Technical
Menus
Commands
mfi
Calculate the Money Flow Index (MFI), a volume-weighted RSI
cg
Calculate Ehlers' Center of Gravity oscillator
returns stats
Calculate distributional and risk-adjusted statistics on simple returns
vwap
Calculate the Volume-Weighted Average Price (VWAP), anchored at a chosen boundary
fib
Compute Fibonacci retracement levels between a swing high and swing low
adx
Calculate Wilder's Average Directional Index (ADX), a trend-strength gauge
aroon
Calculate the Aroon Up, Aroon Down, and Aroon Oscillator series
clenow
Calculate Clenow Volatility-Adjusted Momentum on log prices
hma
Calculate Alan Hull's lag-reduced moving average
tema
Calculate Patrick Mulloy's Triple Exponential Moving Average
ichimoku
Calculate the Ichimoku Kinko Hyo cloud — a five-component trend overlay
ema
Calculate the Exponential Moving Average with recency-weighted smoothing
trix
Calculate TRIX — the rate of change of a triple-smoothed EMA — with signal
relative rotation
Compute the Relative Rotation Graph (RRG) for a basket against a benchmark
stoch
Calculate the Stochastic Oscillator (%K and %D)
realized volatility compare
Compute realised volatility under every requested estimator, side by side
donchian
Calculate the Donchian Channel — trailing high/low price envelope
sma
Calculate the Simple Moving Average over the trailing window
hurst
Estimate the Hurst exponent via Rescaled-Range analysis or DFA
adosc
Calculate the Chaikin Accumulation/Distribution Oscillator
rsi
Calculate the Relative Strength Index (RSI), Wilder's momentum oscillator
stationarity
Test a series for stationarity using ADF, KPSS, or both with a combined verdict
indicators
Return the catalogue of registered technical indicators
realized volatility
Calculate annualised rolling realised volatility under a chosen estimator
dema
Calculate Patrick Mulloy's Double Exponential Moving Average
williams r
Calculate Williams %R, a momentum oscillator inverted from fast stochastic %K
choppiness
Calculate the Choppiness Index, a trending-vs-sideways regime classifier
frama
Calculate John Ehlers' Fractal Adaptive Moving Average
screen
Filter a multi-symbol basket by indicator-driven conditions
demark
Compute Tom DeMark sequential up- and down-count exhaustion indicators
ultimate oscillator
Calculate Larry Williams' Ultimate Oscillator across three timeframes
bbands
Calculate Bollinger Bands around a moving-average centreline
cci
Calculate the Commodity Channel Index (CCI), Lambert's mean-reversion oscillator
kama
Calculate Perry Kaufman's Adaptive Moving Average
pivot points
Compute pivot-point support and resistance bands under multiple methods
autocorrelation
Compute autocorrelation (ACF) and partial autocorrelation (PACF) with bands
kc
Calculate the Keltner Channel — an ATR-scaled volatility envelope
multi
Run multiple indicators on a single price series and merge them by date
supertrend
Calculate the Supertrend ATR-banded trailing-stop overlay
ad
Calculate the Accumulation/Distribution line, a volume-flow indicator
cones
Build a volatility-cone snapshot summarising realised volatility by window
correlation
Compute rolling pairwise correlation of returns across symbols
zlma
Calculate the Zero-Lag Exponential Moving Average of Ehlers and Way
correlation matrix
Build a point-in-time correlation matrix across every symbol in the input
obv
Calculate On-Balance Volume (OBV), a cumulative volume-flow indicator
wma
Calculate the linearly-Weighted Moving Average
fisher
Calculate Ehlers' Fisher Transform of price with a signal line
di
Calculate the Directional Indicators (+DI, -DI) and raw DX from Wilder's system
drawdown
Compute cumulative return, running peak, drawdown, and underwater duration
vwma
Calculate the Volume Weighted Moving Average
macd
Calculate the Moving Average Convergence Divergence (MACD) oscillator
awesome oscillator
Calculate Bill Williams' Awesome Oscillator as a momentum histogram
atr
Calculate the Average True Range (ATR), Wilder's volatility measure