Indicator reference

Generated, and still moving. This page is rendered from the indicator definitions in src/indicator/definition/ by tests/indicator_reference_doc.rs, so it always matches the code of this version. The crate is pre-1.0 and under active development: names, parameters and outputs can still change fundamentally between versions.

Every indicator is built by name with build_checked (an f64 parameter map) or build_typed (typed values, including choices by name and a source). Both validate against the same definition: unknown keys, values outside the accepted range and broken relations are errors, missing parameters take their default. Warmup is the bar of the first output with the default parameters. Needs real volume marks indicators whose result is only meaningful with traded volume. The showcase draws every indicator with its defaults on synthetic bars of a fictitious CASOON share.

Moving averages, bands and trend lines

sma

Simple Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged

anchored_vwap · alias avwap

Anchored VWAP Engine

See it in the showcase

Output unit Price, range not declared · warmup 1 bars · needs real volume

Parameter	Default	Accepted	Meaning
anchor_kind	session	session, day, week, month, external, manual_timestamp (typed map only)	where the average restarts
anchor_timestamp	—	Unix seconds (typed map only)	the anchor for anchor_kind=manual_timestamp
zero_volume_policy	equal_weight	equal_weight, skip (typed map only)	how a bar without volume enters the average
mult1	1	0.01 – 100	inner band, in standard deviations
mult2	2	0.01 – 100	outer band, in standard deviations

ema

Exponential Moving Average (build_typed accepts init=first_sample|sma for the seed; first_sample is the default)

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
init	first_sample	first_sample, sma (typed map only)	seed of the average: the first sample, or the SMA of the first period samples
period	20	whole number 1 – 10000	bars averaged

wma

Weighted Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged

vwma

Volume-Weighted Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 20 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged

hma

Hull Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 23 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged

dema

Double Exponential Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 39 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged

tema

Triple Exponential Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 14 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	length of each of the three chained EMAs

kama

Kaufman’s Adaptive Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
period	10	whole number 1 – 10000	bars of the efficiency ratio
fast_period	2	whole number 1 – 10000	EMA length of the fastest smoothing (efficiency 1)
slow_period	30	whole number 1 – 10000	EMA length of the slowest smoothing (efficiency 0)

Requires fast_period to be smaller than slow_period.

lsma

Least Squares Moving Average / Linear Regression

See it in the showcase

Output unit Price, range not declared · warmup 25 bars

Parameter	Default	Accepted	Meaning
period	25	whole number 2 – 10000	bars in the regression window

mcginley

McGinley Dynamic Moving Average

See it in the showcase

Output unit Price, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	nominal length of the dynamic average

t3

Tillson T3 (weighted combination of six chained EMAs; v is a shape factor, not volume)

See it in the showcase

Output unit Price, range not declared · warmup 5 bars

Parameter	Default	Accepted	Meaning
period	5	whole number 1 – 10000	length of each of the six chained EMAs
v	0.7	0 – 1	shape factor weighting the stages (0 is a triple EMA of EMAs, higher reduces lag)

vidya

Variable Index Dynamic Average (CMO-scaled exponential smoothing)

See it in the showcase

Output unit Price, range not declared · warmup 10 bars

Parameter	Default	Accepted	Meaning
cmo_len	9	whole number 1 – 10000	bars over which the directionality (CMO) is measured
ema_len	12	whole number 1 – 10000	base exponential smoothing that the CMO scales

alligator

Williams Alligator (Jaw, Teeth, Lips)

See it in the showcase

Output unit Price, range not declared · warmup 13 bars

envelope

Moving Average Envelopes

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars in the SMA basis
percent	2.5	0.01 – 100	band distance from the basis, in percent

vwap

Rolling Volume Weighted Average Price with sigma bands and slope

See it in the showcase

Output unit Price, range not declared · warmup 1 bars · needs real volume

Parameter	Default	Accepted	Meaning
window	390	whole number 1 – 10000	bars in the rolling average
slope_lookback	20	whole number 1 – 10000	bars back for the slope

trend_relationship

Adaptive trend relationship between two configurable smoothers (build via build_typed with fast_kind/slow_kind params: ema|sma|rma|alma|jma)

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
fast_kind	ema	ema, sma, rma, alma, jma (typed map only)	smoother of the fast line
slow_kind	ema	ema, sma, rma, alma, jma (typed map only)	smoother of the slow line
fast_len	9	whole number 1 – 10000	length of the fast smoother
slow_len	21	whole number 1 – 10000	length of the slow smoother

Requires fast_len to be smaller than slow_len.

ichimoku

Ichimoku Kinko Hyo Cloud

See it in the showcase

Output unit Price, range not declared · warmup 52 bars

Parameter	Default	Accepted	Meaning
tenkan_p	9	whole number 1 – 10000	bars in the conversion line (Tenkan-sen) midpoint
kijun_p	26	whole number 1 – 10000	bars in the base line (Kijun-sen) midpoint, also the cloud displacement
senkou_b_p	52	whole number 1 – 10000	bars in the leading span B (Senkou Span B) midpoint

Requires tenkan_p to be smaller than kijun_p.

Requires kijun_p to be smaller than senkou_b_p.

supertrend

Supertrend ATR Trailing Stop

See it in the showcase

Output unit Price, range not declared · warmup 10 bars

Parameter	Default	Accepted	Meaning
period	10	whole number 1 – 10000	bars in the ATR
multiplier	3	0.01 – 100	band distance from hl2, in ATRs

parabolic_sar

Parabolic SAR

See it in the showcase

Output unit Price, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
step	0.02	0.001 – 1	start and increment of the acceleration factor
max_step	0.2	0.001 – 1	cap of the acceleration factor

donchian

Donchian Channels

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars searched for the highest high and lowest low

keltner

Keltner Channels

See it in the showcase

Output unit Price, range not declared · warmup 10 bars

Parameter	Default	Accepted	Meaning
ema_period	20	whole number 1 – 10000; also accepted as ma_period	bars in the EMA basis
atr_period	10	whole number 1 – 10000	bars in the ATR
multiplier	2	0.01 – 100	band distance from the basis, in ATRs

bollinger · alias bb

Bollinger Bands (build_typed accepts variance=population|sample for the standard-deviation divisor; population is the default)

See it in the showcase

Output unit Price, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
variance	population	population, sample (typed map only)	divisor of the standard deviation: N (population) or N - 1 (sample)
len	20	whole number 1 – 10000	bars in the SMA basis and the standard deviation
mult	2	0.01 – 100	band distance from the basis, in standard deviations

twap

Anchored Time Weighted Average Price (no volume; build_typed accepts weighting=per_bar|by_duration and anchor=continuous|daily|manual_timestamp)

See it in the showcase

Output unit Price, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
weighting	per_bar	per_bar, by_duration (typed map only)	each bar counts once, or by its duration
day_start_offset	0	-86400 – 86400	seconds after midnight UTC at which a daily anchor restarts
anchor	daily	continuous, daily, manual_timestamp (typed map only)	where the average restarts
anchor_timestamp	—	Unix seconds (typed map only)	the anchor for anchor=manual_timestamp

midas

MIDAS launch-anchored curve with Topfinder/Bottomfinder projection (build_typed with mode=topfinder|bottomfinder)

See it in the showcase

Output unit Price, range not declared · warmup 1 bars · needs real volume

Parameter	Default	Accepted	Meaning
mode	topfinder	topfinder, bottomfinder (typed map only)	project from the last high (topfinder) or low (bottomfinder)
source	hlc3	a price source (typed map only)	the price the curve averages
maturity_bars	20	whole number 1 – 10000	bars after an extreme until the curve counts as exhausted

Oscillators

macd

Moving Average Convergence Divergence

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 26 bars

Parameter	Default	Accepted	Meaning
fast_len	12	whole number 1 – 10000	bars in the fast EMA of the close
slow_len	26	whole number 1 – 10000	bars in the slow EMA of the close
signal_len	9	whole number 1 – 10000	bars in the EMA of the MACD line (signal)

