QTrade Indicators

A collection of technical analysis indicators for trading, written in Rust. Each indicator is gated behind a Cargo feature flag so you only compile what you need.

Provided Indicators

Indicator	Feature	Description
Median Price	`median_price`	`(high + low) / 2`
True Range	`tr`	Volatility measure: `max(H-L, \|H-pC\|, \|L-pC\|)`
Simple Moving Average	`sma`	Arithmetic mean over a sliding window
Smoothed Moving Average	`smma`	Modified moving average with smoother response
Exponential Moving Average	`ema`	Exponentially weighted moving average
Running Moving Average	`rma`	Wilder's smoothing (`α = 1/N`)
Weighted Moving Average	`wma`	Linearly weighted moving average
Average True Range	`atr`	ATR with 5 smoothing engines (SMA, SMMA, EMA, RMA, WMA)
MACD	`macd`	Moving Average Convergence Divergence (histogram, signal, MACD line)
Supertrend	`supertrend`	Trend-following indicator with upper/lower bands
Williams Fractals	`wf`	Local price extreme points for support/resistance

Feature Flags

This crate uses Cargo feature flags to enable indicators individually:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["sma", "ema", "macd"] }

Some features automatically enable others:

atr enables tr, sma, smma, ema, rma, wma
macd enables ema

For development and testing, enable all features:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["dev"] }

Usage

Add the crate to your Cargo.toml:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["sma"] }

Simple Moving Average

use qtrade_indicators::simple_moving_average::{SettingSma, calculate_sma};

let data = vec![1.0, 2.0, 3.0, 4.0, 5.0];
let setting = SettingSma { period: 3 };
let sma = calculate_sma(&data, &setting).unwrap();
// sma = [0.0, 0.0, 2.0, 3.0, 4.0]

MACD

use qtrade_indicators::moving_average_convergence_divergence::{
    SettingMacd, calculate_macd,
};

let data: Vec<f64> = (10..31).map(|i| i as f64).collect();
let setting = SettingMacd {
    fast_length: 3,
    slow_length: 5,
    signal_smooth: 3,
};
let macd = calculate_macd(&data, &setting).unwrap();

Supertrend

use qtrade_indicators::supertrend::{SettingSupertrend, calculate_supertrend};

let close = vec![10.0, 11.0, 12.0, 9.0, 8.0, 13.0];
let median = vec![10.0, 10.5, 11.5, 9.5, 8.5, 12.5];
let atr = vec![1.0, 1.0, 1.0, 1.0, 1.0, 1.0];
let setting = SettingSupertrend { factor: 2.0 };

let st = calculate_supertrend(&close, &median, &atr, &setting).unwrap();
println!("Trend: {:?}", st[0].trend); // Up

API Documentation

Full API documentation is available on docs.rs.

Minimum Supported Rust Version (MSRV)

Rust 1.85 or later (Rust 2024 edition).

License

Licensed under the Apache License, Version 2.0. See LICENSE for details.

qtrade-indicators 0.1.0