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TotalFinance indicator registry
Auto-generated from @insiderfinance/totalfinance/technical-analysis — 335 registered indicators.
transform (14)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
averagePrice |
bars | — | number |
candleRange |
bars | — | number |
gap |
bars | — | number |
heikinAshi |
bars | — | record{close, high, low, open} |
logReturns |
series | — | number |
lowerShadow |
bars | — | number |
medianPrice |
bars | — | number |
realBody |
bars | — | number |
returns |
series | — | number |
rollingVolatility |
series | period, annualization |
number |
trueRange |
bars | — | number |
typicalPrice |
bars | — | number |
upperShadow |
bars | — | number |
weightedClose |
bars | — | number |
moving-average (35)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
alma |
series | period, offset, sigma |
number |
anchoredVwap |
bars | anchor |
number |
dema |
series | period |
number |
ema |
series | period |
number |
frama |
bars | period |
number |
fwma |
series | period |
number |
gannHighLowActivator |
bars | period |
record{trend, value} |
hma |
series | period |
number |
holtWinterMovingAverage |
series | levelSmoothing, trendSmoothing, accelerationSmoothing |
number |
jma |
series | period, phase, power |
number |
kama |
series | period, fast, slow |
number |
mama |
bars | fastLimit, slowLimit |
record{fama, mama} |
mcginley |
series | period |
number |
midpoint |
series | period |
number |
midprice |
bars | period |
number |
movingAverage |
series | period, movingAverageType |
number |
movingAverageRibbon |
series | periods |
number[] |
pascalWma |
series | period |
number |
rainbowMovingAverage |
series | period, levels |
number |
rma |
series | period |
number |
rollingAnchoredVwap |
bars | lookback, anchor |
record{anchorBarsAgo, vwap} |
rollingVwap |
bars | period |
number |
sessionVwap |
bars | resetEvery |
number |
sineWma |
series | period |
number |
sma |
series | period |
number |
superSmoother |
series | period |
number |
symmetricWma |
series | period |
number |
t3 |
series | period, volumeFactor |
number |
tema |
series | period |
number |
trima |
series | period |
number |
vidya |
series | period, cmoPeriod |
number |
vwapBands |
bars | multiplier |
record{lower, upper, vwap} |
vwma |
bars | period |
number |
wma |
series | period |
number |
zlema |
series | period |
number |
momentum (54)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
apo |
series | fast, slow |
number |
awesomeOscillator |
bars | fast, slow |
number |
bias |
series | period |
number |
bop |
bars | — | number |
brar |
bars | period |
record{popularityIndex, willingnessIndex} |
cci |
bars | period |
number |
centerOfGravity |
series | period |
number |
cfo |
series | period |
number |
cmo |
series | period, talib |
number |
connorsRsi |
series | rsiPeriod, streakPeriod, rankPeriod |
number |
coppock |
series | longRoc, shortRoc, wma |
number |
cti |
series | period |
number |
dpo |
series | period |
number |
efficiencyRatio |
series | period |
number |
elderRay |
bars | period |
record{bear, bull} |
fisherTransform |
bars | period |
record{fisher, trigger} |
forecastOscillator |
series | period |
number |
inertia |
series | period, rviPeriod |
number |
kdj |
bars | period, signal |
record{d, j, k} |
kst |
series | rocPeriods, smaPeriods, signal |
record{kst, signal} |
laguerreRsi |
series | gamma |
number |
macd |
series | fast, slow, signal |
record{histogram, macd, signal} |
macdExt |
series | fast, slow, signal, fastMovingAverageType, slowMovingAverageType, signalMovingAverageType |
record{histogram, macd, signal} |
macdFix |
series | signal |
record{histogram, macd, signal} |
momentum |
series | period |
number |
pgo |
bars | period |
number |
ppo |
series | fast, slow, signal |
record{histogram, ppo, signal} |
projectionOscillator |
bars | period |
record{lower, po, upper} |
psychologicalLine |
series | period |
number |
pvo |
bars | fast, slow, signal |
record{histogram, pvo, signal} |
qqe |
series | rsiPeriod, smooth, factor |
record{longBand, rsiMovingAverage, shortBand} |
relativeVigorIndex |
bars | period |
record{rvi, signal} |
roc |
series | period |
number |
rocp |
