# Indicator Reference

TechKit implements **189 technical indicators**, 100% compatible with TA-Lib.

## Quick Navigation

| Category | Count | Description | Link |
|----------|-------|-------------|------|
| [Overlap Studies](overlap.md) | 17 | Moving averages, Bollinger Bands, SAR | [Details](overlap.md) |
| [Momentum Indicators](momentum.md) | 30 | RSI, MACD, Stochastic, ADX | [Details](momentum.md) |
| [Volatility Indicators](volatility.md) | 3 | ATR, NATR, True Range | [Details](volatility.md) |
| [Volume Indicators](volume.md) | 3 | OBV, A/D, ADOSC | [Details](volume.md) |
| [Statistical Functions](statistics.md) | 9 | Regression, correlation, variance | [Details](statistics.md) |
| [Pattern Recognition](patterns.md) | 61 | Candlestick patterns | [Details](patterns.md) |
| [Math Functions](math.md) | 26 | Arithmetic, trigonometric | [Details](math.md) |
| [Cycle Indicators](cycle.md) | 5 | Hilbert Transform | [Details](cycle.md) |

## Input Types

### Close Price Only
These indicators only need closing prices:
- **Moving Averages**: SMA, EMA, WMA, DEMA, TEMA, KAMA, TRIMA, T3, MA, MAVP
- **Momentum**: RSI, MOM, ROC, ROCP, ROCR, ROCR100, APO, PPO, CMO, TRIX
- **Statistics**: STDDEV, VAR, LINEARREG*, TSF, BETA, CORREL
- **Math**: All math operators and transforms
- **Cycle**: All HT_* indicators

### OHLCV Required
These indicators need full OHLCV bar data:
- **Volatility**: ATR, NATR, TRANGE
- **Directional Movement**: ADX, ADXR, DX, PLUS_DI, MINUS_DI, PLUS_DM, MINUS_DM
- **Oscillators**: CCI, WILLR, MFI, STOCH, STOCHF, ULTOSC
- **Volume**: OBV, AD, ADOSC
- **Overlap**: SAR, SAREXT, MIDPRICE, BOP
- **Patterns**: All CDL* pattern functions

## Output Types

### Single Output
Most indicators return a single value per bar.

### Multiple Outputs

| Indicator | Outputs | Description |
|-----------|---------|-------------|
| MACD | macd, signal, histogram | MACD line, signal line, histogram |
| MACDEXT | macd, signal, histogram | Extended MACD with configurable MA types |
| MACDFIX | macd, signal, histogram | Fixed-period MACD (12/26) |
| BBANDS | upper, middle, lower | Upper band, middle (SMA), lower band |
| STOCH | slowk, slowd | %K line (smoothed), %D line (SMA of %K) |
| STOCHF | fastk, fastd | Fast %K, fast %D |
| STOCHRSI | fastk, fastd | Stochastic of RSI |
| ADX | plus_di, minus_di, adx | +DI, -DI, ADX |
| AROON | aroon_up, aroon_down | Aroon Up (0-100), Aroon Down (0-100) |
| HT_PHASOR | inphase, quadrature | InPhase and Quadrature components |
| HT_SINE | sine, leadsine | Sine and LeadSine of dominant cycle |
| MINMAX | min, max | Minimum and maximum over period |
| DRAWDOWN | drawdown, max_drawdown, duration, max_duration | Current and max drawdown metrics |

## Complete Indicator List

### Overlap Studies (17)

| Indicator | Function | Input | Outputs | Default Period | Lookback |
|-----------|----------|-------|---------|----------------|----------|
| SMA | Simple Moving Average | Close | 1 | 20 | period - 1 |
| EMA | Exponential Moving Average | Close | 1 | 20 | period - 1 |
| WMA | Weighted Moving Average | Close | 1 | 30 | period - 1 |
| DEMA | Double Exponential MA | Close | 1 | 30 | 2×(period-1) |
| TEMA | Triple Exponential MA | Close | 1 | 30 | 3×(period-1) |
| TRIMA | Triangular Moving Average | Close | 1 | 30 | period - 1 |
| KAMA | Kaufman Adaptive MA | Close | 1 | 30 | period |
| T3 | T3 Moving Average | Close | 1 | 5 | 6×(period-1) |
| MA | Generic Moving Average | Close | 1 | 30 | varies |
| MAVP | Variable Period MA | Close | 1 | - | max_period-1 |
| MAMA | MESA Adaptive MA | Close | 2 | - | - |
| BBANDS | Bollinger Bands | Close | 3 | 5, 2.0 | period - 1 |
| SAR | Parabolic SAR | OHLC | 1 | 0.02, 0.20 | 1 |
| SAREXT | Extended Parabolic SAR | OHLC | 1 | - | 1 |
| MIDPOINT | Midpoint over period | Close | 1 | 14 | period - 1 |
| MIDPRICE | Midpoint Price | OHLC | 1 | 14 | period - 1 |
| HT_TRENDLINE | Hilbert Trendline | Close | 1 | - | 63 |

