Expand description
Core Indicators Engine — Layers 1–4, 9–11.
Faithful port of the Python Indicators class from indicators.py.
Layers:
- L1 VWAP (daily reset)
- L2 EMA (configurable period)
- L3 ML SuperTrend — KMeans-adaptive ATR multiplier
- L4 Trend Speed — dynamic EMA + RMA wave tracking + HMA
- L9 Awesome Oscillator + wave/momentum percentile gates
- L10 Hurst exponent (R/S analysis, recomputed every 10 bars)
- L11 Price acceleration (2nd derivative, normalised)
Structs§
- Indicators
- Full indicator engine (Layers 1–4, 9–11).