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 table 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 of OHLC	avgprice.pine
HA	Heikin-Ashi candles	ha.pine
MEDPRICE	Median of high and low	medprice.pine
MIDPOINT	Midpoint of highest and lowest	midpoint.pine
MIDPRICE	Midpoint of high and low	midprice.pine
TYPPRICE	Typical price: (H+L+C)/3	typprice.pine
WCLPRICE	Weighted close: (H+L+2C)/4	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
SMA	Simple Moving Average (the one everyone knows)	sma.pine
WMA	Weighted Moving Average	wma.pine
HMA	Hull Moving Average (fast, smooth)	hma.pine
ALMA	Arnaud Legoux MA (offset + sigma tuning)	alma.pine
TRIMA	Triangular Moving Average	trima.pine
LSMA	Least Squares (linear regression line)	lsma.pine
FWMA	Fibonacci Weighted MA	fwma.pine
GWMA	Gaussian Weighted MA	gwma.pine
SWMA	Symmetric Weighted MA	swma.pine
DWMA	Double Weighted MA	dwma.pine
SINEMA	Sine-Weighted MA	sinema.pine
HANMA	Hann-Weighted MA	hanma.pine
PARZEN	Parzen-Weighted MA	parzen.pine
SGMA	Savitzky-Golay MA	sgma.pine
TSF	Time Series Forecast	tsf.pine
BLMA	Blackman MA	blma.pine
PWMA	Pascal Weighted MA	pwma.pine
NLMA	Non-Linear MA	nlma.pine
ILRS	Integral of Linear Regression Slope	ilrs.pine
HAMMA	Hamming MA	hamma.pine
KAISER	Kaiser-Windowed MA	kaiser.pine
LANCZOS	Lanczos MA	lanczos.pine
PMA	Polynomial MA	pma.pine
NYQMA	Nyquist MA	nyqma.pine
QRMA	QR Decomposition MA	qrma.pine
RWMA	Range Weighted MA	rwma.pine
HEND	Henderson MA	hend.pine
CONV	Convolution (custom kernel)	conv.pine
BWMA	Butterworth-Weighted MA	bwma.pine
CRMA	Crowley MA	crma.pine
SP15	SP-15 MA	sp15.pine
TUKEY_W	Tukey-Windowed MA	tukey_w.pine
RAIN	RAIN MA	rain.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
EMA	Exponential MA (the popular one)	ema.pine
DEMA	Double EMA (less lag)	dema.pine
TEMA	Triple EMA (even less lag)	tema.pine
T3	Tillson T3 (six-stage cascade)	t3.pine
JMA	Jurik MA (adaptive, low noise)	jma.pine
KAMA	Kaufman Adaptive MA	kama.pine
VIDYA	Variable Index Dynamic Average	vidya.pine
FRAMA	Fractal Adaptive MA	frama.pine
MAMA	MESA Adaptive MA (Ehlers)	mama.pine
HOLT	Holt Exponential Smoothing	holt.pine
HWMA	Holt-Winters MA	hwma.pine
RMA	Wilder's MA (used inside RSI)	rma.pine
ZLEMA	Zero-Lag EMA	zlema.pine
ZLDEMA	Zero-Lag Double EMA	zldema.pine
ZLTEMA	Zero-Lag Triple EMA	zltema.pine
MGDI	McGinley Dynamic	mgdi.pine
LEMA	Leader EMA	lema.pine
HEMA	Hull EMA	hema.pine
GDEMA	Generalized Double EMA	gdema.pine
DSMA	Deviation-Scaled MA	dsma.pine
CORAL	Coral Trend Filter	coral.pine
AHRENS	Ahrens MA	ahrens.pine
DECYCLER	Ehlers Decycler	decycler.pine
MCNMA	McNicholl EMA	mcnma.pine
MMA	Modified MA	mma.pine
NMA	Natural MA	nma.pine
QEMA	Quad EMA	qema.pine
REMA	Regularized EMA	rema.pine
RGMA	Recursive Gaussian MA	rgma.pine
TRAMA	Trend Regularity Adaptive MA	trama.pine
LTMA	Linear Trend MA	ltma.pine
HTIT	Hilbert Transform Instantaneous Trend	htit.pine
ADXVMA	ADX Variable MA	adxvma.pine
VAMA	Volatility Adjusted MA	vama.pine
YZVAMA	Yang-Zhang Volatility Adjusted MA	yzvama.pine
MAVP	Moving Average Variable Period	mavp.pine

