Indicator Library

Raw last-close price compared against a fixed value.

Price vs a moving average (any MA type / input source), plus fast-vs-slow MA crossover.

Slope and curvature (bend) of a moving average, with configurable measure, normalization and thresholds.

Z-score of the price-vs-moving-average spread — how stretched price is from its MA.

Kalman-filter moving average — an adaptive, low-lag trend line.

Volume Weighted Average Price.

Relative Strength Index oscillator levels.

MACD line / signal / histogram crossover signals.

MACD computed on On-Balance Volume — volume-driven momentum.

Heikin-Ashi RSI oscillator with flip and MA-cross signals.

Elliott Wave Oscillator (difference of two SMAs).

Rate of Change momentum.

Williams %R momentum (fixed −80 / −20 bands).

Commodity Channel Index.

Slow Stochastic %K / %D with band and crossover signals.

Kalman-filtered ROC run through a stochastic — smoothed momentum with trend/cross signals.

Triple-smoothed EMA rate of change.

Percentage Price Oscillator (MACD as a percentage).

Ultimate Oscillator across three timeframes.

Chaikin Money Flow — accumulation / distribution pressure.

MACD of the accumulation / distribution line.

Fisher Transform with a trigger line.

Composite Connors RSI (RSI + streak + percent-rank).

Fast / full Stochastic %K / %D.

Money Flow Index — volume-weighted RSI.

Chande Momentum Oscillator.

Raw momentum (price difference over N bars).

Aroon Oscillator — trend strength and direction.

Price breaking the Bollinger upper / lower band.

Highest-high / lowest-low channel: bands, breakouts, position and width.

Average True Range volatility.

ATR-based channel around an EMA.

Whether the market is trending vs range-bound.

Pivot-based support/resistance proximity, crossovers and strong-level breaks.

Full Ichimoku system: cloud, TK cross, conversion / base lines and lagging span.

CCI + ATR trailing line with bull / bear and buy / sell signals.

ATR-band trend follower with flip signals.

Parabolic Stop-and-Reverse dots.

Automatically-drawn pivot trendlines with break and cross signals.

Vortex Indicator VI+ / VI− trend crosses.

Average Directional Index trend strength with +DI / −DI crosses.

Volume relative to its recent average.

Rolling z-score (standard deviations from the mean) of a chosen source — RSI by default, or any input source. Compare to a level in σ or detect crossings.

Where the current value sits vs its own history over the lookback window, 0–100 (Pine ta.percentrank). Best pointed at a mean-reverting source (ATR%, Volume, distance-from-MA) via the rank source.

The value marking the Nth percentile of the lookback window, in source units (Pine ta.percentile_*). Linear-interpolation or nearest-rank method; the source is both the band input and the comparison operand.

Robust location — the rolling median of a chosen source (Close by default). Unlike an SMA, a single spike can't drag it, so 'source vs its own median' stays meaningful on noisy series.

Robust dispersion — median(|x − median|) over the window, in source units. Ignores outliers the way stddev can't, so it stays tight when a spike would blow out σ.

(x − median) / (1.4826·MAD): an outlier-resistant drop-in for the z-score. One spike drags the mean and inflates σ (widening normal-z bands); median/MAD ignore it, so bands stay tight. Also selectable as the 'Robust' mode on the z-score wrap.

Rolling distribution asymmetry (population g1). Positive skew = the upside percentiles stretch further than the downside; negative = the reverse. Explains why percentile bands lean one way vs symmetric σ-bands.

Rolling excess kurtosis (0 = normal, > 0 = fatter tails than normal). High kurtosis means σ-bands understate the extremes — a direct read on when to trust percentile bands over stdev bands.

Z-score after clipping the window's top and bottom few percent (default 5%) — a middle ground between raw stdev and full percentile ranking. The tails still count but can't blow out the mean and σ.

Normalized rolling Shannon entropy (0 = ordered/trending, 1 = maximally disordered) over a histogram of the source. A distribution-free read on how choppy the series is, independent of level.

Long-horizon momentum: a weighted MA of two rates of change. Zero-line crosses and turns are classic long signals.

High/Low distance from an EMA — buying (Bull) and selling (Bear) pressure. Classic setups combine trend with a fading opposite power.

Volume-force oscillator (fast/slow EMA of volume force) with an EMA signal line. Zero-line and signal-line crosses flag volume-led turns.

Annualized standard deviation of log returns (percent). Compare to a level, or detect rising/falling volatility regimes.

Bollinger-inside-Keltner volatility compression with a momentum histogram. Fire = squeeze releases; ride the momentum sign.

True cross detection between any indicator and another indicator or a fixed level — fires only on the crossing bar, not while the level holds.

Rolling max/min of any indicator — 'at an N-bar high/low' or breaks of the prior N-bar extreme.

Direction and slope of any indicator: consecutive-bar rising/falling, regression slope sign, or change over N bars vs a level.

Spread, sum, product, or ratio of two operands compared to a level — e.g. price minus its MA, or a fast/slow MA spread.

How recently an event fired (bars since a cross) or how persistent a trend is (consecutive up/down bars).

DeMark's bounded (0–1) momentum oscillator comparing recent up-moves to down-moves. Above 0.7 is overbought, below 0.3 oversold; exits from those zones flag exhaustion turns.

DeMark's bounded (−100…+100) momentum oscillator that weights price change by genuine range expansion. ±40 marks over-extension; zero-line crosses flag momentum shifts.

DeMark's exhaustion model. A 9-bar Setup (after a price flip) anticipates a turn; the 13-bar Countdown that follows confirms it. Signed internally: positive = buy side, negative = sell side. Perfection and the aggressive countdown variant are exposed as distinct signals.

Support/resistance derived from the most recent completed TD Setup: resistance = highest high of a buy setup, support = lowest low of a sell setup. A close breaking through implies the trend continues rather than reverses.

A stricter DeMark countdown: each of the 13 bars must show close ≤ low[2], a lower low, and a lower close (mirror for sell), so it advances only on clean momentum bars and confirms exhaustion later than the standard countdown.