### Momentum Indicators (30)

| Indicator | Function | Input | Outputs | Default Period | Lookback |
|-----------|----------|-------|---------|----------------|----------|
| RSI | Relative Strength Index | Close | 1 | 14 | period |
| MACD | MACD | Close | 3 | 12, 26, 9 | slow+signal-2 |
| MACDEXT | Extended MACD | Close | 3 | 12, 26, 9 | varies |
| MACDFIX | Fixed MACD | Close | 3 | 9 | 25+signal-1 |
| STOCH | Stochastic Oscillator | OHLC | 2 | 5, 3, 3 | k+k_slow+d-3 |
| STOCHF | Fast Stochastic | OHLC | 2 | 5, 3 | k+d-2 |
| STOCHRSI | Stochastic RSI | Close | 2 | 14, 14, 3, 3 | rsi+stoch+k+d-4 |
| ADX | Average Directional Index | OHLC | 3 | 14 | 2×period-1 |
| ADXR | ADX Rating | OHLC | 1 | 14 | 3×period-2 |
| DX | Directional Movement Index | OHLC | 1 | 14 | 2×period-1 |
| PLUS_DI | Plus Directional Indicator | OHLC | 1 | 14 | period |
| MINUS_DI | Minus Directional Indicator | OHLC | 1 | 14 | period |
| PLUS_DM | Plus Directional Movement | OHLC | 1 | 14 | period |
| MINUS_DM | Minus Directional Movement | OHLC | 1 | 14 | period |
| CCI | Commodity Channel Index | OHLC | 1 | 20 | period-1 |
| CMO | Chande Momentum Oscillator | Close | 1 | 14 | period |
| MFI | Money Flow Index | OHLCV | 1 | 14 | period |
| MOM | Momentum | Close | 1 | 10 | period |
| ROC | Rate of Change | Close | 1 | 10 | period |
| ROCP | Rate of Change % | Close | 1 | 10 | period |
| ROCR | Rate of Change Ratio | Close | 1 | 10 | period |
| ROCR100 | Rate of Change Ratio × 100 | Close | 1 | 10 | period |
| APO | Absolute Price Oscillator | Close | 1 | 12, 26 | slow-1 |
| PPO | Percentage Price Oscillator | Close | 1 | 12, 26 | slow-1 |
| TRIX | Triple Exponential Average | Close | 1 | 30 | 3×(period-1) |
| ULTOSC | Ultimate Oscillator | OHLC | 1 | 7, 14, 28 | period3 |
| WILLR | Williams %R | OHLC | 1 | 14 | period-1 |
| AROON | Aroon | OHLC | 2 | 14 | period |
| AROONOSC | Aroon Oscillator | OHLC | 1 | 14 | period |
| BOP | Balance of Power | OHLC | 1 | - | 0 |

### Volatility Indicators (3)

| Indicator | Function | Input | Outputs | Default Period | Lookback |
|-----------|----------|-------|---------|----------------|----------|
| ATR | Average True Range | OHLC | 1 | 14 | period |
| NATR | Normalized ATR | OHLC | 1 | 14 | period |
| TRANGE | True Range | OHLC | 1 | - | 1 |

### Volume Indicators (3)

| Indicator | Function | Input | Outputs | Default Period | Lookback |
|-----------|----------|-------|---------|----------------|----------|
| OBV | On Balance Volume | OHLCV | 1 | - | 0 |
| AD | Accumulation/Distribution | OHLCV | 1 | - | 0 |
| ADOSC | Chaikin A/D Oscillator | OHLCV | 1 | 3, 10 | slow-1 |

