Indicator reference

This page covers the 50 indicator types that return per-bar series. The Smart Money Concepts outputs and the last-bar summaries are on SMC and summaries. For how to request an indicator, run it under your own output name, or run it several times with different settings, see the indicators object.

Each indicator below lists its parameters, their defaults, the minimum number of bars it needs (see insufficient bars) and the shape it returns. Series, flag series and direction series are defined under value shapes. Every integer parameter must be a positive integer and every number parameter a positive finite number; anything else is a 400.

Most series come straight from pandas-ta 0.4.71b0. CCI is computed in-house because that pandas-ta release has an operator-precedence bug in its CCI. The test suite checks the standard indicators against formulas written from scratch on real EURUSD H1 bars.

The descriptions say how traders commonly read each indicator. wickworks only computes the numbers; it never turns them into signals.

Moving averages

Smoothed price lines. Each type trades responsiveness against lag in its own way, so pick by how fast you want the line to react to new bars. Traders use them to define the dominant direction (price above or below the line), as dynamic support and resistance, and for fast-over-slow crossovers.

All of them take one length parameter, read close (vwma also reads volume), need length bars, and return a series.

type	default length	What it is
ema	21	Exponential MA. Weights recent bars more. The usual trend filter.
sma	50	Simple MA. A flat average, slow and smooth. 50 and 200 SMA crosses are the “golden cross” and “death cross”.
hma	14	Hull MA. Low lag and smooth; reacts faster than an EMA of the same length without the extra noise.
wma	14	Linearly weighted MA. Sits between SMA and EMA in lag.
dema	10	Double EMA. Less lag than an EMA through a correction term.
tema	10	Triple EMA. Even less lag, and more whipsaw in a range.
t3	10	Tillson T3. Smooth like an SMA, fast like an EMA.
kama	10	Kaufman Adaptive MA. Speeds up in trends and slows down in ranges.
alma	10	Arnaud Legoux MA. Gaussian weights; low noise for its lag.
linreg	14	Linear regression line over the window, evaluated at the current bar.
jma	7	Jurik MA. Very smooth with very low lag.
zlma	10	Zero-lag MA. An EMA with an error correction that tries to remove the lag.
rma	10	Wilder’s smoothing, the average used inside RSI and ATR. Heavy and slow.
fwma	10	Fibonacci-weighted MA.
swma	10	Symmetric-weighted MA. Weights peak in the middle of the window.
sinwma	14	Sine-weighted MA. Very smooth.
trima	10	Triangular MA, a double-smoothed SMA. Smoother than an SMA, with more lag.
vwma	10	Volume-weighted MA. Bars with more volume count more.

{
  "ema": true,
  "ema50": {
    "type": "ema",
    "length": 50
  }
}

vwap

Volume-weighted average price of the typical price (high + low + close) / 3, reset at each anchor boundary. Unlike a rolling average, VWAP accumulates from a fixed start.

Parameter	Type	Default	Description
anchor	"D", "W" or "M"	"D"	Reset at each UTC day, week or month
sessionOffset (session_offset)	string or number	0	Shift the anchor away from UTC midnight. A Go-style duration ("-5h", "1h30m", "90s") or a number of seconds

Needs 1 bar. Returns a series.

The offset moves the boundary by a fixed amount. It does not follow exchange calendars or daylight saving changes. Only "D", "W" and "M" are known to work as anchor; other values pass validation but can fail inside pandas-ta with a 500.

Momentum oscillators

These measure the rate of price change rather than the price. Most are bounded or centered on zero, so readings compare across instruments and timeframes. Traders watch for overbought and oversold extremes, for momentum that fades while price keeps going, and for zero-line or midline crosses.

Single-line oscillators

One length parameter, one series back.

type	default	Reads	Scale	Minimum bars	What it is
rsi	14	close	0 to 100	length + 1	Relative Strength Index. Above 70 is commonly called overbought, below 30 oversold.
mfi	14	high, low, close, volume	0 to 100	length + 1	Money Flow Index, an RSI weighted by volume.
willr	14	high, low, close	-100 to 0	length	Williams %R, an inverted stochastic. -20 and -80 are the usual thresholds.
cci	14	typical price	unbounded	length	Commodity Channel Index: distance of the typical price from its moving average in units of mean absolute deviation. ±100 are the usual thresholds.
roc	10	close	percent	length + 1	Rate of change: percent move over length bars.
mom	10	close	price units	length + 1	Momentum: close - close[length bars ago].

cci also takes c (number, default 0.015), the scaling constant in Lambert’s formula. CCI on a perfectly flat window divides by zero; wickworks returns null there.

uo

Ultimate Oscillator. Blends three lookback windows into one 0 to 100 line, designed to cut the false readings a single-window oscillator gives in a range.

