Indicator reference

Every indicator class available in agent code, 125 in total, with its exact constructor, the kind of input it takes, its parameters and defaults, the value it returns, how long it takes to warm up and a snippet that passes the validator. Read Indicators first for the rules that apply to all of them.

Signatures on these pages are generated from the engine source, so they match what the validator compiles against.

Reading a signature

Indicator<Candle> and ICandleIndicator mean the candle series from manager.getIntervalData(...). ICandleIndicator accepts only that series itself, not a derived one.
Indicator<number> means a number stream whose values are never undefined: candles.close (or new PartialIndicator(candles, 'close')), candles.volume, candles.hl2, candles.hlc3, candles.ohlc4.
Indicator<number | undefined> also accepts the output of another indicator that warms up, such as an EMA or an RSI. You cannot pass such an output where Indicator<number> is required (for example new RSI(new EMA(...), 14) does not compile).
A default shown as = 20 makes the parameter optional.
Value type names such as MACDValue or IchimokuOutput describe the shape but are not names you can use in code: let TypeScript infer them (const value = macd.getValue();).

All indicators

Class	Page	What it computes
CandleIndicator	Building blocks	The candle series returned by `manager.getIntervalData(symbol, interval)`.
Crossover	Building blocks	Detects the candle on which one series crosses another.
DerivedIndicator	Building blocks	Computes a value from several indicators each time all of them have updated.
Extreme	Building blocks	The highest and lowest value over the last `period` updates, the current one included.
History	Building blocks	Keeps the last `period` values of another indicator as an array, oldest first and newest last.
Index	Building blocks	The zero-based update count of another indicator (0 on its first value).
IteratorIndicator	Building blocks	Wraps an iterator that yields one value per update of its dependencies.
LambdaIndicator	Building blocks	Applies a pure function to each value of another indicator, without storing anything.
ManualIndicator	Building blocks	An indicator you feed yourself with `setValue(value)`.
PartialIndicator	Building blocks	Selects one field of an indicator's object value, producing a new indicator.
Percentile	Building blocks	The percentile rank (0 to 100) of the current value among the last `period` values: the share of those values strictly below it.
PineIndicator	Building blocks	Runs a TradingView Pine Script indicator or strategy as-is, with TradingView's series semantics: on each candle it gives what the script shows on a chart of the same candles (plots, markers, alertconditions, labels, boxes, lines, tables and strategy orders).
ADX	Moving averages and trend	Average directional index with the +DI and −DI lines (Wilder smoothing), like TradingView's DMI: DI length `period`, ADX smoothing `adxSmoothing`.
ALMA	Moving averages and trend	Gaussian-weighted moving average of closes.
BeepBoop	Moving averages and trend	Trend label from a MACD(12, 26, 9) histogram sign and the candle position relative to a 50-period EMA: `'up'` when the histogram is positive and the whole candle is above the EMA, `'down'` for the mirror case, `'neutral'` otherwise.
ChandeKrollStop	Moving averages and trend	Rolling extrema of ATR-adjusted high and low stops.
ChandelierExit	Moving averages and trend	Highest high minus ATR distance and lowest low plus ATR distance, as in the TradingView ta library.
DEMA	Moving averages and trend	Twice an EMA minus the EMA of that EMA.
EIT	Moving averages and trend	Ehlers instantaneous trendline, computed with a Hilbert-transform estimate of the dominant cycle.
Elder	Moving averages and trend	Elder impulse system: `'bullish'` when both the EMA and the MACD histogram rose since the previous candle, `'bearish'` when both fell, `'neutral'` otherwise.
EMA	Moving averages and trend	Exponential moving average, seeded with the simple average of the first `period` values, then `value = source × α + previous × (1 − α)` with `α = smoothing / (1 + period)`.
FIR	Moving averages and trend	A 4-tap finite-impulse-response smoother: `(4·x0 + 3·x1 + 2·x2 + x3) / 10`.
HalfTrend	Moving averages and trend	HalfTrend: a trend line that follows the `amplitude`-candle high/low averages and flips on a break, with ATR channels.
HullMovingAverage	Moving averages and trend	Hull moving average: `WMA(2 × WMA(n/2) − WMA(n), √n)`, a low-lag average.
Ichimoku	Moving averages and trend	Ichimoku cloud: Tenkan and Kijun (midpoints of the `tPeriod` / `kPeriod` high-low range), Senkou spans A and B, and the lagging span.
