Module indicators

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Built-in indicators. Every indicator implements crate::Indicator.

Modules are listed alphabetically; the canonical family taxonomy lives in FAMILIES. Every public name is re-exported flat from this module and from the crate root for convenience.

Structs§

AbandonedBaby: Abandoned Baby — a strong 3-bar reversal where a doji is “abandoned” by price gaps on both sides, isolating it from the candles before and after.
Abcd: AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C retracement, and a C→D leg that mirrors A→B in length:
AbsoluteBreadthIndex: Absolute Breadth Index (ABI) — the absolute value of net advancing issues, |advancers - decliners|.
AccelerationBands: Acceleration Bands (Price Headley): SMA-smoothed bands that widen with each bar’s relative range (high − low) / (high + low).
AccelerationBandsOutput: Acceleration Bands output: SMA of close with momentum-biased envelopes driven by the bar’s high/low geometry.
AcceleratorOscillator: Accelerator Oscillator — Bill Williams’ gauge of momentum’s acceleration.
AdOscillator: Larry Williams’ Accumulation/Distribution — a cumulative volume-less price flow that classifies each bar as accumulation or distribution based on its close relative to the previous close, then sums the directional component.
AdVolumeLine: Advance/Decline Volume Line (AD Volume Line) — the running cumulative sum of net advancing volume across a universe.
AdaptiveCycle: Ehlers’ Adaptive Cycle Indicator.
AdaptiveLaguerreFilter: John Ehlers’ Adaptive Laguerre Filter — a four-stage Laguerre polynomial smoother whose damping factor gamma is recomputed every bar from how well the filter is currently tracking price.
Adl: Accumulation/Distribution Line — Marc Chaikin’s cumulative volume-flow indicator.
AdvanceBlock: Advance Block — a 3-bar bearish warning: three green candles still pushing to higher closes, but visibly running out of steam — each real body shrinks while the upper shadows lengthen, hinting the advance is about to stall.
AdvanceDecline: Advance/Decline Line (A/D Line) — the running cumulative sum of net advancing issues across a universe.
AdvanceDeclineRatio: Advance/Decline Ratio (ADR) — the number of advancing symbols divided by the number of declining symbols across a universe.
Adx: Wilder’s Average Directional Index.
AdxOutput: ADX output: the three Wilder lines.
Adxr: Wilder’s Average Directional Movement Index Rating.
Alligator: Bill Williams’ Alligator: three SMMAs of the median price (high + low) / 2 with different periods. Classic parameters are (jaw = 13, teeth = 8, lips = 5).
AlligatorOutput: Alligator output: three smoothed moving averages of the median price (high + low) / 2.
Alma: Arnaud Legoux Moving Average — a Gaussian-weighted moving average.
Alpha: Rolling Jensen’s Alpha.
AmihudIlliquidity: Amihud Illiquidity — the average absolute log return per unit of traded value over the last period trades (Amihud, 2002).
AnchoredRsi: Anchored RSI — a cumulative Relative Strength Index whose averaging begins at a user-chosen anchor bar rather than over a fixed Wilder period.
AnchoredVwap: Anchored VWAP — a cumulative VWAP whose accumulation begins at a user-chosen anchor bar rather than the session open.
Apo: Absolute Price Oscillator — the raw difference between a fast and a slow EMA. This is MACD’s line without the signal-EMA — useful when only the momentum-direction reading is needed.
Aroon: Aroon indicator: tracks how many bars since the highest high and lowest low inside a period + 1-bar window. Returned as a percentage.
AroonOscillator: Aroon Oscillator — the single-line difference AroonUp − AroonDown.
AroonOutput: Aroon output: up and down strengths in [0, 100].
Atr: Average True Range with Wilder smoothing.
AtrBands: ATR Bands: a close-anchored envelope of width multiplier · ATR.
AtrBandsOutput: ATR Bands output.
AtrRatchet: ATR Ratchet — Perry Kaufman’s time-based volatility stop that tightens by a fixed fraction of ATR every bar, whether or not price moves.
AtrRatchetOutput: Output of AtrRatchet: the active stop level and the trend direction.
AtrTrailingStop: ATR Trailing Stop — a stop level that trails price by a fixed ATR multiple and ratchets in the direction of the trend.
AutoFib: Auto-Fibonacci (AutoFib).
AutoFibOutput: Auto-Fibonacci retracement levels for the dominant recent swing leg.
Autocorrelation: Rolling lag-lag autocorrelation of the last period inputs.
AverageDailyRange: Average Daily Range over the last period completed sessions.
AverageDrawdown: Rolling Average Drawdown.
AvgPrice: Average Price (AVGPRICE) — the bar’s (open + high + low + close) / 4.
AwesomeOscillator: Awesome Oscillator: SMA(median_price, 5) - SMA(median_price, 34).
AwesomeOscillatorHistogram: “Awesome Oscillator Histogram” — the difference between the Awesome Oscillator and its sma_period-bar SMA. Positive bars mean AO is trending up (bullish acceleration); negative bars mean AO is trending down (bearish acceleration).
BalanceOfPower: Balance of Power — where the close settled within the bar’s range relative to the open.
Bat: Bat — a 5-point (X-A-B-C-D) harmonic pattern with a shallow B and a deep 0.886 D completion:
BeltHold: Belt-hold — a single-bar reversal: a long candle that opens at one extreme of its range (an “opening marubozu”) and runs the other way.
Beta: Rolling Beta of an asset series relative to a benchmark series.
BetaNeutralSpread: The beta-neutral spread between two assets — the residual of a rolling ordinary-least-squares regression of a on b.
BipowerVariation: Realized Bipower Variation — the sum of adjacent absolute log-return products over the trailing period returns, scaled to estimate integrated variance.
BodySizePct: Body Size Percent — the absolute body as a fraction of the bar’s range.
BollingerBands: Bollinger Bands with SMA middle band and population standard deviation envelopes.
BollingerBandwidth: Bollinger Bandwidth — the width of the Bollinger Bands relative to the middle band.
BollingerOutput: Bollinger Bands output.
BomarBands: Bomar Bands: percentage bands whose width adapts so that a fixed coverage fraction of recent closes falls inside them.
BomarBandsOutput: Bomar Bands output.
BreadthThrust: Breadth Thrust (Zweig) — a simple moving average of the advancing-issues share, advancers / (advancers + decliners).
Breakaway: Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on the second bar, drifts two more bars in the same direction, then the fifth bar snaps the other way and closes back inside the body gap left between the first and second bars, signalling the move has broken away from the crowd and is turning.
BullishPercentIndex: Bullish Percent Index (BPI) — the percentage of symbols in a universe that are currently on a point-and-figure buy signal.
Butterfly: Butterfly — a 5-point (X-A-B-C-D) harmonic pattern with a 0.786 B and an extended D that overshoots X:
CalendarSpread: Calendar Spread — the relative spread between a dated (e.g. quarterly) futures price and the perpetual mark price.
CalmarRatio: Rolling Calmar Ratio.
Camarilla: Camarilla Pivot Points — Nick Stott’s four-tier range-based level set. Anchored on the prior close rather than the typical price, with widths scaled by the constant 1.1 divided by {12, 6, 4, 2}.
CamarillaPivotsOutput: Camarilla Pivot Points output: four resistances, the pivot, four supports.
Cci: Commodity Channel Index.
CenterOfGravity: Ehlers’ Center of Gravity (CG) oscillator.
Cfo: Tushar Chande’s Forecast Oscillator — the percentage difference between the close and the endpoint of an n-bar linear-regression forecast of the close.
ChaikinMoneyFlow: Chaikin Money Flow — Marc Chaikin’s period-window money-flow oscillator.