Requires fast_len to be smaller than slow_len.

pmo

Price Momentum Oscillator (twice-smoothed one-bar return with alpha = 2/length, scaled by ten)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 55 bars

Parameter	Default	Accepted	Meaning
length_1	35	whole number 1 – 10000	length of the first smoothing stage (alpha = 2/length)
length_2	20	whole number 1 – 10000	length of the second smoothing stage (alpha = 2/length)
signal_len	10	whole number 1 – 10000	bars in the EMA of the PMO line (signal)

smi

Stochastic Momentum Index (double-smoothed position of the close relative to the midpoint of the high-low range)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 14 bars

Parameter	Default	Accepted	Meaning
len	10	whole number 1 – 10000	bars in the high-low window
smooth_1	3	whole number 1 – 10000	bars in the first EMA stage
smooth_2	3	whole number 1 – 10000	bars in the second EMA stage
signal_len	3	whole number 1 – 10000	bars in the EMA of the SMI line (signal)

rci

Rank Correlation Index (rank of prices against rank of time, scaled by 100)

See it in the showcase

Output unit Ratio, range -100 – 100 · warmup 9 bars

Parameter	Default	Accepted	Meaning
len	9	whole number 2 – 10000	bars ranked against time

trix

TRIX (rate of change of a triple-smoothed price series, in percent)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 16 bars

Parameter	Default	Accepted	Meaning
len	15	whole number 1 – 10000	bars in each of the three EMAs
signal_len	9	whole number 1 – 10000	bars in the EMA of the TRIX line (signal)

tsi

True Strength Index

See it in the showcase

Output unit Ratio, range -100 – 100 · warmup 2 bars

Parameter	Default	Accepted	Meaning
long_len	25	whole number 1 – 10000	bars in the first (long) EMA of the momentum
short_len	13	whole number 1 – 10000	bars in the second (short) EMA of the momentum
sig_len	7	whole number 1 – 10000	bars in the average of the TSI line (signal)

Requires short_len to be smaller than long_len.

stochastic

Classic Stochastic Oscillator

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 16 bars

Parameter	Default	Accepted	Meaning
k_period	14	whole number 1 – 10000	bars in the high-low window of %K
d_period	3	whole number 1 – 10000	bars in the SMA of %K (%D)

roc

Rate of Change / Momentum

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 13 bars

Parameter	Default	Accepted	Meaning
period	12	whole number 1 – 10000	bars back to the compared close

ultimate_oscillator

Ultimate Oscillator

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 29 bars

Parameter	Default	Accepted	Meaning
period1	7	whole number 1 – 10000	bars in the short window (weight 4)
period2	14	whole number 1 – 10000	bars in the middle window (weight 2)
period3	28	whole number 1 – 10000	bars in the long window (weight 1)

Requires period1 to be smaller than period2.

Requires period2 to be smaller than period3.

awesome_oscillator

Awesome Oscillator

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 34 bars

Parameter	Default	Accepted	Meaning
fast_period	5	whole number 1 – 10000	bars in the fast SMA of the median price
slow_period	34	whole number 1 – 10000	bars in the slow SMA of the median price

Requires fast_period to be smaller than slow_period.

ppo

Percentage Price Oscillator

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 26 bars

Parameter	Default	Accepted	Meaning
fast_period	12	whole number 1 – 10000	bars in the fast EMA of the close
slow_period	26	whole number 1 – 10000	bars in the slow EMA of the close
signal_period	9	whole number 1 – 10000	bars in the EMA of the PPO line (signal)

Requires fast_period to be smaller than slow_period.

cmo

Chande Momentum Oscillator

See it in the showcase

Output unit Ratio, range -100 – 100 · warmup 15 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	changes of the close summed

elder_ray

Elder Ray Index (Bull/Bear Power)

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 13 bars

Parameter	Default	Accepted	Meaning
period	13	whole number 1 – 10000	bars in the EMA of the close

connors_rsi

Connors RSI

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 6 bars

Parameter	Default	Accepted	Meaning
rsi_len	3	whole number 1 – 10000	bars in the price RSI
streak_len	2	whole number 1 – 10000	bars in the streak RSI
rank_len	100	whole number 1 – 10000	window of the percentile rank (has no effect: the rank uses the last 100 returns)

coppock

Coppock Curve

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 24 bars

dpo

Detrended Price Oscillator

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 21 bars

Parameter	Default	Accepted	Meaning
period	21	whole number 2 – 10000	bars in the SMA; the close is taken period/2 bars back

kst

Know Sure Thing Oscillator

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 53 bars

rvi

Relative Vigor Index

See it in the showcase

Output unit Ratio, range not declared · warmup 13 bars

Parameter	Default	Accepted	Meaning
period	10	whole number 1 – 10000	bars in the averages of the vigor

bop

Balance of Power

See it in the showcase

Output unit Ratio, range -1 – 1 · warmup 14 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars in the SMA of the per-bar power

bbtrend

BBTrend (how far a short Bollinger set has moved out of a long one, in percent of the short basis; build_typed accepts variance=population|sample for both sets)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 50 bars

Parameter	Default	Accepted	Meaning
variance	population	population, sample (typed map only)	variance convention of both band sets
short_len	20	whole number 1 – 10000	bars in the short Bollinger set
long_len	50	whole number 1 – 10000	bars in the long Bollinger set
mult	2	0.01 – 100	band width in standard deviations, both sets

Requires short_len to be smaller than long_len.

zscore

Rolling Z-Score Engine

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 2 – 10000	closes in the mean and population standard deviation

rsi

Relative Strength Index (build_typed accepts smoothing=wilder|ema for the up/down averages; wilder is the default)

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 15 bars

Parameter	Default	Accepted	Meaning
smoothing	wilder	wilder, ema (typed map only)	how the up and down moves are averaged
rsi_len	14	whole number 1 – 10000	changes in the RSI average
avg_len	3	whole number 1 – 10000	EMA over the raw RSI (the line)
sig_len	3	whole number 1 – 10000	EMA over the line (signal)
overbought	70	0 – 100; threshold on the output scale	upper zone, alerts above it
oversold	30	0 – 100; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

stoch_rsi · alias srsi

Stochastic RSI

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 32 bars

Parameter	Default	Accepted	Meaning
rsi_len	14	whole number 1 – 10000	changes in the RSI
stoch_len	14	whole number 1 – 10000	RSI values in the stochastic window
k_len	3	whole number 1 – 10000	smoothing of %K
d_len	3	whole number 1 – 10000	smoothing of %D
overbought	80	0 – 100; threshold on the output scale	upper zone, alerts above it
oversold	20	0 – 100; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

cci

Commodity Channel Index (value is the EMA(avg_len) of the raw CCI; avg_len = 1 gives the raw line)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 20 bars

Parameter	Default	Accepted	Meaning
cci_len	20	whole number 1 – 10000	bars in the CCI window
avg_len	3	whole number 1 – 10000	EMA over the raw CCI (the line)
overbought	100	-1000 – 1000; threshold on the output scale	upper zone, alerts above it
oversold	-100	-1000 – 1000; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

mfi

Money Flow Index (value is the EMA(avg_len) of the raw MFI; avg_len = 1 gives the raw line)

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 14 bars · needs real volume

Parameter	Default	Accepted	Meaning
mfi_len	14	whole number 1 – 10000	bars of money flow
avg_len	3	whole number 1 – 10000	EMA over the raw MFI (the line)
overbought	80	0 – 100; threshold on the output scale	upper zone, alerts above it
oversold	20	0 – 100; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

williams_r · alias wpr

Williams %R (0..100 convention; value is the EMA(avg_len) of the raw line, avg_len = 1 gives the raw line)

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 14 bars

Parameter	Default	Accepted	Meaning
wpr_len	14	whole number 1 – 10000	bars in the high/low window
avg_len	3	whole number 1 – 10000	EMA over the raw %R (the line)
overbought	80	0 – 100; threshold on the output scale	upper zone, alerts above it
oversold	20	0 – 100; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

fisher_transform · alias fisher

Fisher Transform (value is the EMA(avg_len) of the raw transform; avg_len = 1 gives the raw line)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 10 bars

