Indicator Glossary

Measures recent price strength on a 0 to 100 scale.

Common use: Oversold below 30, overbought above 70, or ranking symbols by momentum.
Outputs: rsi

Compares fast and slow exponential moving averages to measure trend momentum.

Common use: Bullish or bearish signal-line crossovers and histogram turns.
Outputs: macd, signal, histogram

Compares close price to the recent high-low range.

Common use: Overbought/oversold momentum and %K/%D crosses.
Outputs: stoch_k, stoch_d

Applies the stochastic formula to RSI values instead of price.

Common use: More sensitive overbought/oversold readings than RSI.
Outputs: stochrsi_k, stochrsi_d

Shows where the close sits relative to the recent high-low range.

Common use: Overbought near 0 and oversold near -100.
Outputs: willr

Measures how far typical price is from its moving average.

Common use: Trend strength, mean reversion, and extreme readings.
Outputs: cci

Percentage price change over a lookback period.

Common use: Simple momentum ranking and gain/loss screens.
Outputs: roc

A volume-weighted oscillator similar to RSI.

Common use: Oversold/overbought conditions when reliable volume exists.
Outputs: mfi

Compares short and long simple averages of median price.

Common use: Momentum shifts around the zero line.
Outputs: ao

Smooth price over a chosen period. EMA responds faster than SMA.

Common use: Trend filters, support/resistance, and crossovers.
Outputs: sma, ema

Weighted moving-average variants. VWMA weights by volume.

Common use: Smoother or volume-aware trend filters.
Outputs: wma, hma, vwma

Adaptive or heavily smoothed moving averages.

Common use: Noise reduction and smoother trend confirmation.
Outputs: kama, alma, t3

Measures trend strength, not trend direction.

Common use: Strong trend above 25, range-bound below 20.
Outputs: adx, di_plus, di_minus

A multi-line trend and support/resistance system.

Common use: Price above/below cloud, Tenkan/Kijun crosses, cloud trend.
Outputs: tenkan, kijun, senkou_a, senkou_b, chikou

ATR-based trend line that flips between bullish and bearish states.

Common use: Trend-following direction filters.
Outputs: supertrend, direction

A trailing stop-and-reversal indicator that follows trend direction.

Common use: Trend flips and trailing stop logic.
Outputs: psar, psar_direction

Tracks how recently price made a high or low.

Common use: Identifying emerging uptrends or downtrends.
Outputs: aroon_up, aroon_down, aroon_osc

Bands around a moving average using standard deviation.

Common use: Squeezes, band breaks, mean reversion, and volatility expansion.
Outputs: bb_upper, bb_middle, bb_lower, bb_width, bb_pct_b

Measures average candle range. NATR normalizes ATR by price.

Common use: Volatility ranking, stop distance, and range expansion.
Outputs: atr, natr

Channel indicators built from ATR or recent highs/lows.

Common use: Breakout and squeeze-style scans.
Outputs: kc_upper, dc_upper, dc_lower

Annualized volatility calculated from returns.

Common use: Ranking assets by statistical volatility.
Outputs: hv, realized_vol

Ranks current volatility against history or compares short-term volatility to long-term volatility.

Common use: Finding unusually quiet or unusually active symbols.
Outputs: vol_percentile, vol_ratio

Cumulative volume that adds on up closes and subtracts on down closes.

Common use: Accumulation/distribution and volume divergence.
Outputs: obv

Volume-weighted price measures.

Common use: Price relative to volume-weighted average levels.
Outputs: vwap, vwma

Volume-flow indicators that estimate buying and selling pressure.

Common use: Confirming breakouts and spotting divergence.
Outputs: cmf, adosc, kvo

Classic floor-trader levels derived from prior high, low, and close.

Common use: Price near support/resistance levels.
Outputs: pivot, r1-r3, s1-s3

Retracement levels between a lookback high and low.

Common use: Price near common retracement zones.
Outputs: fib_0 to fib_1

Swing highs/lows, swing failure patterns, and fair value gaps.

Common use: Liquidity sweeps, failed breakouts, and imbalance screens.
Outputs: pattern-specific flags and levels

Direct arithmetic on OHLC data: returns, range, body, gaps, wicks, distance from highs/lows.

Common use: Plain-English price-action scans without a named indicator.
Outputs: change_pct, range_pct, body, gap_pct, wick_ratio

Statistical measures including z-score, standard deviation, variance, skew, kurtosis, entropy, and MAD.

Common use: Finding abnormal moves or distribution changes.
Outputs: zscore, stdev, variance, skew, kurtosis, entropy, mad

Compares price swings against an indicator to find disagreement.

Common use: Regular bullish or bearish divergence on RSI, MACD, stochastic, CCI, MFI, AO, KDJ, OBV, or CMF.
Outputs: bull_div, bear_div