> ## Documentation Index
> Fetch the complete documentation index at: https://docs.askfutures.com/llms.txt
> Use this file to discover all available pages before exploring further.
# Signals, indicators and series
> The full vocabulary inside entry and exit rules — TA-Lib indicators, crossovers, special series builders, prior-bar values, cross-market spreads, and weekly COT positioning.
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](https://ta-lib.org/) function — the
same math charting platforms use, computed by fixed code, not approximated by
the AI. See [is the backtest real?](/concepts/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.
| 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.
| 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.
| 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.
| 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".
| 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.
| 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.
| 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. |
| 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. |
| 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](#rolling-statistics) 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
How these pieces fit into entry rules, exit rules, filters, and parameters.
Stops, targets, trailing stops, and ATR-based exits.
Walk through turning an idea into a backtested strategy.
Why the same rules and data always produce the same numbers.