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docs: add PineScript links to all indicator .md files, docsify .pine renderer with comprehensive Prism v6 syntax highlighting

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- Added PineScript row to property tables in 375 .md files linking to companion .pine files
- Docsify plugin intercepts .pine link clicks, fetches and renders content as syntax-highlighted code blocks
- Comprehensive Prism.languages.pine grammar covering 18 token categories: annotations, types, qualifiers, namespaces, OHLCV builtins, functions, keywords, operators
- Custom CSS tokens using GitHub dark palette for Pine-specific visual differentiation
This commit is contained in:
Miha Kralj
2026-03-11 15:36:23 -07:00
parent 567fa89465
commit 19f956521d
396 changed files with 606 additions and 816 deletions
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lib/channels/aberr/aberr.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [aberr.pine](aberr.pine) |
- ABERR measures price deviation from a central moving average using mean absolute deviation rather than standard deviation, producing dynamic bands ...
- Parameterized by `period`, `multiplier` (default 2.0).
lib/channels/accbands/accbands.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [accbands.pine](accbands.pine) |
- Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating chann...
- Parameterized by `period`, `factor` (default 4.0).
lib/channels/apchannel/apchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `⌈3/alpha⌉` bars (default 15) |
### TL;DR
| **PineScript** | [apchannel.pine](apchannel.pine) |
- APCHANNEL applies exponential smoothing independently to price highs and lows, creating a dynamic envelope that "remembers" significant extremes wh...
- Parameterized by `alpha` (default 0.2).
lib/channels/apz/apz.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [apz.pine](apz.pine) |
- APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\...
- Parameterized by `period`, `multiplier` (default 2.0).
lib/channels/atrbands/atrbands.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [atrbands.pine](atrbands.pine) |
- ATR Bands create a volatility-adaptive envelope by projecting Wilder's Average True Range above and below a central Simple Moving Average.
- Parameterized by `period`, `multiplier` (default 2.0).
lib/channels/bbands/bbands.md
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| **Outputs** | Multiple series (Middle, Upper, Lower, Width, PercentB) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [bbands.pine](bbands.pine) |
- Bollinger Bands construct a volatility-adaptive envelope around a Simple Moving Average using population standard deviation as the width measure.
- Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier).
lib/channels/dchannel/dchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [dchannel.pine](dchannel.pine) |
- Donchian Channels track the highest high and lowest low over a fixed lookback period, defining the absolute price boundaries within which an asset ...
- Parameterized by `period`.
lib/channels/decaychannel/decaychannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [decaychannel.pine](decaychannel.pine) |
- Decay Channel combines the absolute price boundaries of Donchian Channels with exponential decay toward the midpoint, creating an envelope that exp...
- Parameterized by `period`.
lib/channels/fcb/fcb.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period + 2` bars |
### TL;DR
| **PineScript** | [fcb.pine](fcb.pine) |
- Fractal Chaos Bands filter raw price action through Bill Williams' fractal detection logic, tracking the highest confirmed fractal high and lowest ...
- Parameterized by `period` (default 20).
lib/channels/jbands/jbands.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `⌈20 + 80 × period^0.36⌉` bars |
### TL;DR
| **PineScript** | [Jbands.pine](Jbands.pine) |
- JBANDS expose the internal adaptive envelope mechanism of the Jurik Moving Average (JMA), producing asymmetric bands that snap instantly to new pri...
- Parameterized by `period`, `phase` (default 0).
lib/channels/kchannel/kchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period * 2` bars |
### TL;DR
| **PineScript** | [kchannel.pine](kchannel.pine) |
- Keltner Channel constructs a volatility-adaptive envelope by projecting Average True Range above and below an Exponential Moving Average center line.
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
lib/channels/maenv/maenv.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [maenv.pine](maenv.pine) |
- Moving Average Envelope (MA Envelope) constructs symmetric bands at a fixed percentage distance above and below a moving average center line.