KAMA	Moving averages and trend	Kaufman adaptive moving average: its smoothing speeds up in trends and slows down in noise, based on the efficiency ratio over `length` values.
LinearRegression	Moving averages and trend	The value, at the current candle, of the least-squares line fitted to the last `period` values.
LSMA	Moving averages and trend	Least-squares regression of the current source window, evaluated at length - 1 - offset.
MovingAverageCross	Moving averages and trend	Two close SMAs with a cross value only where either line crosses the other.
MVWAP	Moving averages and trend	Moving VWAP: the average of the last `period` completed VWAP windows (days, weeks or months).
RMA	Moving averages and trend	Wilder's running moving average (the smoothing used by RSI and ATR): seeded with a simple average, then `value = (previous × (period − 1) + source) / period`.
SAR	Moving averages and trend	Parabolic SAR: a trailing stop-and-reverse level that accelerates with the trend.
SMA	Moving averages and trend	Simple moving average: the arithmetic mean of the last `period` values.
SuperTrend	Moving averages and trend	SuperTrend: ATR bands around the median price (`hl2 ± multiplier × ATR`), flipping direction when the close crosses the active band.
TEMA	Moving averages and trend	Three cascaded close EMAs combined as 3 * (EMA1 - EMA2) + EMA3.
TTS	Moving averages and trend	Trend Trader Strategy line: a trailing level at the `period` extreme offset by a weighted ATR multiple, with `up` / `down` direction flags.
VIDYA	Moving averages and trend	Variable Index Dynamic Average: an EMA whose smoothing is scaled by the absolute Chande momentum (or by a standard-deviation ratio when `useCMO` is false).
VWAP	Moving averages and trend	Volume-weighted average price, reset at each UTC day, week (Monday) or calendar month.
VWMA	Moving averages and trend	Volume-weighted moving average: `Σ(price × volume) / Σ(volume)` over the last `period` candles.
WilliamsAlligator	Moving averages and trend	Williams Alligator: three Wilder averages of the median price (jaw, teeth, lips), each shifted forward by its offset.
WMA	Moving averages and trend	Linearly weighted moving average: the newest value weighs `period`, the oldest weighs 1.
AdvanceDeclineRatioBars	Momentum and oscillators	Ratio of up (including doji) to down candles; an all-up window returns the up count.
Aroon	Momentum and oscillators	Aroon on length + 1 candles; the newest equal high/low wins.
AroonOscillator	Momentum and oscillators	Aroon Up minus Aroon Down.
AverageDailyRange	Momentum and oscillators	Simple average of each chart candle range; the name does not imply a request for daily candles.
AwesomeOscillator	Momentum and oscillators	Five-bar minus 34-bar simple average of hl2.
BalanceOfPower	Momentum and oscillators	Candle body divided by its range; a zero range has no finite value.
BBTrend	Momentum and oscillators	Difference of the short and long Bollinger lower-band distance and upper-band distance, divided by the short basis, in percent.
BollingerPercentB	Momentum and oscillators	Position of the source within population-standard-deviation Bollinger Bands.
BullBearPower	Momentum and oscillators	Bull power plus bear power relative to the EMA of close.
CCI	Momentum and oscillators	Commodity channel index: `(typical price − its mean) / (0.015 × mean deviation)` over `period`.
ChandeMomentumOscillator	Momentum and oscillators	Chande momentum oscillator: `100 × (sum of gains − sum of losses) / (sum of gains + sum of losses)` over `length`, between −100 and 100.
ChopZone	Momentum and oscillators	One column per candle; zone carries the rounded EMA-angle color classification.
ConnorsRSI	Momentum and oscillators	Mean of price RSI, consecutive-close streak RSI and the rank of the one-bar return against earlier returns.
CoppockCurve	Momentum and oscillators	Weighted average of the sum of the long and short close returns.
Divergences	Momentum and oscillators	Finds regular and hidden divergences between price swings and a target series (an oscillator), using `Swings` pivots.
DMI	Momentum and oscillators	Independent TradingView DMI: strict directional dominance, fixnan DIs and a zero-DX denominator of one.
DPO	Momentum and oscillators	Detrended price oscillator: `close − SMA(period)` as it was `period / 2 + 1` candles ago.
FisherTransform	Momentum and oscillators	Recursive Fisher transform of hl2, with its preceding value as the trigger.
HARSI	Momentum and oscillators	JayRogers' Heikin Ashi RSI Oscillator: Heikin Ashi candles of zero-centred RSIs (`RSI − 50`, from −50 to +50; its levels are ±20 and ±30).