Parameter	Default	Accepted	Meaning
fish_len	10	whole number 1 – 10000	bars in the normalising window
avg_len	2	whole number 1 – 10000	EMA over the raw transform (the line)
overbought	1.5	-100 – 100; threshold on the output scale	upper zone, alerts above it
oversold	-1.5	-100 – 100; threshold on the output scale	lower zone, alerts below it

Requires oversold to be smaller than overbought.

wavetrend · alias wt

WaveTrend Oscillator (wt1, wt2)

See it in the showcase

Output unit Ratio, range open, centred on 0 · warmup 4 bars

Parameter	Default	Accepted	Meaning
n1	10	whole number 1 – 10000	channel length
n2	21	whole number 1 – 10000	average length
ob_level	60	-100 – 100; threshold on the output scale	upper zone, alerts above it
os_level	-60	-100 – 100; threshold on the output scale	lower zone, alerts below it

Volatility and trend strength

atr

Average True Range (true-range average: build_typed accepts smoothing=rma|sma|ema|wma, build_checked the same as smoothing=0|1|2|3; rma is the default and the signal line stays Wilder-smoothed)

See it in the showcase

Output unit Ratio, range 0 and above · warmup 33 bars

Parameter	Default	Accepted	Meaning
smoothing	rma	rma, sma, ema, wma (f64 map: 0 – 3)	how the true range is averaged
atr_len	14	whole number 1 – 10000	bars in the true-range average
sig_len	20	whole number 1 – 10000	bars in the Wilder average of the percentage (signal)

adx

Average Directional Index

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 28 bars

Parameter	Default	Accepted	Meaning
di_len	14	whole number 1 – 10000	bars in the Wilder smoothing of the directional movement (+DI/-DI)
adx_smooth	14	whole number 1 – 10000	bars in the Wilder smoothing of DX into the ADX
level_weak	20	0 – 100; threshold on the output scale	ADX level below which the trend counts as weak

dmi

Directional Movement Index (+DI / -DI)

See it in the showcase

Output unit Ratio, range -100 – 100 · warmup 15 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars in the Wilder smoothing of the directional movement

aroon

Aroon Indicator (Up, Down, Oscillator)

See it in the showcase

Output unit Ratio, range -100 – 100 · warmup 15 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars searched for the latest high and low

vortex · alias vi

Vortex Indicator (+VI, -VI)

See it in the showcase

Output unit Ratio, range 0 and above · warmup 15 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars summed for the vortex movements and the true range

choppiness · alias chop

Choppiness Index

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 14 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 2 – 10000	bars whose true ranges are compared with their overall range

relative_volatility

Relative Volatility Index (the RSI construction applied to the standard deviation; build_typed accepts variant=close|high_low). Unrelated to “rvi”, the Relative Vigor Index

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 23 bars

Parameter	Default	Accepted	Meaning
variant	close	close, high_low (typed map only)	measured on the close alone, or on highs and lows separately and averaged
stdev_len	10	whole number 2 – 10000	bars in the standard deviation
smooth_len	14	whole number 1 – 10000	bars in the smoothing of the up and down deviations

ulcer_index

Ulcer Index (root mean square of the percentage drawdowns below the running high)

See it in the showcase

Output unit Ratio, range 0 and above · warmup 27 bars

Parameter	Default	Accepted	Meaning
len	14	whole number 1 – 10000	bars in the running high and in the mean of the squared drawdowns

true_range

True Range in price units

See it in the showcase

Output unit Unitless, range 0 and above · warmup 1 bars

historical_volatility

Annualized Historical Volatility

See it in the showcase

Output unit Ratio, range 0 and above · warmup 21 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars in the standard deviation of the log returns

garman_klass

Garman-Klass Volatility Estimator

See it in the showcase

Output unit Ratio, range 0 and above · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars averaged in the open-high-low-close variance estimate

mass_index

Mass Index Reversal Detector

See it in the showcase

Output unit Ratio, range 0 and above · warmup 25 bars

Parameter	Default	Accepted	Meaning
period	25	whole number 1 – 10000	number of EMA ratios summed

chande_kroll · alias cks

Chande Kroll Stop (window extremes minus/plus a Wilder-smoothed ATR, passed through a second extreme window)

See it in the showcase

Output unit Price, range not declared · warmup 18 bars

Parameter	Default	Accepted	Meaning
atr_len	10	whole number 1 – 10000	bars in the first extreme window and the Wilder ATR
stop_len	9	whole number 1 – 10000	bars in the second extreme window over the preliminary stops
mult	3	0.01 – 100	ATR multiple between the window extreme and the preliminary stop

chandelier_exit · alias ce

Chandelier Exit (ATR trailing stop with direction flip)

See it in the showcase

Output unit Price, range not declared · warmup 22 bars

Parameter	Default	Accepted	Meaning
length	22	whole number 1 – 10000	bars in the highest-high/lowest-low lookback and the ATR
atr_mult	3	0.01 – 100	ATR multiple between the extreme and the stop

adaptive_chandelier · alias chfr

Chandelier Exit ratchet extended with adaptive multiplier, body-filtered weak flips, and bull/bear trap detection (use AdaptiveChandelierEngine::new directly for use_close_extremes=false or simple_adaptive=true; this f64-only entry uses the documented defaults for both)

See it in the showcase

Output unit Price, range not declared · warmup 30 bars

Parameter	Default	Accepted	Meaning
length	30	whole number 1 – 10000	bars in the highest/lowest lookback and the internal ATR
atr_mult	4.5	0.01 – 100	ATR multiple between the extreme and the stop
body_filter_atr	0.8	0 – 100	minimum candle body, in ATRs, for a direction flip to count as real (0 disables the filter)
danger_dist_atr	0.35	0 – 100	distance from the stop, in ATRs, below which the risk state is danger
warn_dist_atr	0.75	0 – 100	distance from the stop, in ATRs, below which the risk state is warning

vix_fix · alias wvf

Williams Vix Fix volatility spike detector: panic lows (WVF, alert panic_bottom) and, mirrored, blow-off tops (inverse VIX Fix, extra inverse/inverse_band, alert blowoff_top)

See it in the showcase

Output unit Ratio, range 0 and above · warmup 39 bars

Parameter	Default	Accepted	Meaning
pd	22	whole number 1 – 10000	bars in the highest-close (and lowest-close) lookback
bband_len	20	whole number 1 – 10000	bars in the Bollinger band over the Vix Fix
mult	2	0.01 – 100	standard deviations of the upper band

efficiency · alias leg_efficiency, er

Kaufman-style leg efficiency ratio

See it in the showcase

Output unit Ratio, range 0 – 100 · warmup 15 bars

Parameter	Default	Accepted	Meaning
len	14	whole number 1 – 10000	bars between the two closes compared with the path travelled

volatility_regime

Volatility Regime & Squeeze Detector

See it in the showcase

Output unit Unitless, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars in the Bollinger and Keltner sets
bb_mult	2	0.01 – 100	standard deviations of the Bollinger band
kc_mult	1.5	0.01 – 100	ATR multiple of the Keltner channel

Volume

pvt

Price Volume Trend (volume weighted by the relative price change, accumulated)

See it in the showcase

Output unit Volume, range not declared · warmup 2 bars · needs real volume

efi

Elder’s Force Index (price change times volume, EMA-smoothed)

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 14 bars · needs real volume

Parameter	Default	Accepted	Meaning
ema_len	13	whole number 1 – 10000	bars in the EMA of the raw force

rvat

Relative Volume at Time (volume against the same time of day on previous days, regular and cumulative)

See it in the showcase

Output unit Ratio, range 0 and above · warmup 1441 bars · needs real volume

Parameter	Default	Accepted	Meaning
days	10	whole number 1 – 1000	previous days compared at the same time of day
day_start_offset	0	-86400 – 86400	seconds after midnight UTC at which the day starts
bar_seconds	60	1 – 86400	bar spacing in seconds; only declares the warmup

hires_volume_flow

High-resolution volume flow with absorption detection (OHLC-estimated via this registry entry point; use HiResVolumeFlowEngine::on_bar_with_aggressor/on_intrabar_group directly for direct aggressor/intrabar-delta resolution)