ChaikinOscillator: Chaikin Oscillator — the MACD of the Accumulation/Distribution Line.
ChaikinVolatility: Chaikin Volatility — the rate of change of a smoothed high-low spread.
ChandeKrollStop: Chande Kroll Stop — Tushar Chande and Stanley Kroll’s two-stage ATR stop.
ChandeKrollStopOutput: Chande Kroll Stop output: the long-side and short-side stop levels.
ChandelierExit: Chandelier Exit — Chuck LeBeau’s ATR trailing stop, hung from the highest high (for longs) or the lowest low (for shorts) of the lookback window.
ChandelierExitOutput: Chandelier Exit output: the long-side and short-side trailing stops.
ChoppinessIndex: Choppiness Index — is the market trending or just chopping sideways?
ClassicPivots: Classic (Floor-Trader) Pivot Points — the standard pivot/resistance/support levels computed from a completed candle’s high, low and close.
ClassicPivotsOutput: Classic Pivot Points output: pivot plus three resistances and three supports.
CloseVsOpen: Close vs Open — the bar’s body as a signed fraction of its open price.
ClosingMarubozu: Closing Marubozu — a single-bar strong-momentum candle with a long body and no shadow on the close end. A white closing marubozu closes right at the high (no upper shadow) and may carry an opening shadow below; a black one closes right at the low (no lower shadow) and may carry an opening shadow above. The shaved close end shows the move ran unopposed into the bell.
Cmo: Chande Momentum Oscillator — Tushar Chande’s bounded momentum gauge.
CoefficientOfVariation: Coefficient of Variation — the rolling population standard deviation divided by the rolling mean.
Cointegration: Rolling cointegration test for a pair of assets (Engle–Granger two-step).
CointegrationOutput: Output of Cointegration.
ConcealingBabySwallow: Concealing Baby Swallow — a rare 4-bar bullish reversal. Two black marubozu lead a steep decline; the third is a black candle that gaps down on the open yet throws a long upper shadow back up into the second body; the fourth is a large black candle that completely engulfs the third, shadows included. The relentless selling that can no longer make ground signals capitulation.
ConditionalValueAtRisk: Rolling Conditional Value-at-Risk (Expected Shortfall).
ConnorsRsi: Larry Connors’ RSI — average of three short-term mean-reversion components, each individually bounded in [0, 100] so the aggregate is too:
Coppock: Coppock Curve — Edwin Coppock’s long-term momentum indicator.
Counterattack: Counterattack — a 2-bar reversal where the second bar storms back to close right where the first bar closed. A long candle runs with the trend, then an opposite-coloured long candle opens far in the trend direction and rallies (or sells off) all the way back to the prior close — the two closes meeting forms the “counterattack line”.
Crab: Crab — a 5-point (X-A-B-C-D) harmonic pattern with the deepest D completion of the family, an 1.618 extension of XA:
CumulativeVolumeDelta: Cumulative Volume Delta (CVD) — the running sum of signed volume.
CumulativeVolumeIndex: Cumulative Volume Index (CVI) — the running total of volume-normalised net advancing volume across a universe.
CupAndHandle: Cup-and-Handle / Inverse — a rounded base (the cup) followed by a shallow pullback (the handle) near the rim, then a breakout in the cup’s direction.
CyberneticCycle: Ehlers’ Cybernetic Cycle Component (CCC).
Cypher: Cypher — a 5-point (X-A-B-C-D) harmonic pattern whose C leg is measured against XA (not AB) and whose D retraces the XC leg by 0.786:
DayOfWeekProfile: Mean bar return bucketed by local weekday (Monday 0 .. Sunday 6).
DayOfWeekProfileOutput: Day-of-Week Profile output: the per-weekday mean return.
Decycler: Ehlers’ Decycler: price minus the dominant cycle component.
DecyclerOscillator: Difference between a fast and a slow Decycler, producing a smoothed oscillator that crosses zero at trend changes.
Dema: Double Exponential Moving Average: 2 * EMA - EMA(EMA).
DemandIndex: James Sibbet’s Demand Index — a smoothed ratio of buying pressure to selling pressure, classifying each bar’s volume by whether the close rose or fell relative to the previous close.
DemarkPivots: DeMark Pivot Points — Tom DeMark’s conditional pivot formulation, derived from a sum X that depends on whether the bar closed up, down or flat.
DemarkPivotsOutput: DeMark Pivot Points output: a single resistance, pivot and support.
DepthSlope: Depth Slope — the average rate at which cumulative resting size grows with distance from the mid, across the bid and ask sides of the book.
DerivativeOscillator: Derivative Oscillator — Constance Brown’s double-smoothed RSI histogram.
DetrendedStdDev: Detrended (residual) standard deviation over the last period inputs.
DisparityIndex: Disparity Index — the percentage gap between price and its moving average.
DistanceSsd: Sum of squared deviations between two price series, normalised to a common start — the classic Gatev et al. pairs-selection distance.
Doji: Doji — a candle whose body is negligible relative to its range.
DojiStar: Doji Star — a 2-bar reversal warning. A long trending body is followed by a doji whose tiny body gaps away in the direction of the trend, the indecision hinting the move is about to turn.
Donchian: Donchian Channels: rolling highest high / lowest low envelopes.
DonchianOutput: Donchian Channels output.
DonchianStop: Donchian Channel Stop — the original Turtle-trader exit rule. A long is trailed at the lowest low of the last period bars; a short at the highest high. There is no ATR, no multiplier, and no flip-bit — the two levels are always emitted and the caller selects whichever side matches the position.
DonchianStopOutput: Donchian Channel Stop output: the long-side and short-side trailing stops.
DoubleBollinger: Double Bollinger Bands: two concentric Bollinger envelopes (Kathy Lien).
DoubleBollingerOutput: Double Bollinger Bands output: two concentric bands at k_inner and k_outer standard deviations around a shared SMA middle.
DoubleTopBottom: Double Top / Double Bottom — a two-peak (or two-trough) reversal pattern.
DownsideGapThreeMethods: Downside Gap Three Methods — a 3-bar bearish continuation. Two black candles decline with a downside body gap between them, then a white candle opens inside the second body and closes inside the first body, partially filling the gap without erasing the prior decline.
Dpo: Detrended Price Oscillator — strips the trend out of price to expose its shorter cycles.
DragonflyDoji: Dragonfly Doji — a single-bar bullish reversal. Open, close, and high sit at the top of the bar while a long lower shadow shows price was driven down hard and then bid all the way back to the open — buyers rejecting the lows.
DrawdownDuration: Cumulative drawdown duration in bars.
Dx: Wilder’s Directional Movement Index (DX).
DynamicMomentumIndex: Dynamic Momentum Index — Tushar Chande’s RSI whose lookback shrinks in volatile markets and lengthens in calm ones.
EaseOfMovement: Richard Arms’ Ease of Movement — how far price travels per unit of volume.
EffectiveSpread: Effective Spread — twice the signed deviation of an executed trade price from the prevailing mid, expressed in basis points of the mid.
EhlersStochastic: Ehlers’ Adaptive Stochastic.
Ehma: Exponential Hull Moving Average: the Hull construction built from EMAs instead of WMAs.
ElderImpulse: Alexander Elder’s Impulse System — a tri-state momentum gauge combining the slope of an EMA trend filter with the slope of the MACD histogram.
ElderRay: Elder Ray — Alexander Elder’s Bull Power / Bear Power oscillator.
ElderRayOutput: One Elder Ray reading: the bull and bear power for a bar.
ElderSafeZone: Elder SafeZone Stop — Alexander Elder’s stop placed a multiple of the average market noise away from price.
ElderSafeZoneOutput: Output of ElderSafeZone: the active stop level and the trend direction.
