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Trend Indicators & Overlays (27 Indicators)

Trend indicators identify the direction and momentum of price movements, smooth market noise, and generate trailing stop and support/resistance levels.

Moving Averages

sma(close, period=10)

Simple Moving Average. Arithmetic mean over a sliding lookback window.

ema(close, period=10)

Exponential Moving Average. Weights recent prices exponentially higher.

wma(close, period=10)

Linearly-Weighted Moving Average. Weights linearly increase up to the current bar.

hma(close, period=10)

Hull Moving Average. Extremely responsive moving average with virtually zero lag.

dema(close, period=10)

Double Exponential Moving Average: \(2 \cdot \text{EMA} - \text{EMA}(\text{EMA})\).

tema(close, period=10)

Triple Exponential Moving Average: \(3 \cdot \text{EMA} - 3 \cdot \text{EMA}(\text{EMA}) + \text{EMA}(\text{EMA}(\text{EMA}))\).

zlema(close, period=10)

Zero-Lag Exponential Moving Average. Uses lagged differences to eliminate lag.

t3(close, period=5, vfactor=0.7)

Tillson T3 Moving Average. Smooth multi-stage exponential filter.

alma(close, period=9, offset=0.85, sigma=6.0)

Arnaud Legoux Moving Average. Gaussian-distribution weighted moving average.

kama(close, period=10, fast_span=2, slow_span=30)

Kaufman's Adaptive Moving Average. Dynamically adjusts smoothing based on the Efficiency Ratio (market volatility).

mcginley_dynamic(close, period=14, k=0.6)

McGinley Dynamic Average. Self-adjusting tracking indicator designed to prevent whipsaws.

vidya(close, period=9, cmo_period=9)

Variable Index Dynamic Average (Chande's VIDYA). Scales EMA smoothing by the Chande Momentum Oscillator.

Directional Movement & Trailing Stops

adx(high, low, close, period=14)

Average Directional Movement Index. Returns Struct: adx, plus_di, minus_di.

vortex(high, low, close, period=14)

Vortex Indicator. Returns Struct: vi_plus, vi_minus.

aroon(high, low, period=25)

Aroon Indicator & Oscillator. Returns Struct: up, down, oscillator.

chop(high, low, close, period=14)

Choppiness Index. Quantifies whether the market is trending (\(< 38.2\)) or consolidating (\(> 61.8\)).

mass_index(high, low, fast_period=9, slow_period=25)

Mass Index. Predicts trend reversals by analyzing the expansion and contraction of price range.

supertrend(high, low, close, period=10, multiplier=3.0)

SuperTrend Volatility Stop. Returns Struct: supertrend, direction (\(1\) for bull, \(-1\) for bear).

psar(high, low, af_step=0.02, af_max=0.2)

Parabolic Stop and Reverse (Trailing SAR).

ssl_channel(high, low, close, period=10)

SSL Channel (Securement Stop Loss Channel). Returns Struct: ssl_up, ssl_down, hlv (\(1\) for bull, \(-1\) for bear).

trend_intensity_index(close, period=30, signal_period=None)

Trend Intensity Index (TII) by M.H. Pee. Computes percentage of price deviations above moving average versus total deviations. Returns Struct: tii, signal.

center_of_gravity(close, period=10)

John Ehlers' Center of Gravity Oscillator. Detects cycle turning points with zero lag.

Cloud & Floor Trader Pivots

ichimoku(high, low, close, tenkan=9, kijun=26, senkou_b=52, displacement=26)

Ichimoku Kinko Hyo Cloud. Returns Struct: tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span.

pivot_points(high, low, close)

Standard Floor Trader Pivot Points. Returns Struct: pivot, r1, s1, r2, s2, r3, s3.

fibonacci_pivots(high, low, close)

Fibonacci Pivot Points (38.2%, 61.8%, 100% ratios). Returns Struct: pivot, r1-r3, s1-s3.

camarilla_pivots(high, low, close)

Camarilla Intraday Pivot Points (8 tight levels). Returns Struct: r1-r4, s1-s4.

woodie_pivots(open, high, low, close)

Woodie's Pivot Points. Weights closing price more heavily: \((H + L + 2C) / 4\). Returns Struct: pivot, r1, s1, r2, s2.