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TotalFinance indicator warmup / lookahead / displacement
Warmup is the number of leading bars before the first real value, measured at the canonical parameters shown (via indicator.explain(...).diagnostics.warmup). 335 indicators.
Lookahead: none. Batch output is derived from a left-to-right stream, so no value depends on a future bar — causality is structural across the whole catalog.
Displacement: none. Each value is aligned to the bar it is computed on. Charting platforms plot some indicators shifted (Ichimoku's leading spans 26 bars ahead, the classic DPO shifted back); TotalFinance never plot-shifts — apply any display offset downstream.
transform (14)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
averagePrice |
bars | 0 | — |
candleRange |
bars | 0 | — |
gap |
bars | 1 | — |
heikinAshi |
bars | 0 | — |
logReturns |
series | 1 | — |
lowerShadow |
bars | 0 | — |
medianPrice |
bars | 0 | — |
realBody |
bars | 0 | — |
returns |
series | 1 | — |
rollingVolatility |
series | 14 | period=14, annualization=252 |
trueRange |
bars | 0 | — |
typicalPrice |
bars | 0 | — |
upperShadow |
bars | 0 | — |
weightedClose |
bars | 0 | — |
moving-average (35)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
alma |
series | 13 | period=14, offset=0.85, sigma=6 |
anchoredVwap |
bars | 0 | anchor=0 |
dema |
series | 26 | period=14 |
ema |
series | 13 | period=14 |
frama |
bars | 13 | period=14 |
fwma |
series | 13 | period=14 |
gannHighLowActivator |
bars | 13 | period=14 |
hma |
series | 16 | period=14 |
holtWinterMovingAverage |
series | 0 | levelSmoothing=0.2, trendSmoothing=0.1, accelerationSmoothing=0.1 |
jma |
series | 0 | period=14, phase=0, power=1 |
kama |
series | 14 | period=14, fast=12, slow=26 |
mama |
bars | 6 | fastLimit=0.5, slowLimit=0.05 |
mcginley |
series | 0 | period=14 |
midpoint |
series | 13 | period=14 |
midprice |
bars | 13 | period=14 |
movingAverage |
series | 13 | period=14, movingAverageType="ema" |
movingAverageRibbon |
series | 19 | periods=[5,10,20] |
pascalWma |
series | 13 | period=14 |
rainbowMovingAverage |
series | 130 | period=14, levels=10 |
rma |
series | 13 | period=14 |
rollingAnchoredVwap |
bars | 19 | lookback=20, anchor="high" |
rollingVwap |
bars | 13 | period=14 |
sessionVwap |
bars | 0 | resetEvery=20 |
sineWma |
series | 13 | period=14 |
sma |
series | 13 | period=14 |
superSmoother |
series | 0 | period=14 |
symmetricWma |
series | 13 | period=14 |
t3 |
series | 78 | period=14, volumeFactor=0.7 |
tema |
series | 39 | period=14 |
trima |
series | 13 | period=14 |
vidya |
series | 9 | period=14, cmoPeriod=9 |
vwapBands |
bars | 0 | multiplier=2 |
vwma |
bars | 13 | period=14 |
wma |
series | 13 | period=14 |
zlema |
series | 13 | period=14 |
momentum (54)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
apo |
series | 25 | fast=12, slow=26 |
awesomeOscillator |
bars | 25 | fast=12, slow=26 |
bias |
series | 13 | period=14 |
bop |
bars | 0 | — |
brar |
bars | 14 | period=14 |
cci |