Ema: Exponential Moving Average with smoothing factor alpha = 2 / (period + 1).
EmpiricalModeDecomposition: Ehlers’ adaptation of Empirical Mode Decomposition (EMD).
Engulfing: Engulfing — a 2-bar reversal pattern. The current candle’s body fully engulfs the prior candle’s body and points in the opposite direction.
EveningDojiStar: Evening Doji Star — a 3-bar bearish top reversal. A long white bar extends the advance, a doji gaps up above it (the star of indecision), then a black bar gaps back down and closes deep into the first body, confirming the turn.
Evwma: Christian P. Fries’ Elastic Volume-Weighted Moving Average.
EwmaVolatility: EWMA Volatility — the RiskMetrics exponentially-weighted estimate of the volatility of log returns.
Expectancy: Expectancy — the expected return per trade expressed in units of average loss (the “R-multiple” expectancy) over the last period returns.
FallingThreeMethods: Falling Three Methods — a 5-bar bearish continuation. A long black candle is followed by three small bars that drift up but stay inside its range (a brief rest), then a second long black candle closes below the first, resuming the decline.
Fama: Scalar wrapper that exposes only the FAMA line from a Mama indicator.
FibArcs: Fibonacci Arcs (FibArcs).
FibArcsOutput: Fibonacci Arc prices evaluated at the current bar.
FibChannel: Fibonacci Channel (FibChannel).
FibChannelOutput: Fibonacci Channel line prices evaluated at the current bar.
FibConfluence: Fibonacci Confluence (FibConfluence).
FibConfluenceOutput: The strongest Fibonacci confluence zone found across recent swing legs.
FibExtension: Fibonacci Extension (FibExtension).
FibExtensionOutput: Fibonacci Extension levels for the most recent swing leg.
FibFan: Fibonacci Fan (FibFan).
FibFanOutput: Fibonacci Fan line prices evaluated at the current bar.
FibProjection: Fibonacci Projection (FibProjection).
FibProjectionOutput: Fibonacci Projection levels (the C→D target zone of a measured move).
FibRetracement: Fibonacci Retracement (FibRetracement).
FibRetracementOutput: Fibonacci Retracement levels for the most recent swing leg.
FibTimeZones: Fibonacci Time Zones (FibTimeZones).
FibTimeZonesOutput: Where the current bar sits relative to the Fibonacci time-zone grid anchored on the most recent confirmed pivot.
FibonacciPivots: Fibonacci Pivot Points — the classic pivot plus three resistances and supports spaced by the Fibonacci ratios 0.382 / 0.618 / 1.000 applied to the prior bar’s range.
FibonacciPivotsOutput: Fibonacci Pivot Points output: pivot plus three Fib-spaced resistances and supports.
FisherRsi: Fisher RSI — the Fisher transform applied to a normalised Rsi.
FisherTransform: Ehlers’ Fisher Transform of price.
FlagPennant: Flag / Pennant — a brief consolidation against a sharp prior move (the “pole”), resolving in the pole’s direction.
Footprint: Footprint — the buy/sell volume profile of a bar, bucketed by price.
FootprintLevel: One price bucket of a Footprint: the buy- and sell-initiated volume that traded there since the last reset.
FootprintOutput: The full footprint of a bar: one FootprintLevel per touched price bucket, sorted ascending by price.
ForceIndex: Alexander Elder’s Force Index — price change scaled by volume, EMA-smoothed.
FractalChaosBands: Fractal Chaos Bands: a step-function envelope of the most recent Bill Williams fractal highs and lows.
FractalChaosBandsOutput: Fractal Chaos Bands output.
Frama: Ehlers’ Fractal Adaptive Moving Average.
FundingBasis: Funding Basis — the relative basis between the perpetual mark price and the spot index it tracks.
FundingRate: Funding Rate — the funding rate carried by each derivatives tick.
FundingRateMean: Funding Rate Rolling Mean — the arithmetic mean of the funding rate over the trailing window of window ticks.
FundingRateZScore: Funding Rate Z-Score — the latest funding rate expressed in standard deviations from its rolling mean over the trailing window of window ticks.
GainLossRatio: Rolling Gain/Loss Ratio.
GapSideBySideWhite: Gap Side-by-Side White Lines — a 3-bar continuation. After a gap away from the first bar, two white candles of similar size open at roughly the same level (side by side) and hold the gap open, signalling the trend resumes in the gap direction.
Garch11: GARCH(1,1) conditional volatility — the square root of the generalized-autoregressive-conditional-heteroskedasticity variance recursion.
GarmanKlassVolatility: Garman-Klass Volatility — an OHLC realised-volatility estimator.
Gartley: Gartley — the classic 5-point (X-A-B-C-D) harmonic pattern, recognised from confirmed swing pivots when the legs fall inside the Gartley Fibonacci windows:
GatorOscillator: Bill Williams’ Gator Oscillator: a convergence/divergence view of the Alligator lines. The upper bar is the absolute gap between Jaw and Teeth; the lower bar is the negated absolute gap between Teeth and Lips.
GatorOscillatorOutput: Gator Oscillator output: the two histogram bars drawn above and below the zero line.
GeneralizedDema: Generalized DEMA — the building block of Tillson’s T3, exposed on its own.
GeometricMa: Geometric Moving Average — the rolling geometric mean of the last period inputs.
GoldenPocket: Golden Pocket (GoldenPocket).
GoldenPocketOutput: The golden-pocket zone of the most recent swing leg.
GrangerCausality: Granger causality of b on a over a rolling window, as an F-statistic.
GravestoneDoji: Gravestone Doji — a single-bar bearish reversal. Open, close, and low sit at the bottom of the bar while a long upper shadow shows price was pushed up hard and then sold all the way back to the open — sellers rejecting the highs.
Hammer: Hammer — a single-bar bullish reversal candidate.
HangingMan: Hanging Man — a single-bar bearish reversal candidate.
Harami: Harami — a 2-bar reversal pattern. The current candle’s body sits entirely inside the previous candle’s body and points in the opposite direction.
HeadAndShoulders: Head-and-Shoulders / Inverse Head-and-Shoulders — a five-pivot reversal pattern with a central extreme (the head) flanked by two lower/higher shoulders at a similar level, joined by a roughly horizontal neckline.
HeikinAshi: Streaming Heikin-Ashi transform.
HeikinAshiOutput: One Heikin-Ashi candle.
HiLoActivator: HiLo Activator — Robert Krausz’s adaptation of Linda Bradford Raschke and Larry Connors’ “HiLo” rule, popularised by Toby Crabel. Two simple moving averages — of the high and of the low — bracket price; the trailing stop for a long sits at the SMA-of-low, and for a short at the SMA-of-high.
HighLowIndex: High-Low Index — a simple moving average of the record high percent, 100 * new_highs / (new_highs + new_lows).
HighLowRange: High-Low Range — the bar’s high-low range expressed as a fraction of its close price.
HighWave: High-Wave — a single-bar extreme-indecision signal. A small body with very long shadows on both sides: price swung far up and far down yet finished near the open, a sign that trend conviction has evaporated.
Hikkake: Hikkake — a 3-bar trap. An inside bar (bar2 fully contained by bar1) sets up a breakout that immediately fails on bar3, trapping breakout traders and pointing the opposite way.
HikkakeModified: Modified Hikkake — a close-confirmed variant of the Hikkake trap. An inside bar is followed by a bar that breaks out and is immediately rejected: it pierces the inside bar’s range intrabar but closes back inside, a stronger signal than the plain breakout setup.
HilbertDominantCycle: Ehlers’ Hilbert Transform–based Dominant Cycle period estimator.
HistoricalVolatility: Historical Volatility — the annualised standard deviation of log returns.