See it in the showcase

Output unit Volume, range not declared · warmup 1 bars · needs real volume

Parameter	Default	Accepted	Meaning
window_len	20	whole number 2 – 10000	bars in the rolling volume threshold for absorption

extended_volume_profile · alias vp_extended

Full-bin price/volume profile with HVN/LVN/AVN classification, a delta profile, and zone formation (use ExtendedVolumeProfileEngine::on_intrabar_group directly for intrabar-resolution distribution)

See it in the showcase

Output unit Price, range not declared · warmup 70 bars · needs real volume

Parameter	Default	Accepted	Meaning
lookback	70	whole number 1 – 10000	bars in the profile window
num_bins	30	whole number 1 – 1000	price bins across the window’s range

persistent_volume_profile · alias vp_persistent

Fixed-price-grid volume profile with real bin lifecycle (birth/growth/expiry across updates) and a per-bin absorption profile

See it in the showcase

Output unit Price, range not declared · warmup 70 bars · needs real volume

Parameter	Default	Accepted	Meaning
lookback	70	whole number 1 – 10000	bars in the profile window
bin_width	1	0.000001 – 1000000	fixed price-grid resolution, in price units

volume_profile · alias vp

Price/volume distribution profile with point-of-control

See it in the showcase

Output unit Price, range not declared · warmup 70 bars · needs real volume

Parameter	Default	Accepted	Meaning
lookback	70	whole number 1 – 10000	bars in the profile window
num_bins	30	whole number 1 – 1000	price bins across the window’s range

money_flow_profile · alias mfp

Volume-by-price profile binned by dollar volume (volume x price) instead of raw volume, plus an aggregate bull/bear flow-bias percentage

See it in the showcase

Output unit Price, range not declared · warmup 2 bars · needs real volume

Parameter	Default	Accepted	Meaning
lookback	200	whole number 2 – 10000	bars in the rolling window; a profile needs two
rows	25	whole number 1 – 1000	bins across the window’s high/low range
va_pct	0.7	0 – 1	share of total flow the value area captures

volume

Volume and Average Volume

See it in the showcase

Output unit Volume, range 0 and above · warmup 1 bars · needs real volume

Parameter	Default	Accepted	Meaning
ma_period	20	whole number 1 – 10000	bars in the volume average

rvol

Relative Volume vs Moving Average

See it in the showcase

Output unit Ratio, range 0 and above · warmup 20 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars in the volume average compared against

obv

On-Balance Volume

See it in the showcase

Output unit Volume, range not declared · warmup 1 bars · needs real volume

cmf

Chaikin Money Flow

See it in the showcase

Output unit Ratio, range -1 – 1 · warmup 20 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	20	whole number 1 – 10000	bars summed for money flow and volume

acc_dist

Accumulation / Distribution Line

See it in the showcase

Output unit Volume, range not declared · warmup 1 bars · needs real volume

cvd

Cumulative Volume Delta (Aufteilung aus der Bar-Form geschätzt, nicht aus klassifizierten Abschlüssen)

See it in the showcase

Output unit Volume, range not declared · warmup 1 bars · needs real volume

klinger · alias kvo

Klinger Volume Force Oscillator

See it in the showcase

Output unit Volume, range open, centred on 0 · warmup 55 bars · needs real volume

Parameter	Default	Accepted	Meaning
fast_len	34	whole number 1 – 10000	bars in the fast EMA of the volume force
slow_len	55	whole number 1 – 10000	bars in the slow EMA of the volume force
signal_len	13	whole number 1 – 10000	bars in the EMA of the oscillator (signal)

Requires fast_len to be smaller than slow_len.

eom

Ease of Movement

See it in the showcase

Output unit Unitless, range open, centred on 0 · warmup 15 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars in the SMA of the raw value
volume_divisor	10000	1 – 1000000000	rescales volume into a readable unit

nvi

Negative Volume Index

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars · needs real volume

pvi

Positive Volume Index

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars · needs real volume

chaikin_oscillator · alias cho

Chaikin Oscillator

See it in the showcase

Output unit Volume, range open, centred on 0 · warmup 10 bars · needs real volume

Parameter	Default	Accepted	Meaning
fast_len	3	whole number 1 – 10000	bars in the fast EMA of the A/D line
slow_len	10	whole number 1 – 10000	bars in the slow EMA of the A/D line

Requires fast_len to be smaller than slow_len.

Market structure and patterns

order_block · alias ob

Order block detection from displacement candles (ATR-filtered)

See it in the showcase

Output unit Unitless, range not declared · warmup 15 bars

Parameter	Default	Accepted	Meaning
atr_len	14	whole number 1 – 10000	bars in the ATR the displacement is measured against
min_disp	1	0.01 – 100	minimum displacement candle range, in ATR

liquidity_fvg · alias fvg, smc

Fair value gap (imbalance) detection

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
lookback	20	whole number 1 – 10000	bars kept for gap and sweep detection

market_structure_breaks · alias bos, choch

Break of structure / change of character (BOS/CHoCH) detection

See it in the showcase

Output unit Unitless, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
lookback	5	whole number 1 – 10000	bars on each side of a swing high/low

pivots_structure · alias pivots

Swing pivot detection with a rolling structure score

See it in the showcase

Output unit Unitless, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
left_bars	5	whole number 1 – 10000	bars left of a pivot
right_bars	5	whole number 1 – 10000	bars right of a pivot (confirmation delay)
score_window	10	whole number 1 – 10000	pivots in the rolling structure score

candle_classification · alias pinbar

Normalised candle classification — reports every pattern it recognises

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
pin_wick_min	0.55	0.1 – 0.95	minimum wick share of the range for a pinbar
pin_close_pos	0.65	0.5 – 1	how far towards the opposite end the close must sit for a pinbar
marubozu_body_min	0.82	0.5 – 1	minimum body share of the range for a marubozu
belt_hold_body_min	0.6	0.3 – 1	minimum body share of the range for a belt hold
belt_hold_open_wick_max	0.03	0 – 0.3	maximum opening-side wick share of the range for a belt hold
doji_body_max	0.08	0 – 0.4	maximum body share of the range for a doji
spinning_top_body_max	0.3	0.05 – 0.6	maximum body share of the range for a spinning top
hammer_wick_body_min	2	0.5 – 20	wick length as a multiple of the body for hammer and inverted hammer
hammer_opposite_max	0.5	0 – 5	maximum opposite wick, as a multiple of the body, for hammer and inverted hammer
tweezer_tolerance	0.0015	0 – 0.1	relative tolerance for two highs or lows counting as equal (tweezer)
min_range_atr	0.5	0 – 10	minimum range, in ATR, before a shape is reported
atr_len	14	whole number 1 – 10000	bars in the ATR behind min_range_atr
trend_lookback	10	whole number 1 – 10000	bars used to determine the prior move
trend_min_atr	1	0 – 100	close move over the lookback, in ATR, that counts as a trend

zigzag

ZigZag Swing Leg Engine

See it in the showcase

Output unit Price, range not declared · warmup 25 bars

Parameter	Default	Accepted	Meaning
depth	12	whole number 2 – 10000	bars a swing point must dominate
deviation_pct	5	0.01 – 100	minimum price move, in percent, that starts a new leg

pivot_sets · alias multi_pivots

Multi-Pivot Set Engine

See it in the showcase

Output unit Price, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
pivot_type	classic	classic, fibonacci, camarilla, woodie, demark, cpr (typed map only)	which pivot formula the levels follow

bos_choch

BOS and CHoCH Market Structure Engine

See it in the showcase

Output unit Unitless, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 2 – 10000	bars on each side of a pivot

liquidity_sweeps · alias sweeps

Liquidity Sweeps and EQH/EQL Detector

See it in the showcase

Output unit Unitless, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 2 – 10000	bars on each side of a pivot
tolerance_pct	0.2	0.01 – 100	distance, in percent, within which two pivots count as equal highs/lows

zone_rejection

Failed breakout at a confirmed pivot-cluster zone: wick through support/resistance, close back; extra[“wick”] is the wick tip (natural stop)