### Statistical Functions (9)

| Indicator | Function | Input | Outputs | Default Period | Lookback |
|-----------|----------|-------|---------|----------------|----------|
| STDDEV | Standard Deviation | Close | 1 | 5 | period-1 |
| VAR | Variance | Close | 1 | 5 | period-1 |
| LINEARREG | Linear Regression | Close | 1 | 14 | period-1 |
| LINEARREG_SLOPE | LR Slope | Close | 1 | 14 | period-1 |
| LINEARREG_INTERCEPT | LR Intercept | Close | 1 | 14 | period-1 |
| LINEARREG_ANGLE | LR Angle | Close | 1 | 14 | period-1 |
| TSF | Time Series Forecast | Close | 1 | 14 | period-1 |
| BETA | Beta Coefficient | Close×2 | 1 | 5 | period-1 |
| CORREL | Pearson Correlation | Close×2 | 1 | 30 | period-1 |

### Pattern Recognition (61)

All pattern functions return:
- `+100`: Bullish pattern detected
- `-100`: Bearish pattern detected
- `0`: No pattern

| Pattern | Function | Type | Lookback |
|---------|----------|------|----------|
| Doji | CDL_DOJI | Neutral | 0 |
| Dragonfly Doji | CDL_DRAGONFLYDOJI | Bullish | 0 |
| Gravestone Doji | CDL_GRAVESTONEDOJI | Bearish | 0 |
| Long-Legged Doji | CDL_LONGLEGGEDDOJI | Neutral | 0 |
| Hammer | CDL_HAMMER | Bullish | 0 |
| Inverted Hammer | CDL_INVERTEDHAMMER | Bullish | 0 |
| Hanging Man | CDL_HANGINGMAN | Bearish | 0 |
| Shooting Star | CDL_SHOOTINGSTAR | Bearish | 0 |
| Marubozu | CDL_MARUBOZU | Continuation | 0 |
| Closing Marubozu | CDL_CLOSINGMARUBOZU | Continuation | 0 |
| Spinning Top | CDL_SPINNINGTOP | Neutral | 0 |
| High-Wave | CDL_HIGHWAVE | Neutral | 0 |
| Engulfing | CDL_ENGULFING | Reversal | 1 |
| Harami | CDL_HARAMI | Reversal | 1 |
| Harami Cross | CDL_HARAMICROSS | Reversal | 1 |
| Piercing | CDL_PIERCING | Bullish | 1 |
| Dark Cloud Cover | CDL_DARKCLOUDCOVER | Bearish | 1 |
| Belt-hold | CDL_BELTHOLD | Reversal | 0 |
| Counterattack | CDL_COUNTERATTACK | Reversal | 1 |
| Homing Pigeon | CDL_HOMINGPIGEON | Bullish | 1 |
| In-Neck | CDL_INNECK | Bearish | 1 |
| On-Neck | CDL_ONNECK | Bearish | 1 |
| Matching Low | CDL_MATCHINGLOW | Bullish | 1 |
| Kicking | CDL_KICKING | Reversal | 1 |
| Kicking by Length | CDL_KICKINGBYLENGTH | Reversal | 1 |
| Separating Lines | CDL_SEPARATINGLINES | Reversal | 1 |
| Thrusting | CDL_THRUSTING | Bearish | 1 |
| Morning Star | CDL_MORNINGSTAR | Bullish | 2 |
| Evening Star | CDL_EVENINGSTAR | Bearish | 2 |
| Morning Doji Star | CDL_MORNINGDOJISTAR | Bullish | 2 |
| Evening Doji Star | CDL_EVENINGDOJISTAR | Bearish | 2 |
| Three Inside | CDL_3INSIDE | Reversal | 2 |
| Three Outside | CDL_3OUTSIDE | Reversal | 2 |
| Three White Soldiers | CDL_3WHITESOLDIERS | Bullish | 2 |
| Three Black Crows | CDL_3BLACKCROWS | Bearish | 2 |
| Three Line Strike | CDL_3LINESTRIKE | Continuation | 3 |
| Abandoned Baby | CDL_ABANDONEDBABY | Reversal | 2 |
| Tri-Star | CDL_TRISTAR | Reversal | 2 |
| Identical Three Crows | CDL_IDENTICAL3CROWS | Bearish | 2 |
| Two Crows | CDL_2CROWS | Bearish | 2 |
| Advance Block | CDL_ADVANCEBLOCK | Bearish | 2 |
| Breakaway | CDL_BREAKAWAY | Reversal | 4 |
| Concealing Baby Swallow | CDL_CONCEALBABYSWALL | Bullish | 3 |
| Doji Star | CDL_DOJISTAR | Reversal | 1 |
| Gap Side-by-Side White | CDL_GAPSIDESIDEWHITE | Continuation | 2 |
| Hikkake | CDL_HIKKAKE | Reversal | 2 |
| Modified Hikkake | CDL_HIKKAKEMOD | Reversal | 2 |
| Ladder Bottom | CDL_LADDERBOTTOM | Bullish | 4 |
| Rickshaw Man | CDL_RICKSHAWMAN | Neutral | 0 |
| Stalled Pattern | CDL_STALLEDPATTERN | Bearish | 2 |
| Stick Sandwich | CDL_STICKSANDWICH | Bullish | 2 |
| Three Stars In South | CDL_3STARSINSOUTH | Bullish | 2 |
| Long Line | CDL_LONGLINE | Continuation | 0 |
| Short Line | CDL_SHORTLINE | Continuation | 0 |
| Mat Hold | CDL_MATHOLD | Continuation | 4 |
| Rising/Falling Three Methods | CDL_RISEFALL3METHODS | Continuation | 4 |
| Takuri | CDL_TAKURI | Bullish | 0 |
| Tasuki Gap | CDL_TASUKIGAP | Continuation | 2 |
| Unique 3 River | CDL_UNIQUE3RIVER | Bullish | 2 |
| Upside Gap Two Crows | CDL_UPSIDEGAP2CROWS | Bearish | 2 |
| Up/Downside Gap Three Methods | CDL_XSIDEGAP3METHODS | Continuation | 2 |

