Signals, indicators and series

This is the vocabulary AskFutures draws on when it turns your idea into rules. You never type any of these names — you describe what you want in plain English and AskFutures picks the right pieces. This page is a reference so you know what is available to describe.

You don’t write formulas or pick function names. Say “when the 14-period RSI crosses above 30” and AskFutures uses the real RSI indicator. The list below is what it understands — not a syntax you have to learn.

Every indicator here is the real TA-Lib function — the same math charting platforms use, computed by fixed code, not approximated by the AI. See is the backtest real? for why that matters.

TA-Lib indicators

Reference these by name and period in plain English — “the 50-period EMA”, “14-period ADX above 25”, “the upper Bollinger Band”. Group by group, here’s everything supported and when you’d reach for it.

Moving averages — smooth price into a trend line

Indicator	What it is	Use it when
`SMA`	Simple moving average	You want a plain average of the last N closes.
`EMA`	Exponential moving average	You want a faster average that weights recent bars.
`WMA`	Weighted moving average	You want recency weighting without EMA’s smoothing.
`DEMA`	Double exponential moving average	You want less lag than a single EMA.
`TEMA`	Triple exponential moving average	You want an even faster, lower-lag trend line.
`KAMA`	Kaufman adaptive moving average	You want an average that speeds up in trends and slows in chop.
`T3`	Tillson T3 (with a `vfactor`)	You want a smooth, tunable trend line that hugs price.

Common use: a fast-over-slow crossover (e.g. EMA 9 over EMA 21), or “price closes above its 30-period average” as a trend filter.

Momentum & oscillators — measure speed and overbought/oversold

Indicator	What it is	Use it when
`RSI`	Relative strength index (0–100)	You want a classic overbought/oversold gauge.
`MOM`	Momentum	You want raw price change over N bars, with a zero line.
`ROC`	Rate of change (percent)	You want momentum as a percentage move (`1` means +1%).
`WILLR`	Williams %R (−100…0)	You want an inverted overbought/oversold oscillator.
`CCI`	Commodity Channel Index	You want an unbounded oscillator with ±100 thresholds.
`MFI`	Money Flow Index (0–100)	You want a volume-weighted RSI.
`STOCH`	Stochastic (`slowk` / `slowd`)	You want a %K/%D cross at extremes.
`STOCHRSI`	Stochastic RSI (`fastk` / `fastd`)	You want a more sensitive version of stochastic.
`MACD`	MACD (`macd` / `macdsignal` / `macdhist`)	You want trend-momentum and a signal-line cross.
`PPO`	Percentage price oscillator	You want MACD expressed in percent.
`APO`	Absolute price oscillator	You want MACD-style momentum in price units.

Common use: “buy when RSI crosses above 30”, “go long on a MACD signal cross”, or use the oscillator to confirm a trend entry.

Trend strength — is there actually a trend?

Indicator	What it is	Use it when
`ADX`	Average directional index	You want to trade only when a trend is strong (e.g. ADX > 25).
`ADXR`	ADX rating (smoothed ADX)	You want a steadier read on trend strength.
`PLUS_DI`	+Directional indicator	You want the up-pressure half of the DI pair.
`MINUS_DI`	−Directional indicator	You want the down-pressure half — cross with +DI for direction.
`SAR`	Parabolic SAR	You want a stop-and-reverse dot that flips with trend.

Common use: an ADX gate (“only take trades when ADX is above 20”) so you skip chop, or a +DI/−DI cross for direction.

Volatility — how much is price moving?

Indicator	What it is	Use it when
`ATR`	Average true range (price units)	You want volatility-scaled stops/targets or an expansion filter.
`NATR`	Normalized ATR (percent)	You want ATR as a percentage of price, comparable across markets.
`TRANGE`	True range of the current bar	You want this bar’s range vs. its average.
`BBANDS`	Bollinger Bands (`upperband` / `middleband` / `lowerband`)	You want a mean-reversion envelope or a squeeze.
`STDDEV`	Standard deviation of price	You want a raw volatility gate.
`VAR`	Variance	You want a volatility-regime filter.

Common use: an ATR-based stop and target, a Bollinger Band fade, or “only trade when volatility is expanding”.

Volume — is money confirming the move?

Indicator	What it is	Use it when
`OBV`	On-balance volume	You want a running volume tally that should track price.
`AD`	Accumulation/Distribution line	You want a volume-flow confirmation of trend.
`ADOSC`	Chaikin A/D oscillator	You want the momentum of accumulation/distribution.

Common use: “buy when OBV crosses above its own 20-period average” — volume leading the breakout.

Statistical & cycle — regression, midpoints, Hilbert cycles

Indicator	What it is	Use it when
`LINEARREG`	Linear-regression value	You want the fitted “fair value” line through recent price.
`LINEARREG_SLOPE`	Slope of that regression	You want a clean up/down trend reading.
`MIDPOINT`	Midpoint of the last N closes	You want a simple channel center from closes.
`MIDPRICE`	Midpoint of the last N highs/lows	You want a channel center from the high/low range.
`HT_TRENDLINE`	Hilbert Transform trendline	You want an adaptive instantaneous trend line.
`HT_DCPERIOD`	Hilbert dominant cycle period	You want to gate trades by how fast the market is cycling.

Common use: “long when the regression slope is positive”, or a Hilbert cycle gate for fast-cycling regimes.

Indicators stack. You can compute one on top of another — “OBV crossing above its own 20-period moving average” — and combine families with AND/OR, like “50-EMA rising and RSI crossing above 40”.

Crossovers

Two of the most useful words you can say. A crossover is the moment one line moves from below another to above it; a crossunder is the reverse. The lines can be two indicators, an indicator and price, or price and a fixed level.