Oscillators

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

Indicator	What It Does	Pine Script
RSI	Relative Strength Index (the king)	rsi.pine
STOCH	Stochastic Oscillator	stoch.pine
STOCHF	Fast Stochastic	stochf.pine
STOCHRSI	Stochastic RSI	stochrsi.pine
CCI	Commodity Channel Index	cci.pine
WILLR	Williams %R	willr.pine
FISHER	Fisher Transform (Ehlers)	fisher.pine
QQE	Qualitative Quantitative Estimation	qqe.pine
TRIX	Triple EMA Rate of Change	trix.pine
KDJ	KDJ Indicator	See oscillators
CTI	Correlation Trend Indicator	cti.pine
LRSI	Laguerre RSI	lrsi.pine
REFLEX	Ehlers Reflex	reflex.pine
SMI	Stochastic Momentum Index	smi.pine
STC	Schaff Trend Cycle	stc.pine

Momentum

How fast price is moving. Direction matters here.

Indicator	What It Does	Pine Script
MACD	Moving Average Convergence Divergence	macd.pine
ROC	Rate of Change	roc.pine
MOM	Momentum (price change over N bars)	mom.pine
TSI	True Strength Index	tsi.pine
CMO	Chande Momentum Oscillator	cmo.pine
PPO	Percentage Price Oscillator	ppo.pine
VEL	Velocity	vel.pine
BOP	Balance of Power	bop.pine
CFB	Composite Force Balance	cfb.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
AROON	Aroon Up/Down	aroon.pine
SUPERTREND	SuperTrend (ATR-based stops)	super.pine
ICHIMOKU	Ichimoku Cloud	ichimoku.pine
VORTEX	Vortex Indicator	vortex.pine
CHOP	Choppiness Index	chop.pine
ALLIGATOR	Williams Alligator	alligator.pine
PSAR	Parabolic SAR	psar.pine

Volatility

How much price moves. Not direction. Just magnitude.

Indicator	What It Does	Pine Script
ATR	Average True Range	atr.pine
TR	True Range	tr.pine
BBW	Bollinger Band Width	bbw.pine
HV	Historical Volatility	hv.pine
NATR	Normalized ATR	natr.pine

Channels (bands around price)

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

Indicator	What It Does	Pine Script
BBANDS	Bollinger Bands	bbands.pine
KCHANNEL	Keltner Channels	kchannel.pine
DCHANNEL	Donchian Channels	dchannel.pine
PCHANNEL	Price Channels	pchannel.pine
ACCBANDS	Acceleration Bands	accbands.pine

Volume

What the crowd is doing with their money.

Indicator	What It Does	Pine Script
OBV	On-Balance Volume	obv.pine
VWAP	Volume Weighted Average Price	vwap.pine
MFI	Money Flow Index (volume RSI)	mfi.pine
CMF	Chaikin Money Flow	cmf.pine
ADL	Accumulation/Distribution Line	adl.pine
VWMA	Volume Weighted MA	vwma.pine
KVO	Klinger Volume Oscillator	kvo.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
KALMAN	Kalman Filter	kalman.pine
SGF	Savitzky-Golay Filter	sgf.pine
SSF2	Ehlers Super Smoother (2-pole)	ssf2.pine
SSF3	Ehlers Super Smoother (3-pole)	ssf3.pine
GAUSS	Gaussian Filter	gauss.pine
BUTTER2	Butterworth (2nd order)	butter2.pine
BUTTER3	Butterworth (3rd order)	butter3.pine
HPF	High-Pass Filter	hpf.pine
LAGUERRE	Laguerre Filter	laguerre.pine
ROOFING	Ehlers Roofing Filter	roofing.pine
VOSS	Voss Predictor	voss.pine

Not every indicator is listed here. Browse the full catalog of 393 indicators for the complete collection, including cycles, statistics, error metrics, reversals, numerics, and forecasts.

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.