QuanTAlib/docs/pinescript.md

PineScript Guide: QuanTAlib Indicators for TradingView

"You do not need to understand the math. But the math does not care whether you understand it."

Welcome, Brave Copy-Paster

You are here because you want an indicator on your TradingView chart. Maybe someone on Crypto Twitter posted a screenshot with colored lines and you thought "I need that." Maybe you googled "best RSI Pine Script" at 2 AM. Maybe you clicked a link by accident. All valid paths to enlightenment.

Here is the good news: QuanTAlib provides Pine Script v6 source code for every one of its 393 indicators. Each script is self-contained, tested against the C# reference implementation, and ready to paste into TradingView's Pine Editor. No dependencies. No imports. No subscription to someone's Discord.

Here is the less-good news: the scripts contain actual mathematics. You do not have to read it. But it is there, silently judging.

How to Use a Pine Script (The Short Version)

1. Find the indicator you want (see tables below)
2. Click the link to open the .pine file
3. Copy the entire file contents
4. Open TradingView. Click "Pine Editor" at the bottom
5. Delete whatever is in there. Paste the code
6. Click "Add to chart"
7. Adjust the inputs in the indicator settings panel

That is it. You have deployed a mathematically rigorous indicator without writing a single line of code. Your ancestors would be proud.

Finding Your Indicator

Every indicator has a .pine file sitting next to its C# implementation and documentation. The folder structure is predictable:

lib/
  trends_IIR/
    ema/
      Ema.cs          ← the actual engine (C#, you can ignore this)
      Ema.md          ← documentation (math, history, validation)
      ema.pine        ← THIS IS WHAT YOU WANT

By category

Pick your category. Find your indicator. Click the .pine link. Copy. Paste. Done.

---

Core (price transforms)

These turn OHLC data into derived price series. If you do not know what "typical price" means, you probably want close instead.

Indicator	What It Does	Pine Script
AVGPRICE	Average Price	avgprice.pine
HA	Heikin-Ashi	ha.pine
MEDPRICE	Median Price	medprice.pine
MIDPOINT	Rolling Range Midpoint	midpoint.pine
MIDPRICE	Midpoint Price	midprice.pine
TYPPRICE	Typical Price	typprice.pine
WCLPRICE	Weighted Close Price	wclprice.pine

---

Moving Averages: FIR (the "simple" ones)

FIR stands for Finite Impulse Response. It means the average uses a fixed window of bars. SMA is an FIR filter. You have been using FIR filters this whole time.

Indicator	What It Does	Pine Script
ALMA	Arnaud Legoux MA	alma.pine
BLMA	Blackman Window MA	blma.pine
BWMA	Bessel-Weighted MA	bwma.pine
CONV	Convolution MA	conv.pine
CRMA	Cubic Regression MA	crma.pine
DWMA	Double Weighted MA	dwma.pine
FWMA	Fibonacci Weighted MA	fwma.pine
GWMA	Gaussian Weighted MA	gwma.pine
HAMMA	Hamming MA	hamma.pine
HANMA	Hanning MA	hanma.pine
HEND	Henderson Moving Average	hend.pine
HMA	Hull MA	hma.pine
ILRS	Integral of LinReg Slope	ilrs.pine
KAISER	Kaiser Window MA	kaiser.pine
LANCZOS	Lanczos (sinc) Window MA	lanczos.pine
LSMA	Least Squares MA	lsma.pine
NLMA	Non-Lag MA	nlma.pine
NYQMA	Nyquist MA	nyqma.pine
PARZEN	Parzen Window MA	parzen.pine
PMA	Predictive Moving Average	pma.pine
PWMA	Pascal Weighted MA	pwma.pine
QRMA	Quadratic Regression MA	qrma.pine
RAIN	Rainbow MA	rain.pine
RWMA	Range Weighted MA	rwma.pine
SGMA	Savitzky-Golay MA	sgma.pine
SINEMA	Sine Weighted MA	sinema.pine
SMA	Simple MA	sma.pine
SP15	Spencer's 15-Point MA	sp15.pine
SWMA	Symmetric Weighted MA	swma.pine
TRIMA	Triangular MA	trima.pine
TSF	Time Series Forecast	tsf.pine
TUKEY_W	Tukey (Tapered Cosine) Window MA	tukey_w.pine
WMA	Weighted MA	wma.pine