Hma: Hull Moving Average: WMA(2 * WMA(n/2) - WMA(n), sqrt(n)).
HoltWinters: Holt’s linear method — double exponential smoothing with a level and a trend component.
HomingPigeon: Homing Pigeon — a 2-bar bullish reversal. Two black candles in a decline, the second a small body sitting entirely inside the first body (a same-colour harami). The shrinking range signals selling pressure is fading.
HtDcPhase: Ehlers’ Hilbert Transform Dominant Cycle Phase (HT_DCPHASE).
HtPhasor: Ehlers’ Hilbert Transform Phasor (HT_PHASOR).
HtPhasorOutput: In-phase and quadrature components of the Hilbert transform phasor.
HtTrendMode: Ehlers’ Hilbert Transform Trend Mode (HT_TRENDMODE).
HurstChannel: Hurst Channel: an SMA centerline wrapped by a rolling high-low range.
HurstChannelOutput: Hurst Channel output.
HurstExponent: Hurst Exponent of the last period values, estimated by rescaled-range (R/S) analysis.
Ichimoku: Ichimoku Kinko Hyo indicator.
IchimokuOutput: All five Ichimoku lines at one step.
IdenticalThreeCrows: Identical Three Crows — a 3-bar bearish reversal: three consecutive red candles with steadily lower closes where each candle opens at (or very near) the prior candle’s close, so the bodies stack in an identical staircase.
InNeck: In-Neck — a 2-bar bearish continuation, slightly stronger than On-Neck. A long black candle in a decline is followed by a white candle that opens below the black bar’s low and closes just barely into the black body, around its close level. The shallow recovery still favours the sellers.
Inertia: Donald Dorsey’s Inertia — a Linear-Regression-smoothed RVI (Relative Vigor Index). The endpoint of an n-bar least-squares fit of the RVI series is taken as the indicator’s reading, smoothing the underlying ratio while preserving its trend direction.
InformationRatio: Rolling Information Ratio.
InitialBalance: Session Initial Balance (first N bars).
InitialBalanceOutput: Initial Balance output: the high / low of the first N bars of a session.
InstantaneousTrendline: Ehlers’ Instantaneous Trendline (ITrend).
IntradayMomentumIndex: Intraday Momentum Index — Tushar Chande’s RSI built from the open-to-close move instead of the close-to-close move.
IntradayVolatilityProfile: Return volatility bucketed by local time of day.
IntradayVolatilityProfileOutput: Intraday Volatility Profile output: the per-bucket return standard deviation.
InverseFisherTransform: Inverse Fisher Transform of a scaled scalar input.
InvertedHammer: Inverted Hammer — a single-bar bullish reversal candidate.
Jma: Mark Jurik’s adaptive moving average. The original algorithm is proprietary and Jurik Research has never published the full source. This implementation follows the widely-used three-stage filter reconstruction circulated since the 1999 TASC article on the indicator — the same form used by most open-source ports (TradingView Pine, pandas-ta, various MQL ports):
JumpIndicator: Jump Indicator — a discrete {−1, 0, +1} flag for whether the current log return is an outlier relative to the trailing volatility of returns.
KagiBar: One completed Kagi line segment (the vertical run between two reversals).
KagiBars: Kagi bar builder using the fixed reversal-amount method on close prices.
KalmanHedgeRatio: Dynamic hedge ratio between two series, estimated online with a Kalman filter.
KalmanHedgeRatioOutput: Output of KalmanHedgeRatio.
Kama: Kaufman’s Adaptive Moving Average.
KaseDevStop: Kase DevStop — Cynthia Kase’s volatility stop, built on the standard deviation of the two-bar true range rather than a single-bar ATR.
KaseDevStopOutput: Output of KaseDevStop: the active trailing-stop level and the trend direction it protects.
KasePermissionStochastic: Cynthia Kase’s Permission Stochastic: a stochastic oscillator smoothed twice, whose fast/slow relationship grants or denies “permission” to trade in the direction of a higher-timeframe signal.
KasePermissionStochasticOutput: Kase Permission Stochastic output: a fast and a slow line.
KellyCriterion: Rolling Kelly Criterion fraction.
Keltner: Keltner Channels: an EMA centerline with bands sized by ATR.
KeltnerOutput: Keltner Channels output.
Kicking: Kicking — a 2-bar reversal of two opposite-coloured marubozu separated by a gap. A shadowless candle is “kicked” the other way by a shadowless candle of the opposite colour that gaps clear of it — a violent change of control. It is trend-agnostic: the gap direction alone defines the signal.
KickingByLength: Kicking-by-Length — the Kicking pattern with the signal taken from the longer of the two marubozu rather than from the gap direction. When the two shadowless candles differ in size, the bigger one is treated as the dominant force.
Kst: Pring’s Know Sure Thing — a long-horizon momentum oscillator that combines four ROC series at different lookbacks, each smoothed by its own SMA, summed with Pring’s fixed weights 1, 2, 3, 4:
KstOutput: KST output: the indicator line and its SMA signal line.
Kurtosis: Rolling excess kurtosis of the last period values.
Kvo: Stephen J. Klinger’s Volume Oscillator — a long/short-term volume-force MACD with trend-aware cumulative-money-flow weighting.
KylesLambda: Kyle’s Lambda — the rolling ordinary-least-squares slope of mid-price changes on signed trade volume, the canonical measure of market depth / price impact.
LadderBottom: Ladder Bottom — a 5-bar bullish reversal. Three long black candles step the market down like rungs of a ladder, a fourth black candle finally shows an upper shadow (the first sign of buying), and a white candle then gaps up into its body to confirm the turn.
LaguerreRsi: John Ehlers’ Laguerre RSI — a four-stage Laguerre polynomial filter wrapped in an RSI-style up/down accumulator. The single tuning parameter gamma in [0, 1] trades lag for smoothness: small gamma is fast and noisy, large gamma is slow and smooth (Ehlers recommends 0.5).
LeadLagCrossCorrelation: Rolling lead–lag cross-correlation between two synchronised series.
LeadLagCrossCorrelationOutput: Output of LeadLagCrossCorrelation: the lead/lag offset and its correlation.
LinRegAngle: Linear Regression Angle — the slope of the rolling least-squares fit, expressed as an angle in degrees.
LinRegChannel: Linear Regression Channel: rolling least-squares line with ±k·σ bands sized by the residuals about the fitted line.
LinRegChannelOutput: Linear Regression Channel output.
LinRegIntercept: Linear Regression Intercept (LINEARREG_INTERCEPT): the intercept a of the rolling least-squares fit y = a + b·x over the last period inputs, indexed x = 0, 1, …, period − 1.
LinRegSlope: Linear Regression Slope — the slope of a rolling least-squares fit.
LinearRegression: Linear Regression — the endpoint of a rolling least-squares fit.
LiquidationFeatures: Liquidation Features — decomposes the long- and short-side liquidation notional carried by each tick into a small feature vector.
LiquidationFeaturesOutput: The liquidation feature vector emitted by LiquidationFeatures for one tick.
LogReturn: Logarithmic return over a period-bar lag: ln(price_t / price_{t−period}).
LongLeggedDoji: Long-Legged Doji — a single-bar indecision signal. A doji with long shadows on both sides: price ranged widely up and down yet closed essentially where it opened, a tug-of-war that often precedes a turn.
LongLine: Long Line — a single candle whose range is longer than the recent average and whose body dominates that range (a solid directional bar). Because “long” only has meaning relative to recent activity, the detector compares each candle’s range against a rolling average of the previous period ranges.
LongShortRatio: Long/Short Ratio — the aggregate long size divided by the aggregate short size carried by each tick.