Phrase	What it means
”EMA 9 crosses above EMA 21”	Fast average crosses over the slow one (a momentum flip).
“close crosses above the VWAP”	Price reclaims a reference line.
”close crosses above 5000”	Price breaks a fixed level.
”RSI crosses below 70”	An oscillator drops back out of overbought.

“Crosses above” fires only on the bar the cross happens — not on every bar the line stays above. That’s what makes it an event rather than a state.

Special series builders

Beyond the classic indicators, AskFutures understands a set of purpose-built series for session structure, ranges, levels, and rolling statistics. Describe them in words; here’s the catalog.

Session & intraday structure

Series	What it is	Use it when
`vwap` (session)	Volume-weighted average price, cumulative from the session open	You want the day’s fair-value anchor for reclaim/fade ideas.
`vwap` (rolling)	VWAP over a rolling N-bar window	You want a continuous VWAP that isn’t reset each session.
`opening_range`	High/low of the first N minutes (or a clock window like 09:00–09:15)	You want an opening-range breakout.
`intraday_range`	An aggregate (mean/max/min) over an intraday clock window	You want, say, “the average close of the 08:30–09:00 window”.
`intraday_high` / `intraday_low`	The session’s running high/low so far	You want the live session extreme for reclaim or breakout logic.
`time_between`	A time-of-day filter (e.g. 09:30–11:00)	You want to trade only during a window and ignore the rest.

Daily & prior-session levels

Series	What it is	Use it when
`prior_sessions`	High/low of the last completed session	You want yesterday’s session high/low as a breakout level.
`day_close`	A prior day’s daily close (offset 1 = yesterday)	You want “above yesterday’s close” as a bias pivot.
`day_high` / `day_low`	A prior day’s daily high/low	You want the prior day’s high/low as support/resistance.
`day_range`	An aggregate (max/min) over prior trading days	You want “the highest high of the prior 10 days” for a breakout.

Rolling statistics

Series	What it is	Use it when
`rolling_percentile`	A series’ own percentile over the last N bars	You want “above its rolling 80th percentile” as a relative breakout.
`rolling_zscore`	How many standard deviations from the rolling mean	You want a mean-reversion fade (e.g. fade beyond ±2 sigma).
`rolling_corr`	Rolling correlation between two markets	You want to gate a pair/spread on how correlated the legs are.

Prior-bar values (shift)

Many ideas compare this bar to an earlier one. Just say so — “a new high versus the prior bar’s high”, “the close two bars ago”, “the 14-period RSI on the previous bar”. AskFutures shifts any series back by however many bars you name. This is what powers breakouts, new-high/new-low logic, and bar-pattern sequences.

Cross-market, spreads & ratios

A strategy can read markets it doesn’t trade, and it can trade the relationship between two markets.

Idea	What it means	Use it when
Cross-market read	Reference another symbol’s series in a rule	”Buy ES only when NQ is also above its VWAP.”
Lead–lag	Trigger off one symbol, trade another	”Go long ES when NQ crosses above VWAP first.”
Spread (difference)	Trade `A − B` as one series	”Trade the ES-minus-NQ spread; fade ±2 sigma.”
Ratio	Trade `A / B` as one series	”Trade the BTC/ETH ratio’s SMA cross.”
Calendar spread	Front month minus a later month of the same root	”Long the CL calendar spread above its 20-day average.”

Spreads and ratios behave like any other series — you can put an indicator, a z-score, or a moving average on top of them, and gate the whole thing with rolling correlation so you only trade when the legs move together.

Commitment of Traders (COT)

AskFutures can read weekly Commitment of Traders positioning as a series and fold it into your rules. It’s a slow, structural signal — updated once a week — best used as a bias or filter, not a fast trigger.

COT series	What it is	Use it when
Commercial net	Commercial longs minus shorts (the “smart money” hedgers)	You want a positioning bias — e.g. “buy when commercials turn net long”.
Managed-money net	Speculative fund net positioning	You want to fade a crowded extreme (e.g. a 52-week high in net longs).
Open interest	Total weekly open contracts	You want to confirm a breakout with rising participation.

Micro contracts map to their full-size COT series automatically — MES reads ES, MCL reads CL, and so on. You can also smooth COT with an indicator, like “the 8-week SMA of commercial net positioning”.

Putting it together

These pieces combine freely. A single rule can chain an indicator on a spread, gate it with rolling correlation, and overlay a weekly COT bias:

Trade the ES–NQ spread: short when its 20-bar z-score exceeds +2 and commercials are net short ES in the weekly COT — but only when the two markets’ 30-bar rolling correlation is above 0.8.

You describe it; AskFutures assembles the right indicators and series and writes the precise rule.

Backtests built from these indicators and series are hypothetical and simulated, net of modeled slippage and commission. Past performance does not guarantee future results. Always test before you trade.

Next steps

Strategies

How these pieces fit into entry rules, exit rules, filters, and parameters.

Risk & trade management

Stops, targets, trailing stops, and ATR-based exits.

Build a strategy

Walk through turning an idea into a backtested strategy.

Is the backtest real?

Why the same rules and data always produce the same numbers.

​TA-Lib indicators

​Crossovers

​Special series builders

​Prior-bar values (shift)

​Cross-market, spreads & ratios

​Commitment of Traders (COT)

​Putting it together

​Next steps

Strategies

Risk & trade management

Build a strategy

Is the backtest real?

TA-Lib indicators

Crossovers

Special series builders

Prior-bar values (shift)

Cross-market, spreads & ratios

Commitment of Traders (COT)

Putting it together

Next steps