Parameter	Type	Default	Description
fast	integer	7	Short window
medium	integer	14	Medium window
slow	integer	28	Long window

fast < medium < slow is required. Needs slow + 1 bars. Returns a series from 0 to 100.

stoch

Stochastic oscillator: where the close sits in the recent high-to-low range. k is the raw position, d a smoothed k. Faster to react than RSI, and noisier for it.

Parameter	Type	Default	Description
k	integer	14	Lookback for %K
d	integer	3	%D smoothing
smoothK (smooth_k, smooth)	integer	3	%K smoothing

Needs k + d + smoothK bars. Returns { k, d }, each a series from 0 to 100.

stochrsi

The stochastic formula applied to RSI values instead of price. Reacts far more often than a plain stochastic.

Parameter	Type	Default	Description
length	integer	14	Stochastic lookback over RSI
rsiLength (rsi_length)	integer	14	RSI length
k	integer	3	%K smoothing
d	integer	3	%D smoothing

Needs rsiLength + length + k + d bars. Returns { k, d }, each a series from 0 to 100.

macd

Moving Average Convergence Divergence: a fast EMA minus a slow EMA, plus a signal EMA of that difference. hist is macd - signal.

Parameter	Type	Default	Description
fast	integer	12	Fast EMA
slow	integer	26	Slow EMA
signal	integer	9	Signal EMA over macd

fast < slow is required. Needs slow + signal bars. Returns { macd, signal, hist }, each a series.

tsi, trix and fisher

All three return the line under their own name plus a signal line: { tsi, signal }, { trix, signal }, { fisher, signal }.

tsi, True Strength Index: double-smoothed close momentum. Smoother and slower to flip than MACD.

Parameter	Type	Default
fast	integer	13
slow	integer	25
signal	integer	13

fast < slow is required. Needs slow + signal bars.

trix: rate of change of a triple-smoothed EMA. It filters out cycles shorter than length, so it reads longer-term momentum.

Parameter	Type	Default	Description
length	integer	30	EMA length for the triple smoothing
signal	integer	9	Signal EMA over trix

Needs 3 × length + signal bars.

fisher, Ehlers Fisher Transform: reshapes price into a near-Gaussian distribution so turning points stand out. Reads high and low only.

Parameter	Type	Default
length	integer	9
signal	integer	1

Needs length + 1 bars.

Trend strength and direction

These say how strongly the market trends, or which side is in control, rather than where price is. Traders pair them with a price-based indicator to decide whether to trust trend readings at all.

adx

Average Directional Index with the directional movement lines. adx measures trend strength regardless of direction; diPlus and diMinus are the directional components. A common rule of thumb reads adx above 25 as trending and below 20 as ranging.

Parameter	Type	Default
length	integer	14

Needs 2 × length bars. Returns { adx, diPlus, diMinus }, each a series.

aroon

Bars since the highest high and since the lowest low over the window, scaled to 0 to 100. up near 100 means new highs keep coming; down near 100 means new lows. oscillator is up - down.

Parameter	Type	Default
length	integer	14

Needs length + 1 bars. Returns { up, down, oscillator }; up and down run 0 to 100, oscillator -100 to 100.

vortex

Positive (plus) and negative (minus) trend movement relative to true range. A plus line crossing above minus is read as a bullish shift, the reverse as bearish.

Parameter	Type	Default
length	integer	14

Needs length + 1 bars. Returns { plus, minus }, each a series.

Volatility

These measure how far price moves, not which way. Traders use them for stop distance (rarely tighter than one or two ATR), position sizing (smaller size when volatility is high) and regime detection.

type	default length	Scale	Minimum bars	What it is
atr	14	price units	length + 1	Average True Range: the average bar range including gaps.
natr	14	percent of close	length + 1	Normalized ATR: ATR as a percentage of close, comparable across instruments.

Both read high, low and close and return a series.

Volume and money flow

These compare price movement with the volume series you sent. They show whether activity grew or shrank with a move. They do not identify who traded or prove a breakout is real.

obv and ad

No parameters. Each needs 1 bar and returns a cumulative series.

• obv, On-Balance Volume: adds the bar’s volume on up closes and subtracts it on down closes.
• ad, Accumulation/Distribution: weights each bar’s volume by where the close sits in the bar’s range (near the high counts as buying, near the low as selling).

cmf

Chaikin Money Flow: the A/D calculation over a rolling window instead of from the start. Runs from -1 to 1; positive means net accumulation over the window.

Parameter	Type	Default
length	integer	20

Needs length bars. Returns a series.

adosc

Chaikin A/D Oscillator: fast EMA minus slow EMA of the A/D line. Tracks acceleration in accumulation rather than its direction.

