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Indicators

Moving averages, oscillators, volatility, volume and trend tools — the signals you build from.

  • Accelerator Oscillator — Bill Williams Accelerator Oscillator — acceleration of the Awesome Oscillator.
  • Accumulation / Distribution — Cumulative money-flow volume — the A/D line.
  • ADX / DMI — Average Directional Index + Directional Movement lines.
  • Alligator — Bill Williams's three-SMMA trend indicator (Jaw / Teeth / Lips).
  • ALMA — Arnaud Legoux Moving Average — Gaussian-weighted smoothing.
  • Anchored VWAP — VWAP anchored to the highest-high / lowest-low bar within a lookback.
  • Aroon — 0-100 oscillator: bars-since-high vs bars-since-low.
  • ATR — Average True Range — the typical bar movement size.
  • Awesome Oscillator — Bill Williams' Awesome Oscillator — SMA(hl2, 5) − SMA(hl2, 34).
  • Balance of Power — Balance of Power — intrabar buyer/seller pressure, smoothed.
  • Bars Into Session — Bars elapsed since the current session opened (0 on the open bar, then 1, 2, …). NaN outside the session. The timer behind opening-range logic ('trade only in the first 6 bars of the London session').
  • Bollinger Bands — SMA of price ± N standard deviations.
  • Candle Anatomy — Break each bar into its parts as series: body (|close−open|), upper wick, lower wick, and range (high−low) — all in price units. Compose ANY candlestick pattern with comparisons (e.g. 'lower wick ≥ 2×body AND body ≤ 0.3×range' = a hammer) instead of a baked-in threshold.
  • CCI — Commodity Channel Index — mean-deviation oscillator.
  • Chaikin Money Flow — Chaikin Money Flow — N-period money-flow volume ratio.
  • Chaikin Oscillator — Chaikin Oscillator — EMA-difference of the Accumulation/Distribution Line.
  • Chaikin Volatility — Rate of change of the smoothed high-low range.
  • Chande Kroll Stop — Chande Kroll Stop — ATR-based long/short trailing stops.
  • Chande Momentum — Chande Momentum Oscillator — bounded ±100 momentum (sum-based, recentered to zero).
  • Choppiness Index — Trend-vs-chop regime detector (0..100).
  • Connors RSI — Larry Connors's 3-signal composite RSI oscillator.
  • Constant — A flat time series equal to the given value at every bar.
  • Coppock Curve — Coppock Curve — long-term momentum (WMA of two ROCs).
  • Cumulative Volume Delta — Cumulative Volume Delta — running buy/sell volume imbalance (bar-approximated).
  • DEMA — Double Exponential Moving Average — reduced-lag EMA variant.
  • DeMarker — DeMarker — 0..1 bounded exhaustion oscillator on bar extremes.
  • Donchian Channels — Rolling HH / LL envelope — the classic turtle breakout channel.
  • DPO — Detrended Price Oscillator — removes trend to expose price cycles.
  • Ease of Movement — How easily price moves per unit of volume (Arms).
  • Elder-Ray — Bulls Power / Bears Power vs an EMA reference.
  • EMA — Exponential Moving Average of a price column.
  • Engulfing — Bullish/bearish engulfing: this bar's body fully covers the prior bar's opposite-colour body. Bull = down bar then an up bar whose body engulfs it; bear = the mirror. Exact — no size threshold.
  • Envelopes — Moving-average envelope — basis ± a fixed percentage.
  • Fibonacci Retracement — Seven Fib levels between the rolling HH and LL.
  • Fisher Transform — Ehlers's Fisher Transform of (high+low)/2.
  • Force Index — Elder's Force Index — volume-weighted close-to-close momentum, EMA-smoothed.
  • Gap — This bar opens beyond the prior close — gap up (open > prior close) or gap down (open < prior close). Set a minimum gap size in percent of the prior close (0 = any gap). Common on stocks/crypto session opens.
  • Gator Oscillator — Bill Williams Gator Oscillator — Alligator jaw/teeth/lips convergence as twin histograms.
  • Heikin Ashi — Synthetic smoothed candles. Wires anywhere a Bars input is expected; downstream EMA / RSI / Tester see the smoothed series instead of raw prices. Useful for visually obvious trend persistence at the cost of intra-bar noise.
  • Historical Volatility — Annualized σ of log returns — realized volatility in %.
  • Hull MA — Hull Moving Average — aggressive low-lag smoothing.
  • Hurst Exponent — Rolling Hurst exponent (R/S) — trending (>0.5) vs mean-reverting (<0.5) regime.
  • Ichimoku Cloud — Ichimoku Kinkō Hyō — Tenkan, Kijun, Senkou A/B, Chikou.
  • Inside Bar — True when this bar's range sits entirely inside the prior bar (high ≤ prior high AND low ≥ prior low).
  • Kalman Filter — Scalar Kalman filter price smoother — adaptive gain from process/measurement noise.
  • Kaufman Adaptive MA — Kaufman's Adaptive Moving Average — fast in trends, still in chop.
  • Keltner Channels — EMA centerline ± N × ATR envelope.
  • Klinger Oscillator — Klinger Volume Oscillator — signed volume-force EMA difference.
  • KST — Know Sure Thing — Pring's 4-ROC composite momentum with signal-cross.
  • Laguerre RSI — Ehlers's Laguerre RSI — fast, smooth bounded oscillator (0..1).
  • Linear Regression — Rolling least-squares line — endpoint value and slope.
  • MACD — Moving Average Convergence Divergence.
  • Mass Index — Mass Index — range-expansion reversal warning (Dorsey, 1992).
  • McGinley Dynamic — McGinley Dynamic — adaptive moving average that auto-tunes to market speed.