See it in the showcase

Output unit Unitless, range not declared · warmup 14 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 1 – 10000	bars on each side of a pivot
atr_len	14	whole number 1 – 10000	bars in the ATR the zone widths are measured in
tolerance_atr	0.25	0 – 100	widening of a zone’s band, in ATR, within which a pivot joins it
max_width_atr	2	0 – 100	widest a zone may grow, in ATR
min_touches	2	whole number 1 – 1000	pivots that confirm a zone

double_pattern

Double bottom/top as a streaming event: forming on the second pivot (equal level within tolerance_atr, counter-swing ≥ min_depth_atr), confirmed on a close through the neckline; extra: neckline, target (measured move), wick (invalidation, natural stop)

See it in the showcase

Output unit Unitless, range not declared · warmup 14 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 1 – 10000	bars on each side of a pivot
atr_len	14	whole number 1 – 10000	bars in the ATR the distances are measured in
tolerance_atr	0.5	0 – 100	distance, in ATR, within which the two pivots count as the same level
min_depth_atr	1.5	0 – 100	minimum counter-swing between the pivots, in ATR
max_gap	100	whole number 2 – 100000	most bars between the two pivots
max_wait	50	whole number 1 – 100000	bars after forming within which the neckline must break

bottom_formation

Bottom/top formation as a sequence of stages: attempt (new low below the last swing low of a falling sequence, reclaimed on the bar), stabilized (higher low), structure shift (close above the intermediate high), confirmed (retest holds, new high); top mirrored; extra: wick (attempt extreme, natural stop), bottom_stage, top_stage

See it in the showcase

Output unit Unitless, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 1 – 10000	bars on each side of a swing point
max_stage_bars	30	whole number 1 – 100000	bars after which an open stage expires
retest_atr	0.5	0 – 100	distance to the intermediate high, in ATR, that counts as a retest

pivot_divergence

Price-pivot-anchored divergence (regular and hidden) on a selectable oscillator (0 RSI, 1 WaveTrend, 2 Stoch RSI, 3 Williams %R, 4 CCI); fires on the confirmation bar, extra[“pivot_price”] is the pivot (natural stop)

See it in the showcase

Output unit Unitless, range not declared · warmup 15 bars

Parameter	Default	Accepted	Meaning
oscillator	0	whole number 0 – 4	oscillator code: 0 RSI, 1 WaveTrend, 2 Stoch RSI, 3 Williams %R, 4 CCI
left	7	whole number 1 – 1000	bars left of a pivot
right	7	whole number 1 – 1000	bars right of a pivot (confirmation delay)
min_distance	10	whole number 1 – 100000	fewest bars between the two compared pivots
max_distance	120	whole number 1 – 100000	most bars between the two compared pivots
max_prior_pivots	5	whole number 1 – 100	earlier pivots each pivot is compared with

Requires min_distance to be smaller than max_distance.

oscillator_pivot_divergence

Divergence with the pivots found in the oscillator (TradingView’s divergence scripts: ta.pivotlow/pivothigh of the oscillator, compared with the last pivot only); price read at the same bars; same oscillators, alerts and extras as pivot_divergence

See it in the showcase

Output unit Unitless, range not declared · warmup 15 bars

Parameter	Default	Accepted	Meaning
oscillator	0	whole number 0 – 4	oscillator code: 0 RSI, 1 WaveTrend, 2 Stoch RSI, 3 Williams %R, 4 CCI
left	5	whole number 1 – 1000	bars left of a pivot
right	5	whole number 1 – 1000	bars right of a pivot (confirmation delay)
min_distance	5	whole number 1 – 100000	fewest bars between the two compared pivots
max_distance	60	whole number 1 – 100000	most bars between the two compared pivots
max_prior_pivots	1	whole number 1 – 100	earlier pivots each pivot is compared with

Requires min_distance to be smaller than max_distance.

liquidity_pools

BSL/SSL liquidity pools with explicit stop-hunt/breakout/reclaim classification (see also FvgZoneTracker and SmartMoneyStructureLinker for FVG-fill tracking and cross-detector confluence)

See it in the showcase

Output unit Unitless, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
pivot_len	5	whole number 2 – 10000	bars on each side of a pivot
tolerance_pct	0.2	0.001 – 100	distance, in percent, within which pivots join one pool

wyckoff

Wyckoff accumulation/distribution state machine: range-lock, Phases A-E, Spring/UTAD, SOS/SOW/LPS/LPSY, sequence validation and Cause/Quality scoring

See it in the showcase

Output unit Unitless, range not declared · warmup 20 bars

Parameter	Default	Accepted	Meaning
range_lookback	20	whole number 3 – 10000	bars the trading range is read from
range_atr_max	3	0.1 – 1000	widest range, in ATR, that still locks as a trading range
min_range_bars	6	whole number 2 – 10000	bars inside the range before it locks

zigzag_advanced

ZigZag with backstep, running-leg/confirmation status, and ATR-mode deviation (deviation_mode=percent|atr_multiple, in build_checked as 0|1; deviation_pct is the deviation in percent or in ATR multiples, deviation_value its former typed name); AdvancedZigZagEngine::reduce/project_to_timeframe for recursive levels and HTF projection

See it in the showcase

Output unit Price, range not declared · warmup 7 bars

Parameter	Default	Accepted	Meaning
depth	3	whole number 1 – 10000	bars on each side of a pivot
backstep	2	whole number 0 – 10000	bars within which a newer pivot replaces an older one
deviation_mode	percent	percent, atr_multiple (f64 map: 0 – 1)	unit of the deviation: percent of price or multiples of the ATR
deviation_pct	1	0.001 – 100 (deviation_mode = percent); 0.001 – 1000 (deviation_mode = atr_multiple); also accepted as deviation_value	minimum move for a new leg, in the unit of deviation_mode
atr_len	14	whole number 1 – 10000	bars in the ATR

Composite read-outs, part 1

flow_exhaustion

Flow Exhaustion (MFI + StochRSI): value = JMA-smoothed MFI of hlc3 (needs real volume, otherwise no output), secondary = JMA-smoothed StochRSI K; extra: stoch_k, upper/lower (adaptive zones over zone_lookback MFI values), divergence_score (signed, on emitting bars); alerts bull/bear_exhaustion (MFI in/leaving its zone + K crossing stoch_os/stoch_ob; prefix = expected move), bull/bear_divergence (price-pivot divergence of the MFI, emitted with its final score after react_bars)

See it in the showcase

Output unit Ratio, range not declared · warmup 30 bars · needs real volume

Parameter	Default	Accepted	Meaning
pivot_len	7	whole number 1 – 50	bars left and right of a price pivot for the divergence
mfi_len	14	whole number 2 – 500	bars in the money flow index
zone_lookback	200	whole number 10 – 5000	MFI values the adaptive zones are taken from
rsi_len	14	whole number 2 – 500	bars in the RSI under the StochRSI
stoch_len	14	whole number 1 – 500	bars in the stochastic of the RSI
k_smooth	3	whole number 1 – 100	bars smoothing the StochRSI K
jma_len	20	whole number 1 – 500	length of the JMA smoothing MFI and K
confirm_bars	1	whole number 0 – 5	bars an exhaustion must hold before it alerts
react_bars	10	whole number 2 – 100	bars after a divergence until its final score

overextension_risk

Overextension Risk: overextension score per side from three roles — stretch (EMA/ATR distance, Bollinger z, structure proximity, band breach), exhaustion (RSI, StochRSI, WaveTrend, WT divergence, money flow where real volume exists), reaction (reclaim-fail, WT cross from extreme, wick rejection) — times a volatility factor; regime (EMA stack + ADX) raises the countertrend threshold; value = top score 0..100, secondary = bottom score; extra: role scores, vol_factor, thresholds, regime, adx, money_flow; alerts do_not_chase_up/down (top in uptrend / bottom in downtrend), bear/bull_trend_exhaustion, bear/bull_range_fade (prefix = expected move)