---

Moving Averages: IIR (the "smart" ones)

IIR stands for Infinite Impulse Response. These use recursive feedback: the previous output affects the current output. Generally smoother, lower lag, and harder to understand. The indicator descriptions link to documentation if curiosity ever strikes.

Indicator	What It Does	Pine Script
ADXVMA	ADX Variable MA	adxvma.pine
AHRENS	Ahrens MA	ahrens.pine
CORAL	Coral Trend Filter	coral.pine
DECYCLER	Ehlers Decycler	decycler.pine
DEMA	Double Exponential MA	dema.pine
DSMA	Deviation-Scaled MA	dsma.pine
EMA	Exponential MA	ema.pine
FRAMA	Ehlers Fractal Adaptive MA	frama.pine
GDEMA	Generalized DEMA	gdema.pine
HEMA	Hull Exponential MA	hema.pine
HOLT	Holt Exponential Smoothing	holt.pine
HT_TRENDLINE	Ehlers Hilbert Transform Instant Trendline	ht_trendline.pine
HWMA	Holt-Winters MA	hwma.pine
JMA	Jurik MA	jma.pine
KAMA	Kaufman Adaptive MA	kama.pine
LEMA	Leader EMA	lema.pine
LTMA	Linear Trend MA	ltma.pine
MAMA	Ehlers MESA Adaptive MA	mama.pine
MAVP	Moving Average Variable Period	mavp.pine
MCNMA	McNicholl EMA	mcnma.pine
MGDI	McGinley Dynamic	mgdi.pine
MMA	Modified MA	mma.pine
NMA	Natural Moving Average	nma.pine
QEMA	Quadruple Exponential MA	qema.pine
REMA	Regularized Exponential MA	rema.pine
RGMA	Recursive Gaussian MA	rgma.pine
RMA	wildeR MA	rma.pine
T3	Tillson T3 MA	t3.pine
TEMA	Triple Exponential MA	tema.pine
TRAMA	Trend Regularity Adaptive MA	trama.pine
VAMA	Volatility Adjusted MA	vama.pine
VIDYA	Variable Index Dynamic Average	vidya.pine
YZVAMA	Yang-Zhang Volatility Adjusted MA	yzvama.pine
ZLDEMA	Zero-Lag Double Exponential MA	zldema.pine
ZLEMA	Zero-Lag Exponential MA	zlema.pine
ZLTEMA	Zero-Lag Triple Exponential MA	zltema.pine

---

Filters (signal processing)

These are the heavy artillery. Kalman filters, Butterworth filters, wavelets. If you do not know what a transfer function is, start with the moving averages above and come back when you are ready. No judgment. (Some judgment.)

