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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}