Indicators support

NameDescriptionInputOutputDependenciesImplementation status
AccuDistAccumulation and Distribution🕯️🔢-✔️
ADXAverage Directional Index🕯️Ⓜ️ATR✔️
ALMAArnaud Legoux Moving Average🔢🔢CircBuff✔️
AOAwesome Oscillator🕯️🔢SMA✔️
AroonAroon Up/Down🕯️Ⓜ️CircBuff✔️
ATRAverage True Range🕯️🔢CircBuff✔️
BBBollinger Bands🔢Ⓜ️SMA, StdDev✔️
BOPBalance Of Power🕯️🔢-✔️
CCICommodity Channel Index🕯️🔢MeanDev✔️
ChaikinOscChaikin Oscillator🕯️🔢AccuDist, EMA✔️
ChandeKrollStopChande Kroll Stop🕯️Ⓜ️CircBuff, ATR✔️
CHOPChoppiness Index🕯️🔢CircBuff, ATR✔️
CoppockCurveCoppock Curve🔢🔢ROC, WMA✔️
DEMADouble Exponential Moving Average🔢🔢EMA✔️
DonchianChannelsDonchian Channels🕯️Ⓜ️CircBuff✔️
DPODetrended Price Oscillator🔢🔢CircBuff, SMA✔️
EMAExponential Moving Average🔢🔢CircBuff✔️
EMVEase of Movement🕯️🔢CircBuff, SMA✔️
FibRetracementFibonacci Retracementdoesn't look an indicator just a simple class with 236 382 5 618 786 values
ForceIndexForce Index🕯️🔢prev input val, EMA✔️
HMAHull Moving Average🔢🔢WMA✔️
IchimokuIchimoku Clouds🔢Ⓜ️CircBuff5 managed sequences ❓ unit tests doesn't exists in reference implementation
KAMAKaufman's Adaptive Moving Average🔢🔢CircBuff✔️
KeltnerChannelsKeltner Channels🕯️Ⓜ️ATR, EMA with input_modifier to extract close value of a candle✔️
KSTKnow Sure Thing🔢Ⓜ️ROC, SMA✔️
KVOKlinger Volume Oscillator🕯️🔢EMA✔️
MACDMoving Average Convergence Divergence🔢Ⓜ️EMA✔️
MassIndexMass Index🕯️🔢EMA, CircBuff✔️
McGinleyDynamicMcGinley Dynamic🔢🔢CircBuff✔️
MeanDevMean Deviation🔢🔢CircBuff, SMA✔️
OBVOn Balance Volume🕯️🔢prev input val✔️
ParabolicSARParabolic Stop And Reverse🕯️Ⓜ️CircBuff✔️
PivotsHLHigh/Low Pivots🕯️Ⓜ️-🚧 unit tests in reference implementation are missing but code seems quite ready ✔️
ROCRate Of Change🔢🔢CircBuff✔️
RSIRelative Strength Index🔢🔢CircBuff, SMMA✔️
SFXSFX🕯️Ⓜ️ATR, StdDev, SMA and input_modifier (to extract close)✔️
SMASimple Moving Average🔢🔢CircBuff✔️
SMMASmoothed Moving Average🔢🔢CircBuff✔️
SOBVSmoothed On Balance Volume🕯️🔢OBV, SMA✔️
STCSchaff Trend Cycle🔢🔢MACD, Stoch with input_modifier (MACDVal->OHLCV and stoch_d->OHLCV), indicator chaining, MAFactory (default SMA)✔️
StdDevStandard Deviation🔢🔢CircBuff✔️
StochStochastic🕯️Ⓜ️CircBuff, SMA✔️ 🎄
StochRSIStochastic RSI🔢Ⓜ️RSI, SMA✔️
SuperTrendSuper Trend🕯️Ⓜ️CircBuff, ATR✔️
T3T3 Moving Average🔢🔢EMA with indicator chaining and input filter✔️
TEMATriple Exponential Moving Average🔢🔢EMA✔️
TRIXTRIX🕯️Ⓜ️EMA, indicator chaining✔️
TSITrue Strength Index🔢🔢EMA, indicator chaining✔️
TTMTTM Squeeze🕯️Ⓜ️SMA, BB, DonchianChannels, KeltnerChannels and input_modifier to extract close value of a candle✔️
UOUltimate Oscillator🕯️🔢CircBuff✔️
VTXVortex Indicator🕯️Ⓜ️CircBuff, ATR✔️
VWAPVolume Weighted Average Price🕯️🔢-✔️
VWMAVolume Weighted Moving Average🕯️🔢CircBuff✔️
WMAWeighted Moving Average🔢🔢CircBuff✔️
ZLEMAZero 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.