Indicators and functions

This is the full lookup table of what AskFutures can build into a rule: every TA-Lib indicator and every special series builder. You never type these names — you describe what you want in plain English and AskFutures picks the right pieces. This page just tells you what is available.

Every indicator below is the real TA-Lib function — the same math charting platforms use, computed by fixed code, not approximated by the AI. For how these fit into entry rules, exit rules, and filters, see Signals, indicators and series.

Bar fields

The raw inputs every rule and indicator is built from.

Field	What it is
`open`	The bar’s opening price.
`high`	The bar’s highest price.
`low`	The bar’s lowest price.
`close`	The bar’s closing price.
`volume`	Contracts traded in the bar.
`range`	High minus low — the bar’s span.
days-to-roll	Sessions until the contract rolls to the next month.
days-to-expiration	Sessions until the contract expires.

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”.

Moving averages

Smooth price into a trend line.

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

Momentum & oscillators

Measure speed and overbought/oversold.

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

Trend strength

Tell whether there’s actually a trend.

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

Volatility

Measure how much price is moving.

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

Volume

Confirm whether money is behind the move.

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

Statistical & cycle

Regression, midpoints, and Hilbert cycle reads.

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

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”.

Special functions & series builders

Purpose-built series for crossovers, session structure, ranges, levels, and rolling statistics. Describe them in words; here’s the catalog.

Crossovers

Function	What it is
`crossover`	The moment one line moves from below another to above it — an event, not a state.
`crossunder`	The reverse — one line crossing from above to below.

Session & intraday structure

Function	What it is
`vwap` (session)	Volume-weighted average price, cumulative from the session open.
`vwap` (rolling)	VWAP over a rolling N-bar window that isn’t reset each session.
`opening_range`	High/low of the first N minutes, or a clock window like 09:00–09:15.
`intraday_range`	An aggregate (mean/max/min) over an intraday clock window.
`intraday_high` / `intraday_low`	The session’s running high/low so far.
`time_between`	A time-of-day filter, e.g. trade only between 09:30 and 11:00.

Daily & prior-session levels

Function	What it is
`prior_sessions`	High/low of the last completed session.
`day_close`	A prior day’s daily close (offset 1 = yesterday).
`day_high` / `day_low`	A prior day’s daily high/low.
`day_range`	An aggregate (max/min) over prior trading days, e.g. the highest high of the last 10 days.

Rolling statistics

Function	What it is
`rolling_percentile`	A series’ own percentile over the last N bars.
`rolling_zscore`	How many standard deviations a value sits from its rolling mean.
`rolling_corr`	Rolling correlation between two markets.

Prior-bar values

Function	What it is
`shift`	Any series moved back by N bars — “the close two bars ago”, “the prior bar’s high”. Powers breakouts, new-high/new-low logic, and bar patterns.

Series compose freely. You can put an indicator, a z-score, or a moving average on top of a spread or ratio, and gate the whole thing with rolling correlation. See Signals, indicators and series.

Exits, filters & patterns

Not series, but part of the same vocabulary you can describe.

Exits

Stop and target in dollars / ticks / points / percent; ATR- (or any series-) based functional stop and target; trailing stop in dollars / ticks / points / percent; max-time-in-trade; end-of-day close. Whichever triggers first closes the trade. See Risk & trade management.

Trade filters

First trade of the day; max trades per day; skip the first N trades per day; alternate direction (no two trades the same side in a row).

Patterns & sequences

Higher highs, lower lows, consecutive up/down bars, breakouts, and excursion-and-recovery — optionally session-anchored, and required to be consecutive or allowed to occur with gaps.

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

Signals, indicators and series

The same vocabulary with worked examples and cross-market spreads.

Risk & trade management

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

Supported symbols

Every CME Group future you can name directly.

Build a strategy

Turn any of these into a backtested strategy from plain English.

Get Started

Core Concepts

Guides

Tutorials

Reference

Help & Legal

Indicators and functions

Bar fields

TA-Lib indicators

Moving averages

Momentum & oscillators

Trend strength

Volatility

Volume

Statistical & cycle

Special functions & series builders

Crossovers

Session & intraday structure

Daily & prior-session levels

Rolling statistics

Prior-bar values

Exits, filters & patterns

Next steps

Signals, indicators and series

Risk & trade management

Supported symbols

Build a strategy

​Bar fields

​TA-Lib indicators

​Moving averages

​Momentum & oscillators

​Trend strength

​Volatility

​Volume

​Statistical & cycle

​Special functions & series builders

​Crossovers

​Session & intraday structure

​Daily & prior-session levels

​Rolling statistics

​Prior-bar values

​Exits, filters & patterns

​Next steps

Signals, indicators and series

Risk & trade management

Supported symbols

Build a strategy

Bar fields

TA-Lib indicators

Moving averages

Momentum & oscillators

Trend strength

Volatility

Volume

Statistical & cycle

Special functions & series builders

Crossovers

Session & intraday structure

Daily & prior-session levels

Rolling statistics

Prior-bar values

Exits, filters & patterns

Next steps