom adaptive indicators. This can be accomplished with ease. They use the same format as traditional Metastock indicators.

An adaptive method provides the variable period lengths required as input to these indicators.

Currently, ASI includes two adaptive methods:

1. Ehlers' Cybernetic Cycle Period
2. Ehlers' Homodyne Cycle Period

Alternatively, you can select the adaptive method of your choice.

Many "adaptive" indicators are restricted to the use of a particular market theory; ASI is not. This means it can use adaptive methods such as volatility measurements, Ehlers' MESA algorithm, the Lomb Periodogram, FFT, the Goertzel algorithm, or one of your own design.

Advanced design has been used to optimize their computational performance. They are ideal for use with real-time or end-of-day data.

The indicators integrate into Metastock as external formulas. Users may learn more about the basic logic of each ASI function by referring to its "fixed period" counterpart in Metastock's user manual.