### Math Functions (26)

| Function | Description | Input | Lookback |
|----------|-------------|-------|----------|
| AVGPRICE | Average Price | OHLC | 0 |
| MEDPRICE | Median Price | OHLC | 0 |
| TYPPRICE | Typical Price | OHLC | 0 |
| WCLPRICE | Weighted Close Price | OHLC | 0 |
| ADD | Addition | Close×2 | 0 |
| SUB | Subtraction | Close×2 | 0 |
| MULT | Multiplication | Close×2 | 0 |
| DIV | Division | Close×2 | 0 |
| MAX | Maximum | Close | period-1 |
| MIN | Minimum | Close | period-1 |
| SUM | Sum | Close | period-1 |
| MAXINDEX | Index of Maximum | Close | period-1 |
| MININDEX | Index of Minimum | Close | period-1 |
| MINMAX | Min and Max | Close | period-1 |
| MINMAXINDEX | Min/Max Indices | Close | period-1 |
| SIN | Sine | Close | 0 |
| COS | Cosine | Close | 0 |
| TAN | Tangent | Close | 0 |
| ASIN | Arc Sine | Close | 0 |
| ACOS | Arc Cosine | Close | 0 |
| ATAN | Arc Tangent | Close | 0 |
| SINH | Hyperbolic Sine | Close | 0 |
| COSH | Hyperbolic Cosine | Close | 0 |
| TANH | Hyperbolic Tangent | Close | 0 |
| CEIL | Ceiling | Close | 0 |
| FLOOR | Floor | Close | 0 |
| EXP | Exponential | Close | 0 |
| LN | Natural Logarithm | Close | 0 |
| LOG10 | Base-10 Logarithm | Close | 0 |
| SQRT | Square Root | Close | 0 |

### Cycle Indicators (5)

| Indicator | Function | Input | Outputs | Lookback |
|-----------|----------|-------|---------|----------|
| HT_DCPERIOD | Dominant Cycle Period | Close | 1 | 63 |
| HT_DCPHASE | Dominant Cycle Phase | Close | 1 | 63 |
| HT_PHASOR | Phasor Components | Close | 2 | 63 |
| HT_SINE | SineWave | Close | 2 | 63 |
| HT_TRENDMODE | Trend vs Cycle Mode | Close | 1 | 63 |

## Common Periods

### Moving Averages
- **10**: Short-term trend
- **20**: Standard short-term (most common)
- **50**: Medium-term trend
- **100**: Long-term trend
- **200**: Major trend, institutional level

### Momentum
- **14**: Standard period (RSI, ADX, Stochastic, etc.)
- **12/26/9**: MACD defaults
- **5/3/3**: Fast Stochastic defaults
- **7/14/28**: Ultimate Oscillator defaults

### Volatility
- **14**: Standard ATR period

## Related Documentation

- [Python API Reference](../api/python-api.md)
- [C API Reference](../api/c-api.md)
- [Implementation Notes](../../IMPLEMENTATION_NOTES.md)

```{toctree}
:maxdepth: 2

overlap
momentum
volatility
volume
statistics
patterns
math
cycle
```