Indicator Types

Indicators are declared in init() and computed automatically by the engine before onBar() runs. They are accessed via ctx.ind[name].

Available Indicators

Moving Averages

Trend

Momentum / Oscillators

Volatility

Volume

Common Options

interface IndicatorOptions {
  period?: number;
  source?: 'open' | 'high' | 'low' | 'close' | 'volume' | 'hl2' | 'hlc3' | 'ohlc4';
  fastPeriod?: number;
  slowPeriod?: number;
  signalPeriod?: number;
  stdDev?: number;
  kPeriod?: number;
  dPeriod?: number;
  multiplier?: number;
  step?: number;
  max?: number;
  tenkanPeriod?: number;
  kijunPeriod?: number;
  senkouBPeriod?: number;
  rsiPeriod?: number;
  stochPeriod?: number;
}

Declaration Examples

function init(ctx) {
  // Moving averages — result is number[]
  ctx.indicator('sma20', 'SMA', { period: 20, source: 'close' });
  ctx.indicator('dema', 'DEMA', { period: 21, source: 'close' });

  // Oscillators — result is number[]
  ctx.indicator('rsi14', 'RSI', { period: 14 });
  ctx.indicator('cci', 'CCI', { period: 20 });
  ctx.indicator('willr', 'WILLIAMSR', { period: 14 });

  // Volatility — result is number[]
  ctx.indicator('atr14', 'ATR', { period: 14 });

  // Trend — compound result
  ctx.indicator('macd', 'MACD', {
    fastPeriod: 12, slowPeriod: 26, signalPeriod: 9,
  });
  ctx.indicator('adx', 'ADX', { period: 14 });
  ctx.indicator('psar', 'PSAR', { step: 0.02, max: 0.2 });
  ctx.indicator('ichimoku', 'ICHIMOKU', {
    tenkanPeriod: 9, kijunPeriod: 26, senkouBPeriod: 52,
  });

  // Bands — compound result
  ctx.indicator('bb', 'BBANDS', { period: 20, stdDev: 2, source: 'close' });
  ctx.indicator('dc', 'DONCHIAN', { period: 20 });
  ctx.indicator('kc', 'KELTNER', { period: 20, multiplier: 2 });

  // Stochastic family — compound result
  ctx.indicator('stoch', 'STOCH', { kPeriod: 14, dPeriod: 3 });
  ctx.indicator('stochRsi', 'STOCHRSI', {
    rsiPeriod: 14, stochPeriod: 14, kPeriod: 3, dPeriod: 3,
  });

  // Volume — result is number[]
  ctx.indicator('obv', 'OBV', {});
  ctx.indicator('mfi', 'MFI', { period: 14 });
  ctx.indicator('adl', 'ADL', {});
}

Using Parameterised Periods

The most common pattern — use ctx.p so the optimizer can tune indicator periods:

function define(ctx) {
  ctx.param('period', { type: 'int', default: 14, min: 5, max: 50, optimize: true });
}

function init(ctx) {
  ctx.indicator('ema', 'EMA', { period: ctx.p.period, source: 'close' });
}