Indicator	What It Does	Pine Script
AGC	Ehlers Automatic Gain Control	agc.pine
ALAGUERRE	Ehlers Adaptive Laguerre Filter	alaguerre.pine
BAXTERKING	Baxter-King Band-Pass Filter	baxterking.pine
BESSEL	Bessel Filter	bessel.pine
BILATERAL	Bilateral Filter	Bilateral.pine
BPF	Bandpass Filter	bpf.pine
BUTTER2	Ehlers 2-Pole Butterworth Filter	butter2.pine
BUTTER3	Ehlers 3-Pole Butterworth Filter	butter3.pine
CFITZ	Christiano-Fitzgerald Filter	cfitz.pine
CHEBY1	Chebyshev Type I	cheby1.pine
CHEBY2	Chebyshev Type II	cheby2.pine
EDCF	Ehlers Distance Coefficient Filter	edcf.pine
ELLIPTIC	Elliptic Filter	elliptic.pine
GAUSS	Gaussian Filter	gauss.pine
HANN	Hann Filter	hann.pine
HP	Hodrick-Prescott Filter	hp.pine
HPF	Ehlers Highpass Filter	hpf.pine
KALMAN	Kalman Filter	kalman.pine
LAGUERRE	Ehlers Laguerre Filter	laguerre.pine
LMS	Least Mean Squares	lms.pine
LOESS	LOESS Smoothing	loess.pine
MODF	Modular Filter	modf.pine
NOTCH	Notch Filter	notch.pine
NW	Nadaraya-Watson Estimator	nw.pine
ONEEURO	One Euro Filter	oneeuro.pine
RLS	Recursive Least Squares	rls.pine
RMED	Ehlers Recursive Median Filter	rmed.pine
ROOFING	Ehlers Roofing Filter	roofing.pine
SAK	Ehlers Swiss Army Knife	sak.pine
SGF	Savitzky-Golay Filter	sgf.pine
SPBF	Ehlers Super Passband Filter	spbf.pine
SSF2	Ehlers 2-Pole Super Smoother Filter	ssf2.pine
SSF3	Ehlers 3-Pole Super Smoother Filter	ssf3.pine
USF	Ehlers Ultimate Smoother Filter	usf.pine
VOSS	Ehlers Voss Predictive Filter	voss.pine
WAVELET	Wavelet Denoising Filter	wavelet.pine
WIENER	Wiener Filter	wiener.pine

---

Oscillators

Numbers that bounce between limits. Overbought, oversold, divergence. You know the drill.

Indicator	What It Does	Pine Script
AC	Acceleration Oscillator	ac.pine
AO	Awesome Oscillator	ao.pine
APO	Absolute Price Oscillator	apo.pine
BBB	Bollinger %B	bbb.pine
BBI	Bulls Bears Index	bbi.pine
BBS	Bollinger Band Squeeze	bbs.pine
BRAR	Bull-Bear Power Ratio	brar.pine
CFO	Chande Forecast Oscillator	cfo.pine
COPPOCK	Coppock Curve	coppock.pine
CRSI	Connors RSI	crsi.pine
CTI	Correlation Trend Indicator	cti.pine
DECO	Ehlers Decycler Oscillator	deco.pine
DEM	DeMarker Oscillator	dem.pine
DOSC	Derivative Oscillator	dosc.pine
DPO	Detrended Price Oscillator	dpo.pine
DYMI	Dynamic Momentum Index	dymi.pine
ER	Efficiency Ratio	er.pine
ERI	Elder Ray Index	eri.pine
FI	Force Index	fi.pine
FISHER	Ehlers Fisher Transform	fisher.pine
FISHER04	Ehlers Fisher Transform (2004)	fisher04.pine
GATOR	Williams Gator Oscillator	gator.pine
IMI	Intraday Momentum Index	imi.pine
INERTIA	Inertia	inertia.pine
KDJ	KDJ Indicator	kdj.pine
KRI	Kairi Relative Index	kri.pine
KST	Know Sure Thing Oscillator	kst.pine
LRSI	Ehlers Laguerre RSI	lrsi.pine
MARKETFI	Market Facilitation Index	marketfi.pine
MSTOCH	Ehlers MESA Stochastic	mstoch.pine
PGO	Pretty Good Oscillator	pgo.pine
PSL	Psychological Line	psl.pine
QQE	Quantitative Qualitative Estimation	qqe.pine
REFLEX	Ehlers Reflex	reflex.pine
REVERSEEMA	Ehlers Reverse EMA	reverseema.pine
RVGI	Relative Vigor Index	rvgi.pine
SMI	Stochastic Momentum Index	smi.pine
SQUEEZE	Squeeze Momentum	squeeze.pine
STC	Schaff Trend Cycle	stc.pine
STOCH	Stochastic Oscillator	stoch.pine
STOCHF	Stochastic Fast	stochf.pine
STOCHRSI	Stochastic RSI	stochrsi.pine
TD_SEQ	TD Sequential	td_seq.pine
TRENDFLEX	Ehlers Trendflex	trendflex.pine
TRIX	Triple Exponential Average	trix.pine
TTM_WAVE	TTM Wave	ttm_wave.pine
ULTOSC	Ultimate Oscillator	ultosc.pine
WILLR	Williams %R	willr.pine