MaEnvelope: Moving Average Envelope: an SMA centerline with constant-percent bands on each side.
MaEnvelopeOutput: Moving Average Envelope output: SMA middle line wrapped by a fixed-percent envelope on either side.
MacdExt: MACD Extended (MACDEXT): MACD with an independently selectable MaType for each of the fast, slow and signal lines.
MacdFix: MACD Fix (MACDFIX): the classic MACD with the fast and slow EMAs fixed at 12 and 26, leaving only the signal period configurable.
MacdHistogram: MACD Histogram — the macd − signal bar of MacdIndicator as a standalone scalar indicator.
MacdIndicator: MACD = EMA(fast) − EMA(slow), with a signal EMA on top.
MacdOutput: MACD output: the three classic series at a given step.
Mama: Ehlers’ MESA Adaptive Moving Average (MAMA).
MamaOutput: MAMA + FAMA output pair.
MarketFacilitationIndex: Bill Williams’ Market Facilitation Index — how much price movement the market produces per unit of volume.
Marubozu: Marubozu — a single-bar strong-continuation candle with body equal to range and (almost) no shadows.
MassIndex: Mass Index — Donald Dorsey’s range-expansion indicator.
MatHold: Mat Hold — a 5-bar bullish continuation. A long white candle is followed by a brief three-bar pullback that gaps up and then drifts on small bodies without surrendering much ground, after which a white candle breaks to a new high and the uptrend resumes.
MatchingLow: Matching Low — a 2-bar bullish reversal. Two black candles in a decline close at the same level: the second sell-off cannot push price any lower, so the matching closes mark a support floor.
MaxDrawdown: Rolling Maximum Drawdown — the deepest peak-to-trough decline within the trailing window.
McClellanOscillator: McClellan Oscillator — the difference between a 19-period and a 39-period exponential moving average of ratio-adjusted net advances.
McClellanSummationIndex: McClellan Summation Index — the running cumulative sum of the McClellanOscillator.
McGinleyDynamic: John McGinley’s “Dynamic” — a self-adjusting moving average that speeds up in downtrends and slows down in uptrends to track price more closely than a fixed-period MA.
MedianAbsoluteDeviation: Median Absolute Deviation of the last period values.
MedianChannel: Median Channel: a robust analogue of Bollinger Bands built from the rolling median and the median absolute deviation (MAD).
MedianChannelOutput: Median Channel output.
MedianMa: Median Moving Average — the rolling median of the last period inputs.
MedianPrice: Median Price — the bar’s (high + low) / 2.
Mfi: Money Flow Index: a volume-weighted version of RSI.
Microprice: Microprice — the size-weighted mid of the top of book.
MidPoint: Midpoint (MIDPOINT): the average of the highest and lowest value of the input series over the last period points.
MidPrice: Midpoint Price (MIDPRICE): the average of the highest high and the lowest low over the last period candles.
MinusDi: Wilder’s Minus Directional Indicator (MINUS_DI).
MinusDm: Wilder’s Minus Directional Movement (MINUS_DM).
ModifiedMaStop: Modified-MA Stop — a trailing stop whose line is the Modified Moving Average (SMMA / Wilder’s RMA) of price, allowed to move only in the trend’s favour.
ModifiedMaStopOutput: Output of ModifiedMaStop: the active stop level and the trend direction.
Mom: Momentum: the raw price change over period bars, price_t − price_{t−period}.
MorningDojiStar: Morning Doji Star — a 3-bar bullish bottom reversal. A long black bar extends the decline, a doji gaps down below it (the star of indecision), then a white bar gaps back up and closes deep into the first body, confirming the turn.
MorningEveningStar: Morning Star / Evening Star — a 3-bar reversal pattern.
Natr: Normalized Average True Range — Atr expressed as a percentage of price.
NewHighsNewLows: New Highs − New Lows — the number of symbols printing a new period high minus the number printing a new period low across a universe.
Nrtr: NRTR (Nick Rypock Trailing Reverse) — a percentage trailing-reverse stop that follows the trend extreme and flips when price retraces by a fixed percentage.
NrtrOutput: Output of Nrtr: the trailing-reverse line and the trend direction.
Nvi: Negative Volume Index (Paul Dysart, popularised by Norman Fosback).
OIPriceDivergence: Open-Interest / Price Divergence — the gap between how fast open interest and the mark price have moved over the trailing window of window ticks.
OIWeighted: Open-Interest-Weighted Price — the running mean mark price, weighting each tick by its open interest.
Obv: On-Balance Volume: a cumulative signed-volume series.
OmegaRatio: Rolling Omega Ratio.
OnNeck: On-Neck — a 2-bar bearish continuation. In a decline a long black candle is followed by a white candle that opens below the black bar’s low yet rallies only as far as the black bar’s low (the “neckline”). The feeble bounce shows sellers remain in control.
OpenInterestDelta: Open-Interest Delta — the change in open interest from the previous tick.
OpeningMarubozu: Opening Marubozu — a single-bar strong-momentum candle with a long body and no shadow on the open end. A white opening marubozu opens right at the low (no lower shadow) and may carry a closing shadow above; a black one opens right at the high (no upper shadow) and may carry a closing shadow below. The shaved open end shows the move took off from the bell without hesitation.
OpeningRange: Session Opening Range (first N bars + breakout distance).
OpeningRangeOutput: Opening Range output: high, low and breakout distance from the OR midpoint.
OrderBookImbalanceFull: Order-Book Imbalance aggregated over the full visible depth of each side.
OrderBookImbalanceTop1: Order-Book Imbalance (top-of-book).
OrderBookImbalanceTopN: Order-Book Imbalance aggregated over the top-N levels of each side.
OrderFlowImbalance: Order Flow Imbalance — the rolling sum of best-level order-flow events over the last period order-book snapshots.
OuHalfLife: Half-life of mean reversion of the spread a − b, from an Ornstein–Uhlenbeck fit.
OvernightGap: Close-to-open overnight gap as a simple return.
OvernightIntradayReturn: Overnight / intraday return decomposition, re-anchored at each local day boundary of Candle::timestamp shifted by utc_offset_minutes.
OvernightIntradayReturnOutput: The two return components of the current session.
PainIndex: Rolling Pain Index — Thomas Becker’s continuous-pain risk measure.
PairSpreadZScore: Z-score of the log-spread ln(a) − β·ln(b) between two assets.
PairwiseBeta: Rolling Beta of asset a’s log-returns on asset b’s log-returns.
ParkinsonVolatility: Parkinson Volatility — a high-low realised-volatility estimator.
PearsonCorrelation: Rolling Pearson correlation between two synchronised series.
PercentAboveMa: Percent Above Moving Average — the percentage of symbols in a universe that are trading above their reference moving average.
PercentB: Bollinger %b — where price sits within the Bollinger Bands.
PercentageTrailingStop: Percentage Trailing Stop — a fixed-percentage stop that ratchets with the trend and flips to the opposite side on a close-through.
Pgo: Mark Johnson’s Pretty Good Oscillator — displacement of the close from its period-bar SMA, normalised by the period-bar EMA of the True Range.
PiercingDarkCloud: Piercing Line / Dark Cloud Cover — a 2-bar reversal pattern.
PlusDi: Wilder’s Plus Directional Indicator (PLUS_DI).
PlusDm: Wilder’s Plus Directional Movement (PLUS_DM).
Pmo: Price Momentum Oscillator — Carl Swenlin’s DecisionPoint PMO line.
PnfColumn: One completed Point-and-Figure column.
PointAndFigureBars: Point-and-Figure bar builder using the fixed box-size, N-box reversal method.
PolarizedFractalEfficiency: Polarized Fractal Efficiency: how efficiently price travelled over the last period bars, signed by direction and smoothed by an EMA.
