620 lines
76 KiB
Markdown
620 lines
76 KiB
Markdown
# Wickra Indicators
|
||
|
||
Compact index of all **514** indicators in `crates/wickra-core/src/indicators/`, grouped by `FAMILIES` in `crates/wickra-core/src/indicators/mod.rs`. Each row links to the full implementation file.
|
||
|
||
> AI agents: skim family headers, then `Read` the linked `.rs` file for the canonical formula. For QuantDinger, fetch the live contract with `quantdinger_get_indicator_authoring_contract` before writing code.
|
||
|
||
## Families
|
||
|
||
- [Moving Averages](#moving-averages) (26)
|
||
- [Momentum Oscillators](#momentum-oscillators) (34)
|
||
- [Trend & Directional](#trend-directional) (28)
|
||
- [Price Oscillators](#price-oscillators) (14)
|
||
- [Volatility & Bands](#volatility-bands) (25)
|
||
- [Bands & Channels](#bands-channels) (16)
|
||
- [Trailing Stops](#trailing-stops) (19)
|
||
- [Volume](#volume) (26)
|
||
- [Price Statistics](#price-statistics) (55)
|
||
- [Ehlers / Cycle (DSP)](#ehlers-cycle-dsp) (29)
|
||
- [Pivots & S/R](#pivots-s-r) (12)
|
||
- [DeMark](#demark) (19)
|
||
- [Ichimoku & Charts](#ichimoku-charts) (7)
|
||
- [Candlestick Patterns](#candlestick-patterns) (66)
|
||
- [Microstructure](#microstructure) (20)
|
||
- [Derivatives](#derivatives) (17)
|
||
- [Market Profile](#market-profile) (10)
|
||
- [Risk / Performance](#risk-performance) (28)
|
||
- [Alt-Chart Bars](#alt-chart-bars) (10)
|
||
- [Market Breadth](#market-breadth) (15)
|
||
- [Seasonality & Session](#seasonality-session) (12)
|
||
- [Chart Patterns](#chart-patterns) (8)
|
||
- [Harmonic Patterns](#harmonic-patterns) (8)
|
||
- [Fibonacci](#fibonacci) (10)
|
||
|
||
## Moving Averages (26)
|
||
|
||
- `AdaptiveLaguerreFilter` — Ehlers' Adaptive Laguerre Filter · [`adaptive_laguerre_filter.rs`](crates/wickra-core/src/indicators/adaptive_laguerre_filter.rs)
|
||
- `Alligator` — Bill Williams' Alligator indicator · [`alligator.rs`](crates/wickra-core/src/indicators/alligator.rs)
|
||
- `Alma` — Arnaud Legoux Moving Average (ALMA) · [`alma.rs`](crates/wickra-core/src/indicators/alma.rs)
|
||
- `Dema` — Double Exponential Moving Average (DEMA) · [`dema.rs`](crates/wickra-core/src/indicators/dema.rs)
|
||
- `Ehma` — Exponential Hull Moving Average (EHMA) · [`ehma.rs`](crates/wickra-core/src/indicators/ehma.rs)
|
||
- `Ema` — Exponential Moving Average · [`ema.rs`](crates/wickra-core/src/indicators/ema.rs)
|
||
- `Evwma` — Elastic Volume-Weighted Moving Average (EVWMA) · [`evwma.rs`](crates/wickra-core/src/indicators/evwma.rs)
|
||
- `Frama` — Fractal Adaptive Moving Average (FRAMA) · [`frama.rs`](crates/wickra-core/src/indicators/frama.rs)
|
||
- `GeneralizedDema` — Generalized DEMA (GD) — Tim Tillson's volume-factor double EMA · [`generalized_dema.rs`](crates/wickra-core/src/indicators/generalized_dema.rs)
|
||
- `GeometricMa` — Geometric Moving Average (GMA) · [`geometric_ma.rs`](crates/wickra-core/src/indicators/geometric_ma.rs)
|
||
- `Hma` — Hull Moving Average (HMA) · [`hma.rs`](crates/wickra-core/src/indicators/hma.rs)
|
||
- `HoltWinters` — Holt's linear (double exponential) smoothing · [`holt_winters.rs`](crates/wickra-core/src/indicators/holt_winters.rs)
|
||
- `Jma` — Jurik Moving Average (JMA) · [`jma.rs`](crates/wickra-core/src/indicators/jma.rs)
|
||
- `Kama` — Kaufman's Adaptive Moving Average (KAMA) · [`kama.rs`](crates/wickra-core/src/indicators/kama.rs)
|
||
- `McGinleyDynamic` — `McGinley` Dynamic — self-adjusting moving average · [`mcginley_dynamic.rs`](crates/wickra-core/src/indicators/mcginley_dynamic.rs)
|
||
- `MedianMa` — Median Moving Average · [`median_ma.rs`](crates/wickra-core/src/indicators/median_ma.rs)
|
||
- `SineWeightedMa` — Sine-Weighted Moving Average (SWMA) · [`sine_weighted_ma.rs`](crates/wickra-core/src/indicators/sine_weighted_ma.rs)
|
||
- `Sma` — Simple Moving Average · [`sma.rs`](crates/wickra-core/src/indicators/sma.rs)
|
||
- `Smma` — Smoothed Moving Average (Wilder's RMA) · [`smma.rs`](crates/wickra-core/src/indicators/smma.rs)
|
||
- `T3` — Tillson T3 Moving Average · [`t3.rs`](crates/wickra-core/src/indicators/t3.rs)
|
||
- `Tema` — Triple Exponential Moving Average (TEMA) · [`tema.rs`](crates/wickra-core/src/indicators/tema.rs)
|
||
- `Trima` — Triangular Moving Average · [`trima.rs`](crates/wickra-core/src/indicators/trima.rs)
|
||
- `Vidya` — Variable Index Dynamic Average (VIDYA) · [`vidya.rs`](crates/wickra-core/src/indicators/vidya.rs)
|
||
- `Vwma` — Volume-Weighted Moving Average · [`vwma.rs`](crates/wickra-core/src/indicators/vwma.rs)
|
||
- `Wma` — Weighted Moving Average (linear weights) · [`wma.rs`](crates/wickra-core/src/indicators/wma.rs)
|
||
- `Zlema` — Zero-Lag Exponential Moving Average · [`zlema.rs`](crates/wickra-core/src/indicators/zlema.rs)
|
||
|
||
## Momentum Oscillators (34)
|
||
|
||
- `AnchoredRsi` — Anchored Relative Strength Index · [`anchored_rsi.rs`](crates/wickra-core/src/indicators/anchored_rsi.rs)
|
||
- `AwesomeOscillator` — Awesome Oscillator (Bill Williams) · [`awesome_oscillator.rs`](crates/wickra-core/src/indicators/awesome_oscillator.rs)
|
||
- `Cci` — Commodity Channel Index (CCI) · [`cci.rs`](crates/wickra-core/src/indicators/cci.rs)
|
||
- `Cmo` — Chande Momentum Oscillator · [`cmo.rs`](crates/wickra-core/src/indicators/cmo.rs)
|
||
- `ConnorsRsi` — Connors RSI (CRSI) · [`connors_rsi.rs`](crates/wickra-core/src/indicators/connors_rsi.rs)
|
||
- `DerivativeOscillator` — Derivative Oscillator (Constance Brown) · [`derivative_oscillator.rs`](crates/wickra-core/src/indicators/derivative_oscillator.rs)
|
||
- `DisparityIndex` — Disparity Index · [`disparity_index.rs`](crates/wickra-core/src/indicators/disparity_index.rs)
|
||
- `DynamicMomentumIndex` — Dynamic Momentum Index (Chande's volatility-adaptive RSI) · [`dynamic_momentum_index.rs`](crates/wickra-core/src/indicators/dynamic_momentum_index.rs)
|
||
- `ElderRay` — Elder Ray — Bull Power and Bear Power · [`elder_ray.rs`](crates/wickra-core/src/indicators/elder_ray.rs)
|
||
- `FisherRsi` — Fisher-transformed RSI · [`fisher_rsi.rs`](crates/wickra-core/src/indicators/fisher_rsi.rs)
|
||
- `Inertia` — Inertia (Donald Dorsey) · [`inertia.rs`](crates/wickra-core/src/indicators/inertia.rs)
|
||
- `IntradayMomentumIndex` — Intraday Momentum Index (IMI) · [`intraday_momentum_index.rs`](crates/wickra-core/src/indicators/intraday_momentum_index.rs)
|
||
- `Kst` — Know Sure Thing (KST) · [`kst.rs`](crates/wickra-core/src/indicators/kst.rs)
|
||
- `LaguerreRsi` — Ehlers' Laguerre RSI · [`laguerre_rsi.rs`](crates/wickra-core/src/indicators/laguerre_rsi.rs)
|
||
- `Mfi` — Money Flow Index (MFI) · [`mfi.rs`](crates/wickra-core/src/indicators/mfi.rs)
|
||
- `Mom` — Momentum (absolute price change over a fixed lookback) · [`mom.rs`](crates/wickra-core/src/indicators/mom.rs)
|
||
- `Pgo` — Pretty Good Oscillator (PGO) · [`pgo.rs`](crates/wickra-core/src/indicators/pgo.rs)
|
||
- `Pmo` — Price Momentum Oscillator (`DecisionPoint`) · [`pmo.rs`](crates/wickra-core/src/indicators/pmo.rs)
|
||
- `Qqe` — QQE — Quantitative Qualitative Estimation · [`qqe.rs`](crates/wickra-core/src/indicators/qqe.rs)
|
||
- `Rmi` — Relative Momentum Index (RMI) · [`rmi.rs`](crates/wickra-core/src/indicators/rmi.rs)
|
||
- `Roc` — Rate of Change (ROC) · [`roc.rs`](crates/wickra-core/src/indicators/roc.rs)
|
||
- `Rocp` — Rate of Change Percentage (ROCP) · [`rocp.rs`](crates/wickra-core/src/indicators/rocp.rs)
|
||
- `Rocr` — Rate of Change Ratio (ROCR) · [`rocr.rs`](crates/wickra-core/src/indicators/rocr.rs)
|
||
- `Rocr100` — Rate of Change Ratio scaled by 100 (ROCR100) · [`rocr100.rs`](crates/wickra-core/src/indicators/rocr100.rs)
|
||
- `Rsi` — Relative Strength Index using Wilder's smoothing · [`rsi.rs`](crates/wickra-core/src/indicators/rsi.rs)
|
||
- `Rsx` — RSX — Jurik-style smoothed RSI · [`rsx.rs`](crates/wickra-core/src/indicators/rsx.rs)
|
||
- `Rvi` — Relative Vigor Index (RVI) · [`rvi.rs`](crates/wickra-core/src/indicators/rvi.rs)
|
||
- `Smi` — Stochastic Momentum Index (SMI) · [`smi.rs`](crates/wickra-core/src/indicators/smi.rs)
|
||
- `Stochastic` — Stochastic Oscillator (%K and %D) · [`stochastic.rs`](crates/wickra-core/src/indicators/stochastic.rs)
|
||
- `StochasticCci` — Stochastic CCI — a stochastic oscillator applied to the CCI · [`stochastic_cci.rs`](crates/wickra-core/src/indicators/stochastic_cci.rs)
|
||
- `StochRsi` — Stochastic RSI · [`stoch_rsi.rs`](crates/wickra-core/src/indicators/stoch_rsi.rs)
|
||
- `Tsi` — True Strength Index · [`tsi.rs`](crates/wickra-core/src/indicators/tsi.rs)
|
||
- `UltimateOscillator` — Ultimate Oscillator · [`ultimate_oscillator.rs`](crates/wickra-core/src/indicators/ultimate_oscillator.rs)
|
||
- `WilliamsR` — Williams %R · [`williams_r.rs`](crates/wickra-core/src/indicators/williams_r.rs)
|
||
|
||
## Trend & Directional (28)
|
||
|
||
- `Adx` — Average Directional Index (ADX) with +DI / -DI components · [`adx.rs`](crates/wickra-core/src/indicators/adx.rs)
|
||
- `Adxr` — Average Directional Movement Index Rating (ADXR) · [`adxr.rs`](crates/wickra-core/src/indicators/adxr.rs)
|
||
- `Aroon` — Aroon Up / Down indicator · [`aroon.rs`](crates/wickra-core/src/indicators/aroon.rs)
|
||
- `AroonOscillator` — Aroon Oscillator · [`aroon_oscillator.rs`](crates/wickra-core/src/indicators/aroon_oscillator.rs)
|
||
- `ChoppinessIndex` — Choppiness Index · [`choppiness_index.rs`](crates/wickra-core/src/indicators/choppiness_index.rs)
|
||
- `Dx` — Directional Movement Index (DX), Wilder-smoothed · [`dx.rs`](crates/wickra-core/src/indicators/dx.rs)
|
||
- `GatorOscillator` — Bill Williams' Gator Oscillator (derived from the Alligator) · [`gator_oscillator.rs`](crates/wickra-core/src/indicators/gator_oscillator.rs)
|
||
- `KasePermissionStochastic` — Kase Permission Stochastic — a double-smoothed stochastic used as a · [`kase_permission_stochastic.rs`](crates/wickra-core/src/indicators/kase_permission_stochastic.rs)
