Advanced Indicators

TechKit includes 66 advanced indicators beyond the standard TA-Lib set.

Risk Metrics

Function	`SHARPE(period, risk_free_rate=0)`
Formula	Sharpe = (mean_return - risk_free) / std_return × √252

Function	`SORTINO(period, risk_free_rate=0)`
Formula	Sortino = (mean_return - risk_free) / downside_std × √252

Function	`VAR_HISTORICAL(period, confidence=0.95)`
Description	Historical VaR at specified confidence level

Function	`CVAR(period, confidence=0.95)`
Description	Expected loss beyond VaR threshold

Function	`MAX_DRAWDOWN(period)`
Formula	MDD = (peak - trough) / peak

Function	`GARCH(period)`
Formula	σ²_t = ω + α × ε²_{t-1} + β × σ²_{t-1}

Function	`EWMA_VOL(lambda=0.94)`
Formula	σ²_t = λ × σ²_{t-1} + (1-λ) × r²_{t-1}

Function	`PARKINSON_VOL(period)`
Description	High-low range based volatility estimator

Function	`GARMAN_KLASS_VOL(period)`
Description	OHLC-based volatility estimator

Function	`HARMONIC_GARTLEY()`
Ratios	XA → B: 0.618 AB → C: 0.382-0.886 BC → D: 1.27-1.618 XA → D: 0.786

Function	`HARMONIC_BUTTERFLY()`
Ratios	XA → B: 0.786 AB → C: 0.382-0.886 BC → D: 1.618-2.618 XA → D: 1.27-1.618

Function

HARMONIC_CRAB()

Function

HARMONIC_BAT()

Function	`PATTERN_HEAD_SHOULDERS(tolerance=0.02)`
Description	Detects head and shoulders top/bottom patterns

Function	`PATTERN_DOUBLE_TOP(tolerance=0.02)`
Function	`PATTERN_DOUBLE_BOTTOM(tolerance=0.02)`

Function	`PATTERN_TRIANGLE()`
Types	Ascending, Descending, Symmetrical

Category	Indicators
Risk Metrics	SHARPE, SORTINO, VAR_HISTORICAL, CVAR, MAX_DRAWDOWN, CALMAR, OMEGA
Volatility Models	GARCH, EWMA_VOL, PARKINSON_VOL, GARMAN_KLASS_VOL, YANG_ZHANG_VOL
Harmonic Patterns	GARTLEY, BUTTERFLY, CRAB, BAT, SHARK, CYPHER
Chart Patterns	HEAD_SHOULDERS, DOUBLE_TOP, DOUBLE_BOTTOM, TRIANGLE, WEDGE, FLAG, PENNANT
Support/Resistance	PIVOT_POINTS, FIBONACCI_RETRACEMENT, SUPPORT_RESISTANCE
Trend Analysis	SUPERTREND, ICHIMOKU, VWAP, ANCHORED_VWAP