Parameter	Type	Default	Description
fast	integer	3	Fast EMA over A/D
slow	integer	10	Slow EMA over A/D

fast < slow is required. Needs slow bars. Returns a series.

kvo

Klinger Volume Oscillator with a signal line. Built to track long-term money flow while staying sensitive to short swings.

Parameter	Type	Default
fast	integer	34
slow	integer	55
signal	integer	13

fast < slow is required. Needs slow + signal bars. Returns { kvo, signal }, each a series.

Bands and channels

Lines that wrap price. Traders fade touches of the outer band in ranges, treat closes outside the band as breakouts, and watch narrowing bands as compression before expansion. The three types use different widths: standard deviation, ATR and raw range.

All three return { upper, middle, lower }, each a series.

bbands

Bollinger Bands: an SMA plus and minus std standard deviations. The width adapts to recent volatility. In strong trends price can ride one band for a long time.

Parameter	Type	Default	Description
length	integer	20	SMA window
std	number	2.0	Band width in standard deviations

Needs length bars.

kc

Keltner Channels: an EMA plus and minus scalar ATRs. Smoother than Bollinger Bands, because a single outlier bar moves the ATR less than the standard deviation.

Parameter	Type	Default	Description
length	integer	20	EMA and ATR window
scalar	number	2.0	ATR multiplier

Needs length bars.

donchian

Donchian Channels: the highest high and lowest low over the window, with middle halfway between. A close above upper is a new length-bar high, the classic Turtle breakout.

Parameter	Type	Default
length	integer	20

Needs length bars.

Trailing trend lines

Single lines that flip sides with the trend. Traders use them as a trend filter (longs only while bullish) and as a trailing stop (the line is the exit if the trend turns). They differ in how tight they trail and how often they flip.

supertrend

An ATR band that sits below price in an uptrend and above it in a downtrend, and jumps to the other side when price closes through it.

Parameter	Type	Default	Description
length	integer	7	ATR window
multiplier	number	3.0	ATR multiplier

Needs length + 1 bars. Returns { value, direction, long, short }. value is the band (series), direction a direction series, and long and short carry the band only while that side is active, null otherwise, so you can draw the two sides in different colors.

psar

Parabolic SAR: Wilder’s stop-and-reverse. The level accelerates toward price during a trend and flips sides when price reaches it. The tightest of the trailing stops, which makes it flip often in a range.

Parameter	Type	Default	Description
af (step)	number	0.02	Acceleration step per bar
max (maxAf)	number	0.2	Maximum acceleration

af must not exceed max. Needs 2 bars. Returns { long, short, af, reversal }: long and short are the SAR level on the active side (series, null on the other), af is the current acceleration (series), and reversal is a flag series that is 1 on bars where the trend flipped.

chandelierExit

An ATR stop hung from the highest high (long side) or the lowest low (short side) over the window. Trails further from price than supertrend, so it flips less.

Parameter	Type	Default	Description
length	integer	22	High and low lookback
atrLength (atr_length)	integer	22	ATR window
multiplier	number	2.0	ATR multiplier

Needs max(length, atrLength) + 1 bars. Returns { long, short, direction }: the long and short exit levels (series) and a direction series.

ichimoku

Ichimoku Kinko Hyo. tenkan and kijun are midpoints of the high-low range over their windows. spanA and spanB form the cloud and are shifted kijun bars forward, so the value at a bar is the one computed kijun bars earlier. chikou is the close shifted kijun bars back: the value at a bar is the close from kijun bars later, so the last kijun - 1 values are null. That makes chikou the one output on this page that looks into the future; do not feed it to anything that must only use past bars.

Parameter	Type	Default	Description
tenkan	integer	9	Conversion line window
kijun	integer	26	Base line window, and the shift for the spans and chikou
senkou	integer	52	Leading span B window

tenkan < kijun < senkou is required. Needs senkou bars. Returns { spanA, spanB, tenkan, kijun, chikou }, each a series in price units, aligned with your bars. The part of the cloud projected past the last bar is not returned.

Compression

squeeze

TTM Squeeze. Compares Bollinger Bands with Keltner Channels to find compression, and adds a momentum value.

Parameter	Type	Default
bbLength (bb_length)	integer	20
bbStd (bb_std)	number	2.0
kcLength (kc_length)	integer	20
kcScalar (kc_scalar)	number	1.5

Needs max(bbLength, kcLength) bars. Returns { value, on, off, no }:

• value: the squeeze momentum (series). Positive is upward momentum, negative downward.
• on: flag series, 1 while both Bollinger Bands sit inside the Keltner Channels. The market is compressed.
• off: flag series, 1 while both Bollinger Bands sit outside the Keltner Channels.
• no: flag series, 1 when neither is true.

Each bar has exactly one of the three flags set. The flags describe the state at that bar; a release is the first off or no bar after a run of on bars, which you detect yourself.