|
||
- `MacdExt` — MACD with selectable moving-average types (MACDEXT) · [`macd_ext.rs`](crates/wickra-core/src/indicators/macd_ext.rs)
|
||
- `MacdFix` — MACD with fixed 12/26 periods (MACDFIX) · [`macd_fix.rs`](crates/wickra-core/src/indicators/macd_fix.rs)
|
||
- `MacdIndicator` — Moving Average Convergence Divergence (MACD) · [`macd.rs`](crates/wickra-core/src/indicators/macd.rs)
|
||
- `MassIndex` — Mass Index · [`mass_index.rs`](crates/wickra-core/src/indicators/mass_index.rs)
|
||
- `MinusDi` — Minus Directional Indicator (-DI), Wilder-smoothed · [`minus_di.rs`](crates/wickra-core/src/indicators/minus_di.rs)
|
||
- `MinusDm` — Minus Directional Movement (-DM), Wilder-smoothed · [`minus_dm.rs`](crates/wickra-core/src/indicators/minus_dm.rs)
|
||
- `PlusDi` — Plus Directional Indicator (+DI), Wilder-smoothed · [`plus_di.rs`](crates/wickra-core/src/indicators/plus_di.rs)
|
||
- `PlusDm` — Plus Directional Movement (+DM), Wilder-smoothed · [`plus_dm.rs`](crates/wickra-core/src/indicators/plus_dm.rs)
|
||
- `PolarizedFractalEfficiency` — Polarized Fractal Efficiency (PFE) · [`polarized_fractal_efficiency.rs`](crates/wickra-core/src/indicators/polarized_fractal_efficiency.rs)
|
||
- `Qstick` — Qstick — Tushar Chande's measure of buying vs. selling pressure · [`qstick.rs`](crates/wickra-core/src/indicators/qstick.rs)
|
||
- `Rwi` — Random Walk Index (RWI) · [`rwi.rs`](crates/wickra-core/src/indicators/rwi.rs)
|
||
- `Tii` — Trend Intensity Index (TII) · [`tii.rs`](crates/wickra-core/src/indicators/tii.rs)
|
||
- `TrendLabel` — Trend Label — the sign of the rolling least-squares slope · [`trend_label.rs`](crates/wickra-core/src/indicators/trend_label.rs)
|
||
- `TrendStrengthIndex` — Trend Strength Index — the signed coefficient of determination of a linear · [`trend_strength_index.rs`](crates/wickra-core/src/indicators/trend_strength_index.rs)
|
||
- `Trix` — TRIX: triple-smoothed EMA percent rate of change · [`trix.rs`](crates/wickra-core/src/indicators/trix.rs)
|
||
- `TtmTrend` — TTM Trend — John Carter's bar-coloring trend filter · [`ttm_trend.rs`](crates/wickra-core/src/indicators/ttm_trend.rs)
|
||
- `VerticalHorizontalFilter` — Vertical Horizontal Filter · [`vertical_horizontal_filter.rs`](crates/wickra-core/src/indicators/vertical_horizontal_filter.rs)
|
||
- `Vortex` — Vortex Indicator · [`vortex.rs`](crates/wickra-core/src/indicators/vortex.rs)
|
||
- `WavePm` — Wave PM — Cynthia Kase's peak-momentum statistic (Wickra reconstruction) · [`wave_pm.rs`](crates/wickra-core/src/indicators/wave_pm.rs)
|
||
- `WaveTrend` — Wave Trend Oscillator (`LazyBear`) · [`wave_trend.rs`](crates/wickra-core/src/indicators/wave_trend.rs)
|
||
|
||
## Price Oscillators (14)
|
||
|
||
- `AcceleratorOscillator` — Accelerator Oscillator (Bill Williams) · [`accelerator_oscillator.rs`](crates/wickra-core/src/indicators/accelerator_oscillator.rs)
|
||
- `Apo` — Absolute Price Oscillator (APO) · [`apo.rs`](crates/wickra-core/src/indicators/apo.rs)
|
||
- `AwesomeOscillatorHistogram` — Awesome Oscillator Histogram · [`awesome_oscillator_histogram.rs`](crates/wickra-core/src/indicators/awesome_oscillator_histogram.rs)
|
||
- `BalanceOfPower` — Balance of Power · [`balance_of_power.rs`](crates/wickra-core/src/indicators/balance_of_power.rs)
|
||
- `Cfo` — Chande Forecast Oscillator (CFO) · [`cfo.rs`](crates/wickra-core/src/indicators/cfo.rs)
|
||
- `Coppock` — Coppock Curve · [`coppock.rs`](crates/wickra-core/src/indicators/coppock.rs)
|
||
- `Dpo` — Detrended Price Oscillator · [`dpo.rs`](crates/wickra-core/src/indicators/dpo.rs)
|
||
- `ElderImpulse` — Elder Impulse System · [`elder_impulse.rs`](crates/wickra-core/src/indicators/elder_impulse.rs)
|
||
- `MacdHistogram` — MACD Histogram (standalone) · [`macd_histogram.rs`](crates/wickra-core/src/indicators/macd_histogram.rs)
|
||
- `Ppo` — Percentage Price Oscillator · [`ppo.rs`](crates/wickra-core/src/indicators/ppo.rs)
|
||
- `PpoHistogram` — Percentage Price Oscillator Histogram · [`ppo_histogram.rs`](crates/wickra-core/src/indicators/ppo_histogram.rs)
|
||
- `Stc` — Schaff Trend Cycle (STC) · [`stc.rs`](crates/wickra-core/src/indicators/stc.rs)
|
||
- `TsfOscillator` — Time Series Forecast Oscillator (TSF Oscillator) · [`tsf_oscillator.rs`](crates/wickra-core/src/indicators/tsf_oscillator.rs)
|
||
- `ZeroLagMacd` — Zero-Lag MACD — MACD computed on `ZLEMA` instead of `EMA` · [`zero_lag_macd.rs`](crates/wickra-core/src/indicators/zero_lag_macd.rs)
|
||
|
||
## Volatility & Bands (25)
|
||
|
||
- `Atr` — Average True Range (Wilder) · [`atr.rs`](crates/wickra-core/src/indicators/atr.rs)
|
||
- `BipowerVariation` — Realized Bipower Variation — a jump-robust quadratic-variation estimator · [`bipower_variation.rs`](crates/wickra-core/src/indicators/bipower_variation.rs)
|
||
- `BollingerBands` — Bollinger Bands · [`bollinger.rs`](crates/wickra-core/src/indicators/bollinger.rs)
|
||
- `BollingerBandwidth` — Bollinger Bandwidth · [`bollinger_bandwidth.rs`](crates/wickra-core/src/indicators/bollinger_bandwidth.rs)
|
||
- `ChaikinVolatility` — Chaikin Volatility · [`chaikin_volatility.rs`](crates/wickra-core/src/indicators/chaikin_volatility.rs)
|
||
- `Donchian` — Donchian Channels · [`donchian.rs`](crates/wickra-core/src/indicators/donchian.rs)
|
||
- `EwmaVolatility` — EWMA Volatility — `RiskMetrics` exponentially-weighted volatility · [`ewma_volatility.rs`](crates/wickra-core/src/indicators/ewma_volatility.rs)
|
||
- `Garch11` — GARCH(1,1) — conditional volatility with a long-run-variance anchor · [`garch11.rs`](crates/wickra-core/src/indicators/garch11.rs)
|
||
- `GarmanKlassVolatility` — Garman-Klass Volatility (OHLC estimator) · [`garman_klass.rs`](crates/wickra-core/src/indicators/garman_klass.rs)
|
||
- `HistoricalVolatility` — Historical Volatility · [`historical_volatility.rs`](crates/wickra-core/src/indicators/historical_volatility.rs)
|
||
- `JumpIndicator` — Jump Indicator — detects return outliers relative to trailing volatility · [`jump_indicator.rs`](crates/wickra-core/src/indicators/jump_indicator.rs)
|
||
- `Keltner` — Keltner Channels · [`keltner.rs`](crates/wickra-core/src/indicators/keltner.rs)
|
||
- `Natr` — Normalized Average True Range · [`natr.rs`](crates/wickra-core/src/indicators/natr.rs)
|
||
- `ParkinsonVolatility` — Parkinson Volatility (high-low estimator) · [`parkinson.rs`](crates/wickra-core/src/indicators/parkinson.rs)
|
||
- `PercentB` — Bollinger %b · [`percent_b.rs`](crates/wickra-core/src/indicators/percent_b.rs)
|
||
- `RegimeLabel` — Regime Label — volatility-quantile classification of the current bar · [`regime_label.rs`](crates/wickra-core/src/indicators/regime_label.rs)
|
||
- `RogersSatchellVolatility` — Rogers-Satchell Volatility (drift-free OHLC estimator) · [`rogers_satchell.rs`](crates/wickra-core/src/indicators/rogers_satchell.rs)
|
||
- `RviVolatility` — Relative Volatility Index (Donald Dorsey) · [`rvi_volatility.rs`](crates/wickra-core/src/indicators/rvi_volatility.rs)
|
||
- `StdDev` — Rolling population standard deviation · [`std_dev.rs`](crates/wickra-core/src/indicators/std_dev.rs)
|
||
- `TrueRange` — True Range · [`true_range.rs`](crates/wickra-core/src/indicators/true_range.rs)
|
||
- `UlcerIndex` — Ulcer Index · [`ulcer_index.rs`](crates/wickra-core/src/indicators/ulcer_index.rs)
|
||
- `VolatilityCone` — Volatility Cone — current realized volatility within its historical envelope · [`volatility_cone.rs`](crates/wickra-core/src/indicators/volatility_cone.rs)
|
||
- `VolatilityOfVolatility` — Volatility of Volatility — the dispersion of a rolling volatility series · [`volatility_of_volatility.rs`](crates/wickra-core/src/indicators/volatility_of_volatility.rs)
|
||
- `VolatilityRatio` — Schwager's Volatility Ratio — today's true range versus its typical level · [`volatility_ratio.rs`](crates/wickra-core/src/indicators/volatility_ratio.rs)
|
||
- `YangZhangVolatility` — Yang-Zhang Volatility (drift- and gap-robust OHLC estimator) · [`yang_zhang.rs`](crates/wickra-core/src/indicators/yang_zhang.rs)
|
||
|
||
## Bands & Channels (16)
|
||
|
||
- `AccelerationBands` — Acceleration Bands (Price Headley) · [`acceleration_bands.rs`](crates/wickra-core/src/indicators/acceleration_bands.rs)
|
||
- `AtrBands` — ATR Bands · [`atr_bands.rs`](crates/wickra-core/src/indicators/atr_bands.rs)
|
||
- `BomarBands` — Bomar Bands — adaptive percentage bands that contain a target fraction of · [`bomar_bands.rs`](crates/wickra-core/src/indicators/bomar_bands.rs)
|
||
- `DoubleBollinger` — Double Bollinger Bands (Kathy Lien) · [`double_bollinger.rs`](crates/wickra-core/src/indicators/double_bollinger.rs)
|
||
- `FractalChaosBands` — Fractal Chaos Bands (Bill Williams Fractals) · [`fractal_chaos_bands.rs`](crates/wickra-core/src/indicators/fractal_chaos_bands.rs)
|
||
- `HurstChannel` — Hurst Channel (Brian Millard / Hurst-cycle channel) · [`hurst_channel.rs`](crates/wickra-core/src/indicators/hurst_channel.rs)
|
||
- `LinRegChannel` — Linear Regression Channel — OLS endpoint ± k · stddev of residuals · [`linreg_channel.rs`](crates/wickra-core/src/indicators/linreg_channel.rs)
|
||
- `MaEnvelope` — Moving Average Envelope · [`ma_envelope.rs`](crates/wickra-core/src/indicators/ma_envelope.rs)
|
||
- `MedianChannel` — Median Channel — a robust median ± MAD envelope · [`median_channel.rs`](crates/wickra-core/src/indicators/median_channel.rs)
|
||
- `ProjectionBands` — Projection Bands (Mel Widner) — a high/low linear-regression projection · [`projection_bands.rs`](crates/wickra-core/src/indicators/projection_bands.rs)
|
||
- `ProjectionOscillator` — Projection Oscillator (Mel Widner) — the close's position inside the · [`projection_oscillator.rs`](crates/wickra-core/src/indicators/projection_oscillator.rs)