series | period |
number |
rocr |
series | period |
number |
rocr100 |
series | period |
number |
rsi |
series | period |
number |
rsx |
series | period |
number |
schaffTrendCycle |
series | fast, slow, cycle |
number |
slope |
series | period |
number |
smcSweep |
bars | period, wickMultiplier |
number |
smiErgodic |
series | long, short, signal |
record{oscillator, signal, smi} |
squeeze |
bars | bollingerBandPeriod, bollingerStandardDeviations, keltnerChannelPeriod, keltnerChannelMultiplier |
record{momentum, on} |
squeezePro |
bars | bollingerBandPeriod, bollingerStandardDeviations, keltnerChannelPeriod, wideKeltnerChannelMultiplier, normalKeltnerChannelMultiplier, narrowKeltnerChannelMultiplier |
record{highCompression, lowCompression, momentum, normalCompression} |
stochastic |
bars | kPeriod, dPeriod, smoothK |
record{d, k} |
stochFast |
bars | kPeriod, dPeriod, smoothK |
record{d, k} |
stochRsi |
series | rsiPeriod, stochPeriod, kPeriod, dPeriod |
record{d, k} |
tdSequential |
bars | lookback |
record{countdown, direction, setup} |
trix |
series | period |
number |
trixHistogram |
series | period, signal |
record{histogram, signal, trix} |
tsi |
series | long, short, signal |
record{signal, tsi} |
ultimateOscillator |
bars | short, medium, long |
number |
volumeWeightedMacd |
bars | fast, slow, signal |
record{histogram, macd, signal} |
williamsR |
bars | period |
number |
trend (38)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
adx |
bars | period |
record{adx, minusDI, plusDI} |
adxr |
bars | period |
number |
amat |
series | fast, slow, lookback, movingAverageType |
record{long, short} |
aroon |
bars | period |
record{down, up} |
aroonOscillator |
bars | period |
number |
centralPivotRange |
bars | — | record{bottomCentral, pivot, topCentral} |
chandeKrollStop |
bars | atrPeriod, multiplier, period |
record{long, short} |
chandelierExit |
bars | period, multiplier |
record{long, short} |
choppinessIndex |
bars | period |
number |
crossSignals |
series | above, below |
record{entry, exit, trend} |
decreasing |
series | period, strict |
number |
dmi |
bars | period |
record{dx, minusDI, minusDM, plusDI, plusDM} |
donchianTrend |
bars | period |
number |
dx |
bars | period |
number |
exponentialDecay |
series | period |
number |
ichimoku |
bars | conversion, base, spanB, displacement |
record{chikou, displacement, kijun, senkouA, senkouB, tenkan} |
increasing |
series | period, strict |
number |
linearDecay |
series | period |
number |
linreg |
series | period |
record{angle, forecast, intercept, slope, value} |
linregAngle |
series | period |
number |
linregIntercept |
series | period |
number |
linregSlope |
series | period |
number |
longRun |
pair | period |
number |
minusDI |
bars | period |
number |
minusDM |
bars | period |
number |
plusDI |
bars | period |
number |
plusDM |
bars | period |
number |
pMax |
bars | period, multiplier |
record{pmax, trend} |
psar |
bars | step, max |
record{sar, trend} |
psarExt |
bars | startValue, offsetOnReverse, accelInitLong, accelLong, accelMaxLong, accelInitShort, accelShort, accelMaxShort |
number |
qstick |
bars | period |
number |
shortRun |
pair | period |
number |
supertrend |
bars | period, multiplier |
record{direction, supertrend} |
trendSignals |
series | — | record{entry, exit, trend} |
tsf |
series | period |
number |
ttmTrend |
bars | period |
number |
verticalHorizontalFilter |
series | period |
number |
vortex |
bars | period |
record{viMinus, viPlus} |
volatility (27)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
aberration |
bars | period, atrPeriod |
record{atr, lowerBand, upperBand, zeroLine} |
accelerationBands |
bars | period, multiplier |
record{lower, middle, upper} |
atr |
bars | period |
number |
atrBands |
bars | period, multiplier |
record{lower, middle, upper} |
bbands |
series | period, standardDeviation |
record{bandwidth, lower, middle, percentB, upper} |
bollingerBandWidth |
series | period, standardDeviation |
number |
bollingerPercentB |
series | period, standardDeviation |
number |
chaikinVolatility |
bars | period, rocPeriod |
number |
donchian |
bars | period |
record{lower, middle, upper} |
elderThermometer |
bars | period, long, short |
