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.
- Bollinger Bands — SMA of price ± N standard deviations.
- 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.
- 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.
- 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.
- Ichimoku Cloud — Ichimoku Kinkō Hyō — Tenkan, Kijun, Senkou A/B, Chikou.
- 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.
- 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.
- Momentum — Price difference between current bar and N bars ago.
- Money Flow Index — Volume-weighted RSI — momentum with trade intensity.
- On-Balance Volume — Cumulative signed-volume — rises on up-closes, falls on down-closes.
- 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.
- 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.
- Ultimate Oscillator — Ultimate Oscillator — weighted multi-window buying pressure.
- 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.
- Volume Profile — Horizontal volume histogram on the price axis (visible range).
- 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.