bars | 13 | period=14 |
centerOfGravity |
series | 13 | period=14 |
cfo |
series | 13 | period=14 |
cmo |
series | 14 | period=14, talib=false |
connorsRsi |
series | 101 | rsiPeriod=14, streakPeriod=2, rankPeriod=100 |
coppock |
series | 23 | longRoc=14, shortRoc=11, wma=10 |
cti |
series | 13 | period=14 |
dpo |
series | 13 | period=14 |
efficiencyRatio |
series | 14 | period=14 |
elderRay |
bars | 13 | period=14 |
fisherTransform |
bars | 13 | period=14 |
forecastOscillator |
series | 13 | period=14 |
inertia |
series | 39 | period=14, rviPeriod=14 |
kdj |
bars | 13 | period=14, signal=9 |
kst |
series | 52 | rocPeriods=[10,15,20,30], smaPeriods=[10,10,10,15], signal=9 |
laguerreRsi |
series | 0 | gamma=0.5 |
macd |
series | 33 | fast=12, slow=26, signal=9 |
macdExt |
series | 33 | fast=12, slow=26, signal=9, fastMovingAverageType="ema", slowMovingAverageType="ema", signalMovingAverageType="ema" |
macdFix |
series | 33 | signal=9 |
momentum |
series | 14 | period=14 |
pgo |
bars | 13 | period=14 |
ppo |
series | 33 | fast=12, slow=26, signal=9 |
projectionOscillator |
bars | 13 | period=14 |
psychologicalLine |
series | 14 | period=14 |
pvo |
bars | 33 | fast=12, slow=26, signal=9 |
qqe |
series | 71 | rsiPeriod=14, smooth=5, factor=4.236 |
relativeVigorIndex |
bars | 19 | period=14 |
roc |
series | 14 | period=14 |
rocp |
series | 14 | period=14 |
rocr |
series | 14 | period=14 |
rocr100 |
series | 14 | period=14 |
rsi |
series | 14 | period=14 |
rsx |
series | 14 | period=14 |
schaffTrendCycle |
series | 43 | fast=12, slow=26, cycle=10 |
slope |
series | 14 | period=14 |
smcSweep |
bars | 0 | period=14, wickMultiplier=1.5 |
smiErgodic |
series | 45 | long=25, short=13, signal=9 |
squeeze |
bars | 38 | bollingerBandPeriod=20, bollingerStandardDeviations=2, keltnerChannelPeriod=20, keltnerChannelMultiplier=1.5 |
squeezePro |
bars | 38 | bollingerBandPeriod=20, bollingerStandardDeviations=2, keltnerChannelPeriod=20, wideKeltnerChannelMultiplier=2, normalKeltnerChannelMultiplier=1.5, narrowKeltnerChannelMultiplier=1 |
stochastic |
bars | 15 | kPeriod=14, dPeriod=3, smoothK=1 |
stochFast |
bars | 15 | kPeriod=14, dPeriod=3, smoothK=1 |
stochRsi |
series | 42 | rsiPeriod=14, stochPeriod=14, kPeriod=14, dPeriod=3 |
tdSequential |
bars | 20 | lookback=20 |
trix |
series | 40 | period=14 |
trixHistogram |
series | 48 | period=14, signal=9 |
tsi |
series | 45 | long=25, short=13, signal=9 |
ultimateOscillator |
bars | 25 | short=13, medium=14, long=25 |
volumeWeightedMacd |
bars | 33 | fast=12, slow=26, signal=9 |
williamsR |
bars | 13 | period=14 |
trend (38)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
adx |
bars | 27 | period=14 |
adxr |
bars | 41 | period=14 |
amat |
series | 45 | fast=12, slow=26, lookback=20, movingAverageType="ema" |
aroon |
bars | 14 | period=14 |
aroonOscillator |
bars | 14 | period=14 |
centralPivotRange |
bars | 1 | — |
chandeKrollStop |
bars | 26 | atrPeriod=14, multiplier=2, period=14 |
chandelierExit |
bars | 13 | period=14, multiplier=2 |
choppinessIndex |