- Parameterized by `period` (default 20), `percentage` (default 1.0), `matype` (default maenvtype.ema).
lib/channels/mmchannel/mmchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mmchannel.pine](mmchannel.pine) |
- Min-Max Channel tracks the highest high and lowest low over a lookback period, creating a pure price envelope without any midpoint calculation.
- Parameterized by `period`.
lib/channels/pchannel/pchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [pchannel.pine](pchannel.pine) |
- Price Channel tracks the highest high and lowest low over a lookback period with a midpoint average, creating a three-line price envelope that defi...
- Parameterized by `period`.
lib/channels/regchannel/regchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [regchannel.pine](regchannel.pine) |
- Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation...
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
lib/channels/sdchannel/sdchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [sdchannel.pine](sdchannel.pine) |
- Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of re...
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
lib/channels/starchannel/starchannel.md
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| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `Math.Max(period, effectiveAtrPeriod)` bars |
### TL;DR
| **PineScript** | [starchannel.pine](starchannel.pine) |
- Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple m...
- Parameterized by `period` (default 20), `multiplier` (default 2.0), `atrperiod` (default 0).
lib/channels/stbands/stbands.md
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| **Outputs** | Multiple series (Upper, Lower, Trend, Width) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [stbands.pine](stbands.pine) |
- Super Trend Bands provide ATR-based dynamic support and resistance levels with asymmetric ratchet logic: the upper band only tightens downward duri...
- Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier).
lib/channels/ttm_lrc/TtmLrc.md
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| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- TTM Linear Regression Channel plots a least-squares regression line through price data with dual standard deviation bands at $\pm 1\sigma$ and $\pm...
- Parameterized by `period` (default 100).
- Output range: Tracks input.
lib/channels/ubands/ubands.md
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| **Outputs** | Multiple series (Upper, Middle, Lower, Width) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [ubands.pine](ubands.pine) |
- Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero o...
- Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier).
lib/channels/uchannel/uchannel.md
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| **Outputs** | Multiple series (Upper, Middle, Lower, STR) |
| **Output range** | Tracks input |
| **Warmup** | `Math.Max(strPeriod, centerPeriod)` bars |
### TL;DR
| **PineScript** | [uchannel.pine](uchannel.pine) |
- Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band widt...
- Parameterized by `strperiod` (default defaultstrperiod), `centerperiod` (default defaultcenterperiod), `multiplier` (default defaultmultiplier).
lib/channels/vwapbands/vwapbands.md
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| **Outputs** | Multiple series (Upper1, Lower1, Upper2, Lower2, Vwap, StdDev, Width) |
| **Output range** | Tracks input |
| **Warmup** | `2` bars |
### TL;DR
| **PineScript** | [vwapbands.pine](vwapbands.pine) |
- VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-l...
- Parameterized by `multiplier` (default defaultmultiplier).
lib/channels/vwapsd/vwapsd.md
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| **Outputs** | Multiple series (Upper, Lower, Vwap, StdDev, Width) |
| **Output range** | Tracks input |
| **Warmup** | `2` bars |
### TL;DR
| **PineScript** | [vwapsd.pine](vwapsd.pine) |
- VWAP with Standard Deviation Bands combines the Volume Weighted Average Price with a single configurable standard deviation band pair, providing a ...
- Parameterized by `numdevs` (default defaultnumdevs).
lib/core/avgprice/Avgprice.md
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| **Outputs** | Single series (AVGPRICE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
| **PineScript** | [avgprice.pine](avgprice.pine) |
- AVGPRICE computes the arithmetic mean of a bar's four canonical prices: Open, High, Low, and Close.
- No configurable parameters; computation is stateless per bar.
lib/core/ha/Ha.md
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| **Outputs** | Single series (HA) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
| **PineScript** | [ha.pine](ha.pine) |
- HA transforms standard OHLC bars into smoothed Heikin-Ashi candles by averaging each component with its predecessor.