See it in the showcase

Output unit Ratio, range not declared · warmup 81 bars

Parameter	Default	Accepted	Meaning
w_stretch	40	0 – 100	weight of the stretch role
w_exhaust	35	0 – 100	weight of the exhaustion role
w_react	25	0 – 100	weight of the reaction role
base_threshold	40	20 – 80	score an alert needs before the regime raises it
confirm	1	whole number 0 – 1	1: alert only with a reaction, 0: without
min_gap	8	whole number 0 – 500	bars between two alerts of one side
ema_len	50	whole number 2 – 1000	bars in the EMA the stretch is measured from
structure_len	80	whole number 2 – 2000	bars the structure extremes are taken from

smoothed_supertrend

Smoothed Supertrend: baseline = EMA(ema_len) of WMA(wma_len) of the supertrend midline (factor x ATR(atr_len)); trend from the baseline slope over slope_lookback bars with an ATR threshold and hysteresis; value = baseline; extra: trend, st_lower, st_upper, adx, strength_rank (percentrank of |slope|/ATR), distance_rank, overextension (+1/-1); alerts bull/bear_flip (trend turn with ADX above adx_threshold), bull/bear_rejection and bull/bear_rejection_strong (baseline touch and close back on the trend side; strong = strength rank above strength_threshold)

See it in the showcase

Output unit Price, range not declared · warmup 129 bars

Parameter	Default	Accepted	Meaning
factor	12	0.5 – 100	supertrend band width, in ATRs
atr_len	90	whole number 1 – 1000	bars in the ATR
wma_len	40	whole number 1 – 1000	bars in the WMA of the supertrend midline
ema_len	14	whole number 1 – 1000	bars in the EMA over the WMA (the baseline)
adx_threshold	25	5 – 50	ADX a trend flip needs to alert
slope_lookback	3	whole number 1 – 100	bars the baseline slope is measured over
slope_threshold	0.05	0 – 10	slope in ATRs that turns the trend
touches	2	whole number 1 – 5	baseline touches before a rejection alerts

coil_release

Coil Release: coil strength from symbolic complexity, box-counting fractal dimension and efficiency over len bars; value = setup score 0..1 (coil score times release dynamics); trend context = EMA(ema_len) slope over slope_len bars in ATR units on the chart timeframe (originally a higher timeframe); extra: complexity, fractal_dim, efficiency, chop, coil, coil_score, release_dyn, trend, corr_high, corr_low, was_base; alerts bull/bear_release (first break of the break_len band with the trend) and bull/bear_base_break (break against the trend out of a base; prefix = expected move)

See it in the showcase

Output unit Ratio, range not declared · warmup 58 bars

Parameter	Default	Accepted	Meaning
len	34	whole number 10 – 150	bars the coil strength is measured over
break_len	12	whole number 3 – 50	bars of the band whose break is the release
ema_len	55	whole number 2 – 2000	bars in the trend EMA
slope_len	5	whole number 1 – 200	bars the EMA slope is measured over
thr_cont	0.45	0 – 1	setup score a release with the trend needs
thr_base	0.55	0 – 1	setup score a base break against the trend needs
cooldown	8	whole number 0 – 100	bars between two alerts
chop_veto	61.8	30 – 80	choppiness above which no alert fires

compression_zones

Compression Zones: compression zones from a 0..80 score (ATR compression, ADX chop, volume dry-up where real volume exists, impulse-in, historical S/R reuse) plus range compression and boundary-touch structure; value = score; extra: range_atr, in_zone, zone_high/zone_low, upper_touches, lower_touches, read (bull/bear pressure or continuation), armed, hist_reuse; alerts bull/bear_breakout (close beyond the zone edge within watch_bars after a zone of at least min_zone_bars, with body, close position and volume checks; prefix = expected move)

See it in the showcase

Output unit Ratio, range not declared · warmup 28 bars

Parameter	Default	Accepted	Meaning
lookback	16	whole number 8 – 100	bars the range compression is measured over
min_zone_bars	5	whole number 3 – 50	bars a zone must last before its breakout alerts
range_atr	4.2	0.5 – 20	widest zone range, in ATRs
adx_max	27	5 – 60	ADX above which the market is not compressed
min_score	35	0 – 80	score a zone needs
min_touches	2	whole number 2 – 20	boundary touches a zone needs
watch_bars	20	whole number 1 – 200	bars after the zone a breakout still alerts

roc_context

ROC Context: percentage ROC (roc_len) smoothed (avg_len, ma_kind 0 EMA, 1 SMA, 2 RMA) with a signal line (sig_len) and a slow context ROC (ctx_len); value = line, secondary = signal; extra: hist, context, sentiment (-100..100 stretch depth), stall (+1 line falling while price holds, -1 rising), divergence (fast vs. context), quality on stretch-cross bars; alerts bull/bear_cross (signal cross out of the stretch zone, context agrees, no stall against), bull/bear_cross_weak (with stall against or counter-context), bull/bear_zero_cross, bull/bear_stall (first stall bar); prefix = expected move

See it in the showcase

Output unit Ratio, range not declared · warmup 55 bars

Parameter	Default	Accepted	Meaning
ma_kind	0	whole number 0 – 2	how the ROC is smoothed: 0 EMA, 1 SMA, 2 RMA
roc_len	12	whole number 1 – 1000	bars in the rate of change
avg_len	3	whole number 1 – 200	bars smoothing the ROC (the line)
sig_len	9	whole number 1 – 200	bars in the signal line
ob_level	5	0.01 – 1000	upper stretch level, in percent
os_level	-5	-1000 – -0.01	lower stretch level, in percent
ctx_len	50	whole number 2 – 2000	bars in the slow context ROC
stall_len	5	whole number 1 – 200	bars a stall is measured over

tradability_filter

Tradability Filter: no-trade filter with an eight-state machine (no_trade, balance, compression, ready, breakout, trend, aftermath, exhaustion) driven by rank-normalised tradability, balance, compression and direction scores; value = tradability 0..100, secondary = direction -100..100; extra: balance, compression, direction, state_code, candidate_code, efficiency, fast_efficiency, adx, range_high, range_low, range_position, atr_ratio; alerts on entering a state: no_trade, compression, aftermath (warnings), bull/bear_ready, bull/bear_breakout, bull/bear_trend, bear/bull_exhaustion (prefix = expected move)

See it in the showcase

Output unit Ratio, range not declared · warmup 190 bars

Parameter	Default	Accepted	Meaning
quality_len	20	whole number 8 – 100	bars the tradability scores are measured over
range_len	30	whole number 10 – 200	bars of the reference range
baseline_len	34	whole number 5 – 200	bars in the baseline average
rank_len	150	whole number 50 – 500	bars the scores are ranked against
balance_threshold	58	30 – 90	balance score that counts as balance
compression_threshold	62	30 – 95	compression score that counts as compression
max_range_atr	7	2 – 20	widest range for balance/compression, in ATRs
confirm_bars	2	whole number 1 – 10	bars a candidate state must hold before it is entered

reaction_speed

Reaction Speed: tracks one structure event at a time (BOS > liquidity sweep > order-block tap) and scores the reaction: speed to the first reaction candle within react_bars, validation (break of the reaction extreme, ATR-move progress) within valid_bars; value = activity score 50 + 50 tanh((ATR/SMA(ATR) - 1) k); extra while tracking and on the closing bar: reaction, speed, validation, event_dir, event_type (1 BOS, 2 sweep, 3 OB), final_score; no alerts (the score describes a reaction that already happened)