bars | 13 | period=14 |
crossSignals |
series | 1 | above=0, below=0 |
decreasing |
series | 14 | period=14, strict=false |
dmi |
bars | 14 | period=14 |
donchianTrend |
bars | 13 | period=14 |
dx |
bars | 14 | period=14 |
exponentialDecay |
series | 0 | period=14 |
ichimoku |
bars | 51 | conversion=9, base=26, spanB=52, displacement=26 |
increasing |
series | 14 | period=14, strict=false |
linearDecay |
series | 0 | period=14 |
linreg |
series | 13 | period=14 |
linregAngle |
series | 13 | period=14 |
linregIntercept |
series | 13 | period=14 |
linregSlope |
series | 13 | period=14 |
longRun |
pair | 14 | period=14 |
minusDI |
bars | 14 | period=14 |
minusDM |
bars | 14 | period=14 |
plusDI |
bars | 14 | period=14 |
plusDM |
bars | 14 | period=14 |
pMax |
bars | 13 | period=14, multiplier=2 |
psar |
bars | 1 | step=0.02, max=0.2 |
psarExt |
bars | 1 | startValue=0, offsetOnReverse=0, accelInitLong=0.02, accelLong=0.02, accelMaxLong=0.2, accelInitShort=0.02, accelShort=0.02, accelMaxShort=0.2 |
qstick |
bars | 13 | period=14 |
shortRun |
pair | 14 | period=14 |
supertrend |
bars | 13 | period=14, multiplier=2 |
trendSignals |
series | 0 | — |
tsf |
series | 13 | period=14 |
ttmTrend |
bars | 13 | period=14 |
verticalHorizontalFilter |
series | 14 | period=14 |
vortex |
bars | 14 | period=14 |
volatility (27)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
aberration |
bars | 13 | period=14, atrPeriod=14 |
accelerationBands |
bars | 13 | period=14, multiplier=2 |
atr |
bars | 13 | period=14 |
atrBands |
bars | 13 | period=14, multiplier=2 |
bbands |
series | 13 | period=14, standardDeviation=2 |
bollingerBandWidth |
series | 13 | period=14, standardDeviation=2 |
bollingerPercentB |
series | 13 | period=14, standardDeviation=2 |
chaikinVolatility |
bars | 23 | period=14, rocPeriod=10 |
donchian |
bars | 13 | period=14 |
elderThermometer |
bars | 14 | period=14, long=25, short=13 |
garmanKlass |
bars | 13 | period=14, annualization=252 |
historicalVolatility |
series | 14 | period=14, annualization=252 |
holtWinterChannel |
series | 0 | levelSmoothing=0.2, trendSmoothing=0.1, accelerationSmoothing=0.1, varianceSmoothing=0.1, scalar=1 |
keltner |
bars | 13 | period=14, atrPeriod=14, multiplier=2 |
massIndex |
bars | 47 | fast=12, slow=26 |
natr |
bars | 13 | period=14 |
parkinson |
bars | 13 | period=14, annualization=252 |
percentAtr |
bars | 13 | period=14 |
priceDistance |
bars | 1 | drift=1 |
realizedVolatility |
series | 14 | period=14, annualization=252 |
relativeVolatilityIndex |
series | 26 | period=14, stdevPeriod=14 |
rogersSatchell |
bars | 13 | period=14, annualization=252 |
standardDeviation |
series | 13 | period=14, sample=true |
ulcerIndex |
series | 26 | period=14 |
variance |
series | 13 | period=14, sample=true |
volatilityStop |
bars | 13 | period=14, multiplier=2 |
yangZhang |
bars | 14 | period=14, annualization=252 |
volume (24)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
adLine |
bars | 0 | — |
archerObv |
bars | 27 | fast=12, slow=26, runLength=2 |