- No configurable parameters; computation is stateless per bar.
lib/core/medprice/Medprice.md
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| **Outputs** | Single series (MEDPRICE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
| **PineScript** | [medprice.pine](medprice.pine) |
- MEDPRICE computes the midpoint of a bar's High and Low: $(H + L) \times 0.5$.
- No configurable parameters; computation is stateless per bar.
lib/core/midbody/Midbody.md
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| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
Midbody computes the arithmetic mean of Open and Close prices: $(O + C) \times 0.5$. It captures where price started and ended within a bar, ignoring intra-bar extremes. No lookback period, no state, always hot after the first bar. Equivalent to `TBar.OC2`.
## Historical Context
lib/core/midpoint/Midpoint.md
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| **Outputs** | Single series (Midpoint) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [midpoint.pine](midpoint.pine) |
- Single-series rolling midpoint: `(Highest(V, N) + Lowest(V, N)) * 0.5`.
- Parameterized by `period`.
lib/core/midprice/Midprice.md
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| **Outputs** | Single series (Midprice) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [midprice.pine](midprice.pine) |
- MIDPRICE computes the center of a rolling price channel by averaging the highest High and lowest Low over the past $N$ bars: $(\text{Highest}(H, N)...
- Parameterized by `period`.
lib/core/simd/SimdExtensions.md
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| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- `SimdExtensions` provides high-performance, SIMD-accelerated extension methods for `ReadOnlySpan<double>`.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
lib/core/tbar/TBar.md
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| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- `TBar` is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
lib/core/tbarseries/TBarSeries.md
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| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- `TBarSeries` is a high-performance collection of OHLCV bars.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
lib/core/tseries/TSeries.md
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| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- `TSeries` is a high-performance, memory-efficient container for time-series data.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
lib/core/tvalue/TValue.md
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| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
## TL;DR
- `TValue` is the fundamental atomic unit of data in QuanTAlib.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
lib/core/typprice/Typprice.md
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| **Outputs** | Single series (TYPPRICE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
| **PineScript** | [typprice.pine](typprice.pine) |
- TYPPRICE computes the equal-weighted average of Open, High, and Low: $(O + H + L) \times \frac{1}{3}$.
- No configurable parameters; computation is stateless per bar.
lib/core/wclprice/Wclprice.md
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| **Outputs** | Single series (WCLPRICE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
| **PineScript** | [wclprice.pine](wclprice.pine) |
- WCLPRICE computes a Close-biased average of High, Low, and Close by double-weighting the closing price: $(H + L + 2C) \times 0.25$.
- No configurable parameters; computation is stateless per bar.
lib/cycles/ccor/Ccor.md
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| **Outputs** | Single series (Ccor) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [ccor.pine](ccor.pine) |
- CCOR extracts cycle phase by computing Pearson correlation of a price window against cosine (Real) and negative-sine (Imaginary) reference waves of...
- Parameterized by `period` (default 20), `threshold` (default 9.0).
lib/cycles/ccyc/Ccyc.md
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| **Outputs** | Single series (Ccyc) |
| **Output range** | Varies (see docs) |
| **Warmup** | `7` bars |
### TL;DR
| **PineScript** | [ccyc.pine](ccyc.pine) |
- CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an ...
- Parameterized by `alpha` (default 0.07).
lib/cycles/cg/cg.md
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| **Outputs** | Single series (Cg) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [cg.pine](cg.pine) |
- CG identifies potential turning points using the physics concept of weighted center of mass applied to a price window.
- Parameterized by `period` (default 10).
lib/cycles/dsp/dsp.md
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| **Outputs** | Single series (Dsp) |
| **Output range** | Varies (see docs) |
| **Warmup** | `slowPeriod * 3` bars |
### TL;DR
| **PineScript** | [dsp.pine](dsp.pine) |
- DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price...
- Parameterized by `period` (default 40).
lib/cycles/eacp/eacp.md
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| **Outputs** | Single series (Eacp) |
| **Output range** | Varies (see docs) |
| **Warmup** | `maxPeriod * 2` bars |
### TL;DR
| **PineScript** | [eacp.pine](eacp.pine) |
- EACP estimates the dominant cycle period of a financial time series by computing autocorrelation across multiple lags and transforming the result i...