record{long, movingAverage, short, thermo} |
garmanKlass |
bars | period, annualization |
number |
historicalVolatility |
series | period, annualization |
number |
holtWinterChannel |
series | levelSmoothing, trendSmoothing, accelerationSmoothing, varianceSmoothing, scalar |
record{lower, middle, upper} |
keltner |
bars | period, atrPeriod, multiplier |
record{lower, middle, upper} |
massIndex |
bars | fast, slow |
number |
natr |
bars | period |
number |
parkinson |
bars | period, annualization |
number |
percentAtr |
bars | period |
number |
priceDistance |
bars | drift |
number |
realizedVolatility |
series | period, annualization |
number |
relativeVolatilityIndex |
series | period, stdevPeriod |
number |
rogersSatchell |
bars | period, annualization |
number |
standardDeviation |
series | period, sample |
number |
ulcerIndex |
series | period |
number |
variance |
series | period, sample |
number |
volatilityStop |
bars | period, multiplier |
record{stop, trend} |
yangZhang |
bars | period, annualization |
number |
The volatility estimators (garmanKlass, historicalVolatility, parkinson, realizedVolatility, rogersSatchell, yangZhang) require annualization — the bars per year that scales the
per-bar σ: 252 for daily bars, 52 weekly, 12 monthly, or 1 to read the per-bar σ. There is no
default, because a per-bar σ handed to @insiderfinance/totalfinance/volatility's realized-vs-implied tools is silently
wrong by √252.
volume (24)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
adLine |
bars | — | number |
archerObv |
bars | fast, slow, runLength |
record{fast, long, obv, short, slow} |
chaikinMoneyFlow |
bars | period |
number |
chaikinOscillator |
bars | fast, slow |
number |
cvd |
bars | — | number |
easeOfMovement |
bars | period, scale |
number |
efi |
bars | period |
number |
emv |
bars | period, scale |
number |
forceIndex |
bars | period |
number |
klinger |
bars | fast, slow, signal |
record{klinger, signal} |
kvo |
bars | fast, slow, signal |
record{klinger, signal} |
marketFacilitationIndex |
bars | — | number |
mfi |
bars | period |
number |
nvi |
bars | — | number |
obv |
bars | talib |
number |
priceVolume |
bars | signed |
number |
priceVolumeRank |
bars | — | number |
pvi |
bars | — | number |
pvt |
bars | — | number |
relativeVolume |
bars | period |
number |
vfi |
bars | period, coefficient, volumeCutoff, smooth |
number |
volumeOscillator |
bars | fast, slow |
number |
vwap |
bars | — | number |
williamsAd |
bars | — | number |
cycle (9)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
dsp |
series | period |
number |
ebsw |
series | period, bars |
number |
htDcPeriod |
series | — | number |
htDcPhase |
series | — | number |
htPhasor |
series | — | record{inPhase, quadrature} |
htSine |
series | — | record{leadSine, sine} |
htTrendline |
series | — | number |
htTrendMode |
series | — | number |
msw |
series | period |
record{lead, sine} |
math (21)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
acos |
series | — | number |
add |
pair | — | number |
asin |
series | — | number |
atan |
series | — | number |
ceil |
series | — | number |
cos |
series | — | number |
cosh |
series | — | number |
crossany |
pair | — | number |
crossover |
pair | — | number |
div |
pair | — | number |
exp |
series | — | number |
floor |
series | — | number |
ln |
series | — | number |
log10 |
series | — | number |
mult |
pair | — | number |
sin |
series | — | number |
sinh |
series | — | number |
sqrt |
series | — | number |
sub |
pair | — | number |
tan |
series | — | number |
tanh |
series | — | number |
performance (1)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
drawdown |
series | — | record{drawdown, log, percent} |
statistic (39)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
barSince |
series | — | number |
beta |
pair | period |
number |
change |
series | period |
number |
correl |
pair | period |
number |
covariance |
pair | period, sample |
number |
cum |
series | — | number |
diff |
series | period |
number |
entropy |
series | period |
number |
fractionalChange |
series | period |
number |
highestBars |
series | period |
number |
kurtosis |
series | period |
number |
lag |
series | period |
number |
