nautilus-indicators 0.55.0

Technical indicators for the Nautilus trading engine
Documentation

nautilus-indicators

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Technical analysis indicators for NautilusTrader.

The nautilus-indicators crate provides a collection of technical analysis indicators for quantitative trading and market research. This includes a wide variety of indicators organized by category, with a unified trait-based architecture for consistent usage:

  • Moving averages: SMA, EMA, DEMA, HMA, WMA, VWAP, adaptive averages, and linear regression.
  • Momentum indicators: RSI, MACD, Aroon, Bollinger Bands, CCI, Stochastics, and rate of change.
  • Volatility indicators: ATR, Donchian Channels, Keltner Channels, and volatility ratios.
  • Ratio analysis: Efficiency ratios and spread analysis for relative performance.
  • Order book indicators: Book imbalance ratio for analyzing market microstructure.
  • Common indicator trait: Unified interface supporting bars, quotes, trades, and order book data.

All indicators are designed for high-performance real-time processing with bounded memory usage and efficient circular buffer implementations. The crate supports both Rust-native usage and Python integration for strategy development and backtesting.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

  • python: Enables Python bindings from PyO3.
  • extension-module: Builds as a Python extension module.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.

© 2015-2026 Nautech Systems Pty Ltd. All rights reserved.