---

Dynamics (trend strength)

Is there a trend? How strong? These indicators answer that.

Indicator	What It Does	Pine Script
ADX	Average Directional Index	adx.pine
ADXR	Average Directional Movement Rating	adxr.pine
ALLIGATOR	Williams Alligator	alligator.pine
AMAT	Archer Moving Averages Trends	amat.pine
AROON	Aroon	aroon.pine
AROONOSC	Aroon Oscillator	aroonosc.pine
CHOP	Choppiness Index	chop.pine
DMX	Jurik Directional Movement Index	dmx.pine
DX	Directional Movement Index	dx.pine
GHLA	Gann High-Low Activator	ghla.pine
HT_TRENDMODE	Ehlers Hilbert Transform Trend vs Cycle Mode	ht_trendmode.pine
ICHIMOKU	Ichimoku Cloud	ichimoku.pine
MINUS_DI	Minus Directional Indicator	minusdi.pine
MINUS_DM	Minus Directional Movement	minusdm.pine
PFE	Polarized Fractal Efficiency	pfe.pine
PLUS_DI	Plus Directional Indicator	plusdi.pine
PLUS_DM	Plus Directional Movement	plusdm.pine
QSTICK	Qstick Indicator	qstick.pine
RAVI	Chande Range Action Verification Index	ravi.pine
SUPER	SuperTrend	super.pine
TTM_TREND	TTM Trend	TtmTrend.pine
VHF	Vertical Horizontal Filter	vhf.pine
VORTEX	Vortex Indicator	vortex.pine

---

Momentum

How fast price is moving. Direction matters here.

Indicator	What It Does	Pine Script
ASI	Accumulation Swing Index	asi.pine
BIAS	Bias / Disparity Index	bias.pine
BOP	Balance of Power	bop.pine
CCI	Commodity Channel Index	cci.pine
CFB	Jurik Composite Fractal Behavior	cfb.pine
CMO	Chande Momentum Oscillator	cmo.pine
MACD	Moving Average Convergence Divergence	macd.pine
MOM	Momentum	mom.pine
PMO	Price Momentum Oscillator	pmo.pine
PPO	Percentage Price Oscillator	ppo.pine
RS	Price Relative Strength	rs.pine
ROC	Rate of Change	roc.pine
ROCP	Rate of Change Percentage	rocp.pine
ROCR	Rate of Change Ratio	rocr.pine
RSI	Relative Strength Index	rsi.pine
RSX	Jurik Relative Strength X	rsx.pine
SAM	Smoothed Adaptive Momentum	sam.pine
TSI	True Strength Index	tsi.pine
VEL	Jurik Velocity	vel.pine

---

Volatility

How much price moves. Not direction. Just magnitude.