- Parameterized by `minperiod` (default 8), `maxperiod` (default 48), `avglength` (default 3), `enhance` (default true).
lib/cycles/ebsw/ebsw.md
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| **Outputs** | Single series (Ebsw) |
| **Output range** | Varies (see docs) |
| **Warmup** | `Math.Max(hpLength, ssfLength) + 3` bars (default 43) |
### TL;DR
| **PineScript** | [ebsw.pine](ebsw.pine) |
- EBSW is a refined cycle oscillator that combines a high-pass filter (trend removal), a Super-Smoother filter (noise removal), and Automatic Gain Co...
- Parameterized by `hplength` (default 40), `ssflength` (default 10).
lib/cycles/homod/homod.md
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| **Outputs** | Single series (Homod) |
| **Output range** | Varies (see docs) |
| **Warmup** | `maxPeriod * 2` bars (default 100) |
### TL;DR
| **PineScript** | [homod.pine](homod.pine) |
- HOMOD estimates the dominant cycle period of a market using homodyne mixing, a technique from radio engineering where a signal is multiplied by a d...
- Parameterized by `minperiod` (default 6.0), `maxperiod` (default 50.0).
lib/cycles/ht_dcperiod/HtDcperiod.md
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| **Outputs** | Single series (HT_DCPERIOD) |
| **Output range** | Varies (see docs) |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
| **PineScript** | [ht_dcperiod.pine](ht_dcperiod.pine) |
- HT_DCPERIOD estimates the period of the dominant market cycle using Ehlers' Hilbert Transform cascade.
- No configurable parameters; computation is stateless per bar.
lib/cycles/ht_dcphase/HtDcphase.md
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| **Outputs** | Single series (HT_DCPHASE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
| **PineScript** | [ht_dcphase.pine](ht_dcphase.pine) |
- HT_DCPHASE measures the instantaneous phase angle of the dominant market cycle using Ehlers' Hilbert Transform cascade.
- No configurable parameters; computation is stateless per bar.
lib/cycles/ht_phasor/HtPhasor.md
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| **Outputs** | Single series (HT_PHASOR) |
| **Output range** | Varies (see docs) |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
| **PineScript** | [phasor.pine](phasor.pine) |
- HT_PHASOR decomposes the price signal into two orthogonal components, InPhase ($I$) and Quadrature ($Q$), using the Hilbert Transform.
- No configurable parameters; computation is stateless per bar.
lib/cycles/ht_sine/HtSine.md
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| **Outputs** | Single series (HT_SINE) |
| **Output range** | Varies (see docs) |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
| **PineScript** | [ht_sine.pine](ht_sine.pine) |
- HT_SINE extracts the dominant market cycle phase and outputs both Sine and LeadSine (45° phase advance) for cycle timing.
- No configurable parameters; computation is stateless per bar.
lib/cycles/lunar/Lunar.md
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| **Outputs** | Single series (LUNAR) |
| **Output range** | Varies (see docs) |
| **Warmup** | `0` bars |
### TL;DR
| **PineScript** | [lunar.pine](lunar.pine) |
- LUNAR calculates the Moon's illumination fraction using precise orbital mechanics from Jean Meeus' *Astronomical Algorithms*.
- No configurable parameters; computation is stateless per bar.
lib/cycles/solar/Solar.md
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| **Outputs** | Single series (SOLAR) |
| **Output range** | Varies (see docs) |
| **Warmup** | `0` bars |
### TL;DR
| **PineScript** | [solar.pine](solar.pine) |
- SOLAR models Earth's seasonal position relative to the Sun using astronomical ephemeris calculations.
- No configurable parameters; computation is stateless per bar.
lib/cycles/ssfdsp/Ssfdsp.md
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| **Outputs** | Single series (SsfDsp) |
| **Output range** | Varies (see docs) |
| **Warmup** | `slowPeriod * 2` bars |
### TL;DR
| **PineScript** | [ssfdsp.pine](ssfdsp.pine) |
- SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscill...