See it in the showcase

Output unit Ratio, range not declared · warmup 63 bars

Parameter	Default	Accepted	Meaning
atr_len	14	whole number 1 – 500	bars in the ATR
atr_base	50	whole number 5 – 1000	bars in the SMA of the ATR the activity is measured against
swing_len	10	whole number 2 – 100	bars left and right of a swing pivot
react_bars	8	whole number 1 – 500	bars the first reaction candle may take
valid_bars	20	whole number 1 – 1000	bars the validation may take
atr_move	1.6	0.1 – 20	move in ATRs that validates the reaction

market_state_chain

Market State Chain: six debounced states (up/down trend, up/down weak, compression, chaos) as a first-order Markov chain; over lookback bars the exits of the current (context) state give Laplace-smoothed bull/bear/neutral exit probabilities, persistence, reliability (sample adequacy x predictability) and a hysteresis bias; value = p_bull - p_bear; extra: state_code, context_state, p_bull, p_bear, p_neutral, reliability, bias, exits, bars_in_state, persistence, dwell_ratio, atr_rank, bb_rank, efficiency, adx; alerts bull/bear_breakout (edge out of compression or chaos), bull/bear_reversal, bull/bear_continuation (prefix = expected move), regime_change, state_extended

See it in the showcase

Output unit Ratio, range not declared · warmup 119 bars

Parameter	Default	Accepted	Meaning
ema_len	55	whole number 10 – 1000	bars in the trend EMA
rank_len	100	whole number 20 – 2000	bars the ATR and Bollinger width are ranked against
lookback	500	whole number 50 – 1500	bars whose state exits give the probabilities
min_dwell	2	whole number 1 – 50	bars a new state must hold before it counts
min_samples	20	whole number 5 – 1000	exits of the context state for full reliability
conf_th	55	0 – 100	exit probability an alert needs, in percent
rel_th	40	0 – 100	reliability an alert needs, in percent
bias_margin	8	0 – 100	probability lead that turns the bias, in percent

rsi_cycle_stats

RSI Cycle Statistics: cycle state machine origin -> armed -> success / failure / timeout between the overbought and oversold zones, completed cycles stored with progress-bucket timing; the live cycle gets the progress- and age-conditioned completion frequency of past cycles within lookback bars (past data only), base rate, edge and Wilson interval; value = RSI; extra: cycle_dir, progress, max_progress, age, cond_n, conditional, base_rate, edge, ci_low, ci_high, median_duration; alerts bull/bear_cycle_opportunity (once per cycle at a bucket crossing in the zone with enough samples, edge and a narrow interval; prefix = cycle direction), cycle_success, cycle_failure, cycle_timeout

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Output unit Ratio, range not declared · warmup 15 bars

Parameter	Default	Accepted	Meaning
rsi_len	14	whole number 2 – 200	bars in the RSI
overbought	70	51 – 99	RSI level of the upper zone
oversold	30	1 – 49	RSI level of the lower zone
max_cycle	150	whole number 5 – 2000	bars after which a cycle times out
lookback	1000	whole number 100 – 20000	bars of past cycles the statistics use
min_samples	20	whole number 1 – 500	past cycles an opportunity needs
edge_th	15	0 – 100	edge over the base rate an opportunity needs, in percent
max_ci	40	1 – 100	widest Wilson interval an opportunity allows, in percent

price_average_relation

Price-Average Relation: price against one moving average (ma_kind 0 EMA, 1 SMA, 2 RMA, 3 ALMA); value = relationship oscillator -100..100 (signed trend quality minus an extension/exhaustion penalty), secondary = its signal line; extra: trend, respect, extension, compression, acceleration, exhaustion (0..100), ma, distance_atr, respect_samples, respect_hit_rate, direction; alerts bull/bear_pullback, _momentum_release, _exhaustion (prefix = expected move), _relationship_break, _divergence, _turn, do_not_chase_up/down

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Output unit Unitless, range not declared · warmup 113 bars

Parameter	Default	Accepted	Meaning
ma_kind	0	whole number 0 – 3	the moving average price is related to: 0 EMA, 1 SMA, 2 RMA, 3 ALMA
ma_len	50	whole number 2 – 1000	bars in the moving average
atr_len	14	whole number 2 – 200	bars in the ATR that scales distances
cooldown	8	whole number 0 – 100	bars between two alerts of one kind
turn_level	55	10 – 100	oscillator level a turn must come from
turn_lookback	30	whole number 5 – 150	bars a turn looks back for that level

Composite read-outs, part 2

leg_conviction

Leg Conviction: each confirmed pivot-to-pivot leg scored 0..100 from speed (ATR per bar against speed_ref), cleanliness (share of closes in leg direction) and volume gradient (later vs. earlier half; weight 0 without real volume); value = last up-leg conviction, secondary = minus last down-leg conviction; extra: bull_last, bull_prev, bear_last, bear_prev, pivot_price on alert bars; alerts bear/bull_conviction_divergence (new price extreme on a weaker leg, prefix = expected move)

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Output unit Ratio, range not declared · warmup 12 bars

Parameter	Default	Accepted	Meaning
pivot_left	5	whole number 1 – 50	bars left of a pivot
pivot_right	5	whole number 1 – 50	bars right of a pivot, the confirmation delay
max_leg	100	whole number 1 – 1000	most bars of a leg scanned, counted back from the pivot
atr_len	14	whole number 1 – 500	bars in the Wilder ATR
speed_ref	1	0.01 – 100	leg distance per bar in ATR that scores full speed
w_speed	0.4	0 – 1	weight of speed in the conviction
w_clean	0.4	0 – 1	weight of cleanliness in the conviction
w_volume	0.2	0 – 1	weight of the volume gradient (0 without real volume)

trend_break_risk

Trend Break Risk: risk 0..100 that the prevailing (EMA-latched) trend’s structure breaks against its last opposite swing; weighted held sensors near break level, failed breakout, structure erosion, RSI pivot divergence; extra: risk_raw, trend_dir, near, sfp, structure, divergence, rsi, ema, break_level, distance_atr; state no_trend/structure_broken/break_pressure/critical/watch/quiet; alerts bear/bull_break_pressure, _break_critical, _structure_break, _divergence (prefix = expected move, against the trend at risk)

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Output unit Ratio, range not declared · warmup 15 bars

Parameter	Default	Accepted	Meaning
bias_len	50	whole number 2 – 1000	bars in the EMA that latches the trend
pivot_len	5	whole number 1 – 50	bars on each side of a swing pivot
near_atr	1.5	0.01 – 100	distance to the break level, in ATR, below which the near sensor rises
rsi_len	14	whole number 2 – 500	bars in the RSI of the divergence sensor
hold_bars	10	whole number 1 – 500	bars over which a held sensor decays
smooth_len	3	whole number 1 – 100	bars in the EMA of the raw risk

sweep_reversal_score

Sweep Reversal Score (chart-timeframe configuration, higher-timeframe gates off): liquidity sweep of the last swing_len bars’ extreme with a close back inside, ATR above atr_low_factor x its SMA, quality 0..2 (long: RSI > 50, no lower low; short mirrored: RSI < 50, no higher high) against min_quality_long/short (both 2), cooldown; value 1 long / -1 short / 0; extra: long_quality, short_quality, rsi, atr, atr_base, swing_low, swing_high, entry/stop/take on signal bars; alerts bull/bear_sweep_reversal

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Output unit Unitless, range not declared · warmup 63 bars

