> ## 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.
# Indicators and functions
> A lookup table of every supported TA-Lib indicator and special series builder — what each one is, in a line.
This is the full lookup table of what AskFutures can build into a rule: every
[TA-Lib](https://ta-lib.org/) 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](/concepts/signals-indicators-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](/concepts/signals-indicators-series).
## Exits, filters & patterns
Not series, but part of the same vocabulary you can describe.
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](/concepts/risk-and-trade-management).
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).
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
The same vocabulary with worked examples and cross-market spreads.
Stops, targets, trailing stops, and ATR-based exits in depth.
Every CME Group future you can name directly.
Turn any of these into a backtested strategy from plain English.