- Parameterized by `period` (default 40).
lib/dynamics/adx/Adx.md
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| **Outputs** | Multiple series (DiPlus, DiMinus) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period * 2` bars |
### TL;DR
| **PineScript** | [adx.pine](adx.pine) |
- The Average Directional Index is the industry-standard measure of trend strength, ignoring direction entirely to focus on the velocity of price exp...
- Parameterized by `period`.
lib/dynamics/adxr/Adxr.md
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| **Outputs** | Single series (Adxr) |
| **Output range** | Varies (see docs) |
| **Warmup** | `adx.WarmupPeriod + period - 1` bars |
### TL;DR
| **PineScript** | [adxr.pine](adxr.pine) |
- The Average Directional Movement Rating is a smoothed version of ADX that dampens short-term fluctuations in trend strength by averaging the curren...
- Parameterized by `period`.
lib/dynamics/alligator/Alligator.md
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| **Outputs** | Multiple series (Jaw, Teeth, Lips) |
| **Output range** | Varies (see docs) |
| **Warmup** | `Math.Max(Math.Max(jawPeriod, teethPeriod), lipsPeriod)` bars |
### TL;DR
| **PineScript** | [alligator.pine](alligator.pine) |
- The Williams Alligator is a trend-following system that uses three Smoothed Moving Averages (SMMA/RMA) with different periods and forward display o...
- Parameterized by `jawperiod`, `jawoffset`, `teethperiod`, `teethoffset`, `lipsperiod`, `lipsoffset`.
lib/dynamics/amat/Amat.md
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| **Outputs** | Multiple series (Strength, FastEma, SlowEma) |
| **Output range** | Varies (see docs) |
| **Warmup** | `slowPeriod` bars |
### TL;DR
| **PineScript** | [amat.pine](amat.pine) |
- The Archer Moving Averages Trends indicator is a triple-confirmation trend identification system that uses dual EMAs to produce discrete directiona...
- Parameterized by `fastperiod` (default 10), `slowperiod` (default 50).
lib/dynamics/aroon/Aroon.md
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| **Outputs** | Multiple series (Up, Down) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [aroon.pine](aroon.pine) |
- The Aroon indicator measures the temporal freshness of price extremes, answering not "how much did price move?" but "how long ago did it make a new...
- Parameterized by `period`.
lib/dynamics/aroonosc/AroonOsc.md
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| **Outputs** | Single series (AroonOsc) |
| **Output range** | $-100$ to $+100$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [aroonosc.pine](aroonosc.pine) |
- The Aroon Oscillator condenses the dual-line Aroon system into a single zero-centered value by computing $\text{AroonUp} - \text{AroonDown}$.
- Parameterized by `period`.
lib/dynamics/chop/Chop.md
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| **Outputs** | Single series (CHOP) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [chop.pine](chop.pine) |
- The Choppiness Index is a non-directional regime indicator that measures whether the market is trending or trading sideways.
- Parameterized by `period` (default 14).
lib/dynamics/dmx/Dmx.md
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| **Outputs** | Single series (Dmx) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [dmx.pine](dmx.pine) |
- The DMX is Mark Jurik's modernized overhaul of Wilder's Directional Movement system, replacing the sluggish RMA smoothing with the Jurik Moving Ave...
- Parameterized by `period`.
lib/dynamics/dx/Dx.md
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| **Outputs** | Multiple series (DiPlus, DiMinus) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [dx.pine](dx.pine) |
- The Directional Movement Index is the raw, unsmoothed measure of trend strength from Wilder's directional movement system.
- Parameterized by `period` (default 14).
lib/dynamics/ghla/Ghla.md
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| **Outputs** | Single series (Ghla) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [ghla.pine](ghla.pine) |
- The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the ...