Parameter	Default	Accepted	Meaning
swing_len	10	whole number 2 – 500	bars whose extreme a sweep must take out
atr_len	14	whole number 1 – 500	bars in the Wilder ATR
atr_base_len	50	whole number 1 – 1000	bars in the SMA of the ATR (the gate’s base)
atr_low_factor	0.6	0 – 10	ATR gate: ATR must exceed this multiple of its SMA
rsi_len	14	whole number 1 – 500	bars in the RSI of the quality score
pivot_len	5	whole number 1 – 50	bars on each side of a swing pivot
min_quality_long	2	whole number 0 – 2	quality points a long signal needs
min_quality_short	2	whole number 0 – 2	quality points a short signal needs
cooldown	5	whole number 0 – 500	bars after a signal before the next one

equal_level_liquidity

Equal-Level Liquidity: equal-high/low levels clustered within eq_tolerance_atr ATR, pruned by age and distance, ranked by touches, freshness and distance (primary/secondary per side); sweep vs. breakout, stop hunt (rejection candle + volume spike), reclaim within reclaim_bars with a 0..100 score; value = bias; extra: primary/secondary_bsl/ssl (+_score, primary _touches), bsl_count, ssl_count, recent_bull/bear_score, volume_ratio, bear/bull_reclaim_score; alerts bear_bsl_sweep, bull_ssl_sweep, bull_bsl_breakout, bear_ssl_breakout, bear_bsl/bull_ssl_stop_hunt, bear/bull_reclaim, bear/bull_premium_reclaim (prefix = expected move), primary_bsl/ssl_near

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Output unit Unitless, range not declared · warmup 14 bars

Parameter	Default	Accepted	Meaning
pivot_len	8	whole number 1 – 50	bars on each side of a level pivot
eq_tolerance_atr	0.12	0 – 10	pivots within this many ATR join one level
min_touches	2	whole number 1 – 20	touches a level needs before it takes part in events
max_age	400	whole number 1 – 100000	bars after which an untouched level is dropped
max_distance_atr	8	0.1 – 100	distance from the close, in ATR, beyond which a level is dropped
reclaim_bars	3	whole number 0 – 100	bars after a sweep within which a reclaim counts
min_volume_ratio	1.2	0 – 100	volume against its average a reclaim needs
alert_distance_atr	1	0 – 100	distance to the primary level, in ATR, that counts as near

leg_character

Leg Character: character of the live leg from the last alternating pivot (min_leg_atr filter) to the current extreme, from ten features (efficiency, overlap, retracement, commitment, wick cleanliness, momentum/true-range expansion, EMA support, cleanliness, acceptance); value = impulse score 0..100 (correction = 100 - impulse, both pulled to 50 by maturity); extra: correction, confidence, maturity, bars, direction, class, leg_start, the ten features, internal_swings, avg_internal_swing_atr, progression_ratio, sub_leg_growth; state impulse/correction/neutral with hysteresis; alerts bull/bear_impulse (leg direction), correction_started, character_lost

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Output unit Ratio, range not declared · warmup 11 bars

Parameter	Default	Accepted	Meaning
pivot_left	5	whole number 1 – 50	bars left of a pivot
pivot_right	5	whole number 1 – 50	bars right of a pivot, the confirmation delay
max_leg_bars	350	whole number 20 – 1500	most bars of the live leg evaluated
min_leg_atr	0.5	0 – 10	smallest leg, in ATR, that adds an opposite pivot
mature_bars	8	whole number 2 – 100	bars until the leg’s scores count fully
ma_len	34	whole number 2 – 500	bars in the EMA of the MA-support feature
impulse_threshold	62	50 – 95	impulse score that classifies the leg as impulse
correction_threshold	62	50 – 95	correction score that classifies the leg as correction
change_buffer	5	0 – 25	points below its threshold a class is kept (hysteresis)

accumulation_phase

Accumulation Phase: accumulation (bottom) and distribution (top) as process states from five components 0..2 each (trend loss, range formation, volatility compression, liquidity sweeps/springs, early structure); value = accumulation score 0..10, secondary = distribution score; extra: components per side, accum/dist_bars, accum/dist_state (0 none .. 5 breakout/breakdown ready), efficiency, bbw_ratio, atr_ratio, range_atr; alerts bull_accumulation_developing/_mature, bull_breakout_ready, bear_distribution_developing/_mature, bear_breakdown_ready

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Output unit Unitless, range not declared · warmup 39 bars

Parameter	Default	Accepted	Meaning
atr_len	14	whole number 1 – 500	bars in the Wilder ATR
lookback	20	whole number 10 – 500	bars of the trend-loss, range and compression comparisons
min_phase_bars	10	whole number 3 – 500	bars an active phase stays in transition
pivot_left	3	whole number 1 – 50	bars left of a swing pivot
pivot_right	3	whole number 1 – 50	bars right of a swing pivot
er_range	0.3	0.05 – 1	efficiency ratio below which price ranges
bbw_compress	0.7	0.3 – 5	Bollinger width against its average below which volatility compresses
atr_compress	0.8	0.3 – 5	ATR against its average below which volatility compresses

reversal_setup_score

Reversal Setup Score (default parameters, momentum mix RSI+MFI+MACD): bull/bear setup score (RSI, MFI or RSI without volume, MACD histogram, EMA-20 distance, Bollinger touch, wick, falling bar efficiency, shock bar; regime-weighted) and confirmation score (spring/upthrust and BOS/CHoCH on micro 3/3 and major 7/7 swings, fake breaks, climax-test-BOS sequence, premium/discount), latched event confirmation with decay, follow-through, failure, conflicts, quality; value = bull score (setup + 1.3 confirmation), secondary = bear score; extra: bull/bear_setup, _conf, _conf_decayed, _quality, _status, conflict_count, clx_state, clx_direction, price_zone, efficiency_ratio, rsi; alerts bull/bear_review, _action, _candidate, _major_bos, _choch, bull_spring, bear_upthrust, bear_failed_bull_reversal, bull_failed_bear_reversal, long/short_signal_invalidated, conflict

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Output unit Unitless, range not declared · warmup 69 bars

structure_zones

Structure Zones (default parameters): micro 3/3 and major 7/7 swing events (BOS/CHoCH, spring/upthrust, fake breaks, climax-test sequence, rejections, EQH/EQL as event_code), automatic support/resistance zones (major swings, springs/upthrusts, BOS flips, climax bars) with lifecycle fresh/tested/confirmed/broken/flipped, and an assessment of the nearest support and resistance within 3 ATR (reach, hold, break 0..100 from structure, respect, approach, context, plus nearby fair value gap, order block and volume-profile POC/value area); value = number of tracked zones; extra: support_/resistance_ (mid, upper, lower, type, status, distance_atr, reach, hold, break, structural, respect, approach, context, state), micro_trend, major_trend, clx_state, clx_direction, event_code, poc, va_high, va_low; alerts support/resistance_relevant, bull_support_hold, bear_resistance_hold, bear_support_break, bull_resistance_break

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Output unit Unitless, range not declared · warmup 15 bars

structural_flow

Structural Flow (Balanced preset, relative-volume participation): multi-horizon structural flow (24/48/96) with entry/hold/flip hysteresis, internal wave (momentum, velocity, acceleration) aligned to it, wave segmentation and archives, counter pressure, integrity, maturity, compression, completed-counter-owned Re-Sync, exhaustion, five/three-segment sequence context and a nine-phase read; value = structural drive, secondary = aligned wave; extra: direction, strength, confidence, internal_wave, wave_quality, counter_pressure, integrity, retracement, maturity, compression, resync_quality, resync_stage, exhaustion, deterioration, wave_decay, impulse_context, correction_context, wave_context, phase, phase_confidence; alerts bull/bear_flow_initiated, flow_transition, bull/bear_flow_flip, bull/bear_expansion, correction_start, compression, bull/bear_early_resync, bull/bear_resync, late_expansion, exhaustion, failed_expansion, bull/bear_dominant_expansion, weakening_waves

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Output unit Unitless, range not declared · warmup 192 bars

trend_quality

Trend Quality Score Engine

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Output unit Unitless, range not declared · warmup 28 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	14	whole number 2 – 10000	bars in the EMA, efficiency ratio, ADX and RVOL

buy_sell_pressure · alias pressure

Buy/Sell Pressure Estimator

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Output unit Unitless, range not declared · warmup 1 bars

Parameter	Default	Accepted	Meaning
period	14	whole number 1 – 10000	bars in the EMA of the raw pressure

multi_factor

Multi-Factor Composite Market Score

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Output unit Ratio, range not declared · warmup 28 bars · needs real volume

Parameter	Default	Accepted	Meaning
period	14	whole number 2 – 10000	bars of every input (trend quality, RSI, pressure, volatility regime)