|
||
- `QuartileBands` — Quartile Bands — rolling 25th / 50th / 75th percentile envelope · [`quartile_bands.rs`](crates/wickra-core/src/indicators/quartile_bands.rs)
|
||
- `StandardErrorBands` — Standard Error Bands · [`standard_error_bands.rs`](crates/wickra-core/src/indicators/standard_error_bands.rs)
|
||
- `StarcBands` — STARC Bands (Stoller Average Range Channel) · [`starc_bands.rs`](crates/wickra-core/src/indicators/starc_bands.rs)
|
||
- `TtmSqueeze` — TTM Squeeze (John Carter) · [`ttm_squeeze.rs`](crates/wickra-core/src/indicators/ttm_squeeze.rs)
|
||
- `VwapStdDevBands` — VWAP Standard-Deviation Bands · [`vwap_stddev_bands.rs`](crates/wickra-core/src/indicators/vwap_stddev_bands.rs)
|
||
|
||
## Trailing Stops (19)
|
||
|
||
- `AtrRatchet` — ATR Ratchet (Kaufman) — a trailing stop that creeps toward price each bar · [`atr_ratchet.rs`](crates/wickra-core/src/indicators/atr_ratchet.rs)
|
||
- `AtrTrailingStop` — ATR Trailing Stop · [`atr_trailing_stop.rs`](crates/wickra-core/src/indicators/atr_trailing_stop.rs)
|
||
- `ChandeKrollStop` — Chande Kroll Stop · [`chande_kroll_stop.rs`](crates/wickra-core/src/indicators/chande_kroll_stop.rs)
|
||
- `ChandelierExit` — Chandelier Exit · [`chandelier_exit.rs`](crates/wickra-core/src/indicators/chandelier_exit.rs)
|
||
- `DonchianStop` — Donchian Channel Stop (Turtle) · [`donchian_stop.rs`](crates/wickra-core/src/indicators/donchian_stop.rs)
|
||
- `ElderSafeZone` — Elder `SafeZone` Stop — a trailing stop set by the average noise penetration · [`elder_safezone.rs`](crates/wickra-core/src/indicators/elder_safezone.rs)
|
||
- `HiLoActivator` — `HiLo` Activator (Crabel) · [`hilo_activator.rs`](crates/wickra-core/src/indicators/hilo_activator.rs)
|
||
- `KaseDevStop` — Kase `DevStop` — a volatility trailing stop on the standard deviation of the · [`kase_devstop.rs`](crates/wickra-core/src/indicators/kase_devstop.rs)
|
||
- `ModifiedMaStop` — Modified-MA Stop — a trailing stop riding the Modified Moving Average (SMMA) · [`modified_ma_stop.rs`](crates/wickra-core/src/indicators/modified_ma_stop.rs)
|
||
- `Nrtr` — NRTR — Nick Rypock Trailing Reverse, a percentage trailing-reverse stop · [`nrtr.rs`](crates/wickra-core/src/indicators/nrtr.rs)
|
||
- `PercentageTrailingStop` — Percentage Trailing Stop · [`percentage_trailing_stop.rs`](crates/wickra-core/src/indicators/percentage_trailing_stop.rs)
|
||
- `Psar` — Parabolic SAR (Wilder) · [`psar.rs`](crates/wickra-core/src/indicators/psar.rs)
|
||
- `RenkoTrailingStop` — Renko Trailing Stop · [`renko_trailing_stop.rs`](crates/wickra-core/src/indicators/renko_trailing_stop.rs)
|
||
- `SarExt` — Parabolic SAR Extended (SAREXT) · [`sar_ext.rs`](crates/wickra-core/src/indicators/sar_ext.rs)
|
||
- `StepTrailingStop` — Step Trailing Stop · [`step_trailing_stop.rs`](crates/wickra-core/src/indicators/step_trailing_stop.rs)
|
||
- `SuperTrend` — `SuperTrend` · [`super_trend.rs`](crates/wickra-core/src/indicators/super_trend.rs)
|
||
- `TimeBasedStop` — Time-Based Stop — a holding-period timer that fires after a fixed bar count · [`time_based_stop.rs`](crates/wickra-core/src/indicators/time_based_stop.rs)
|
||
- `VoltyStop` — Volty Stop (Volatility Stop, Kase) · [`volty_stop.rs`](crates/wickra-core/src/indicators/volty_stop.rs)
|
||
- `YoyoExit` — Yo-Yo Exit · [`yoyo_exit.rs`](crates/wickra-core/src/indicators/yoyo_exit.rs)
|
||
|
||
## Volume (26)
|
||
|
||
- `Adl` — Accumulation/Distribution Line · [`adl.rs`](crates/wickra-core/src/indicators/adl.rs)
|
||
- `AdOscillator` — Williams A/D Oscillator (ADOSC) · [`ad_oscillator.rs`](crates/wickra-core/src/indicators/ad_oscillator.rs)
|
||
- `AnchoredVwap` — Anchored Volume-Weighted Average Price · [`anchored_vwap.rs`](crates/wickra-core/src/indicators/anchored_vwap.rs)
|
||
- `BetterVolume` — Better Volume (VSA) — a streaming effort-versus-result oscillator · [`better_volume.rs`](crates/wickra-core/src/indicators/better_volume.rs)
|
||
- `ChaikinMoneyFlow` — Chaikin Money Flow (CMF) · [`cmf.rs`](crates/wickra-core/src/indicators/cmf.rs)
|
||
- `ChaikinOscillator` — Chaikin Oscillator · [`chaikin_oscillator.rs`](crates/wickra-core/src/indicators/chaikin_oscillator.rs)
|
||
- `DemandIndex` — Demand Index (James Sibbet) · [`demand_index.rs`](crates/wickra-core/src/indicators/demand_index.rs)
|
||
- `EaseOfMovement` — Ease of Movement (Arms) · [`ease_of_movement.rs`](crates/wickra-core/src/indicators/ease_of_movement.rs)
|
||
- `ForceIndex` — Force Index (Elder) · [`force_index.rs`](crates/wickra-core/src/indicators/force_index.rs)
|
||
- `IntradayIntensity` — Intraday Intensity (Bostian) — the per-bar volume-weighted close-location · [`intraday_intensity.rs`](crates/wickra-core/src/indicators/intraday_intensity.rs)
|
||
- `Kvo` — Klinger Volume Oscillator · [`kvo.rs`](crates/wickra-core/src/indicators/kvo.rs)
|
||
- `MarketFacilitationIndex` — Market Facilitation Index (Bill Williams) · [`market_facilitation_index.rs`](crates/wickra-core/src/indicators/market_facilitation_index.rs)
|
||
- `Nvi` — Negative Volume Index · [`nvi.rs`](crates/wickra-core/src/indicators/nvi.rs)
|
||
- `Obv` — On-Balance Volume · [`obv.rs`](crates/wickra-core/src/indicators/obv.rs)
|
||
- `Pvi` — Positive Volume Index · [`pvi.rs`](crates/wickra-core/src/indicators/pvi.rs)
|
||
- `RollingVwap` — Volume-Weighted Average Price (VWAP) · [`vwap.rs`](crates/wickra-core/src/indicators/vwap.rs)
|
||
- `TradeVolumeIndex` — Trade Volume Index (TVI) — cumulative volume signed by a minimum-tick rule · [`trade_volume_index.rs`](crates/wickra-core/src/indicators/trade_volume_index.rs)
|
||
- `Tsv` — Time Segmented Volume (Worden) · [`tsv.rs`](crates/wickra-core/src/indicators/tsv.rs)
|
||
- `TwiggsMoneyFlow` — Twiggs Money Flow (TMF) — Colin Twiggs' Wilder-smoothed money-flow oscillator · [`twiggs_money_flow.rs`](crates/wickra-core/src/indicators/twiggs_money_flow.rs)
|
||
- `VolumeOscillator` — Volume Oscillator · [`volume_oscillator.rs`](crates/wickra-core/src/indicators/volume_oscillator.rs)
|
||
- `VolumePriceTrend` — Volume-Price Trend · [`vpt.rs`](crates/wickra-core/src/indicators/vpt.rs)
|
||
- `VolumeRsi` — Volume RSI — Wilder's RSI applied to the volume stream · [`volume_rsi.rs`](crates/wickra-core/src/indicators/volume_rsi.rs)
|
||
- `VolumeWeightedMacd` — Volume-Weighted MACD — MACD built on volume-weighted moving averages · [`volume_weighted_macd.rs`](crates/wickra-core/src/indicators/volume_weighted_macd.rs)
|
||
- `Vwap` — Volume-Weighted Average Price (VWAP) · [`vwap.rs`](crates/wickra-core/src/indicators/vwap.rs)
|
||
- `Vzo` — Volume Zone Oscillator (Walid Khalil) · [`vzo.rs`](crates/wickra-core/src/indicators/vzo.rs)
|
||
- `Wad` — Williams Accumulation/Distribution (WAD) — Larry Williams' cumulative line · [`wad.rs`](crates/wickra-core/src/indicators/wad.rs)
|
||
|
||
## Price Statistics (55)
|
||
|
||
- `Autocorrelation` — Rolling lag-`k` autocorrelation · [`autocorrelation.rs`](crates/wickra-core/src/indicators/autocorrelation.rs)
|
||
- `AvgPrice` — Average Price (AVGPRICE) · [`avg_price.rs`](crates/wickra-core/src/indicators/avg_price.rs)
|
||
- `Beta` — Rolling Beta — sensitivity of an asset to a benchmark · [`beta.rs`](crates/wickra-core/src/indicators/beta.rs)
|
||
- `BetaNeutralSpread` — Beta-neutral spread: the rolling OLS regression residual of two series · [`beta_neutral_spread.rs`](crates/wickra-core/src/indicators/beta_neutral_spread.rs)
|
||
- `BodySizePct` — Body Size Percent — candle body as a fraction of its range · [`body_size_pct.rs`](crates/wickra-core/src/indicators/body_size_pct.rs)
|
||
- `CloseVsOpen` — Close vs Open — the signed relative body of a bar · [`close_vs_open.rs`](crates/wickra-core/src/indicators/close_vs_open.rs)
|
||
- `CoefficientOfVariation` — Rolling Coefficient of Variation (`StdDev / Mean`) · [`coefficient_of_variation.rs`](crates/wickra-core/src/indicators/coefficient_of_variation.rs)
|
||
- `Cointegration` — Cointegration — rolling Engle–Granger hedge ratio plus an ADF stationarity test · [`cointegration.rs`](crates/wickra-core/src/indicators/cointegration.rs)
|
||
- `DetrendedStdDev` — Population standard deviation of residuals from a rolling OLS detrend · [`detrended_std_dev.rs`](crates/wickra-core/src/indicators/detrended_std_dev.rs)
|
||
- `DistanceSsd` — Gatev distance (sum of squared deviations) between two normalised series · [`distance_ssd.rs`](crates/wickra-core/src/indicators/distance_ssd.rs)
|
||
- `GrangerCausality` — Granger causality F-statistic: does series `b` help predict series `a`? · [`granger_causality.rs`](crates/wickra-core/src/indicators/granger_causality.rs)
|
||
- `HighLowRange` — High-Low Range — the bar range as a fraction of close · [`high_low_range.rs`](crates/wickra-core/src/indicators/high_low_range.rs)
|
||
- `HurstExponent` — Rolling Hurst Exponent via simplified R/S analysis · [`hurst_exponent.rs`](crates/wickra-core/src/indicators/hurst_exponent.rs)
|
||
- `JarqueBera` — Jarque-Bera — a normality-test statistic on a rolling window · [`jarque_bera.rs`](crates/wickra-core/src/indicators/jarque_bera.rs)
|
||
- `KalmanHedgeRatio` — Kalman-filter dynamic hedge ratio between two series · [`kalman_hedge_ratio.rs`](crates/wickra-core/src/indicators/kalman_hedge_ratio.rs)
|
||
- `KendallTau` — Kendall's tau-b — rank correlation by concordant vs. discordant pairs · [`kendall_tau.rs`](crates/wickra-core/src/indicators/kendall_tau.rs)
|
||
- `Kurtosis` — Rolling excess kurtosis (Pearson's fourth standardised central moment − 3) · [`kurtosis.rs`](crates/wickra-core/src/indicators/kurtosis.rs)
|
||
- `LeadLagCrossCorrelation` — Lead–Lag Cross-Correlation — which of two assets leads the other, and by how much · [`lead_lag_cross_correlation.rs`](crates/wickra-core/src/indicators/lead_lag_cross_correlation.rs)
|
||