- Parameterized by `period` (default 13).
lib/dynamics/ht_trendmode/HtTrendmode.md
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| **Outputs** | Single series (HT_TRENDMODE) |
| **Output range** | $0$ to $1$ |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
| **PineScript** | [ht_trendmode.pine](ht_trendmode.pine) |
- The Hilbert Transform Trend Mode indicator is a binary regime classifier that determines whether price action is dominated by trending behavior (ou...
- No configurable parameters; computation is stateless per bar.
lib/dynamics/ichimoku/Ichimoku.md
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| **Outputs** | Multiple series (Tenkan, Kijun, SenkouA, SenkouB, Chikou) |
| **Output range** | Varies (see docs) |
| **Warmup** | `maxPeriod` bars |
### TL;DR
| **PineScript** | [ichimoku.pine](ichimoku.pine) |
- Ichimoku Kinko Hyo ("One Glance Equilibrium Chart") is a comprehensive trend-following system that provides five distinct components revealing tren...
- Parameterized by `tenkanperiod`, `kijunperiod`, `senkoubperiod`, `displacement`.
lib/dynamics/impulse/Impulse.md
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| **Output range** | Varies (see docs) |
| **Warmup** | `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34) |
### TL;DR
- The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as ...
- Parameterized by `emaperiod` (default 13), `macdfast` (default 12), `macdslow` (default 26), `macdsignal` (default 9).
- Output range: Varies (see docs).
lib/dynamics/minusdi/MinusDi.md
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# MINUS_DI: Minus Directional Indicator
### TL;DR
Measures downward directional movement strength as a percentage (0-100).
## Introduction
lib/dynamics/minusdm/MinusDm.md
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# MINUS_DM: Minus Directional Movement
### TL;DR
Wilder-smoothed downward directional movement in price units (≥0).
## Introduction
lib/dynamics/pfe/Pfe.md
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| **Outputs** | Single series (Pfe) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period + 1` bars |
### TL;DR
| **PineScript** | [pfe.pine](pfe.pine) |
- Polarized Fractal Efficiency (PFE) quantifies trend strength by comparing the Euclidean distance a price series actually travels bar-to-bar against...
- Parameterized by `period` (default 10), `smoothperiod` (default 5).
lib/dynamics/plusdi/PlusDi.md
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# PLUS_DI: Plus Directional Indicator
### TL;DR
Measures upward directional movement strength as a percentage (0-100).
## Introduction
lib/dynamics/plusdm/PlusDm.md
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# PLUS_DM: Plus Directional Movement
### TL;DR
Wilder-smoothed upward directional movement in price units (≥0).
## Introduction
lib/dynamics/qstick/Qstick.md
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| **Outputs** | Single series (QSTICK) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [qstick.pine](qstick.pine) |
- The Qstick indicator, developed by Tushar Chande, computes a moving average of the close-minus-open difference over a lookback period, quantifying ...
- Parameterized by `period` (default defaultperiod), `useema` (default defaultuseema).
lib/dynamics/ravi/Ravi.md
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| **Outputs** | Single series (Ravi) |
| **Output range** | Varies (see docs) |
| **Warmup** | `longPeriod` bars (default 65) |
### TL;DR
| **PineScript** | [ravi.pine](ravi.pine) |
- RAVI (Range Action Verification Index) measures trend strength by computing the absolute percentage divergence between a short-period SMA and a lon...
- Parameterized by `shortperiod` (default 7), `longperiod` (default 65).
lib/dynamics/super/Super.md
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| **Outputs** | Multiple series (UpperBand, LowerBand) |
| **Output range** | Varies (see docs) |
| **Warmup** | `> period + 1` bars |
### TL;DR
| **PineScript** | [super.pine](super.pine) |
- SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close ...
- Parameterized by `period` (default 10), `multiplier` (default 3.0).
lib/dynamics/ttm_squeeze/TtmSqueeze.md
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| **Output range** | Varies (see docs) |
| **Warmup** | `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars |
### TL;DR
- John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside K...
