Signal Reference

Calculates the arithmetic mean of closing prices over a rolling window. Used to smooth price data and identify the direction of a trend.

A moving average that applies greater weight to recent prices. More responsive to new information than SMA, commonly used to identify trend reversals.

Measures the strength of a trend regardless of direction. Values above 25 indicate a strong trend; below 20 suggests a weak or ranging market.

Measures the speed and magnitude of recent price changes on a scale of 0–100. Readings above 70 suggest overbought conditions; below 30 suggest oversold.

Moving Average Convergence Divergence. Shows the relationship between two EMAs. The signal line crossover is a popular buy/sell trigger.

Compares a closing price to its high-low range over a given period. Readings above 80 indicate overbought; below 20 indicate oversold.

Measures how far a price deviates from its average. Values above +100 suggest overbought; below −100 suggest oversold.

A momentum indicator that measures overbought/oversold levels on a scale of 0 to −100. Readings above −20 indicate overbought; below −80 indicate oversold.

Places an upper and lower band around an SMA at a configurable number of standard deviations. Band width expands in volatile markets and contracts in quiet ones.

Measures market volatility by averaging the true range (largest of: high minus low, absolute high minus previous close, absolute low minus previous close).

The average price weighted by volume over the trading session. Used by institutional traders as a benchmark; price above VWAP is considered bullish intraday.

Cumulative volume indicator that adds volume on up days and subtracts on down days. Rising OBV with flat price suggests accumulation; falling OBV suggests distribution.

Raw trading volume data. Pass-through endpoint that returns the actual bar volume for each timestamp without any transformation.

Simple Moving Average of trading volume. Smooths out volume spikes to reveal underlying volume trends over the specified period.

A moving average that assigns linearly decreasing weights to older prices, giving more significance to recent data than SMA while being simpler than EMA.

Reduces lag while maintaining smoothness by using a weighted combination of WMAs. Highly responsive to price changes, making it ideal for identifying trend reversals quickly. Minimum period is 2.

Measures the rate of price change over a specified lookback period. Positive values indicate upward momentum; negative values indicate downward momentum.

Measures the percentage change in price over a specified lookback period. Useful for identifying overbought/oversold conditions and divergence.

Measures risk-adjusted return over a rolling window. Computed as (mean return − risk-free rate) / standard deviation of returns. Higher values indicate better return per unit of risk.

Volatility-based envelope placed around an EMA using Average True Range. Returns upper, middle, and lower bands. Unlike Bollinger Bands, uses ATR instead of standard deviation for band width.

Displays the highest high and lowest low over a specified period, with a middle line at the average of the two. Commonly used for breakout strategies and trend following.

Measures the standard deviation of log returns over a rolling window, annualized by default. High values indicate turbulent markets; low values indicate calm conditions.

Computes the Pearson correlation coefficient between two symbols over a rolling window. Values range from −1 (perfect inverse) to +1 (perfect positive). Requires a compare symbol parameter.

Computes the price difference between two symbols (primary minus compare × ratio). Useful for pairs trading and relative value analysis. Requires a compare symbol parameter.