- `LinearRegression` — Linear Regression (rolling least-squares endpoint) · [`linreg.rs`](crates/wickra-core/src/indicators/linreg.rs)
|
||
- `LinRegAngle` — Linear Regression Angle · [`linreg_angle.rs`](crates/wickra-core/src/indicators/linreg_angle.rs)
|
||
- `LinRegIntercept` — Linear Regression Intercept (`LINEARREG_INTERCEPT`) · [`linreg_intercept.rs`](crates/wickra-core/src/indicators/linreg_intercept.rs)
|
||
- `LinRegSlope` — Linear Regression Slope · [`linreg_slope.rs`](crates/wickra-core/src/indicators/linreg_slope.rs)
|
||
- `LogReturn` — Logarithmic Return over a fixed lag · [`log_return.rs`](crates/wickra-core/src/indicators/log_return.rs)
|
||
- `MedianAbsoluteDeviation` — Rolling Median Absolute Deviation (MAD), a robust dispersion estimator · [`median_absolute_deviation.rs`](crates/wickra-core/src/indicators/median_absolute_deviation.rs)
|
||
- `MedianPrice` — Median Price · [`median_price.rs`](crates/wickra-core/src/indicators/median_price.rs)
|
||
- `MidPoint` — Midpoint (MIDPOINT) over a rolling window of a scalar series · [`mid_point.rs`](crates/wickra-core/src/indicators/mid_point.rs)
|
||
- `MidPrice` — Midpoint Price (MIDPRICE) over a rolling window of high/low extremes · [`mid_price.rs`](crates/wickra-core/src/indicators/mid_price.rs)
|
||
- `OuHalfLife` — Ornstein–Uhlenbeck half-life of mean reversion for the spread of two series · [`ou_half_life.rs`](crates/wickra-core/src/indicators/ou_half_life.rs)
|
||
- `PairSpreadZScore` — Pair Spread Z-Score — the standardised log-spread of two cointegrated assets · [`pair_spread_zscore.rs`](crates/wickra-core/src/indicators/pair_spread_zscore.rs)
|
||
- `PairwiseBeta` — Pairwise Beta — rolling OLS slope of one asset's log-returns on another's · [`pairwise_beta.rs`](crates/wickra-core/src/indicators/pairwise_beta.rs)
|
||
- `PearsonCorrelation` — Rolling Pearson correlation between two synchronised series · [`pearson_correlation.rs`](crates/wickra-core/src/indicators/pearson_correlation.rs)
|
||
- `RealizedVolatility` — Realized Volatility from the sum of squared log returns · [`realized_volatility.rs`](crates/wickra-core/src/indicators/realized_volatility.rs)
|
||
- `RelativeStrengthAB` — Relative Strength A-vs-B — the price ratio of two assets, plus its MA and RSI · [`relative_strength_ab.rs`](crates/wickra-core/src/indicators/relative_strength_ab.rs)
|
||
- `RollingCorrelation` — Rolling Pearson correlation of the period-over-period *returns* of two series · [`rolling_correlation.rs`](crates/wickra-core/src/indicators/rolling_correlation.rs)
|
||
- `RollingCovariance` — Rolling covariance of the period-over-period *returns* of two series · [`rolling_covariance.rs`](crates/wickra-core/src/indicators/rolling_covariance.rs)
|
||
- `RollingIqr` — Rolling Interquartile Range (IQR) over a trailing window · [`rolling_iqr.rs`](crates/wickra-core/src/indicators/rolling_iqr.rs)
|
||
- `RollingMinMaxScaler` — Rolling Min-Max Scaler — normalises the latest value to `[0, 1]` over a window · [`rolling_min_max_scaler.rs`](crates/wickra-core/src/indicators/rolling_min_max_scaler.rs)
|
||
- `RollingPercentileRank` — Rolling Percentile Rank of the latest value within its trailing window · [`rolling_percentile_rank.rs`](crates/wickra-core/src/indicators/rolling_percentile_rank.rs)
|
||
- `RollingQuantile` — Rolling Quantile over a trailing window · [`rolling_quantile.rs`](crates/wickra-core/src/indicators/rolling_quantile.rs)
|
||
- `RSquared` — Coefficient of determination R² for the rolling OLS fit · [`r_squared.rs`](crates/wickra-core/src/indicators/r_squared.rs)
|
||
- `SampleEntropy` — Sample Entropy (`SampEn`) — the regularity / predictability of a window · [`sample_entropy.rs`](crates/wickra-core/src/indicators/sample_entropy.rs)
|
||
- `ShannonEntropy` — Shannon Entropy — the information content of a price window's distribution · [`shannon_entropy.rs`](crates/wickra-core/src/indicators/shannon_entropy.rs)
|
||
- `Skewness` — Rolling Pearson skewness (third standardised central moment) · [`skewness.rs`](crates/wickra-core/src/indicators/skewness.rs)
|
||
- `SpearmanCorrelation` — Rolling Spearman rank correlation between two synchronised series · [`spearman_correlation.rs`](crates/wickra-core/src/indicators/spearman_correlation.rs)
|
||
- `SpreadAr1Coefficient` — AR(1) autoregression coefficient of the spread of two series · [`spread_ar1_coefficient.rs`](crates/wickra-core/src/indicators/spread_ar1_coefficient.rs)
|
||
- `SpreadBollingerBands` — Bollinger bands on the spread of two series, for pairs mean-reversion trading · [`spread_bollinger_bands.rs`](crates/wickra-core/src/indicators/spread_bollinger_bands.rs)
|
||
- `SpreadHurst` — Hurst exponent of the spread of two series, for pairs-trading regime detection · [`spread_hurst.rs`](crates/wickra-core/src/indicators/spread_hurst.rs)
|
||
- `StandardError` — Standard Error of the rolling least-squares regression · [`standard_error.rs`](crates/wickra-core/src/indicators/standard_error.rs)
|
||
- `Tsf` — Time Series Forecast (TSF) · [`tsf.rs`](crates/wickra-core/src/indicators/tsf.rs)
|
||
- `TypicalPrice` — Typical Price · [`typical_price.rs`](crates/wickra-core/src/indicators/typical_price.rs)
|
||
- `Variance` — Rolling population variance · [`variance.rs`](crates/wickra-core/src/indicators/variance.rs)
|
||
- `VarianceRatio` — Lo–MacKinlay variance-ratio test on the spread of two series · [`variance_ratio.rs`](crates/wickra-core/src/indicators/variance_ratio.rs)
|
||
- `WeightedClose` — Weighted Close · [`weighted_close.rs`](crates/wickra-core/src/indicators/weighted_close.rs)
|
||
- `WickRatio` — Wick Ratio — the shadow imbalance of a bar · [`wick_ratio.rs`](crates/wickra-core/src/indicators/wick_ratio.rs)
|
||
- `ZScore` — Z-Score · [`z_score.rs`](crates/wickra-core/src/indicators/z_score.rs)
|
||
|
||
## Ehlers / Cycle (DSP) (29)
|
||
|
||
- `AdaptiveCci` — Adaptive CCI — a CCI whose centre line adapts to the efficiency ratio · [`adaptive_cci.rs`](crates/wickra-core/src/indicators/adaptive_cci.rs)
|
||
- `AdaptiveCycle` — Ehlers Adaptive Cycle period estimator (for adaptive oscillators) · [`adaptive_cycle.rs`](crates/wickra-core/src/indicators/adaptive_cycle.rs)
|
||
- `AdaptiveRsi` — Adaptive RSI — an RSI whose up/down averaging adapts to the efficiency ratio · [`adaptive_rsi.rs`](crates/wickra-core/src/indicators/adaptive_rsi.rs)
|
||
- `AutocorrelationPeriodogram` — Ehlers Autocorrelation Periodogram — estimates the dominant market cycle · [`autocorrelation_periodogram.rs`](crates/wickra-core/src/indicators/autocorrelation_periodogram.rs)
|
||
- `BandpassFilter` — Ehlers Bandpass Filter — isolates the cyclic component around a target period · [`bandpass_filter.rs`](crates/wickra-core/src/indicators/bandpass_filter.rs)
|
||
- `CenterOfGravity` — Ehlers Center of Gravity Oscillator · [`center_of_gravity.rs`](crates/wickra-core/src/indicators/center_of_gravity.rs)
|
||
- `CorrelationTrendIndicator` — Ehlers Correlation Trend Indicator (CTI) — Pearson correlation of price vs. time · [`correlation_trend_indicator.rs`](crates/wickra-core/src/indicators/correlation_trend_indicator.rs)
|
||
- `CyberneticCycle` — Ehlers Cybernetic Cycle Component · [`cybernetic_cycle.rs`](crates/wickra-core/src/indicators/cybernetic_cycle.rs)
|
||
- `Decycler` — Ehlers Decycler (single-pole high-pass complement) · [`decycler.rs`](crates/wickra-core/src/indicators/decycler.rs)
|
||
- `DecyclerOscillator` — Ehlers Decycler Oscillator (difference of two decyclers) · [`decycler_oscillator.rs`](crates/wickra-core/src/indicators/decycler_oscillator.rs)
|
||
- `EhlersStochastic` — Ehlers Stochastic — Stochastic computed on a Roofing-Filter pre-filtered input · [`ehlers_stochastic.rs`](crates/wickra-core/src/indicators/ehlers_stochastic.rs)
|
||
- `EmpiricalModeDecomposition` — Ehlers Empirical Mode Decomposition (bandpass + envelope) · [`empirical_mode_decomposition.rs`](crates/wickra-core/src/indicators/empirical_mode_decomposition.rs)
|
||
- `EvenBetterSinewave` — Ehlers Even Better Sinewave (EBSW) — a normalised cycle oscillator in [-1, 1] · [`even_better_sinewave.rs`](crates/wickra-core/src/indicators/even_better_sinewave.rs)
|
||
- `Fama` — Ehlers Following Adaptive Moving Average (FAMA) · [`fama.rs`](crates/wickra-core/src/indicators/fama.rs)
|
||
- `FisherTransform` — Ehlers Fisher Transform · [`fisher_transform.rs`](crates/wickra-core/src/indicators/fisher_transform.rs)
|
||
- `HighpassFilter` — Ehlers two-pole Highpass Filter — removes the trend, keeps the cycles · [`highpass_filter.rs`](crates/wickra-core/src/indicators/highpass_filter.rs)
|
||
- `HilbertDominantCycle` — Ehlers Hilbert Transform Dominant Cycle period estimator · [`hilbert_dominant_cycle.rs`](crates/wickra-core/src/indicators/hilbert_dominant_cycle.rs)
|
||
- `HtDcPhase` — Ehlers Hilbert Transform Dominant Cycle Phase (`HT_DCPHASE`) · [`ht_dcphase.rs`](crates/wickra-core/src/indicators/ht_dcphase.rs)
|
||
- `HtPhasor` — Ehlers Hilbert Transform Phasor components (`HT_PHASOR`) · [`ht_phasor.rs`](crates/wickra-core/src/indicators/ht_phasor.rs)
|
||
- `HtTrendMode` — Ehlers Hilbert Transform Trend vs Cycle Mode (`HT_TRENDMODE`) · [`ht_trendmode.rs`](crates/wickra-core/src/indicators/ht_trendmode.rs)
|
||
- `InstantaneousTrendline` — Ehlers Instantaneous Trendline (ITrend) · [`instantaneous_trendline.rs`](crates/wickra-core/src/indicators/instantaneous_trendline.rs)
|
||
- `InverseFisherTransform` — Inverse Fisher Transform (Ehlers) · [`inverse_fisher_transform.rs`](crates/wickra-core/src/indicators/inverse_fisher_transform.rs)
|
||
- `Mama` — Ehlers MESA Adaptive Moving Average (MAMA) and its follower (FAMA) · [`mama.rs`](crates/wickra-core/src/indicators/mama.rs)
|
||
- `Reflex` — Ehlers Reflex — a zero-lag cycle oscillator built on a SuperSmoother prefilter · [`reflex.rs`](crates/wickra-core/src/indicators/reflex.rs)
|
||