- Parameterized by `bbperiod` (default 20), `bbmult` (default 2.0), `kcperiod` (default 20), `kcmult` (default 1.5), `momperiod` (default 20).
- Output range: Varies (see docs).
lib/dynamics/ttm_trend/TtmTrend.md
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| **Outputs** | Single series (TTM_TREND) |
| **Output range** | Varies (see docs) |
| **Warmup** | `> 2` bars |
### TL;DR
| **PineScript** | [TtmTrend.pine](TtmTrend.pine) |
- John Carter's TTM Trend uses a fast EMA (default period 6) applied to typical price (HLC/3) to determine short-term trend direction via slope sign.
- Parameterized by `period` (default defaultperiod).
lib/dynamics/vhf/Vhf.md
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| **Outputs** | Single series (Vhf) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period + 1` bars |
### TL;DR
| **PineScript** | [vhf.pine](vhf.pine) |
- VHF (Vertical Horizontal Filter) measures trend strength by dividing the price range over $N$ periods by the total absolute bar-to-bar path distanc...
- Parameterized by `period` (default 28).
lib/dynamics/vortex/Vortex.md
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| **Outputs** | Multiple series (ViPlus, ViMinus) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [vortex.pine](vortex.pine) |
- The Vortex Indicator measures upward and downward trend momentum by computing the ratio of positive and negative vortex movements to true range ove...
- Parameterized by `period` (default 14).
lib/errors/huber/Huber.md
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| **Outputs** | Single series (Huber) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [huber.pine](huber.pine) |
- Huber Loss is a hybrid loss function that combines the best properties of Mean Squared Error (MSE) and Mean Absolute Error (MAE).
- Parameterized by `period`, `delta` (default 1.345).
lib/errors/logcosh/LogCosh.md
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| **Outputs** | Single series (LogCosh) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [logcosh.pine](logcosh.pine) |
- Log-Cosh Loss combines the best properties of L1 (absolute) and L2 (squared) error metrics through the logarithm of the hyperbolic cosine function.
- Parameterized by `period`.
lib/errors/maape/Maape.md
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| **Outputs** | Single series (MAAPE) |
| **Output range** | $[0, \pi/2]$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [maape.pine](maape.pine) |
- Mean Arctangent Absolute Percentage Error (MAAPE) transforms percentage errors through the arctangent function, naturally bounding the metric betwe...
- Parameterized by `period`.
lib/errors/mae/Mae.md
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| **Outputs** | Single series (MAE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mae.pine](mae.pine) |
- Mean Absolute Error (MAE) measures the average magnitude of errors in a set of predictions, without considering their direction.
- Parameterized by `period`.
lib/errors/mapd/Mapd.md
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| **Outputs** | Single series (MAPD) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mapd.pine](mapd.pine) |
- Mean Absolute Percentage Deviation (MAPD) measures the average absolute percentage difference between actual and predicted values, using the predic...
- Parameterized by `period`.
lib/errors/mape/Mape.md
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| **Outputs** | Single series (MAPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mape.pine](mape.pine) |
- Mean Absolute Percentage Error (MAPE) measures the average absolute percentage difference between actual and predicted values.
- Parameterized by `period`.
lib/errors/mase/Mase.md
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| **Outputs** | Single series (Mase) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period + 1` bars |
### TL;DR
| **PineScript** | [mase.pine](mase.pine) |
- Mean Absolute Scaled Error (MASE) normalizes forecast errors by the average error of a naive "random walk" forecast (using the previous value as th...
- Parameterized by `period`.
lib/errors/mdae/Mdae.md
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| **Outputs** | Single series (Mdae) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mdae.pine](mdae.pine) |
- Median Absolute Error (MdAE) measures the middle value of all absolute errors.
- Parameterized by `period`.
lib/errors/mdape/Mdape.md
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| **Outputs** | Single series (Mdape) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mdape.pine](mdape.pine) |
- Median Absolute Percentage Error (MdAPE) combines the scale-independence of percentage errors with the robustness of median statistics.