Ppo: Percentage Price Oscillator — MACD expressed as a percentage.
PpoHistogram: PPO Histogram — the ppo − signal bar of the Percentage Price Oscillator.
ProfitFactor: Rolling Profit Factor.
ProjectionBands: Projection Bands: forward-projected high/low envelope.
ProjectionBandsOutput: Projection Bands output.
ProjectionOscillator: Projection Oscillator: where the close sits inside the projection bands, scaled to 0..100.
Psar: Parabolic Stop And Reverse.
Pvi: Positive Volume Index (Paul Dysart, popularised by Norman Fosback).
Qqe: QQE — Quantitative Qualitative Estimation (Igor Livshin).
QqeOutput: One QQE reading: the smoothed RSI and its volatility-trailing line.
Qstick: Qstick: the simple moving average of the body close - open over period bars.
QuartileBands: Quartile Bands: a distribution-based envelope drawn at the rolling quartiles.
QuartileBandsOutput: Quartile Bands output.
QuotedSpread: Quoted Spread — the top-of-book bid-ask spread expressed in basis points of the mid price.
RSquared: R² (coefficient of determination) of the rolling least-squares fit.
RealizedSpread: Realized Spread — twice the signed deviation of a trade price from the mid that prevails horizon trades later, expressed in basis points of the trade’s contemporaneous mid.
RealizedVolatility: Realized Volatility — the square root of the sum of squared log returns over the trailing period bars.
RecoveryFactor: Recovery Factor.
RectangleRange: Rectangle / Range — price oscillating between a roughly horizontal support and resistance, a mean-reversion (range-trading) structure.
RegimeLabel: Regime Label — a discrete {−1, 0, +1} classification of the current volatility regime by where the latest rolling volatility falls within its own recent distribution.
RelativeStrengthAB: Comparative relative strength of asset a against asset b.
RelativeStrengthOutput: Output of RelativeStrengthAB.
RenkoBars: Renko bar builder using the fixed box-size method on close prices.
RenkoBrick: One completed Renko brick.
RenkoTrailingStop: Renko Trailing Stop — a trailing stop that follows a Renko-style brick anchor: the stop only moves when price has advanced (or fallen) by at least one full block_size, and then jumps the same fixed distance.
RickshawMan: Rickshaw Man — a single-bar indecision signal. A long-legged doji whose tiny body sits near the middle of a wide range, the most balanced form of indecision: neither side controlled the close and the midpoint pins it.
RisingThreeMethods: Rising Three Methods — a 5-bar bullish continuation. A long white candle is followed by three small bars that drift back but stay inside its range (a brief rest), then a second long white candle closes above the first, resuming the advance.
Rmi: Relative Momentum Index — RSI generalised to a multi-bar momentum lookback.
Roc: Rate of Change as a percentage: (close - close[period]) / close[period] * 100.
Rocp: Rate of Change Percentage (ROCP): (close - close[period]) / close[period].
Rocr: Rate of Change Ratio (ROCR): close / close[period].
Rocr100: Rate of Change Ratio × 100 (ROCR100): close / close[period] · 100.
RogersSatchellVolatility: Rogers-Satchell Volatility — a drift-free OHLC realised-volatility estimator.
RollMeasure: Roll Measure — the effective bid-ask spread implied by the negative first-order serial covariance of trade-price changes (Roll, 1984).
RollingCorrelation: Rolling correlation of the returns of two synchronised series.
RollingCovariance: Rolling covariance of the returns of two synchronised series.
RollingIqr: Interquartile Range of the last period values: Q3 − Q1.
RollingPercentileRank: Percentile rank of the most-recent value within the last period values, in [0, 100].
RollingQuantile: The quantile-th quantile of the last period values, with linear interpolation between order statistics.
RollingVwap: Rolling-window VWAP: a finite-memory variant for bots that don’t want unbounded accumulation.
RoofingFilter: Ehlers’ Roofing Filter — a bandpass formed by feeding a 2-pole high-pass into a SuperSmoother.
Rsi: Relative Strength Index (Wilder, 1978).
Rsx: RSX — a noise-free RSI built from Jurik’s three-stage smoothing cascade.
Rvi: Relative Vigor Index — Donald Dorsey’s ratio of intra-bar drive (close − open) to intra-bar range (high − low), averaged over a period-bar window.
RviVolatility: Relative Volatility Index — Donald Dorsey’s RSI-shaped volatility gauge.
Rwi: Mike Poulos’ Random Walk Index — a trend-vs.-random-walk indicator that asks “how many standard deviations away from a random walk is the current move?”.
RwiOutput: Random Walk Index output: the bullish (high) and bearish (low) lines.
SarExt: Parabolic SAR Extended (SAREXT): Wilder’s Parabolic SAR with TA-Lib’s extended controls.
SeasonalZScore: Seasonal Z-Score keyed on hour of day.
SeparatingLines: Separating Lines — a 2-bar continuation. After a counter-trend candle, the next candle of the opposite colour opens right back at the prior open and runs as an opening marubozu in the trend direction, so the trend “separates” from the pullback and resumes.
SessionHighLow: Running high / low of the current session, keyed off the wall-clock day of Candle::timestamp.
SessionHighLowOutput: Session High/Low output: the high and low established so far in the current session.
SessionRange: Per-session high-low range, keyed off the wall-clock hour of Candle::timestamp.
SessionRangeOutput: Session Range output: the current day’s range within each session.
SessionVwap: Volume-weighted average price reset at each local day boundary.
Shark: Shark — a 5-point (X-A-B-C-D) harmonic pattern characterised by an expansion leg (AB longer than XA) and a 0.886–1.13 D completion:
SharpeRatio: Rolling Sharpe Ratio over period period-returns.
ShootingStar: Shooting Star — a single-bar bearish reversal candidate.
ShortLine: Short Line — a single candle whose range is shorter than the recent average while its body still dominates that (small) range: a compact directional bar. As with LongLine, “short” only has meaning relative to recent activity, so the detector compares each candle’s range against a rolling average of the previous period ranges.
SignedVolume: Signed Volume — the size of each trade signed by its aggressor side.
SineWave: Ehlers’ Sine Wave indicator (sine + leadsine).
SineWeightedMa: Sine-Weighted Moving Average — a windowed average whose weights follow one half-cycle of a sine wave.
Skewness: Rolling Pearson skewness of the last period values.
Sma: Simple Moving Average over a fixed window.
Smi: William Blau’s Stochastic Momentum Index — a doubly-smoothed, ±100-bounded oscillator built from the close’s distance to the centre of the recent high-low range.
Smma: Smoothed Moving Average — Wilder’s running moving average, also known as RMA.
SortinoRatio: Rolling Sortino Ratio.
SpearmanCorrelation: Rolling Spearman rank correlation between two synchronised series.
SpinningTop: Spinning Top — a single-bar indecision candle with a small body and two long shadows.
SpreadAr1Coefficient: First-order autoregression coefficient ρ of the spread a − b.
SpreadBollingerBands: Bollinger bands on the spread a − b of two series.
SpreadBollingerBandsOutput: Output of SpreadBollingerBands.
SpreadHurst: Hurst exponent of the spread a − b over a rolling window.
StalledPattern: Stalled Pattern (also called Deliberation) — a 3-bar bearish reversal warning. Two long white candles push higher, then a small-bodied white candle opens at or near the top of the second body and barely advances — the rally is running out of breath, hinting that buyers are losing control.
StandardError: Standard Error of the regression line fit over the last period inputs.
StandardErrorBands: Standard Error Bands: linear-regression line wrapped by the standard error of the fit.
StandardErrorBandsOutput: Standard Error Bands output.