- `RoofingFilter` — Ehlers Roofing Filter (high-pass followed by SuperSmoother) · [`roofing_filter.rs`](crates/wickra-core/src/indicators/roofing_filter.rs)
|
||
- `SineWave` — Ehlers Sine Wave indicator · [`sine_wave.rs`](crates/wickra-core/src/indicators/sine_wave.rs)
|
||
- `SuperSmoother` — Ehlers SuperSmoother filter · [`super_smoother.rs`](crates/wickra-core/src/indicators/super_smoother.rs)
|
||
- `Trendflex` — Ehlers Trendflex — a trend-sensitive sibling of Reflex · [`trendflex.rs`](crates/wickra-core/src/indicators/trendflex.rs)
|
||
- `UniversalOscillator` — Ehlers Universal Oscillator — whitened, SuperSmoothed, AGC-normalised cycle · [`universal_oscillator.rs`](crates/wickra-core/src/indicators/universal_oscillator.rs)
|
||
|
||
## Pivots & S/R (12)
|
||
|
||
- `AndrewsPitchfork` — Andrews Pitchfork — median line and parallels off the last three swing pivots · [`andrews_pitchfork.rs`](crates/wickra-core/src/indicators/andrews_pitchfork.rs)
|
||
- `Camarilla` — Camarilla Pivot Points (Nick Stott) · [`camarilla_pivots.rs`](crates/wickra-core/src/indicators/camarilla_pivots.rs)
|
||
- `CentralPivotRange` — Central Pivot Range (CPR) — the pivot plus its two central levels · [`central_pivot_range.rs`](crates/wickra-core/src/indicators/central_pivot_range.rs)
|
||
- `ClassicPivots` — Classic (Floor-Trader) Pivot Points · [`classic_pivots.rs`](crates/wickra-core/src/indicators/classic_pivots.rs)
|
||
- `DemarkPivots` — `DeMark` Pivot Points · [`demark_pivots.rs`](crates/wickra-core/src/indicators/demark_pivots.rs)
|
||
- `FibonacciPivots` — Fibonacci Pivot Points · [`fibonacci_pivots.rs`](crates/wickra-core/src/indicators/fibonacci_pivots.rs)
|
||
- `MurreyMathLines` — Murrey Math Lines — the eighths grid over the recent trading range · [`murrey_math_lines.rs`](crates/wickra-core/src/indicators/murrey_math_lines.rs)
|
||
- `PivotReversal` — Pivot Reversal — a breakout signal off the most recent confirmed swing pivots · [`pivot_reversal.rs`](crates/wickra-core/src/indicators/pivot_reversal.rs)
|
||
- `VolumeWeightedSr` — Volume-Weighted Support/Resistance — a volume-weighted high/low band · [`volume_weighted_sr.rs`](crates/wickra-core/src/indicators/volume_weighted_sr.rs)
|
||
- `WilliamsFractals` — Williams Fractals (Bill Williams) · [`williams_fractals.rs`](crates/wickra-core/src/indicators/williams_fractals.rs)
|
||
- `WoodiePivots` — Woodie Pivot Points (Tom Williams) · [`woodie_pivots.rs`](crates/wickra-core/src/indicators/woodie_pivots.rs)
|
||
- `ZigZag` — `ZigZag` — percentage-threshold swing detector · [`zig_zag.rs`](crates/wickra-core/src/indicators/zig_zag.rs)
|
||
|
||
## DeMark (19)
|
||
|
||
- `TdCamouflage` — Tom DeMark TD Camouflage — a hidden-strength/weakness 1-bar reversal pattern · [`td_camouflage.rs`](crates/wickra-core/src/indicators/td_camouflage.rs)
|
||
- `TdClop` — Tom DeMark TD Clop — a 2-bar open/close engulfing reversal · [`td_clop.rs`](crates/wickra-core/src/indicators/td_clop.rs)
|
||
- `TdClopwin` — Tom DeMark TD Clopwin — a 2-bar "close/open within" inside-body pattern · [`td_clopwin.rs`](crates/wickra-core/src/indicators/td_clopwin.rs)
|
||
- `TdCombo` — Tom DeMark TD Combo — an aggressive variant of TD Countdown · [`td_combo.rs`](crates/wickra-core/src/indicators/td_combo.rs)
|
||
- `TdCountdown` — Tom DeMark TD Countdown (standalone 13-bar countdown) · [`td_countdown.rs`](crates/wickra-core/src/indicators/td_countdown.rs)
|
||
- `TdDeMarker` — Tom DeMark DeMarker (TD DeMarker) — bounded [0, 1] oscillator built from · [`td_demarker.rs`](crates/wickra-core/src/indicators/td_demarker.rs)
|
||
- `TdDifferential` — Tom DeMark TD Differential — 2-bar momentum-divergence reversal pattern · [`td_differential.rs`](crates/wickra-core/src/indicators/td_differential.rs)
|
||
- `TdDWave` — Tom DeMark TD D-Wave — a simplified Elliott-style swing-wave counter · [`td_dwave.rs`](crates/wickra-core/src/indicators/td_dwave.rs)
|
||
- `TdLines` — Tom DeMark TD Lines (TDST — TD Setup Trend Support / Resistance levels) · [`td_lines.rs`](crates/wickra-core/src/indicators/td_lines.rs)
|
||
- `TdMovingAverage` — Tom DeMark TD Moving Averages — the ST1 (fast) and ST2 (slow) trend ribbon · [`td_moving_average.rs`](crates/wickra-core/src/indicators/td_moving_average.rs)
|
||
- `TdOpen` — Tom DeMark TD Open — open-vs-prior-range gap-reversal signal · [`td_open.rs`](crates/wickra-core/src/indicators/td_open.rs)
|
||
- `TdPressure` — Tom DeMark TD Pressure — volume-weighted buying / selling pressure · [`td_pressure.rs`](crates/wickra-core/src/indicators/td_pressure.rs)
|
||
- `TdPropulsion` — Tom DeMark TD Propulsion — a 2-bar trend-continuation thrust signal · [`td_propulsion.rs`](crates/wickra-core/src/indicators/td_propulsion.rs)
|
||
- `TdRangeProjection` — Tom DeMark TD Range Projection — next-bar high/low projection from the · [`td_range_projection.rs`](crates/wickra-core/src/indicators/td_range_projection.rs)
|
||
- `TdRei` — Tom DeMark Range Expansion Index (TD REI) · [`td_rei.rs`](crates/wickra-core/src/indicators/td_rei.rs)
|
||
- `TdRiskLevel` — Tom DeMark TD Risk Level — protective-stop levels derived from setup · [`td_risk_level.rs`](crates/wickra-core/src/indicators/td_risk_level.rs)
|
||
- `TdSequential` — Tom DeMark TD Sequential (Setup + Countdown) · [`td_sequential.rs`](crates/wickra-core/src/indicators/td_sequential.rs)
|
||
- `TdSetup` — Tom DeMark TD Setup (9-bar buy / sell setup) · [`td_setup.rs`](crates/wickra-core/src/indicators/td_setup.rs)
|
||
- `TdTrap` — Tom DeMark TD Trap — an inside-bar ("trap") followed by a range breakout · [`td_trap.rs`](crates/wickra-core/src/indicators/td_trap.rs)
|
||
|
||
## Ichimoku & Charts (7)
|
||
|
||
- `CandleVolume` — CandleVolume — candlestick body with a volume-scaled width · [`candle_volume.rs`](crates/wickra-core/src/indicators/candle_volume.rs)
|
||
- `Equivolume` — Equivolume — the price box height and its volume-scaled width · [`equivolume.rs`](crates/wickra-core/src/indicators/equivolume.rs)
|
||
- `HeikinAshi` — Heikin-Ashi candle transform · [`heikin_ashi.rs`](crates/wickra-core/src/indicators/heikin_ashi.rs)
|
||
- `HeikinAshiOscillator` — Heikin-Ashi Oscillator — the (smoothed) Heikin-Ashi candle body as a zero-line oscillator · [`heikin_ashi_oscillator.rs`](crates/wickra-core/src/indicators/heikin_ashi_oscillator.rs)
|
||
- `Ichimoku` — Ichimoku Kinko Hyo — the five-line cloud chart · [`ichimoku.rs`](crates/wickra-core/src/indicators/ichimoku.rs)
|
||
- `SmoothedHeikinAshi` — Smoothed Heikin-Ashi — Heikin-Ashi computed on EMA-smoothed OHLC · [`smoothed_heikin_ashi.rs`](crates/wickra-core/src/indicators/smoothed_heikin_ashi.rs)
|
||
- `ThreeLineBreak` — Three Line Break — the close-driven line-break chart trend, as a direction · [`three_line_break.rs`](crates/wickra-core/src/indicators/three_line_break.rs)
|
||
|
||
## Candlestick Patterns (66)
|
||
|
||
- `AbandonedBaby` — Abandoned Baby candlestick pattern · [`abandoned_baby.rs`](crates/wickra-core/src/indicators/abandoned_baby.rs)
|
||
- `AdvanceBlock` — Advance Block candlestick pattern · [`advance_block.rs`](crates/wickra-core/src/indicators/advance_block.rs)
|
||
- `BeltHold` — Belt-hold candlestick pattern · [`belt_hold.rs`](crates/wickra-core/src/indicators/belt_hold.rs)
|
||
- `Breakaway` — Breakaway candlestick pattern · [`breakaway.rs`](crates/wickra-core/src/indicators/breakaway.rs)
|
||
- `ClosingMarubozu` — Closing Marubozu candlestick pattern · [`closing_marubozu.rs`](crates/wickra-core/src/indicators/closing_marubozu.rs)
|
||
- `ConcealingBabySwallow` — Concealing Baby Swallow candlestick pattern · [`concealing_baby_swallow.rs`](crates/wickra-core/src/indicators/concealing_baby_swallow.rs)
|
||
- `Counterattack` — Counterattack candlestick pattern · [`counterattack.rs`](crates/wickra-core/src/indicators/counterattack.rs)
|
||
- `Doji` — Doji candlestick pattern · [`doji.rs`](crates/wickra-core/src/indicators/doji.rs)
|
||
- `DojiStar` — Doji Star candlestick pattern · [`doji_star.rs`](crates/wickra-core/src/indicators/doji_star.rs)
|
||
- `DownsideGapThreeMethods` — Downside Gap Three Methods candlestick pattern · [`downside_gap_three_methods.rs`](crates/wickra-core/src/indicators/downside_gap_three_methods.rs)
|
||
- `DragonflyDoji` — Dragonfly Doji candlestick pattern · [`dragonfly_doji.rs`](crates/wickra-core/src/indicators/dragonfly_doji.rs)
|
||
- `DumplingTop` — Dumpling Top — a rounded top (dome) confirmed by a breakdown · [`dumpling_top.rs`](crates/wickra-core/src/indicators/dumpling_top.rs)
|
||
- `Engulfing` — Bullish / Bearish Engulfing candlestick pattern · [`engulfing.rs`](crates/wickra-core/src/indicators/engulfing.rs)
|
||
- `EveningDojiStar` — Evening Doji Star candlestick pattern · [`evening_doji_star.rs`](crates/wickra-core/src/indicators/evening_doji_star.rs)
|
||
- `FallingThreeMethods` — Falling Three Methods candlestick pattern · [`falling_three_methods.rs`](crates/wickra-core/src/indicators/falling_three_methods.rs)
|
||
- `FryPanBottom` — Frying Pan Bottom — a rounded bottom (U) confirmed by recovery · [`fry_pan_bottom.rs`](crates/wickra-core/src/indicators/fry_pan_bottom.rs)
|
||
- `GapSideBySideWhite` — Gap Side-by-Side White Lines candlestick pattern · [`gap_side_by_side_white.rs`](crates/wickra-core/src/indicators/gap_side_by_side_white.rs)
|
||
- `GravestoneDoji` — Gravestone Doji candlestick pattern · [`gravestone_doji.rs`](crates/wickra-core/src/indicators/gravestone_doji.rs)
|
||
- `Hammer` — Hammer candlestick pattern · [`hammer.rs`](crates/wickra-core/src/indicators/hammer.rs)
|
||
- `HangingMan` — Hanging Man candlestick pattern · [`hanging_man.rs`](crates/wickra-core/src/indicators/hanging_man.rs)
|
||
- `Harami` — Bullish / Bearish Harami candlestick pattern · [`harami.rs`](crates/wickra-core/src/indicators/harami.rs)
|
||