- Parameterized by `period`.
lib/errors/me/Me.md
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| **Outputs** | Single series (ME) |
| **Output range** | Any (positive or negative) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [me.pine](me.pine) |
- Mean Error (ME), also known as Mean Bias Error, measures the average error between actual and predicted values while preserving the sign.
- Parameterized by `period`.
lib/errors/mpe/Mpe.md
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| **Outputs** | Single series (MPE) |
| **Output range** | Any (positive or negative) |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mpe.pine](mpe.pine) |
- Mean Percentage Error measures the average percentage difference between actual and predicted values while preserving the sign.
- Parameterized by `period`.
lib/errors/mrae/Mrae.md
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| **Outputs** | Single series (MRAE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mrae.pine](mrae.pine) |
- Mean Relative Absolute Error (MRAE) measures the average magnitude of errors relative to the actual values.
- Parameterized by `period`.
lib/errors/mse/Mse.md
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| **Outputs** | Single series (MSE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [mse.pine](mse.pine) |
- Mean Squared Error (MSE) measures the average of the squares of the errors between actual and predicted values.
- Parameterized by `period`.
lib/errors/msle/Msle.md
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| **Outputs** | Single series (MSLE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [msle.pine](msle.pine) |
- Mean Squared Logarithmic Error transforms both actual and predicted values through logarithms before computing squared error.
- Parameterized by `period`.
lib/errors/pseudohuber/PseudoHuber.md
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| **Outputs** | Single series (PseudoHuber) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [pseudohuber.pine](pseudohuber.pine) |
- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
- Parameterized by `period`, `delta` (default 1.0).
lib/errors/quantileloss/QuantileLoss.md
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| **Outputs** | Single series (QuantileLoss) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [quantileloss.pine](quantileloss.pine) |
- Quantile Loss (also called Pinball Loss) measures prediction accuracy with asymmetric penalties for over-prediction versus under-prediction.
- Parameterized by `period`, `quantile` (default 0.5).
lib/errors/rae/Rae.md
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| **Outputs** | Single series (Rae) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [rae.pine](rae.pine) |
- Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor ...
- Parameterized by `period`.
lib/errors/rmse/Rmse.md
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| **Outputs** | Single series (RMSE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [rmse.pine](rmse.pine) |
- Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitiv...
- Parameterized by `period`.
lib/errors/rmsle/Rmsle.md
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| **Outputs** | Single series (RMSLE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [rmsle.pine](rmsle.pine) |
- Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units.
- Parameterized by `period`.
lib/errors/rse/Rse.md
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| **Outputs** | Single series (Rse) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [rse.pine](rse.pine) |
- Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor tha...
- Parameterized by `period`.
lib/errors/rsquared/Rsquared.md
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| **Outputs** | Single series (R²) |
| **Output range** | $(-\infty, 1]$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [rsquared.pine](rsquared.pine) |
- The Coefficient of Determination (R²) measures the proportion of variance in the actual values that is predictable from the predicted values.
- Parameterized by `period`.
lib/errors/smape/Smape.md
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| **Outputs** | Single series (SMAPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [smape.pine](smape.pine) |
- Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the sam...
- Parameterized by `period`.
lib/errors/theilu/TheilU.md
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| **Outputs** | Single series (TheilU) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [theilu.pine](theilu.pine) |
- Theil's U Statistic measures forecast accuracy relative to a naive no-change forecast.
- Parameterized by `period`.
lib/errors/tukeybiweight/TukeyBiweight.md
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| **Outputs** | Single series (TukeyBiweight) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [tukeybiweight.pine](tukeybiweight.pine) |
- Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold.
- Parameterized by `period`, `c` (default defaultc).
lib/errors/wmape/Wmape.md
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| **Outputs** | Single series (Wmape) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
| **PineScript** | [wmape.pine](wmape.pine) |
- Weighted Mean Absolute Percentage Error (WMAPE) adjusts MAPE by weighting each error by the magnitude of the actual value.
- Parameterized by `period`.

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