Module indicators 

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.

AdaptiveCci

Adaptive CCI — Lambert’s Commodity Channel Index whose centre line is an efficiency-ratio-adaptive moving average of typical price instead of a plain SMA, so it leads in trends and stays calm in chop.

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.

AdaptiveRsi

Adaptive RSI — Wilder’s RSI in which the smoothing of the average gain and average loss adapts to trendiness via Kaufman’s efficiency ratio, so the oscillator reacts fast in a clean move and smooths through chop.

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.

AndrewsPitchfork

Andrews Pitchfork — Alan Andrews’ median-line tool drawn from the three most recent swing pivots, projected forward to the current bar.

AndrewsPitchforkOutput

Output of AndrewsPitchfork: the three pitchfork lines projected to the current bar.

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.

AutocorrelationPeriodogram

Ehlers’ Autocorrelation Periodogram — measures the dominant cycle period of the market by correlating a roofing-filtered price with lagged copies of itself and reading off the spectral peak.

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.

BandpassFilter

Ehlers’ Bandpass Filter — a two-pole resonator that passes the cyclic content around a target period and rejects both the trend (low frequencies) and the noise (high frequencies).

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.

BetterVolume

Better Volume — a Volume-Spread-Analysis (VSA) “effort versus result” oscillator: how much volume (effort) a bar spent relative to the price range (result) it achieved, both normalised against their own recent averages.

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.

CandleVolume

CandleVolume — the candlestick analogue of Equivolume: each bar’s body (close − open) paired with a width proportional to its volume relative to the recent average.

CandleVolumeOutput

Output of CandleVolume: the signed candle body and its volume-relative width.

Cci

Commodity Channel Index.

CenterOfGravity

Ehlers’ Center of Gravity (CG) oscillator.

CentralPivotRange

Central Pivot Range (CPR) — the classic pivot point flanked by two “central” levels whose separation gauges the day’s expected character.

CentralPivotRangeOutput

Output of CentralPivotRange: the pivot and the two central lines that bracket it.

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.

CompositeProfile

Composite Profile — a multi-session volume profile reduced to its point of control and value area, built over a long composite window.

CompositeProfileOutput

Output of CompositeProfile: the point of control and the value-area bounds.

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.

CorrelationTrendIndicator

Ehlers’ Correlation Trend Indicator (CTI) — the Pearson correlation coefficient between price and a perfectly straight ramp over the lookback.

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.

DumplingTop

Dumpling Top — the bearish mirror of the FryPanBottom: a gently rounded top (dome) across the window, confirmed by a close back below where it started.

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.

Equivolume

Equivolume — Richard Arms’ charting style rendered as numbers: each bar is a “box” whose height is its price range and whose width is its volume relative to the recent average.

EquivolumeOutput

Output of Equivolume: the box’s price height and its volume-relative width.

EstimatedLeverageRatio

Estimated Leverage Ratio (ELR) — open interest relative to the aggregate long+short position size, a proxy for how leveraged outstanding positions are.

EvenBetterSinewave

Ehlers’ Even Better Sinewave (EBSW) — a self-normalising cycle oscillator that swings cleanly in [−1, +1] regardless of price amplitude.

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.

FryPanBottom

Frying Pan Bottom — a gently rounded bottom across the lookback window: prices decline, flatten near the centre, then recover above where they started.

FundingBasis

Funding Basis — the relative basis between the perpetual mark price and the spot index it tracks.

FundingImpliedApr

Funding-Implied APR — the perpetual’s per-interval funding rate scaled to an annualised rate.

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.

HaramiCross

Harami Cross — large-body-then-contained-doji reversal detector.

HasbrouckInformationShare

Hasbrouck Information Share — the share of price-discovery attributable to the first of two synchronised price series (e.g. the same asset on two venues).

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.

HeikinAshiOscillator

Heikin-Ashi Oscillator — the body of the HeikinAshi candle (ha_close − ha_open), optionally EMA-smoothed, as an oscillator around zero.

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.

HighLowVolumeNodes

High/Low Volume Nodes — the price levels of greatest and least acceptance in a rolling volume profile.

HighLowVolumeNodesOutput

Output of HighLowVolumeNodes: the price of the highest- and lowest-volume node in the profile.

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.

HighpassFilter

Ehlers’ two-pole Highpass Filter — strips the low-frequency trend from a price series, leaving the higher-frequency cyclic and noise content.

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).

IntradayIntensity

Intraday Intensity Index — David Bostian’s cumulative line that weights each bar’s volume by where the close lands inside the bar’s range.

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.

JarqueBera

Jarque-Bera — the Jarque-Bera test statistic measuring how far a window’s distribution departs from normal, via its skewness and excess kurtosis.

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.

KendallTau

Kendall’s tau-b — a rank correlation between two synchronised series based on the balance of concordant and discordant pairs, with a tie correction.

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.

MurreyMathLines

Murrey Math Lines — T. H. Murrey’s grid that divides the recent trading range into eighths, each acting as support/resistance.

MurreyMathLinesOutput

Output of MurreyMathLines: the nine Murrey Math levels from the bottom (mm0_8, ultimate support) to the top (mm8_8, ultimate resistance).

NakedPoc

Naked (Virgin) POC — the nearest untested point of control from a prior session: a heavily-traded price the market has not traded back through since.

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.