- `HaramiCross` — Harami Cross — a Harami whose second candle is a Doji · [`harami_cross.rs`](crates/wickra-core/src/indicators/harami_cross.rs)
|
||
- `HighWave` — High-Wave candlestick pattern · [`high_wave.rs`](crates/wickra-core/src/indicators/high_wave.rs)
|
||
- `Hikkake` — Hikkake candlestick pattern · [`hikkake.rs`](crates/wickra-core/src/indicators/hikkake.rs)
|
||
- `HikkakeModified` — Modified Hikkake candlestick pattern · [`hikkake_modified.rs`](crates/wickra-core/src/indicators/hikkake_modified.rs)
|
||
- `HomingPigeon` — Homing Pigeon candlestick pattern · [`homing_pigeon.rs`](crates/wickra-core/src/indicators/homing_pigeon.rs)
|
||
- `IdenticalThreeCrows` — Identical Three Crows candlestick pattern · [`identical_three_crows.rs`](crates/wickra-core/src/indicators/identical_three_crows.rs)
|
||
- `InNeck` — In-Neck candlestick pattern · [`in_neck.rs`](crates/wickra-core/src/indicators/in_neck.rs)
|
||
- `InvertedHammer` — Inverted Hammer candlestick pattern · [`inverted_hammer.rs`](crates/wickra-core/src/indicators/inverted_hammer.rs)
|
||
- `Kicking` — Kicking candlestick pattern · [`kicking.rs`](crates/wickra-core/src/indicators/kicking.rs)
|
||
- `KickingByLength` — Kicking-by-Length candlestick pattern · [`kicking_by_length.rs`](crates/wickra-core/src/indicators/kicking_by_length.rs)
|
||
- `LadderBottom` — Ladder Bottom candlestick pattern · [`ladder_bottom.rs`](crates/wickra-core/src/indicators/ladder_bottom.rs)
|
||
- `LongLeggedDoji` — Long-Legged Doji candlestick pattern · [`long_legged_doji.rs`](crates/wickra-core/src/indicators/long_legged_doji.rs)
|
||
- `LongLine` — Long Line candlestick pattern · [`long_line.rs`](crates/wickra-core/src/indicators/long_line.rs)
|
||
- `Marubozu` — Marubozu candlestick pattern · [`marubozu.rs`](crates/wickra-core/src/indicators/marubozu.rs)
|
||
- `MatchingLow` — Matching Low candlestick pattern · [`matching_low.rs`](crates/wickra-core/src/indicators/matching_low.rs)
|
||
- `MatHold` — Mat Hold candlestick pattern · [`mat_hold.rs`](crates/wickra-core/src/indicators/mat_hold.rs)
|
||
- `MorningDojiStar` — Morning Doji Star candlestick pattern · [`morning_doji_star.rs`](crates/wickra-core/src/indicators/morning_doji_star.rs)
|
||
- `MorningEveningStar` — Morning Star / Evening Star candlestick pattern · [`morning_evening_star.rs`](crates/wickra-core/src/indicators/morning_evening_star.rs)
|
||
- `NewPriceLines` — New Price Lines — the "eight/ten new price lines" exhaustion count · [`new_price_lines.rs`](crates/wickra-core/src/indicators/new_price_lines.rs)
|
||
- `OnNeck` — On-Neck candlestick pattern · [`on_neck.rs`](crates/wickra-core/src/indicators/on_neck.rs)
|
||
- `OpeningMarubozu` — Opening Marubozu candlestick pattern · [`opening_marubozu.rs`](crates/wickra-core/src/indicators/opening_marubozu.rs)
|
||
- `PiercingDarkCloud` — Piercing Line / Dark Cloud Cover candlestick pattern · [`piercing_dark_cloud.rs`](crates/wickra-core/src/indicators/piercing_dark_cloud.rs)
|
||
- `RickshawMan` — Rickshaw Man candlestick pattern · [`rickshaw_man.rs`](crates/wickra-core/src/indicators/rickshaw_man.rs)
|
||
- `RisingThreeMethods` — Rising Three Methods candlestick pattern · [`rising_three_methods.rs`](crates/wickra-core/src/indicators/rising_three_methods.rs)
|
||
- `SeparatingLines` — Separating Lines candlestick pattern · [`separating_lines.rs`](crates/wickra-core/src/indicators/separating_lines.rs)
|
||
- `ShootingStar` — Shooting Star candlestick pattern · [`shooting_star.rs`](crates/wickra-core/src/indicators/shooting_star.rs)
|
||
- `ShortLine` — Short Line candlestick pattern · [`short_line.rs`](crates/wickra-core/src/indicators/short_line.rs)
|
||
- `SpinningTop` — Spinning Top candlestick pattern · [`spinning_top.rs`](crates/wickra-core/src/indicators/spinning_top.rs)
|
||
- `StalledPattern` — Stalled Pattern (Deliberation) candlestick pattern · [`stalled_pattern.rs`](crates/wickra-core/src/indicators/stalled_pattern.rs)
|
||
- `StickSandwich` — Stick Sandwich candlestick pattern · [`stick_sandwich.rs`](crates/wickra-core/src/indicators/stick_sandwich.rs)
|
||
- `Takuri` — Takuri candlestick pattern · [`takuri.rs`](crates/wickra-core/src/indicators/takuri.rs)
|
||
- `TasukiGap` — Tasuki Gap candlestick pattern · [`tasuki_gap.rs`](crates/wickra-core/src/indicators/tasuki_gap.rs)
|
||
- `ThreeInside` — Three Inside Up / Down candlestick pattern · [`three_inside.rs`](crates/wickra-core/src/indicators/three_inside.rs)
|
||
- `ThreeLineStrike` — Three Line Strike candlestick pattern · [`three_line_strike.rs`](crates/wickra-core/src/indicators/three_line_strike.rs)
|
||
- `ThreeOutside` — Three Outside Up / Down candlestick pattern · [`three_outside.rs`](crates/wickra-core/src/indicators/three_outside.rs)
|
||
- `ThreeSoldiersOrCrows` — Three White Soldiers / Three Black Crows candlestick pattern · [`three_soldiers_or_crows.rs`](crates/wickra-core/src/indicators/three_soldiers_or_crows.rs)
|
||
- `ThreeStarsInSouth` — Three Stars in the South candlestick pattern · [`three_stars_in_south.rs`](crates/wickra-core/src/indicators/three_stars_in_south.rs)
|
||
- `Thrusting` — Thrusting candlestick pattern · [`thrusting.rs`](crates/wickra-core/src/indicators/thrusting.rs)
|
||
- `TowerTopBottom` — Tower Top / Tower Bottom — a tall bar, a pause, then a tall opposite bar · [`tower_top_bottom.rs`](crates/wickra-core/src/indicators/tower_top_bottom.rs)
|
||
- `Tristar` — Tristar — a three-doji reversal pattern · [`tristar.rs`](crates/wickra-core/src/indicators/tristar.rs)
|
||
- `Tweezer` — Tweezer Top / Bottom candlestick pattern · [`tweezer.rs`](crates/wickra-core/src/indicators/tweezer.rs)
|
||
- `TwoCrows` — Two Crows candlestick pattern · [`two_crows.rs`](crates/wickra-core/src/indicators/two_crows.rs)
|
||
- `UniqueThreeRiver` — Unique Three River candlestick pattern · [`unique_three_river.rs`](crates/wickra-core/src/indicators/unique_three_river.rs)
|
||
- `UpsideGapThreeMethods` — Upside Gap Three Methods candlestick pattern · [`upside_gap_three_methods.rs`](crates/wickra-core/src/indicators/upside_gap_three_methods.rs)
|
||
- `UpsideGapTwoCrows` — Upside Gap Two Crows candlestick pattern · [`upside_gap_two_crows.rs`](crates/wickra-core/src/indicators/upside_gap_two_crows.rs)
|
||
|
||
## Microstructure (20)
|
||
|
||
- `AmihudIlliquidity` — Amihud Illiquidity — average price impact per unit traded value · [`amihud_illiquidity.rs`](crates/wickra-core/src/indicators/amihud_illiquidity.rs)
|
||
- `CumulativeVolumeDelta` — Cumulative Volume Delta — running sum of signed trade volume · [`cvd.rs`](crates/wickra-core/src/indicators/cvd.rs)
|
||
- `DepthSlope` — Depth Slope — how fast resting liquidity accumulates away from the mid · [`depth_slope.rs`](crates/wickra-core/src/indicators/depth_slope.rs)
|
||
- `EffectiveSpread` — Effective Spread — the realised cost of a single trade in basis points · [`effective_spread.rs`](crates/wickra-core/src/indicators/effective_spread.rs)
|
||
- `Footprint` — Footprint — buy/sell volume profile per price bucket within a bar · [`footprint.rs`](crates/wickra-core/src/indicators/footprint.rs)
|
||
- `HasbrouckInformationShare` — Hasbrouck Information Share — each venue's contribution to price discovery · [`hasbrouck_information_share.rs`](crates/wickra-core/src/indicators/hasbrouck_information_share.rs)
|
||
- `KylesLambda` — Kyle's Lambda — rolling price impact per unit of signed order flow · [`kyles_lambda.rs`](crates/wickra-core/src/indicators/kyles_lambda.rs)
|
||
- `Microprice` — Microprice — size-weighted fair value of the top of book · [`microprice.rs`](crates/wickra-core/src/indicators/microprice.rs)
|
||
- `OrderBookImbalanceFull` — Order-Book Imbalance over the full visible depth · [`ob_imbalance_full.rs`](crates/wickra-core/src/indicators/ob_imbalance_full.rs)
|
||
- `OrderBookImbalanceTop1` — Order-Book Imbalance at the top of book · [`ob_imbalance_top1.rs`](crates/wickra-core/src/indicators/ob_imbalance_top1.rs)
|
||
- `OrderBookImbalanceTopN` — Order-Book Imbalance over the top-N levels · [`ob_imbalance_topn.rs`](crates/wickra-core/src/indicators/ob_imbalance_topn.rs)
|
||
- `OrderFlowImbalance` — Order Flow Imbalance (OFI) from best-level order-book changes · [`order_flow_imbalance.rs`](crates/wickra-core/src/indicators/order_flow_imbalance.rs)
|
||
- `Pin` — PIN — Probability of Informed Trading (single-window EKOP estimate) · [`pin.rs`](crates/wickra-core/src/indicators/pin.rs)
|
||
- `QuotedSpread` — Quoted Spread — top-of-book spread in basis points · [`quoted_spread.rs`](crates/wickra-core/src/indicators/quoted_spread.rs)
|
||
- `RealizedSpread` — Realized Spread — the post-trade liquidity revenue of a trade in basis · [`realized_spread.rs`](crates/wickra-core/src/indicators/realized_spread.rs)
|
||
- `RollMeasure` — Roll Measure — effective spread implied by serial covariance of price changes · [`roll_measure.rs`](crates/wickra-core/src/indicators/roll_measure.rs)
|
||
- `SignedVolume` — Signed Volume — per-trade volume signed by aggressor side · [`signed_volume.rs`](crates/wickra-core/src/indicators/signed_volume.rs)
|
||
- `TradeImbalance` — Trade Imbalance — rolling buy/sell volume imbalance over a trade window · [`trade_imbalance.rs`](crates/wickra-core/src/indicators/trade_imbalance.rs)
|
||
- `TradeSignAutocorrelation` — Trade-Sign Autocorrelation — lag-1 persistence of the trade-aggressor side · [`trade_sign_autocorrelation.rs`](crates/wickra-core/src/indicators/trade_sign_autocorrelation.rs)
|
||
- `Vpin` — VPIN — Volume-Synchronised Probability of Informed Trading · [`vpin.rs`](crates/wickra-core/src/indicators/vpin.rs)
|
||
|
||
## Derivatives (17)
|
||
|
||
- `CalendarSpread` — Calendar Spread — the dated future's relative premium to the perpetual · [`calendar_spread.rs`](crates/wickra-core/src/indicators/calendar_spread.rs)
|
||
