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. |
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. |
Exits, filters & patterns
Not series, but part of the same vocabulary you can describe.Exits
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
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
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.
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.