Indicator Reference
TechKit implements 189 technical indicators, 100% compatible with TA-Lib.
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 detected0: 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