Indicator reference

Every indicator class available in agent code, 80 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.
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.
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.
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.
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.
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.
Divergences	Momentum and oscillators	Finds regular and hidden divergences between price swings and a target series (an oscillator), using Swings pivots.
DPO	Momentum and oscillators	Detrended price oscillator: close − SMA(period) as it was period / 2 + 1 candles ago.
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).
KDJ	Momentum and oscillators	KDJ oscillator: raw stochastic dK, then K and D smoothed with a 1/3 weight, and J = 3K − 2D.
MACD	Momentum and oscillators	Moving average convergence divergence: macd = fast MA − slow MA, signal = MA(macd), histogram = macd − signal.
Momentum	Momentum and oscillators	Momentum: value − value length candles ago.
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.
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.
TRIX	Momentum and oscillators	TRIX: the one-candle change of a triple EMA of the log price, times 10,000.
WilliamsPercentR	Momentum and oscillators	Williams %R: 100 × (close − highest high) / (highest high − lowest low) over length, between −100 and 0.
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.
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.
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.
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.
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.
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.
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.