HistoricalVolatility	Momentum and oscillators	Population standard deviation of log returns, annualized with TradingView's intraday/daily versus higher-timeframe rule.
KDJ	Momentum and oscillators	KDJ oscillator: raw stochastic `dK`, then `K` and `D` smoothed with a 1/3 weight, and `J = 3K − 2D`.
KnowSureThing	Momentum and oscillators	Weighted sum of four SMA-smoothed rates of change and its SMA signal.
MACD	Momentum and oscillators	Moving average convergence divergence: `macd = fast MA − slow MA`, `signal = MA(macd)`, `histogram = macd − signal`.
MassIndex	Momentum and oscillators	Rolling sum of candle range EMA divided by its double EMA.
Momentum	Momentum and oscillators	Momentum: `value − value length candles ago`.
PriceOscillator	Momentum and oscillators	Percentage price oscillator, configurable EMA/SMA signal and histogram.
PringsSpecialK	Momentum and oscillators	Weighted sum of twelve smoothed returns, followed by two SMA signal stages.
RankCorrelationIndex	Momentum and oscillators	Spearman price/time rank correlation, optional smoothing and population Bollinger Bands.
RCIRibbon	Momentum and oscillators	Three Spearman rank correlations of price with time, using average ranks for ties.
ROC	Momentum and oscillators	Rate of change, in percent: `100 × (value − value length ago) / value length ago`.
RSI	Momentum and oscillators	Relative strength index (Wilder): `100 − 100 / (1 + average gain / average loss)` over `period`, between 0 and 100.
RSILambda	Momentum and oscillators	A function `(price) => rsi` that returns the RSI the current candle would have if it closed at `price`.
SMIErgodicIndicator	Momentum and oscillators	Double-EMA-smoothed price change divided by double-EMA-smoothed absolute change.
SMIErgodicOscillator	Momentum and oscillators	Double-EMA-smoothed price change divided by double-EMA-smoothed absolute change.
SqueezeMomentum	Momentum and oscillators	Squeeze momentum (LazyBear): detects Bollinger bands inside Keltner channels (`squeezeState: 'on'`) and measures momentum with a linear regression of the price against its range midpoint.
Stochastic	Momentum and oscillators	Stochastic oscillator: `stochastic = 100 × (close − lowest low) / (highest high − lowest low)` over `extremePeriod`, `k` = its `kPeriod` SMA, `d` = the `dPeriod` SMA of `k`.
StochasticMomentumIndex	Momentum and oscillators	Double-EMA-smoothed position in the rolling high/low range and its EMA signal.
TRIX	Momentum and oscillators	TRIX: the one-candle change of a triple EMA of the log price, times 10,000.
TrueStrengthIndex	Momentum and oscillators	Double-EMA-smoothed price change divided by double-EMA-smoothed absolute change.
UlcerIndex	Momentum and oscillators	Root mean square of percentage drawdowns from the rolling maximum.
UltimateOscillator	Momentum and oscillators	Buying pressure relative to true range over three weighted periods.
Vortex	Momentum and oscillators	Rolling cross-candle high/low distances divided by true range, including the first candle range.
WilliamsPercentR	Momentum and oscillators	Williams %R: `100 × (close − highest high) / (highest high − lowest low)` over `length`, between −100 and 0.
WoodiesCCI	Momentum and oscillators	Two CCIs of close, with the preceding five-bar sign rule for histogram colors.
BBW	Volatility, bands and ranges	Bollinger BandWidth as TradingView plots it: the distance between the bands in percent of their basis, `(upper − lower) / basis × 100` (4.5 for bands 4.5% apart).
BBWP	Volatility, bands and ranges	Bollinger BandWidth Percentile, The_Caretaker's: the share, in percent, of the previous `lookback` BBW values (fewer at first) lower than or equal to the current one.
Bollinger	Volatility, bands and ranges	Bollinger bands: the `maPeriod` SMA (`mean`) plus and minus `stdDevMultiplier` standard deviations.
Chop	Volatility, bands and ranges	Choppiness index: `100 × log10(Σ TR / (highest high − lowest low)) / log10(period)`; high values mean a sideways market.
Choppy	Volatility, bands and ranges	Counts monotonic runs among the last six closes: `type` rates the current run (`'none'`, `'weak'`, `'medium'`, `'strong'`) and `line` counts trending candles among the last ten.
DC	Volatility, bands and ranges	Donchian channel MIDLINE: `(highest high + lowest low) / 2` over `extremePeriod` candles, current included.
Envelope	Volatility, bands and ranges	Percentage bands around an SMA or EMA basis.
FindMarketBottom	Volatility, bands and ranges	Williams VIX Fix bottom finder: `wvf = 100 × (highest close over 22 − low) / highest close`, with Bollinger and percentile ranges; `alert` is true when `wvf` spikes above them.