lowestBars |
series | period |
number |
mad |
series | period |
number |
normalize |
series | period |
number |
percentRank |
series | period |
number |
rescale |
series | period, min, max |
number |
rollingBeta |
pair | period |
number |
rollingCorrelation |
pair | period |
number |
rollingMax |
series | period |
number |
rollingMaxIndex |
series | period |
number |
rollingMean |
series | period |
number |
rollingMedian |
series | period |
number |
rollingMin |
series | period |
number |
rollingMinIndex |
series | period |
number |
rollingMinMax |
series | period |
record{max, min} |
rollingMinMaxIndex |
series | period |
record{maxIndex, minIndex} |
rollingQuantile |
series | period, quantile |
number |
rollingRank |
series | period |
number |
rollingRegression |
pair | period |
record{intercept, rSquared, slope} |
rollingSum |
series | period |
number |
rSquared |
pair | period |
number |
shift |
series | period |
number |
skew |
series | period |
number |
standardError |
series | period |
number |
tosStdevAll |
series | period, stds, ddof |
record{line, lower, upper} |
valueWhen |
pair | occurrence |
number |
winsorize |
series | period, lower, upper |
number |
zScore |
series | period |
number |
candlestick (65)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
abandonedBaby |
bars | — | number |
advanceBlock |
bars | — | number |
beltHold |
bars | — | number |
breakaway |
bars | — | number |
cdlDoji |
bars | — | number |
cdlInside |
bars | — | number |
cdlZ |
bars | period, ddof |
record{close, high, low, open} |
closingMarubozu |
bars | — | number |
concealBabySwallow |
bars | — | number |
counterattack |
bars | — | number |
darkCloudCover |
bars | — | number |
doji |
bars | — | number |
dojiStar |
bars | — | number |
dragonflyDoji |
bars | — | number |
engulfing |
bars | — | number |
eveningDojiStar |
bars | — | number |
eveningStar |
bars | — | number |
gapSideSideWhite |
bars | — | number |
gravestoneDoji |
bars | — | number |
hammer |
bars | — | number |
hangingMan |
bars | — | number |
harami |
bars | — | number |
haramiCross |
bars | — | number |
highWave |
bars | — | number |
hikkake |
bars | — | number |
hikkakeMod |
bars | — | number |
homingPigeon |
bars | — | number |
identicalThreeCrows |
bars | — | number |
inNeck |
bars | — | number |
inside |
bars | — | number |
invertedHammer |
bars | — | number |
kicking |
bars | — | number |
kickingByLength |
bars | — | number |
ladderBottom |
bars | — | number |
longLeggedDoji |
bars | — | number |
longLine |
bars | — | number |
marubozu |
bars | — | number |
matchingLow |
bars | — | number |
matHold |
bars | — | number |
morningDojiStar |
bars | — | number |
morningStar |
bars | — | number |
onNeck |
bars | — | number |
piercing |
bars | — | number |
rickshawMan |
bars | — | number |
riseFallThreeMethods |
bars | — | number |
separatingLines |
bars | — | number |
shootingStar |
bars | — | number |
shortLine |
bars | — | number |
spinningTop |
bars | — | number |
stalledPattern |
bars | — | number |
stickSandwich |
bars | — | number |
takuri |
bars | — | number |
tasukiGap |
bars | — | number |
threeBlackCrows |
bars | — | number |
threeInside |
bars | — | number |
threeLineStrike |
bars | — | number |
threeOutside |
bars | — | number |
threeStarsInSouth |
bars | — | number |
threeWhiteSoldiers |
bars | — | number |
thrusting |
bars | — | number |
triStar |
bars | — | number |
twoCrows |
bars | — | number |
uniqueThreeRiver |
bars | — | number |
upsideGapTwoCrows |
bars | — | number |
xSideGapThreeMethods |
bars | — | number |
price-action (8)
| Indicator | Inputs | Parameters | Output |
|---|---|---|---|
atrTrailingStop |
bars | period, multiplier |
record{stop, trend} |
divergence |
pair | swing, kinds |
record{code, index, indicatorSwings, priceSwings} |
equalHighs |
bars | strength, tolerance |
record{count, detected, level} |
equalLows |
bars | strength, tolerance |
record{count, detected, level} |
fairValueGaps |
bars | minimumGapPercent |
record{bottom, direction, mid, top} |
liquiditySweeps |
bars | lookback |
record{direction, level} |
orderBlocks |
bars | lookback |
record{bottom, direction, mid, top} |
swingTrailingStop |
bars | strength |
record{stop, trend} |