NewPriceLines

New Price Lines — the Japanese “shinne” (new-price) exhaustion count: when the close has made count consecutive new highs (or lows), the trend is considered stretched and ripe for a pause or reversal.

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.

OiToVolumeRatio

OI-to-Volume Ratio — open interest divided by the tick’s total taker volume, a measure of how much position is held versus turned over.

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.

OpenInterestMomentum

Open-Interest Momentum — the percentage rate of change of open interest over a period-tick lookback.

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.

PerpetualPremiumIndex

Perpetual Premium Index — the perpetual’s mark price relative to the spot index it tracks, as a fraction.

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.

Pin

PIN — the Probability of Informed Trading, estimated from the buy/sell order imbalance over a rolling window of trades.

PivotReversal

Pivot Reversal — emits a reversal breakout signal when price closes through the most recently confirmed swing pivot.

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.

ProfileShape

Profile Shape — classifies a rolling volume profile by where its point of control (POC) sits within the range: b, P, or D (normal).

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.

Reflex

Ehlers’ Reflex — a near-zero-lag oscillator that measures how far the smoothed price has deviated from the straight line connecting its endpoints over the lookback.

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.

RollingMinMaxScaler

Rolling Min-Max Scaler — maps the current value onto [0, 1] relative to the minimum and maximum of the trailing window.

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.

SampleEntropy

Sample Entropy (SampEn) — Richman & Moorman’s measure of how regular (i.e. predictable) a series is: the negative log conditional probability that two sub-sequences similar for m points stay similar at the next point.

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.

ShannonEntropy

Shannon Entropy — the Shannon information entropy (in bits) of the distribution of values in a rolling window, after binning them into a fixed number of equal-width buckets.

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.

SinglePrints

Single Prints — the number of price levels (bins) in the rolling profile that were touched by exactly one bar, marking zones of low acceptance / fast movement.

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.

SmoothedHeikinAshi

Smoothed Heikin-Ashi — the HeikinAshi transform applied to EMA-smoothed OHLC, for an even cleaner trend view.

SmoothedHeikinAshiOutput

One smoothed Heikin-Ashi candle.

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.

TdCamouflage

TD Camouflage — 1-bar hidden-strength/weakness reversal detector.

TdClop

TD Clop — 2-bar open/close engulfing reversal detector.

TdClopwin

TD Clopwin — 2-bar inside-body compression pattern detector.

TdCombo

TD Combo — aggressive countdown variant.

TdCountdown

TD Countdown — standalone 13-bar countdown.

TdDWave

Tom DeMark TD D-Wave — a streaming wave counter that labels the market’s swing sequence with an Elliott-style 1–5 impulse / A–C correction count.

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.

TdMovingAverage

Tom DeMark TD Moving Averages — a two-line trend ribbon (ST1 fast, ST2 slow) computed on the median price, whose relationship defines the trend.

TdMovingAverageOutput

Output of TdMovingAverage: the fast (st1) and slow (st2) moving-average lines.

TdOpen

TD Open — gap-and-fade reversal detector.

TdPressure

TD Pressure volume-weighted pressure oscillator.

TdPropulsion

TD Propulsion — 2-bar trend-continuation thrust detector.

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.

TdTrap

TD Trap — inside-bar breakout signal detector.

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.

ThreeLineBreak

Three Line Break — the trend direction of a line-break (“kakushi”) chart, where a reversal requires the close to break the extreme of the last lines lines.

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.

TowerTopBottom

Tower Top / Bottom — three-bar reversal detector.

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.

TradeSignAutocorrelation

Trade-Sign Autocorrelation — the lag-1 autocorrelation of the trade sign (+1 buy, −1 sell), measuring how strongly signed order flow persists.

TradeVolumeIndex

Trade Volume Index — a cumulative line that adds volume while price ticks up and subtracts it while price ticks down, where “up” and “down” are decided by a minimum tick value rather than any change.

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.

Trendflex

Ehlers’ Trendflex — the trend-sensitive companion to Reflex: it averages how far the SuperSmoothed price sits above or below its values over the lookback, then self-normalises.

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.

Tristar

Tristar — three-doji star reversal detector.

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.

TwiggsMoneyFlow

Twiggs Money Flow — a refinement of Chaikin Money Flow that uses true range boundaries and Wilder (exponential) smoothing instead of a simple sum.

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.

UniversalOscillator

Ehlers’ Universal Oscillator — a cycle oscillator that whitens the price series, SuperSmooths it, then normalises with an automatic gain control (AGC) to swing in [−1, +1].

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.

VolumeRsi

Volume RSI — the Relative Strength Index computed on volume changes instead of price changes.

VolumeWeightedMacd

Volume-Weighted MACD — the MACD oscillator computed from volume-weighted moving averages instead of plain EMAs.

VolumeWeightedMacdOutput

Output of VolumeWeightedMacd: the three classic MACD series, but with the fast and slow averages volume-weighted.

VolumeWeightedSr

Volume-Weighted Support/Resistance — a band whose edges are the volume-weighted average of the recent highs (resistance) and lows (support), so the levels gravitate toward the prices where trading actually happened.

VolumeWeightedSrOutput

Output of VolumeWeightedSr: the volume-weighted support and resistance levels over the lookback.

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].

Wad

Williams Accumulation/Distribution — a cumulative price-only line that adds the day’s accumulation on up-closes and subtracts the day’s distribution on down-closes.

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.