Indicator	What It Does	Pine Script
ADR	Average Daily Range	adr.pine
ATR	Average True Range	atr.pine
ATRN	ATR Normalized	atrn.pine
BBW	Bollinger Band Width	bbw.pine
BBWN	Bollinger Band Width Normalized	bbwn.pine
BBWP	Bollinger Band Width Percentile	bbwp.pine
CCV	Close-to-Close Volatility	ccv.pine
CV	Coefficient of Variation	cv.pine
CVI	Chaikin's Volatility	cvi.pine
ETHERM	Elder's Thermometer	etherm.pine
EWMA	Exponential Weighted MA Volatility	ewma.pine
GKV	Garman-Klass Volatility	gkv.pine
HLV	High-Low Volatility	hlv.pine
HV	Historical Volatility	hv.pine
JVOLTY	Jurik Volatility	jvolty.pine
JVOLTYN	Jurik Volatility Normalized	jvoltyn.pine
MASSI	Mass Index	massi.pine
NATR	Normalized ATR	natr.pine
RSV	Rogers-Satchell Volatility	rsv.pine
RV	Realized Volatility	rv.pine
RVI	Relative Volatility Index	rvi.pine
TR	True Range	tr.pine
UI	Ulcer Index	ui.pine
VOV	Volatility of Volatility	vov.pine
VR	Volatility Ratio	vr.pine
YZV	Yang-Zhang Volatility	yzv.pine

---

Volume

What the crowd is doing with their money.

Indicator	What It Does	Pine Script
AD	Accumulation/Distribution Line	ad.pine
ADOSC	Chaikin A/D Oscillator	adosc.pine
AOBV	Archer On-Balance Volume	aobv.pine
CMF	Chaikin Money Flow	cmf.pine
EFI	Elder's Force Index	efi.pine
EOM	Ease of Movement	eom.pine
EVWMA	Elastic Volume Weighted MA	evwma.pine
III	Intraday Intensity Index	iii.pine
KVO	Klinger Volume Oscillator	kvo.pine
MFI	Money Flow Index	mfi.pine
NVI	Negative Volume Index	nvi.pine
OBV	On Balance Volume	obv.pine
PVD	Price Volume Divergence	pvd.pine
PVI	Positive Volume Index	pvi.pine
PVO	Percentage Volume Oscillator	pvo.pine
PVR	Price Volume Rank	pvr.pine
PVT	Price Volume Trend	pvt.pine
TVI	Trade Volume Index	tvi.pine
TWAP	Time Weighted Average Price	twap.pine
VA	Volume Accumulation	va.pine
VF	Volume Force	vf.pine
VO	Volume Oscillator	vo.pine
VROC	Volume Rate of Change	vroc.pine
VWAD	Volume Weighted A/D	vwad.pine
VWAP	Volume Weighted Average Price	vwap.pine
VWMA	Volume Weighted MA	vwma.pine
WAD	Williams A/D	wad.pine

---

Channels (bands around price)

Upper band, lower band, sometimes a middle. Price bounces between them. In theory.

Indicator	What It Does	Pine Script
ABERR	Aberration Bands	aberr.pine
ACCBANDS	Acceleration Bands	accbands.pine
APCHANNEL	Andrews' Pitchfork	apchannel.pine
APZ	Adaptive Price Zone	apz.pine
ATRBANDS	ATR Bands	atrbands.pine
BBANDS	Bollinger Bands	bbands.pine
DC	Donchian Channels	dc.pine
DECAYCHANNEL	Decay Min-Max Channel	decaychannel.pine
FCB	Fractal Chaos Bands	fcb.pine
JBANDS	Jurik Volatility Bands	Jbands.pine
KC	Keltner Channel	kc.pine
MAENV	Moving Average Envelope	maenv.pine
MMCHANNEL	Min-Max Channel	mmchannel.pine
PC	Price Channel	pc.pine
REGCHANNEL	Regression Channels	regchannel.pine
SDCHANNEL	Standard Deviation Channel	sdchannel.pine
STARCHANNEL	Stoller Average Range Channel	starchannel.pine
STBANDS	Super Trend Bands	stbands.pine
UBANDS	Ehlers Ultimate Bands	ubands.pine
UCHANNEL	Ehlers Ultimate Channel	uchannel.pine
VWAPBANDS	VWAP Bands	vwapbands.pine
VWAPSD	VWAP with Standard Deviation Bands	vwapsd.pine

---

Cycles

Markets oscillate. These indicators try to measure the oscillation itself — the period, phase, and amplitude of dominant cycles.