chaikinMoneyFlow |
bars | 13 | period=14 |
chaikinOscillator |
bars | 25 | fast=12, slow=26 |
cvd |
bars | 0 | — |
easeOfMovement |
bars | 14 | period=14, scale=10000 |
efi |
bars | 14 | period=14 |
emv |
bars | 14 | period=14, scale=10000 |
forceIndex |
bars | 14 | period=14 |
klinger |
bars | 34 | fast=12, slow=26, signal=9 |
kvo |
bars | 34 | fast=12, slow=26, signal=9 |
marketFacilitationIndex |
bars | 0 | — |
mfi |
bars | 14 | period=14 |
nvi |
bars | 0 | — |
obv |
bars | 0 | talib=false |
priceVolume |
bars | 0 | signed=false |
priceVolumeRank |
bars | 1 | — |
pvi |
bars | 0 | — |
pvt |
bars | 0 | — |
relativeVolume |
bars | 13 | period=14 |
vfi |
bars | 18 | period=14, coefficient=0.2, volumeCutoff=2.5, smooth=5 |
volumeOscillator |
bars | 25 | fast=12, slow=26 |
vwap |
bars | 0 | — |
williamsAd |
bars | 0 | — |
cycle (9)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
dsp |
series | 13 | period=14 |
ebsw |
series | 39 | period=40, bars=10 |
htDcPeriod |
series | 6 | — |
htDcPhase |
series | 6 | — |
htPhasor |
series | 6 | — |
htSine |
series | 6 | — |
htTrendline |
series | 6 | — |
htTrendMode |
series | 6 | — |
msw |
series | 14 | period=14 |
math (21)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
acos |
series | 0 | — |
add |
pair | 0 | — |
asin |
series | 0 | — |
atan |
series | 0 | — |
ceil |
series | 0 | — |
cos |
series | 0 | — |
cosh |
series | 0 | — |
crossany |
pair | 0 | — |
crossover |
pair | 0 | — |
div |
pair | 0 | — |
exp |
series | 0 | — |
floor |
series | 0 | — |
ln |
series | 0 | — |
log10 |
series | 0 | — |
mult |
pair | 0 | — |
sin |
series | 0 | — |
sinh |
series | 0 | — |
sqrt |
series | 0 | — |
sub |
pair | 0 | — |
tan |
series | 0 | — |
tanh |
series | 0 | — |
performance (1)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
drawdown |
series | 0 | — |
statistic (39)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
barSince |
series | 0 | — |
beta |
pair | 14 | period=14 |
change |
series | 14 | period=14 |
correl |
pair | 13 | period=14 |
covariance |
pair | 13 | period=14, sample=true |
cum |
series | 0 | — |
diff |
series | 14 | period=14 |
entropy |
series | 13 | period=14 |
fractionalChange |
series | 14 | period=14 |
highestBars |
series | 13 | period=14 |
kurtosis |
series | 13 | period=14 |
lag |
series | 14 | period=14 |
lowestBars |
series | 13 | period=14 |
mad |
series | 13 | period=14 |
normalize |
series | 13 | period=14 |
percentRank |
series | 13 | period=14 |
rescale |
series | 13 | period=14, min=0, max=0.2 |
rollingBeta |
pair | 14 | period=14 |
rollingCorrelation |
pair | 13 | period=14 |
rollingMax |
series | 13 | period=14 |
rollingMaxIndex |
series | 13 | period=14 |
rollingMean |
series | 13 | period=14 |
rollingMedian |
series | 13 | period=14 |
rollingMin |
series | 13 | period=14 |
rollingMinIndex |
series | 13 | period=14 |
rollingMinMax |
series | 13 | period=14 |
rollingMinMaxIndex |
series | 13 | period=14 |
rollingQuantile |
series | 13 | period=14, quantile=0.5 |
rollingRank |
series | 13 | period=14 |