- `EstimatedLeverageRatio` — Estimated Leverage Ratio — open interest per unit of aggregate position size · [`estimated_leverage_ratio.rs`](crates/wickra-core/src/indicators/estimated_leverage_ratio.rs)
|
||
- `FundingBasis` — Funding Basis — the perpetual mark's relative premium to the spot index · [`funding_basis.rs`](crates/wickra-core/src/indicators/funding_basis.rs)
|
||
- `FundingImpliedApr` — Funding-Implied APR — the per-interval funding rate annualised · [`funding_implied_apr.rs`](crates/wickra-core/src/indicators/funding_implied_apr.rs)
|
||
- `FundingRate` — Funding Rate — the current perpetual funding rate · [`funding_rate.rs`](crates/wickra-core/src/indicators/funding_rate.rs)
|
||
- `FundingRateMean` — Funding Rate Rolling Mean — average funding rate over a trailing window · [`funding_rate_mean.rs`](crates/wickra-core/src/indicators/funding_rate_mean.rs)
|
||
- `FundingRateZScore` — Funding Rate Z-Score — how extreme the latest funding rate is versus its · [`funding_rate_zscore.rs`](crates/wickra-core/src/indicators/funding_rate_zscore.rs)
|
||
- `LiquidationFeatures` — Liquidation Features — per-tick long/short liquidation breakdown · [`liquidation_features.rs`](crates/wickra-core/src/indicators/liquidation_features.rs)
|
||
- `LongShortRatio` — Long/Short Ratio — aggregate long size relative to short size · [`long_short_ratio.rs`](crates/wickra-core/src/indicators/long_short_ratio.rs)
|
||
- `OIPriceDivergence` — Open-Interest / Price Divergence — relative OI change minus relative price · [`oi_price_divergence.rs`](crates/wickra-core/src/indicators/oi_price_divergence.rs)
|
||
- `OiToVolumeRatio` — OI-to-Volume Ratio — open interest relative to traded volume · [`oi_to_volume_ratio.rs`](crates/wickra-core/src/indicators/oi_to_volume_ratio.rs)
|
||
- `OIWeighted` — Open-Interest-Weighted Price — cumulative mark price weighted by open · [`oi_weighted.rs`](crates/wickra-core/src/indicators/oi_weighted.rs)
|
||
- `OpenInterestDelta` — Open-Interest Delta — the tick-over-tick change in open interest · [`oi_delta.rs`](crates/wickra-core/src/indicators/oi_delta.rs)
|
||
- `OpenInterestMomentum` — Open-Interest Momentum — the rate of change of open interest over a lookback · [`open_interest_momentum.rs`](crates/wickra-core/src/indicators/open_interest_momentum.rs)
|
||
- `PerpetualPremiumIndex` — Perpetual Premium Index — the perp mark price relative to spot · [`perpetual_premium_index.rs`](crates/wickra-core/src/indicators/perpetual_premium_index.rs)
|
||
- `TakerBuySellRatio` — Taker Buy/Sell Ratio — aggressive buy volume relative to aggressive sell · [`taker_buy_sell_ratio.rs`](crates/wickra-core/src/indicators/taker_buy_sell_ratio.rs)
|
||
- `TermStructureBasis` — Term-Structure Basis — the dated future's relative premium to spot · [`term_structure_basis.rs`](crates/wickra-core/src/indicators/term_structure_basis.rs)
|
||
|
||
## Market Profile (10)
|
||
|
||
- `CompositeProfile` — Composite Profile — POC and value area over a long composite window · [`composite_profile.rs`](crates/wickra-core/src/indicators/composite_profile.rs)
|
||
- `HighLowVolumeNodes` — High/Low Volume Nodes (HVN / LVN) — the busiest and quietest price levels · [`high_low_volume_nodes.rs`](crates/wickra-core/src/indicators/high_low_volume_nodes.rs)
|
||
- `InitialBalance` — Initial Balance (IB): the high / low established over the first N bars of · [`initial_balance.rs`](crates/wickra-core/src/indicators/initial_balance.rs)
|
||
- `NakedPoc` — Naked POC — the nearest prior-session point of control price has not yet revisited · [`naked_poc.rs`](crates/wickra-core/src/indicators/naked_poc.rs)
|
||
- `OpeningRange` — Opening Range (OR): high / low of the first N session bars plus the · [`opening_range.rs`](crates/wickra-core/src/indicators/opening_range.rs)
|
||
- `ProfileShape` — Profile Shape — classifies the volume profile as b-shape, P-shape, or D/normal · [`profile_shape.rs`](crates/wickra-core/src/indicators/profile_shape.rs)
|
||
- `SinglePrints` — Single Prints — count of price levels touched by exactly one bar (low acceptance) · [`single_prints.rs`](crates/wickra-core/src/indicators/single_prints.rs)
|
||
- `TpoProfile` — TPO Profile — the Time-Price-Opportunity (market-profile letter) distribution · [`tpo_profile.rs`](crates/wickra-core/src/indicators/tpo_profile.rs)
|
||
- `ValueArea` — Value Area (Point of Control + Value Area High / Low) · [`value_area.rs`](crates/wickra-core/src/indicators/value_area.rs)
|
||
- `VolumeProfile` — Volume Profile — the full per-bin volume distribution over a rolling window · [`volume_profile.rs`](crates/wickra-core/src/indicators/volume_profile.rs)
|
||
|
||
## Risk / Performance (28)
|
||
|
||
- `Alpha` — Rolling Jensen's Alpha (CAPM) · [`alpha.rs`](crates/wickra-core/src/indicators/alpha.rs)
|
||
- `AverageDrawdown` — Rolling Average Drawdown · [`average_drawdown.rs`](crates/wickra-core/src/indicators/average_drawdown.rs)
|
||
- `BurkeRatio` — Burke Ratio — mean return over the square root of the summed squared drawdowns · [`burke_ratio.rs`](crates/wickra-core/src/indicators/burke_ratio.rs)
|
||
- `CalmarRatio` — Rolling Calmar Ratio — return over max drawdown · [`calmar_ratio.rs`](crates/wickra-core/src/indicators/calmar_ratio.rs)
|
||
- `CommonSenseRatio` — Common Sense Ratio (Schwager / Carver) — profit factor multiplied by the tail ratio · [`common_sense_ratio.rs`](crates/wickra-core/src/indicators/common_sense_ratio.rs)
|
||
- `ConditionalValueAtRisk` — Rolling Conditional Value-at-Risk (`CVaR` / Expected Shortfall) · [`conditional_value_at_risk.rs`](crates/wickra-core/src/indicators/conditional_value_at_risk.rs)
|
||
- `DrawdownDuration` — Drawdown Duration — bars since the last all-time peak ("time under water") · [`drawdown_duration.rs`](crates/wickra-core/src/indicators/drawdown_duration.rs)
|
||
- `Expectancy` — Expectancy — expected return per unit of average loss (R-multiple) · [`expectancy.rs`](crates/wickra-core/src/indicators/expectancy.rs)
|
||
- `GainLossRatio` — Rolling Gain/Loss Ratio · [`gain_loss_ratio.rs`](crates/wickra-core/src/indicators/gain_loss_ratio.rs)
|
||
- `GainToPainRatio` — Gain-to-Pain Ratio (Schwager) — sum of returns over the sum of losses · [`gain_to_pain_ratio.rs`](crates/wickra-core/src/indicators/gain_to_pain_ratio.rs)
|
||
- `InformationRatio` — Rolling Information Ratio · [`information_ratio.rs`](crates/wickra-core/src/indicators/information_ratio.rs)
|
||
- `KellyCriterion` — Rolling Kelly Criterion · [`kelly_criterion.rs`](crates/wickra-core/src/indicators/kelly_criterion.rs)
|
||
- `KRatio` — K-Ratio (Kestner) — slope of the cumulative-return curve over the standard error of that slope · [`k_ratio.rs`](crates/wickra-core/src/indicators/k_ratio.rs)
|
||
- `M2Measure` — M² / Modigliani–Modigliani measure — Sharpe expressed in benchmark return units · [`m2_measure.rs`](crates/wickra-core/src/indicators/m2_measure.rs)
|
||
- `MartinRatio` — Martin Ratio (Ulcer Performance Index) — mean return over the Ulcer Index · [`martin_ratio.rs`](crates/wickra-core/src/indicators/martin_ratio.rs)
|
||
- `MaxDrawdown` — Maximum Drawdown over a rolling window · [`max_drawdown.rs`](crates/wickra-core/src/indicators/max_drawdown.rs)
|
||
- `OmegaRatio` — Rolling Omega Ratio — gain-to-loss ratio above a threshold · [`omega_ratio.rs`](crates/wickra-core/src/indicators/omega_ratio.rs)
|
||
- `PainIndex` — Rolling Pain Index — mean depth of drawdowns · [`pain_index.rs`](crates/wickra-core/src/indicators/pain_index.rs)
|
||
- `ProfitFactor` — Rolling Profit Factor · [`profit_factor.rs`](crates/wickra-core/src/indicators/profit_factor.rs)
|
||
- `RecoveryFactor` — Recovery Factor — cumulative net return over max drawdown · [`recovery_factor.rs`](crates/wickra-core/src/indicators/recovery_factor.rs)
|
||
- `SharpeRatio` — Rolling Sharpe Ratio · [`sharpe_ratio.rs`](crates/wickra-core/src/indicators/sharpe_ratio.rs)
|
||
- `SortinoRatio` — Rolling Sortino Ratio — Sharpe with downside-only volatility · [`sortino_ratio.rs`](crates/wickra-core/src/indicators/sortino_ratio.rs)
|
||
- `SterlingRatio` — Sterling Ratio — mean return over the average drawdown of the equity curve · [`sterling_ratio.rs`](crates/wickra-core/src/indicators/sterling_ratio.rs)
|
||
- `TailRatio` — Tail Ratio — the right tail (95th percentile) over the absolute left tail (5th percentile) · [`tail_ratio.rs`](crates/wickra-core/src/indicators/tail_ratio.rs)
|
||
- `TreynorRatio` — Rolling Treynor Ratio · [`treynor_ratio.rs`](crates/wickra-core/src/indicators/treynor_ratio.rs)
|
||
- `UpsidePotentialRatio` — Upside Potential Ratio (Sortino, van der Meer & Plantinga) — upside mean over downside deviation · [`upside_potential_ratio.rs`](crates/wickra-core/src/indicators/upside_potential_ratio.rs)
|
||
- `ValueAtRisk` — Rolling historical Value-at-Risk (`VaR`) · [`value_at_risk.rs`](crates/wickra-core/src/indicators/value_at_risk.rs)
|
||
- `WinRate` — Win Rate — the fraction of winning returns over a rolling window · [`win_rate.rs`](crates/wickra-core/src/indicators/win_rate.rs)
|
||
|
||
## Alt-Chart Bars (10)
|
||
|
||
- `DollarBars` — Dollar bar builder — close a bar each time accumulated traded value reaches a threshold · [`dollar_bars.rs`](crates/wickra-core/src/indicators/dollar_bars.rs)
|
||
- `ImbalanceBars` — Tick-imbalance bar builder (simplified López de Prado) — sample on cumulative signed order flow · [`imbalance_bars.rs`](crates/wickra-core/src/indicators/imbalance_bars.rs)
|
||
- `KagiBars` — Kagi bar builder — reversal-amount line segments on close prices · [`kagi_bars.rs`](crates/wickra-core/src/indicators/kagi_bars.rs)
|
||
- `PointAndFigureBars` — Point-and-Figure bar builder — box-size columns with an N-box reversal · [`point_and_figure_bars.rs`](crates/wickra-core/src/indicators/point_and_figure_bars.rs)
|
||
- `RangeBars` — Range bar builder — fixed price-range bars with no reversal penalty · [`range_bars.rs`](crates/wickra-core/src/indicators/range_bars.rs)