Indicator	What It Does	Pine Script
CCOR	Ehlers Correlation Cycle	ccor.pine
CCYC	Ehlers Cyber Cycle	ccyc.pine
CG	Ehlers Center of Gravity	cg.pine
DSP	Ehlers Detrended Synthetic Price	dsp.pine
EACP	Ehlers Autocorrelation Periodogram	eacp.pine
EBSW	Ehlers Even Better Sinewave	ebsw.pine
HOMOD	Ehlers Homodyne Discriminator	homod.pine
HT_DCPERIOD	Ehlers Hilbert Transform Dominant Cycle Period	ht_dcperiod.pine
HT_DCPHASE	Ehlers Hilbert Transform Dominant Cycle Phase	ht_dcphase.pine
HT_PHASOR	Ehlers Hilbert Transform Phasor Components	phasor.pine
HT_SINE	Ehlers Hilbert Transform SineWave	ht_sine.pine
LUNAR	Lunar Phase	lunar.pine
SOLAR	Solar Activity Cycle	solar.pine
SSFDSP	Ehlers SSF Detrended Synthetic Price	ssfdsp.pine

---

Reversals

Where price might turn around. Pivots, stops, and fractal patterns.

Indicator	What It Does	Pine Script
CHANDELIER	Chandelier Exit	chandelier.pine
CKSTOP	Chande Kroll Stop	ckstop.pine
FRACTALS	Williams Fractals	fractals.pine
PIVOT	Pivot Points	pivot.pine
PIVOTCAM	Camarilla Pivot Points	pivotcam.pine
PIVOTDEM	DeMark Pivot Points	pivotdem.pine
PIVOTEXT	Extended Traditional Pivots	pivotext.pine
PIVOTFIB	Fibonacci Pivot Points	pivotfib.pine
PIVOTWOOD	Woodie's Pivot Points	pivotwood.pine
SAR	Parabolic Stop And Reverse	sar.pine
SAREXT	Parabolic SAR Extended	sarext.pine
SWINGS	Swing High/Low Detection	swings.pine
TTM_SCALPER	TTM Scalper Alert	ttmscalper.pine

---

Forecasts

Predictions. Use with appropriate skepticism.

Indicator	What It Does	Pine Script
AFIRMA	Adaptive FIR MA	afirma.pine

---

Statistics

Quantitative measures of price behavior. Correlation, regression, distribution analysis.

Indicator	What It Does	Pine Script
ACF	Autocorrelation Function	acf.pine
BETA	Beta Coefficient	beta.pine
CMA	Cumulative MA	cma.pine
COINTEGRATION	Cointegration	cointegration.pine
CORREL	Correlation	correl.pine
COVARIANCE	Covariance	covariance.pine
ENTROPY	Shannon Entropy	entropy.pine
GEOMEAN	Geometric Mean	geomean.pine
GRANGER	Granger Causality	granger.pine
HARMEAN	Harmonic Mean	harmean.pine
HURST	Hurst Exponent	hurst.pine
IQR	Interquartile Range	iqr.pine
JB	Jarque-Bera Test	jb.pine
KENDALL	Kendall Rank Correlation	kendall.pine
KURTOSIS	Kurtosis	kurtosis.pine
LINREG	Linear Regression Curve	linreg.pine
MEANDEV	Mean Absolute Deviation	meandev.pine
MEDIAN	Rolling Median	median.pine
MODE	Mode	mode.pine
PACF	Partial Autocorrelation Function	pacf.pine
PERCENTILE	Percentile	percentile.pine
POLYFIT	Polynomial Fitting	polyfit.pine
QUANTILE	Quantile	quantile.pine
SKEW	Skewness	skew.pine
SPEARMAN	Spearman Rank Correlation	spearman.pine
STDDEV	Standard Deviation	stddev.pine
STDERR	Standard Error of Regression	stderr.pine
SUM	Rolling Sum	sum.pine
THEIL	Theil Index	theil.pine
TRIM	Trimmed Mean MA	trim.pine
VARIANCE	Population and Sample Variance	variance.pine
WAVG	Weighted Average	wavg.pine
WINS	Winsorized Mean MA	wins.pine
ZSCORE	Z-score	zscore.pine
ZTEST	Z-Test	ztest.pine

