Indicator Reference

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

Quick Navigation

Category

Count

Description

Link

Overlap Studies

17

Moving averages, Bollinger Bands, SAR

Details

Momentum Indicators

30

RSI, MACD, Stochastic, ADX

Details

Volatility Indicators

3

ATR, NATR, True Range

Details

Volume Indicators

3

OBV, A/D, ADOSC

Details

Statistical Functions

9

Regression, correlation, variance

Details

Pattern Recognition

61

Candlestick patterns

Details

Math Functions

26

Arithmetic, trigonometric

Details

Cycle Indicators

5

Hilbert Transform

Details

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