StarcBands: STARC Bands (Stoller Average Range Channel): a close-SMA centerline with bands sized by ATR.
StarcBandsOutput: STARC Bands output.
Stc: Doug Schaff’s Trend Cycle — a doubly-Stochastic-smoothed MACD that produces a bounded [0, 100] reading reacting faster than MACD itself.
StdDev: Rolling population standard deviation over the last period values.
StepTrailingStop: Step Trailing Stop — a stop that ratchets in fixed-size discrete steps and flips to the opposite side on a close-through.
StickSandwich: Stick Sandwich — a 3-bar bullish reversal. A black candle is followed by a white candle that trades entirely above the first close, then a second black candle drives price back down to close at the same level as the first. The matching closes “sandwich” the white candle and mark a support floor.
StochRsi: Stochastic RSI — the Stochastic Oscillator formula applied to the RSI series instead of to price.
Stochastic: Fast Stochastic Oscillator.
StochasticCci: Stochastic CCI — the stochastic oscillator computed over the Cci instead of price.
StochasticOutput: Stochastic Oscillator output.
SuperSmoother: Ehlers’ 2-pole Butterworth-style “SuperSmoother” lowpass filter.
SuperTrend: SuperTrend — an ATR-banded trailing stop that flips sides on a close through the band.
SuperTrendOutput: SuperTrend output: the trailing-stop level and the trend direction.
T3: Tillson’s T3 — a six-fold cascaded EMA recombined with a volume factor v.
TakerBuySellRatio: Taker Buy/Sell Ratio — the taker (market-order) buy volume divided by the taker sell volume carried by each tick.
Takuri: Takuri — a single-bar bullish reversal, a stricter Dragonfly Doji. Open, close, and high sit at the very top of the bar with a negligible upper shadow, while an exceptionally long lower shadow shows price was driven sharply down and then bid all the way back — an emphatic rejection of the lows.
TasukiGap: Tasuki Gap — a 3-bar continuation. Two same-coloured candles open a body gap in the trend direction, then an opposite-coloured candle opens inside the second body and closes back into the gap without filling it — the gap holds, so the trend is expected to continue.
TdCombo: TD Combo — aggressive countdown variant.
TdCountdown: TD Countdown — standalone 13-bar countdown.
TdDeMarker: TD DeMarker bounded oscillator.
TdDifferential: TD Differential — 2-bar reversal pattern detector.
TdLines: TD Lines (TDST) — setup-derived horizontal support / resistance.
TdLinesOutput: Output of TdLines: the latest TDST resistance / support pair.
TdOpen: TD Open — gap-and-fade reversal detector.
TdPressure: TD Pressure volume-weighted pressure oscillator.
TdRangeProjection: TD Range Projection — next-bar high/low pivot.
TdRangeProjectionOutput: Output of TdRangeProjection: the projected high and low for the next bar.
TdRei: TD Range Expansion Index oscillator.
TdRiskLevel: TD Risk Level — setup-derived protective-stop levels.
TdRiskLevelOutput: Output of TdRiskLevel: the latest buy- and sell-side protective stop levels derived from the most-recently-completed setup in each direction. Either field is f64::NAN until the first setup in that direction completes.
TdSequential: TD Sequential state machine: combined Setup (1-9) + Countdown (1-13).
TdSequentialOutput: Output of TdSequential: setup count, countdown count, and active countdown direction.
TdSetup: TD Setup state machine: counts consecutive bars meeting DeMark’s setup comparison rule against the close lookback bars earlier.
Tema: Triple Exponential Moving Average: 3 * EMA1 - 3 * EMA2 + EMA3, where EMA2 = EMA(EMA1) and EMA3 = EMA(EMA2).
TermStructureBasis: Term-Structure Basis — the relative basis between a dated (e.g. quarterly) futures price and the spot index.
ThreeDrives: Three Drives — a symmetric harmonic pattern of two visible drives separated by two retracements, read from the last five pivots X-A-B-C-D (the two drive legs are A→B and C→D):
ThreeInside: Three Inside Up / Down — a confirmed Harami: the first two bars form a Harami and the third bar confirms direction by closing beyond the first bar’s body.
ThreeLineStrike: Three Line Strike — a 4-bar pattern: three candles marching in one direction (a three-soldiers / three-crows advance) followed by a fourth candle of the opposite colour that opens beyond the third candle and closes back past the first candle’s open, “striking” through the whole run.
ThreeOutside: Three Outside Up / Down — a confirmed Engulfing: the first two bars form an Engulfing pattern and the third bar confirms direction.
ThreeSoldiersOrCrows: Three White Soldiers / Three Black Crows — a 3-bar continuation pattern of three consecutive long candles in the same direction, each opening inside the previous body and closing beyond it.
ThreeStarsInSouth: Three Stars in the South — a rare 3-bar bullish reversal: three shrinking red candles where each session carves out a higher low and contracts toward a tiny black marubozu, signalling exhausted selling at the bottom of a decline.
Thrusting: Thrusting — a 2-bar bearish continuation, deeper than In-Neck but short of a piercing reversal. A long black candle in a decline is followed by a white candle that opens below the black bar’s low and closes well into the black body — but still below its midpoint, so the bounce is not yet a reversal.
TickIndex: TICK Index — the instantaneous net of advancing minus declining issues across a universe, advancers - decliners.
Tii: M.H. Pee’s Trend Intensity Index — a [0, 100] oscillator that measures what fraction of the recent SMA deviations are positive.
TimeBasedStop: Time-Based Stop — exits a position purely on elapsed bars, independent of price.
TimeOfDayReturnProfile: Mean bar return bucketed by local time of day.
TimeOfDayReturnProfileOutput: Time-of-Day Return Profile output: the per-bucket mean return.
TpoProfile: Rolling TPO (Time Price Opportunity) Profile over the last period candles.
TpoProfileOutput: TPO Profile output: the price domain plus the per-bin time-period counts.
TradeImbalance: Trade Imbalance — the signed buy/sell volume imbalance over the trailing window of window trades.
TrendLabel: Trend Label — a discrete {−1, 0, +1} classification of the local trend from the sign of the ordinary-least-squares slope over the last period values.
TrendStrengthIndex: Trend Strength Index: fits an ordinary-least-squares line to the last period prices against their bar index and reports the coefficient of determination r^2, signed by the slope of the fit.
TreynorRatio: Rolling Treynor Ratio.
Triangle: Triangle — a consolidation pattern bounded by two converging trendlines, detected from the two most recent swing highs and lows.
Trima: Triangular Moving Average — a simple moving average applied twice, which triangular-weights the window so the middle bars carry the most weight and the edges the least.
Trin: TRIN (Arms Index) — (advancers / decliners) / (advancing volume / declining volume).
TripleTopBottom: Triple Top / Triple Bottom — a three-peak (or three-trough) reversal pattern, a stronger variant of the double top/bottom.
Trix: TRIX: the 1-period percent rate of change of a triple-smoothed EMA.
TrueRange: True Range — the single-bar building block of every ATR-based indicator.
Tsf: Time Series Forecast (TSF): the rolling least-squares line projected one bar past the window.
TsfOscillator: Time Series Forecast Oscillator — the percentage gap between the close and the one-bar-ahead time-series forecast of the close.
Tsi: True Strength Index — William Blau’s double-smoothed momentum oscillator.
Tsv: Time Segmented Volume (Don Worden) — a rolling sum of signed volume weighted by the bar’s close-to-close move.
TtmSqueeze: TTM Squeeze (John Carter): a Bollinger-vs-Keltner volatility squeeze paired with a detrended-close momentum reading.
TtmSqueezeOutput: TTM Squeeze output.