rollingRegression |
pair | 13 | period=14 |
rollingSum |
series | 13 | period=14 |
rSquared |
pair | 13 | period=14 |
shift |
series | 14 | period=14 |
skew |
series | 13 | period=14 |
standardError |
series | 13 | period=14 |
tosStdevAll |
series | 13 | period=14, stds=[1,2,3], ddof=1 |
valueWhen |
pair | 0 | occurrence=0 |
winsorize |
series | 13 | period=14, lower=0.05, upper=0.95 |
zScore |
series | 13 | period=14 |
candlestick (65)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
abandonedBaby |
bars | 12 | — |
advanceBlock |
bars | 12 | — |
beltHold |
bars | 10 | — |
breakaway |
bars | 14 | — |
cdlDoji |
bars | 10 | — |
cdlInside |
bars | 11 | — |
cdlZ |
bars | 13 | period=14, ddof=1 |
closingMarubozu |
bars | 10 | — |
concealBabySwallow |
bars | 13 | — |
counterattack |
bars | 11 | — |
darkCloudCover |
bars | 11 | — |
doji |
bars | 10 | — |
dojiStar |
bars | 11 | — |
dragonflyDoji |
bars | 10 | — |
engulfing |
bars | 11 | — |
eveningDojiStar |
bars | 12 | — |
eveningStar |
bars | 12 | — |
gapSideSideWhite |
bars | 12 | — |
gravestoneDoji |
bars | 10 | — |
hammer |
bars | 10 | — |
hangingMan |
bars | 10 | — |
harami |
bars | 11 | — |
haramiCross |
bars | 11 | — |
highWave |
bars | 10 | — |
hikkake |
bars | 12 | — |
hikkakeMod |
bars | 12 | — |
homingPigeon |
bars | 11 | — |
identicalThreeCrows |
bars | 12 | — |
inNeck |
bars | 11 | — |
inside |
bars | 11 | — |
invertedHammer |
bars | 10 | — |
kicking |
bars | 11 | — |
kickingByLength |
bars | 11 | — |
ladderBottom |
bars | 14 | — |
longLeggedDoji |
bars | 10 | — |
longLine |
bars | 10 | — |
marubozu |
bars | 10 | — |
matchingLow |
bars | 11 | — |
matHold |
bars | 14 | — |
morningDojiStar |
bars | 12 | — |
morningStar |
bars | 12 | — |
onNeck |
bars | 11 | — |
piercing |
bars | 11 | — |
rickshawMan |
bars | 10 | — |
riseFallThreeMethods |
bars | 14 | — |
separatingLines |
bars | 11 | — |
shootingStar |
bars | 10 | — |
shortLine |
bars | 10 | — |
spinningTop |
bars | 10 | — |
stalledPattern |
bars | 12 | — |
stickSandwich |
bars | 12 | — |
takuri |
bars | 10 | — |
tasukiGap |
bars | 12 | — |
threeBlackCrows |
bars | 12 | — |
threeInside |
bars | 12 | — |
threeLineStrike |
bars | 13 | — |
threeOutside |
bars | 12 | — |
threeStarsInSouth |
bars | 12 | — |
threeWhiteSoldiers |
bars | 12 | — |
thrusting |
bars | 11 | — |
triStar |
bars | 12 | — |
twoCrows |
bars | 12 | — |
uniqueThreeRiver |
bars | 12 | — |
upsideGapTwoCrows |
bars | 12 | — |
xSideGapThreeMethods |
bars | 12 | — |
price-action (8)
| Indicator | Inputs | Warmup | Canonical parameters |
|---|---|---|---|
atrTrailingStop |
bars | 13 | period=14, multiplier=2 |
divergence |
pair | 10 | swing={"left":5,"right":5}, kinds=["bullish","bearish","hiddenBullish","hiddenBearish"] |
equalHighs |
bars | 4 | strength=2, tolerance=0.001 |
equalLows |
bars | 4 | strength=2, tolerance=0.001 |
fairValueGaps |
bars | 2 | minimumGapPercent=0 |
liquiditySweeps |
bars | 20 | lookback=20 |
orderBlocks |
bars | 0 | lookback=20 |
swingTrailingStop |
bars | 10 | strength=2 |