  • MESA Adaptive MA (MAMA/FAMA) — Ehlers MESA Adaptive MA — Hilbert-transform adaptive average + FAMA follower.
  • Momentum — Price difference between current bar and N bars ago.
  • Money Flow Index — Volume-weighted RSI — momentum with trade intensity.
  • New Session — Fires on the first bar of the selected session (London / New York / Asia / full day). Use as a per-session RESET — wire into OncePer for 'one entry per session', or into BarCount / running-extreme resets.
  • On-Balance Volume — Cumulative signed-volume — rises on up-closes, falls on down-closes.
  • Opening Range — High and low of the session's first N bars, held as levels for the rest of the session (opening-range breakout). Resets each session. Wire the levels into a comparison (close > OR high = breakout) or a price-mode TP/SL. NaN before the first session.
  • Outside Bar — True when this bar's range fully engulfs the prior bar's (high > prior high AND low < prior low).
  • Parabolic SAR — Wilder's stop-and-reverse trailing-stop system.
  • Pivot Points — Classic / Fibonacci / Camarilla / Woodie pivots from prior period HLC.
  • Price Oscillator (PPO) — Percentage Price Oscillator — MACD in percent, comparable across instruments.
  • Price Volume Trend — Price Volume Trend — cumulative volume weighted by percentage price change.
  • QQE — Quantitative Qualitative Estimation — smoothed RSI + SAR-like trail.
  • R-Squared (Trend Strength) — Rolling R² of a linear fit — how straight (trending) vs choppy the move is.
  • Range Compression — Detects the calm-before-storm bars that precede breakouts. Outputs a continuous compression score (>1 = current bar tighter than recent average — rising = intensifying) plus two discrete signals (NR4 / NR7) for the canonical narrow-range setups. Wire into AND-gates as a pre-breakout filter.
  • Range Filter — Range Filter — stair-steps the trend, ignoring sub-range noise.
  • Rate of Change — Percentage rate of change over N bars.
  • Relative Volatility Index — Relative Volatility Index (Dorsey) — RSI of stddev: direction of volatility.
  • RSI — Relative Strength Index — 0..100 momentum oscillator.
  • RSI Divergence — RSI with confirmed-pivot regular bullish/bearish divergence signals.
  • RVGI — Relative Vigor Index — close-vs-open ratio against the bar range.
  • Schaff Trend Cycle — Schaff Trend Cycle — MACD double-smoothed into a fast 0-100 cycle oscillator.
  • Session High / Low — Running high / low within a selected FX session.
  • SMA — Simple Moving Average of a price column.
  • SMI Ergodic — SMI Ergodic — Blau's double-smoothed momentum with signal-cross & ±20 zones.
  • SMMA — Smoothed (Wilder) Moving Average — slower than EMA.
  • Squeeze Momentum — BB ⊂ KC compression flag + linreg momentum histogram.
  • SSL Channel — SSL Channel — high/low MA channel whose lines swap on the trend flip.
  • Standard Deviation — Rolling standard deviation of a price series.
  • Stochastic — Stochastic oscillator (%K and %D lines, 0..100).
  • Stochastic Momentum Index — Stochastic Momentum Index (Blau) — double-smoothed distance from range midpoint.
  • Stochastic RSI — Stochastic oscillator applied to RSI (0..100, % form).
  • Supertrend — ATR-based trend-following line with flip signals.
  • TEMA — Triple Exponential Moving Average — further reduced lag vs DEMA.
  • Trend Conviction — Single 0–100 score blending several context cues into a trend-quality reading. < 30 = chop, 30–60 = questionable, > 60 = high-conviction trend. Use as a regime filter — only fire trend-following strategies when the score is high.
  • Trend Magic — Trend Magic — CCI-gated ATR trailing line; zero-cross of CCI flips the trend.
  • TRIX — Triple-EMA smoothed rate of change, ×10000 for readability.
  • True Strength Index — Double-smoothed price-change momentum oscillator.
  • Two-Pole Super Smoother — Ehlers two-pole Butterworth super smoother — low-lag noise filter.
  • Ulcer Index — Ulcer Index — downside (drawdown-depth) volatility; low = shallow pullbacks.
  • Ultimate Oscillator — Ultimate Oscillator — weighted multi-window buying pressure.
  • Variable Index Dynamic Average — Chande's Variable Index Dynamic Average — EMA whose speed scales with |CMO| volatility.
  • Volatility Regime — Classifies each bar into one of five volatility regimes: stable, compressing, normal, expanding, exhausting. Use as a context filter — most strategies have an optimal regime they want to trade in (mean-reversion likes stable, breakouts like expanding, etc.). Outputs a discrete state code 0–4 plus a continuous 0–1 stress score for soft filtering.
  • Volume — Volume histogram with a moving-average overlay and up/down flag.
  • Volume Oscillator — Volume Oscillator — percent diff between fast & slow volume MAs.
  • Vortex — Botes & Siepman's positive / negative vortex movement.
  • VuManChu Cipher A — VuManChu Cipher A essentials — WaveTrend lines + EMA-ribbon-gated buy/sell.
  • VWAP — Volume-Weighted Average Price, anchored to session / week / all.
  • VWAP Bands — VWAP with volume-weighted standard-deviation bands (1σ / 2σ).
  • VWMA — Volume-Weighted Moving Average (rolling window).
  • WaveTrend — LazyBear's dual-line momentum oscillator on hlc3.
  • Williams %R — Williams %R — inverted stochastic on the bar range.
  • Williams Fractals — Bill Williams's 5-bar fractal high / low detector.
  • WMA — Weighted Moving Average — linearly weighted toward the latest bar.
  • Z-Score — Standardized deviation of source from its rolling mean.
  • ZigZag — ZigZag pivots filtered by percent reversal threshold.