TtmTrend: TTM Trend: compares the current close to the simple moving average of the recent median prices (high + low) / 2. A close above that reference colors the bar as an uptrend (+1.0); a close at or below it as a downtrend (-1.0).
TurnOfMonth: Turn-of-Month effect: the running mean of daily close-to-close returns for the sessions that fall in the turn-of-month window.
Tweezer: Tweezer — a 2-bar reversal pattern where two consecutive candles share an extreme.
TwoCrows: Two Crows — a 3-bar bearish reversal pattern that appears after an advance.
TypicalPrice: Typical Price — the bar’s (high + low + close) / 3.
UlcerIndex: Ulcer Index — Peter Martin’s downside-only volatility / risk measure.
UltimateOscillator: Ultimate Oscillator — Larry Williams’ three-timeframe momentum oscillator.
UniqueThreeRiver: Unique Three River (Bottom) — a 3-bar bullish reversal. A long black candle is followed by a smaller black candle whose body sits inside the first but whose long lower shadow probes a new low, then a small white candle that stays below the second body. The fresh low that fails to hold marks an exhausted decline.
UpDownVolumeRatio: Up/Down Volume Ratio — total advancing volume divided by total declining volume across a universe.
UpsideGapThreeMethods: Upside Gap Three Methods — a 3-bar bullish continuation. Two white candles advance with an upside body gap between them, then a black candle opens inside the second body and closes inside the first body, partially filling the gap without erasing the prior advance.
UpsideGapTwoCrows: Upside Gap Two Crows — a 3-bar bearish reversal that appears after an advance. Two black candles gap up above a long white candle; the second black candle engulfs the first crow yet still closes above the white body, leaving the upside gap open.
ValueArea: Rolling Value Area indicator over the last period candles.
ValueAreaOutput: Value Area output: Point of Control, Value Area High and Value Area Low.
ValueAtRisk: Rolling historical Value-at-Risk.
Variance: Rolling population variance over the last period values.
VarianceRatio: Lo–MacKinlay variance ratio of the spread a − b at horizon q.
VerticalHorizontalFilter: Vertical Horizontal Filter — Adam White’s trend-versus-range gauge.
Vidya: Tushar Chande’s Variable Index Dynamic Average — an EMA whose smoothing factor is scaled by the absolute Chande Momentum Oscillator (CMO).
VolatilityCone: Volatility Cone — the current realized volatility positioned within the historical range (“cone”) of realized volatilities over a lookback window.
VolatilityConeOutput: Output of VolatilityCone: the current realized volatility together with the envelope (the “cone”) it sits inside over the lookback window.
VolatilityOfVolatility: Volatility of Volatility — the standard deviation of a rolling realized- volatility series (“vol-of-vol”).
VolatilityRatio: Schwager’s Volatility Ratio — the current bar’s true range divided by the exponential moving average of the prior true ranges.
VoltyStop: Volty Stop — Cynthia Kase’s volatility-anchored trailing stop. The stop is hung off the extreme close recorded since the current trade was opened, not off the most recent bar, which keeps it tight without giving back gains when price pulls back inside the trend.
VolumeByTimeProfile: Mean traded volume bucketed by local time of day.
VolumeByTimeProfileOutput: Volume-by-Time Profile output: the per-bucket mean volume.
VolumeOscillator: Volume Oscillator — the percent difference between a fast and a slow SMA of the bar volume.
VolumePriceTrend: Volume-Price Trend — a cumulative volume line weighted by percentage price change.
VolumeProfile: Rolling Volume Profile over the last period candles.
VolumeProfileOutput: Volume Profile output: the price domain plus the per-bin volume histogram.
Vortex: Vortex Indicator — Botes & Siepman’s pair of oscillators (VI+, VI−) that capture the relationship between two consecutive bars.
VortexOutput: Vortex Indicator output: the two directional movement lines.
Vpin: VPIN — the Volume-Synchronised Probability of Informed Trading (Easley, López de Prado & O’Hara, 2012).
Vwap: Cumulative session VWAP. Call Indicator::reset at the start of each session (e.g. trading-day boundary) to restart the accumulation.
VwapStdDevBands: VWAP with volume-weighted standard-deviation envelopes.
VwapStdDevBandsOutput: VWAP StdDev Bands output.
Vwma: Volume-Weighted Moving Average over a rolling window of period candles.
Vzo: Walid Khalil’s Volume Zone Oscillator — a normalised version of OBV-style volume flow that swings within [−100, 100].
WavePm: Wave PM (Peak Momentum): a 0..100 statistic that rises when the current length-bar momentum is large relative to its own recent energy — Cynthia Kase’s gauge of how “peaked” the move is.
WaveTrend: LazyBear’s Wave Trend Oscillator — a two-line momentum gauge built from the typical price and three cascaded EMAs.
WaveTrendOutput: Wave Trend Oscillator output: the two lines wt1 (the oscillator) and wt2 (the signal SMA).
Wedge: Wedge — a pattern where both trendlines slope the same way but converge, signalling exhaustion of the prevailing move.
WeightedClose: Weighted Close — the bar’s (high + low + 2·close) / 4.
WickRatio: Wick Ratio — the signed imbalance between the upper and lower shadows as a fraction of the bar’s range.
WilliamsFractals: Williams Fractals — Bill Williams’ five-bar swing detector. A bar is an up fractal if its high is strictly above the highs of the two bars immediately before and the two bars immediately after. A bar is a down fractal if its low is strictly below the lows of those same four neighbours. Because confirmation requires two bars to the right of the candidate, the indicator inherently lags by two bars.
WilliamsFractalsOutput: Williams Fractals output for one bar.
WilliamsR: Williams %R: -100 * (HH - close) / (HH - LL) over the lookback window.
WinRate: Win Rate — the fraction of strictly-positive returns among the last period returns, in [0, 1].
Wma: Weighted Moving Average with linear weights 1, 2, ..., period.
WoodiePivots: Woodie Pivot Points — Tom Williams’ close-weighted pivot variant.
WoodiePivotsOutput: Woodie Pivot Points output: two resistances, pivot, two supports.
YangZhangVolatility: Yang-Zhang Volatility — combines overnight, open-to-close and Rogers-Satchell volatilities into a single drift- and gap-robust estimator.
YoyoExit: Yo-Yo Exit — an ATR-based long-only trailing stop that “yo-yos” in and out of the market: when price closes below the trail it exits, and when price recovers multiplier · ATR above the same trail it re-enters long. The emitted level is always the trail itself (not a flip-to-short stop), so a consumer reads a single line on the chart and toggles the position depending on which side of it the close sits.
ZScore: Z-Score — how many standard deviations the latest price sits from its rolling mean.
ZeroLagMacd: Zero-Lag MACD — the standard MACD topology with ZLEMA substituted for EMA everywhere. ZLEMA’s de-lagged construction makes the MACD line react faster to trend changes at the cost of slightly noisier readings.
ZeroLagMacdOutput: Multi-output for Zero-Lag MACD: the MACD line, its signal line, and the histogram (line − signal).
ZigZag: ZigZag — a non-repainting percent-threshold swing detector. Tracks the most recent extreme (high or low) and confirms a reversal once price has moved the configured percentage away from it.
ZigZagOutput: ZigZag output: the price of the bar that completed the most recent swing and its direction (+1.0 for a high swing, -1.0 for a low swing).
Zlema: Zero-Lag Exponential Moving Average (Ehlers & Way).

Enums§

MaType: Moving-average type selector for MacdExt and other multi-MA indicators.

Constants§

FAMILIES: Family classification of every built-in indicator. The (family, indicators) list is the single source of truth used by family_tests below; README and Wiki taxonomy tables should be kept in sync with it.

Module indicators

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Structs§

Enums§

Constants§

Module indicators