Technical analysis library

Technical indicators

Understand trend, momentum, volatility, and volume indicators from their calculations to their failure modes.

Trend indicator

Simple Moving Average (SMA)

An equal-weight average of closing prices over a selected number of periods.

Trend indicator

Exponential Moving Average (EMA)

A moving average that gives recent prices more weight and reacts faster than an SMA.

Momentum indicator

MACD Indicator

A trend-momentum oscillator built from the difference between fast and slow moving averages.

Trend indicator

Average Directional Index (ADX)

A smoothed measure of trend strength that does not by itself identify trend direction.

Trend indicator

Aroon Indicator

Two lines measuring how recently the highest high and lowest low occurred within a lookback.

Trend indicator

Ichimoku Cloud

A multi-line system combining trend, momentum, projected support, and resistance.

Trend indicator

Parabolic SAR

Trailing stop points that accelerate toward price as a directional move persists.

Momentum indicator

Relative Strength Index (RSI)

A bounded momentum oscillator comparing the magnitude of recent gains with recent losses.

Momentum indicator

Stochastic Oscillator

A bounded oscillator comparing the latest close with the recent high-low range.

Momentum indicator

Stochastic RSI

An oscillator applying the stochastic formula to RSI values rather than directly to price.

Momentum indicator

Commodity Channel Index (CCI)

An unbounded oscillator measuring how far typical price sits from its moving average.

Momentum indicator

Rate of Change (ROC)

The percentage change between the current price and price a fixed number of periods ago.

Momentum indicator

Williams %R

A bounded oscillator locating the close within the recent high-low range on a −100 to 0 scale.

Volatility indicator

Bollinger Bands

A moving average surrounded by volatility bands based on standard deviation.

Volatility indicator

Average True Range (ATR)

A direction-neutral measure of average range that includes overnight gaps.

Volatility indicator

Keltner Channels

An EMA-centered envelope whose width is based on Average True Range.

Volatility indicator

Donchian Channels

Upper and lower boundaries formed by the highest high and lowest low over a lookback.

Volatility indicator

Bollinger Band Width

A normalized measure of the distance between the upper and lower Bollinger Bands.

Volume indicator

Trading Volume

The number of shares or contracts traded during a period, used to assess participation.

Volume indicator

On-Balance Volume (OBV)

A cumulative line that adds volume on up closes and subtracts it on down closes.

Volume indicator

Volume-Weighted Average Price (VWAP)

The session's cumulative average traded price weighted by volume.

Volume indicator

Anchored VWAP

A volume-weighted average price calculated from a chosen event or pivot instead of the session open.

Volume indicator

Chaikin Money Flow (CMF)

A rolling measure combining where price closes within its range with period volume.

Volume indicator

Money Flow Index (MFI)

A bounded momentum oscillator that applies volume weighting to positive and negative typical-price flows.

Volume indicator

Accumulation/Distribution Line

A cumulative volume line weighted by where each close occurs within its high-low range.

Volume indicator

Volume Profile

A histogram distributing traded volume across price levels rather than across time.