KeltnerChannels	Volatility, bands and ranges	Keltner channels: an EMA of the close (`middle`) plus and minus `multiplier` ATRs.
Median	Volatility, bands and ranges	Nearest-rank median with ATR bands and an EMA of the median.
TR	Volatility, bands and ranges	True range: `max(high − low, \|high − previous close\|, \|low − previous close\|)`.
ChaikinMoneyFlow	Volume	Chaikin money flow: `Σ(money-flow volume) / Σ(volume)` over `length`, between −1 and 1.
ChaikinOscillator	Volume	Fast EMA minus slow EMA of cumulative accumulation/distribution.
EaseOfMovement	Volume	SMA of midpoint change multiplied by the candle range and a divisor, divided by volume.
EldersForceIndex	Volume	EMA of close-to-close price change multiplied by volume.
KlingerOscillator	Volume	EMA 34 minus EMA 55 of signed volume, with an EMA 13 signal.
MFI	Volume	Money flow index: a volume-weighted RSI of the typical price, between 0 and 100.
OnBalanceVolume	Volume	On-balance volume: a running total that adds the candle volume when the price rises and subtracts it when it falls.
PercentageVolumeOscillator	Volume	Percentage difference between fast and slow volume averages, with a signal average and a histogram.
PMAR	Volume	Price-to-moving-average ratio: `price / VWMA(price, volume, period)`.
PMARP	Volume	PMAR percentile, The_Caretaker's: the share, in percent, of the previous `lookback` PMAR values (fewer at first) not above the current one.
VolumeProfile	Volume	Volume profile over the last `numberOfBars` candles: volume per price row, point of control and value area.
BollingerBars	Market structure and patterns	The original candle OHLC used by Bollinger Bars: a full-width blue high-to-low rectangle under a green or red body, over the price candles.
BosNChoch	Market structure and patterns	Trend state machine that tracks the last break of structure and the change-of-character level.
Engulfing	Market structure and patterns	Two-candle engulfing pattern: `'bullish'` when an up candle's body engulfs the previous down candle's body, `'bearish'` for the mirror case, `'none'` otherwise.
FVG	Market structure and patterns	Fair value gap on the last three candles: bullish when the first candle's high is below the third candle's low, bearish for the mirror case.
Heikinashi	Market structure and patterns	Heikin-Ashi candles: `close = (o + h + l + c) / 4`, `open = (previous HA open + previous HA close) / 2`, high/low extended to include them.
HeikinashiCandles	Market structure and patterns	The candles of a Heikin Ashi chart: each candle keeps its times and volume, with the Heikin-Ashi open, high, low and close.
Lunar	Market structure and patterns	Moon phase from a timestamp series: 0 new moon, 2 first quarter, 4 full moon, 6 last quarter (8 phases).
MarketStructure	Market structure and patterns	Market structure (swing highs/lows labelled HH, LH, HL, LL) with break of structure (BOS) and change of character (CHoCH) events.
OrderBlocks	Market structure and patterns	The most recent bullish and bearish order blocks (a down candle followed by an up candle closing above its high, and the mirror case), with 25/50/75% lines.
PivotPoints	Market structure and patterns	Classic floor pivot levels (P, R1 to R5, S1 to S5) computed from the previous day, week or month.
PivotsHighLow	Market structure and patterns	Independent high and low pivots with their original candle timestamps, emitted only when the right-hand confirmation candles have arrived.
Renko	Market structure and patterns	Renko bricks from a price series: a new brick forms when price travels `brickSize` in the trend direction; a reversal needs `2 × brickSize`.
RenkoAtr	Market structure and patterns	Renko bricks whose size is the `period` ATR (Wilder), either live or frozen at its first value (`anchored`).
StrongCandleStructure	Market structure and patterns	Market structure by the Strong Candle method: valid highs and lows, break of structure (BOS) and change of character (CHoCH) on candle closes, and the demand or supply zone of each break.
SupportResistance	Market structure and patterns	Support and resistance levels from pivot lows/highs, with break detection confirmed by a volume oscillator.
Swings	Market structure and patterns	Swing highs and lows: a candle is a top (bottom) when it is the highest (lowest) of the `2 × period + 1` candles centred on it.
WilliamsFractal	Market structure and patterns	Williams fractals: an up fractal is a high with `period` lower highs on each side, a down fractal a low with `period` higher lows.
ZigZag	Market structure and patterns	TradingView's Zig Zag: alternating swing highs and lows.

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