---

Numerics (transforms and distributions)

Mathematical transforms, derivatives, and probability distributions. The kind of tools a quant reaches for at 3 AM.

Indicator	What It Does	Pine Script
ACCEL	Acceleration	accel.pine
BETADIST	Beta Distribution	betadist.pine
BINOMDIST	Binomial Distribution	binomdist.pine
CHANGE	Percentage Change	change.pine
CWT	Continuous Wavelet Transform	cwt.pine
DECAY	Linear Decay	decay.pine
DWT	Discrete Wavelet Transform	dwt.pine
EDECAY	Exponential Decay	edecay.pine
EXPDIST	Exponential Distribution	expdist.pine
EXPTRANS	Exponential Transform	exptrans.pine
FDIST	F-Distribution	fdist.pine
FFT	Fast Fourier Transform	fft.pine
GAMMADIST	Gamma Distribution	gammadist.pine
HIGHEST	Rolling Maximum	highest.pine
IFFT	Inverse Fast Fourier Transform	ifft.pine
JERK	Jerk	jerk.pine
LINEARTRANS	Linear Transform	lineartrans.pine
LOGNORMDIST	Log-Normal Distribution	lognormdist.pine
LOGTRANS	Logarithmic Transform	logtrans.pine
LOWEST	Rolling Minimum	lowest.pine
NORMALIZE	Min-Max Normalization	normalize.pine
NORMDIST	Normal Distribution	normdist.pine
POISSONDIST	Poisson Distribution	poissondist.pine
RELU	Rectified Linear Unit	relu.pine
SIGMOID	Logistic Function	sigmoid.pine
SLOPE	First Derivative	slope.pine
SQRTTRANS	Square Root Transform	sqrttrans.pine
TDIST	Student's t-Distribution	tdist.pine
WEIBULLDIST	Weibull Distribution	weibulldist.pine

---

Errors (forecast accuracy metrics)

How wrong was your model? These metrics quantify the answer. Useful for comparing indicator accuracy or building adaptive systems.

Indicator	What It Does	Pine Script
HUBER	Huber Loss	huber.pine
LOGCOSH	Log-Cosh Loss	logcosh.pine
MAAPE	Mean Arctangent Absolute Percentage Error	maape.pine
MAE	Mean Absolute Error	mae.pine
MAPD	Mean Absolute Percentage Deviation	mapd.pine
MAPE	Mean Absolute Percentage Error	mape.pine
MASE	Mean Absolute Scaled Error	mase.pine
MDAE	Median Absolute Error	mdae.pine
MDAPE	Median Absolute Percentage Error	mdape.pine
ME	Mean Error	me.pine
MPE	Mean Percentage Error	mpe.pine
MRAE	Mean Relative Absolute Error	mrae.pine
MSE	Mean Squared Error	mse.pine
MSLE	Mean Squared Logarithmic Error	msle.pine
PSEUDOHUBER	Pseudo-Huber Loss	pseudohuber.pine
QUANTILELOSS	Quantile Loss	quantileloss.pine
RAE	Relative Absolute Error	rae.pine
RMSE	Root Mean Squared Error	rmse.pine
RMSLE	Root Mean Squared Logarithmic Error	rmsle.pine
RSE	Relative Squared Error	rse.pine
RSQUARED	Coefficient of Determination	rsquared.pine
SMAPE	Symmetric Mean Absolute Percentage Error	smape.pine
THEILU	Theil's U Statistic	theilu.pine
TUKEY	Tukey Biweight Loss	tukeybiweight.pine
WMAPE	Weighted Mean Absolute Percentage Error	wmape.pine
WRMSE	Weighted RMSE	wrmse.pine

---

Anatomy of a QuanTAlib Pine Script

Every script follows the same structure. Understanding this structure is optional but occasionally useful when things do not look right on your chart.

// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Exponential Moving Average (EMA)", "EMA", overlay=true)

// ---- The function definition ----
// This is where the math lives. You do not need to touch this.
ema(series float source, simple int period=0, simple float alpha=0) =>
    // ... math happens here ...
    result

// ---- Inputs ----
// These create the settings panel on TradingView
i_period = input.int(10, "Period", minval=1)
i_source = input.source(close, "Source")

// ---- Calculation ----
ema_value = ema(i_source, period=i_period)

// ---- Plot ----
plot(ema_value, "EMA", color=color.yellow, linewidth=2)

The parts that matter to you

• Inputs section: Change 10 to whatever period you want as the default. Or just use the TradingView settings panel after adding the indicator.
• Plot section: Change color.yellow to whatever color you prefer. Options include color.red, color.green, color.blue, color.white, color.orange, color.purple.
• The function: Do not touch this unless you know what you are doing. It was validated against the C# reference implementation. Your modifications will not be validated against anything.

Common Questions

"The indicator shows values from bar 1 — shouldn't there be a warmup gap?"

That is correct behavior. QuanTAlib generates output from the very first bar. A 14-period RSI with only 5 bars uses the best estimate possible given available data. The values become fully converged once enough bars have accumulated, but you never see NaN or blank bars. Other libraries leave gaps. QuanTAlib fills them with mathematically defensible approximations that improve as data accumulates.

"Can I use this in a strategy?"

Yes. Replace indicator(...) with strategy(...) and add your entry/exit logic. The indicator function itself does not change.

"The values differ from TradingView's built-in version"

Possible reasons, in order of likelihood:

1. Different default parameters. Check the period, source, and any multipliers.
2. Different warmup handling. QuanTAlib uses exponential compensation from bar 1. TradingView's built-in indicators sometimes use different warmup methods.
3. You are looking at the wrong indicator. DEMA is not "double EMA period." It is a specific algorithm by Patrick Mulloy.

"I modified the math and now it is broken"

Put the original code back. The math was correct before you edited it.

"Which moving average should I use?"

If you are asking this question, use EMA. It is the Honda Civic of moving averages: reliable, understood by everyone, and good enough for most situations. Come back and explore JMA, KAMA, or T3 when you have a specific problem that EMA does not solve.

"Can I combine multiple indicators?"

Yes. Add multiple scripts to your chart or combine functions within a single script:

//@version=6
indicator("EMA + RSI Combo", overlay=false)

// Calculate both
ema_val = ta.ema(close, 20)     // TradingView built-in
rsi_val = ta.rsi(close, 14)     // TradingView built-in

// Or use QuanTAlib versions by pasting the function definitions
// from their respective .pine files and calling them

plot(rsi_val, "RSI", color=color.purple)
hline(70, "Overbought", color=color.red)
hline(30, "Oversold", color=color.green)

Going Deeper (If You Dare)

Each indicator has a .md documentation file next to its .pine file. These contain:

• Mathematical formulas (yes, with actual math notation)
• Historical context (who invented it and why)
• Performance characteristics
• Validation against other libraries
• Common pitfalls

For example: EMA documentation explains the exponential warmup compensator, why it matters, and why most other implementations get the first few values wrong.

You do not have to read any of this. But if you ever wonder why your backtest results differ from someone else's, the answer is probably in there.

The Full Catalog

All 393 indicators with descriptions →

Every indicator in that list has a .pine file. Every .pine file works on TradingView. Every implementation matches the C# reference engine.

Copy responsibly.