|
||
- `RenkoBars` — Renko bar builder — fixed box-size bricks with the classic reversal rule · [`renko_bars.rs`](crates/wickra-core/src/indicators/renko_bars.rs)
|
||
- `RunBars` — Run bar builder (simplified López de Prado) — sample on runs of same-signed ticks · [`run_bars.rs`](crates/wickra-core/src/indicators/run_bars.rs)
|
||
- `ThreeLineBreakBars` — Three-Line-Break bar builder — line-break chart segments driven by close prices · [`three_line_break_bars.rs`](crates/wickra-core/src/indicators/three_line_break_bars.rs)
|
||
- `TickBars` — Tick bar builder — aggregate a fixed number of candles into one OHLCV bar · [`tick_bars.rs`](crates/wickra-core/src/indicators/tick_bars.rs)
|
||
- `VolumeBars` — Volume bar builder — close a bar each time accumulated volume reaches a threshold · [`volume_bars.rs`](crates/wickra-core/src/indicators/volume_bars.rs)
|
||
|
||
## Market Breadth (15)
|
||
|
||
- `AbsoluteBreadthIndex` — Absolute Breadth Index — the magnitude of net advancing-minus-declining issues · [`absolute_breadth_index.rs`](crates/wickra-core/src/indicators/absolute_breadth_index.rs)
|
||
- `AdvanceDecline` — Advance/Decline Line — cumulative net advancing-minus-declining issues · [`advance_decline.rs`](crates/wickra-core/src/indicators/advance_decline.rs)
|
||
- `AdvanceDeclineRatio` — Advance/Decline Ratio — advancing issues divided by declining issues · [`advance_decline_ratio.rs`](crates/wickra-core/src/indicators/advance_decline_ratio.rs)
|
||
- `AdVolumeLine` — Advance/Decline Volume Line — cumulative net advancing-minus-declining volume · [`ad_volume_line.rs`](crates/wickra-core/src/indicators/ad_volume_line.rs)
|
||
- `BreadthThrust` — Breadth Thrust (Zweig) — a moving average of the advancing-issues share · [`breadth_thrust.rs`](crates/wickra-core/src/indicators/breadth_thrust.rs)
|
||
- `BullishPercentIndex` — Bullish Percent Index — share of a universe on a point-and-figure buy signal · [`bullish_percent_index.rs`](crates/wickra-core/src/indicators/bullish_percent_index.rs)
|
||
- `CumulativeVolumeIndex` — Cumulative Volume Index — running total of volume-normalised net advancing volume · [`cumulative_volume_index.rs`](crates/wickra-core/src/indicators/cumulative_volume_index.rs)
|
||
- `HighLowIndex` — High-Low Index — a moving average of the record-high percentage · [`high_low_index.rs`](crates/wickra-core/src/indicators/high_low_index.rs)
|
||
- `McClellanOscillator` — McClellan Oscillator — the spread between a fast and slow EMA of breadth · [`mcclellan_oscillator.rs`](crates/wickra-core/src/indicators/mcclellan_oscillator.rs)
|
||
- `McClellanSummationIndex` — McClellan Summation Index — the running total of the McClellan Oscillator · [`mcclellan_summation_index.rs`](crates/wickra-core/src/indicators/mcclellan_summation_index.rs)
|
||
- `NewHighsNewLows` — New Highs − New Lows — net count of fresh period extremes across a universe · [`new_highs_new_lows.rs`](crates/wickra-core/src/indicators/new_highs_new_lows.rs)
|
||
- `PercentAboveMa` — Percent Above Moving Average — share of a universe trading above its MA · [`percent_above_ma.rs`](crates/wickra-core/src/indicators/percent_above_ma.rs)
|
||
- `TickIndex` — TICK Index — instantaneous net advancing-minus-declining issues · [`tick_index.rs`](crates/wickra-core/src/indicators/tick_index.rs)
|
||
- `Trin` — TRIN / Arms Index — the advance-decline ratio over the up-down volume ratio · [`trin.rs`](crates/wickra-core/src/indicators/trin.rs)
|
||
- `UpDownVolumeRatio` — Up/Down Volume Ratio — advancing volume divided by declining volume · [`up_down_volume_ratio.rs`](crates/wickra-core/src/indicators/up_down_volume_ratio.rs)
|
||
|
||
## Seasonality & Session (12)
|
||
|
||
- `AverageDailyRange` — Average Daily Range (ADR) — the mean high-minus-low range of the last `period` · [`average_daily_range.rs`](crates/wickra-core/src/indicators/average_daily_range.rs)
|
||
- `DayOfWeekProfile` — Day-of-Week Profile — the mean bar return for each weekday · [`day_of_week_profile.rs`](crates/wickra-core/src/indicators/day_of_week_profile.rs)
|
||
- `IntradayVolatilityProfile` — Intraday Volatility Profile — the return volatility in each intraday bucket · [`intraday_volatility_profile.rs`](crates/wickra-core/src/indicators/intraday_volatility_profile.rs)
|
||
- `OvernightGap` — Overnight Gap — the return from the previous session's close to the current · [`overnight_gap.rs`](crates/wickra-core/src/indicators/overnight_gap.rs)
|
||
- `OvernightIntradayReturn` — Overnight vs. Intraday Return — decomposes a session's total return into its · [`overnight_intraday_return.rs`](crates/wickra-core/src/indicators/overnight_intraday_return.rs)
|
||
- `SeasonalZScore` — Seasonal Z-Score — how far the current bar's return sits from the historical · [`seasonal_z_score.rs`](crates/wickra-core/src/indicators/seasonal_z_score.rs)
|
||
- `SessionHighLow` — Session High/Low — the running high and low of the current calendar-day · [`session_high_low.rs`](crates/wickra-core/src/indicators/session_high_low.rs)
|
||
- `SessionRange` — Session Range — the high-minus-low range accumulated within each of the · [`session_range.rs`](crates/wickra-core/src/indicators/session_range.rs)
|
||
- `SessionVwap` — Session VWAP — the volume-weighted average price accumulated since the start · [`session_vwap.rs`](crates/wickra-core/src/indicators/session_vwap.rs)
|
||
- `TimeOfDayReturnProfile` — Time-of-Day Return Profile — the mean bar return in each intraday time bucket · [`time_of_day_return_profile.rs`](crates/wickra-core/src/indicators/time_of_day_return_profile.rs)
|
||
- `TurnOfMonth` — Turn-of-Month Effect — the mean daily return of sessions that fall inside the · [`turn_of_month.rs`](crates/wickra-core/src/indicators/turn_of_month.rs)
|
||
- `VolumeByTimeProfile` — Volume-by-Time Profile — the mean traded volume in each intraday bucket · [`volume_by_time_profile.rs`](crates/wickra-core/src/indicators/volume_by_time_profile.rs)
|
||
|
||
## Chart Patterns (8)
|
||
|
||
- `CupAndHandle` — Cup-and-Handle (and Inverse) continuation chart pattern · [`cup_and_handle.rs`](crates/wickra-core/src/indicators/cup_and_handle.rs)
|
||
- `DoubleTopBottom` — Double Top / Double Bottom reversal chart pattern · [`double_top_bottom.rs`](crates/wickra-core/src/indicators/double_top_bottom.rs)
|
||
- `FlagPennant` — Flag / Pennant continuation chart pattern · [`flag_pennant.rs`](crates/wickra-core/src/indicators/flag_pennant.rs)
|
||
- `HeadAndShoulders` — Head-and-Shoulders (and Inverse) reversal chart pattern · [`head_and_shoulders.rs`](crates/wickra-core/src/indicators/head_and_shoulders.rs)
|
||
- `RectangleRange` — Rectangle / Range chart pattern · [`rectangle_range.rs`](crates/wickra-core/src/indicators/rectangle_range.rs)
|
||
- `Triangle` — Triangle (ascending / descending / symmetrical) chart pattern · [`triangle.rs`](crates/wickra-core/src/indicators/triangle.rs)
|
||
- `TripleTopBottom` — Triple Top / Triple Bottom reversal chart pattern · [`triple_top_bottom.rs`](crates/wickra-core/src/indicators/triple_top_bottom.rs)
|
||
- `Wedge` — Wedge (rising / falling) reversal chart pattern · [`wedge.rs`](crates/wickra-core/src/indicators/wedge.rs)
|
||
|
||
## Harmonic Patterns (8)
|
||
|
||
- `Abcd` — AB=CD harmonic pattern · [`abcd.rs`](crates/wickra-core/src/indicators/abcd.rs)
|
||
- `Bat` — Bat harmonic pattern · [`bat.rs`](crates/wickra-core/src/indicators/bat.rs)
|
||
- `Butterfly` — Butterfly harmonic pattern · [`butterfly.rs`](crates/wickra-core/src/indicators/butterfly.rs)
|
||
- `Crab` — Crab harmonic pattern · [`crab.rs`](crates/wickra-core/src/indicators/crab.rs)
|
||
- `Cypher` — Cypher harmonic pattern · [`cypher.rs`](crates/wickra-core/src/indicators/cypher.rs)
|
||
- `Gartley` — Gartley harmonic pattern · [`gartley.rs`](crates/wickra-core/src/indicators/gartley.rs)
|
||
- `Shark` — Shark harmonic pattern · [`shark.rs`](crates/wickra-core/src/indicators/shark.rs)
|
||
- `ThreeDrives` — Three Drives harmonic pattern · [`three_drives.rs`](crates/wickra-core/src/indicators/three_drives.rs)
|
||
|
||
## Fibonacci (10)
|
||
|
||
- `AutoFib` — Auto-Fibonacci — retracement of the most significant recent swing leg · [`auto_fib.rs`](crates/wickra-core/src/indicators/auto_fib.rs)
|
||
- `FibArcs` — Fibonacci Arcs — semicircular retracement levels centred on the swing end, · [`fib_arcs.rs`](crates/wickra-core/src/indicators/fib_arcs.rs)
|
||
- `FibChannel` — Fibonacci Channel — a sloped base trendline plus parallel lines offset by · [`fib_channel.rs`](crates/wickra-core/src/indicators/fib_channel.rs)
|
||
- `FibConfluence` — Fibonacci Confluence — the strongest retracement cluster across recent legs · [`fib_confluence.rs`](crates/wickra-core/src/indicators/fib_confluence.rs)
|
||
- `FibExtension` — Fibonacci Extension of the most recent confirmed swing leg · [`fib_extension.rs`](crates/wickra-core/src/indicators/fib_extension.rs)
|
||
- `FibFan` — Fibonacci Fan — trendlines fanning from a swing start through the · [`fib_fan.rs`](crates/wickra-core/src/indicators/fib_fan.rs)
|
||
- `FibProjection` — Fibonacci Projection — a measured move from the last three swing pivots · [`fib_projection.rs`](crates/wickra-core/src/indicators/fib_projection.rs)
|
||
- `FibRetracement` — Fibonacci Retracement of the most recent confirmed swing leg · [`fib_retracement.rs`](crates/wickra-core/src/indicators/fib_retracement.rs)
|
||
- `FibTimeZones` — Fibonacci Time Zones — vertical markers at Fibonacci bar-distances from the · [`fib_time_zones.rs`](crates/wickra-core/src/indicators/fib_time_zones.rs)
|
||
- `GoldenPocket` — Golden Pocket — the 0.618-0.65 optimal-trade-entry zone of the last swing · [`golden_pocket.rs`](crates/wickra-core/src/indicators/golden_pocket.rs)
|
||
|