Indicators support
Name | Description | Input | Output | Dependencies | Implementation status |
---|---|---|---|---|---|
AccuDist | Accumulation and Distribution | 🕯️ | 🔢 | - | ✔️ |
ADX | Average Directional Index | 🕯️ | Ⓜ️ | ATR | ✔️ |
ALMA | Arnaud Legoux Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
AO | Awesome Oscillator | 🕯️ | 🔢 | SMA | ✔️ |
Aroon | Aroon Up/Down | 🕯️ | Ⓜ️ | CircBuff | ✔️ |
ATR | Average True Range | 🕯️ | 🔢 | CircBuff | ✔️ |
BB | Bollinger Bands | 🔢 | Ⓜ️ | SMA , StdDev | ✔️ |
BOP | Balance Of Power | 🕯️ | 🔢 | - | ✔️ |
CCI | Commodity Channel Index | 🕯️ | 🔢 | MeanDev | ✔️ |
ChaikinOsc | Chaikin Oscillator | 🕯️ | 🔢 | AccuDist , EMA | ✔️ |
ChandeKrollStop | Chande Kroll Stop | 🕯️ | Ⓜ️ | CircBuff , ATR | ✔️ |
CHOP | Choppiness Index | 🕯️ | 🔢 | CircBuff , ATR | ✔️ |
CoppockCurve | Coppock Curve | 🔢 | 🔢 | ROC , WMA | ✔️ |
DEMA | Double Exponential Moving Average | 🔢 | 🔢 | EMA | ✔️ |
DonchianChannels | Donchian Channels | 🕯️ | Ⓜ️ | CircBuff | ✔️ |
DPO | Detrended Price Oscillator | 🔢 | 🔢 | CircBuff , SMA | ✔️ |
EMA | Exponential Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
EMV | Ease of Movement | 🕯️ | 🔢 | CircBuff , SMA | ✔️ |
FibRetracement | Fibonacci Retracement | ❓ | ❓ | doesn't look an indicator just a simple class with 236 382 5 618 786 values | |
ForceIndex | Force Index | 🕯️ | 🔢 | prev input val, EMA | ✔️ |
HMA | Hull Moving Average | 🔢 | 🔢 | WMA | ✔️ |
Ichimoku | Ichimoku Clouds | 🔢 | Ⓜ️ | CircBuff | 5 managed sequences ❓ unit tests doesn't exists in reference implementation |
KAMA | Kaufman's Adaptive Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
KeltnerChannels | Keltner Channels | 🕯️ | Ⓜ️ | ATR , EMA with input_modifier to extract close value of a candle | ✔️ |
KST | Know Sure Thing | 🔢 | Ⓜ️ | ROC , SMA | ✔️ |
KVO | Klinger Volume Oscillator | 🕯️ | 🔢 | EMA | ✔️ |
MACD | Moving Average Convergence Divergence | 🔢 | Ⓜ️ | EMA | ✔️ |
MassIndex | Mass Index | 🕯️ | 🔢 | EMA , CircBuff | ✔️ |
McGinleyDynamic | McGinley Dynamic | 🔢 | 🔢 | CircBuff | ✔️ |
MeanDev | Mean Deviation | 🔢 | 🔢 | CircBuff , SMA | ✔️ |
OBV | On Balance Volume | 🕯️ | 🔢 | prev input val | ✔️ |
ParabolicSAR | Parabolic Stop And Reverse | 🕯️ | Ⓜ️ | CircBuff | ✔️ |
PivotsHL | High/Low Pivots | 🕯️ | Ⓜ️ | - | 🚧 unit tests in reference implementation are missing but code seems quite ready ✔️ |
ROC | Rate Of Change | 🔢 | 🔢 | CircBuff | ✔️ |
RSI | Relative Strength Index | 🔢 | 🔢 | CircBuff , SMMA | ✔️ |
SFX | SFX | 🕯️ | Ⓜ️ | ATR , StdDev , SMA and input_modifier (to extract close ) | ✔️ |
SMA | Simple Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
SMMA | Smoothed Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
SOBV | Smoothed On Balance Volume | 🕯️ | 🔢 | OBV , SMA | ✔️ |
STC | Schaff Trend Cycle | 🔢 | 🔢 | MACD , Stoch with input_modifier (MACDVal->OHLCV and stoch_d->OHLCV), indicator chaining, MAFactory (default SMA ) | ✔️ |
StdDev | Standard Deviation | 🔢 | 🔢 | CircBuff | ✔️ |
Stoch | Stochastic | 🕯️ | Ⓜ️ | CircBuff , SMA | ✔️ 🎄 |
StochRSI | Stochastic RSI | 🔢 | Ⓜ️ | RSI , SMA | ✔️ |
SuperTrend | Super Trend | 🕯️ | Ⓜ️ | CircBuff , ATR | ✔️ |
T3 | T3 Moving Average | 🔢 | 🔢 | EMA with indicator chaining and input filter | ✔️ |
TEMA | Triple Exponential Moving Average | 🔢 | 🔢 | EMA | ✔️ |
TRIX | TRIX | 🕯️ | Ⓜ️ | EMA , indicator chaining | ✔️ |
TSI | True Strength Index | 🔢 | 🔢 | EMA , indicator chaining | ✔️ |
TTM | TTM Squeeze | 🕯️ | Ⓜ️ | SMA , BB , DonchianChannels , KeltnerChannels and input_modifier to extract close value of a candle | ✔️ |
UO | Ultimate Oscillator | 🕯️ | 🔢 | CircBuff | ✔️ |
VTX | Vortex Indicator | 🕯️ | Ⓜ️ | CircBuff , ATR | ✔️ |
VWAP | Volume Weighted Average Price | 🕯️ | 🔢 | - | ✔️ |
VWMA | Volume Weighted Moving Average | 🕯️ | 🔢 | CircBuff | ✔️ |
WMA | Weighted Moving Average | 🔢 | 🔢 | CircBuff | ✔️ |
ZLEMA | Zero Lag Exponential Moving Average | 🔢 | 🔢 | EMA | ✔️ |
Legend
🔢 single number (input or ouput)
Ⓜ️ multiple numbers (output)
🕯️ OHLCV candlestick input
Indicators implementation category
🔢 🔢 SISO indicators
🔢 Ⓜ️ SIMO indicators
🕯️ 🔢 MISO indicators
🕯️ Ⓜ️ MIMO indicators
Indicators can be of 1 out of 4 categories given their input/output behavior : SISO, SIMO, MISO and MIMO.