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Indicators & features
Strategies don't compute indicators from raw prices themselves — they declare the features they need and read them through the data cursor. This page is the reference for that library: around four dozen technical indicators, three pivot systems, and a deep order-flow suite. Use it as a menu when you design a strategy or brief the AI builder.
One rule underpins everything here
Every feature documents when its value becomes knowable, and the cursor enforces it. Indicators expose a warm-up, so a value never appears before the indicator is ready; a session or pivot level simply does not exist until the period that defines it has completed. Reading ahead of that raises a loud error rather than returning a wrong number — which is why one of the required tests exists to prove your strategy respects it. See the market data available to your code for the broader catalog (bars, quotes, sessions, price levels, market structure).
Technical indicators
Roughly 48 indicators are available, computed on your 5-second and 60-second bars. The first group is a broad set of classic studies; the second adds a dozen widely-used trend, momentum and volume indicators.
Classic studies
| Family | Indicators |
|---|---|
| Moving averages | EMA, SMA, WMA, Hull (HMA), DEMA, KAMA (adaptive), VIDYA (variable-index) |
| Momentum & oscillators | RSI, MACD, Stochastic, CCI, ROC, CMO |
| Trend strength | ADX, Aroon, linear-regression slope |
| Bands & channels | Bollinger Bands, Keltner Channels, Donchian Channels |
| Volume | OBV (on-balance volume), KVO (Klinger) |
| Volatility & price reference | ATR (rolling), VWAP (session, RTH/ETH and anchored, with bands) |
| All-in-one | Ichimoku Cloud |
Extended indicators
A dozen further indicators round out the trend, momentum and volume toolkits:
| Indicator | What it gives you |
|---|---|
| SuperTrend | An ATR-based trailing trend line and side flip. |
| Parabolic SAR | Stop-and-reverse dots that tighten as a trend extends. |
| Williams %R | An overbought/oversold oscillator on the recent range. |
| MFI | Money Flow Index — a volume-weighted RSI. |
| CMF | Chaikin Money Flow — accumulation vs distribution pressure. |
| Awesome Oscillator | Momentum as the gap between two median-price averages. |
| Fisher Transform | Sharpens turning points by reshaping price into a Gaussian. |
| TRIX | Triple-smoothed EMA rate-of-change — a slow momentum filter. |
| Vortex | Paired +VI / −VI lines that cross on trend changes. |
| Stochastic RSI | A stochastic applied to RSI for faster momentum reads. |
| VWMA | Volume-weighted moving average. |
| Heiken Ashi | Smoothed candles that make trend runs and pauses easier to read. |
Pivot systems
Session pivots give you ready-made support/resistance levels for the day, derived from the prior session's high, low and close. Three systems are available — pick the one your approach uses:
- Floor (classic) pivots — the standard pivot plus R1–R3 / S1–S3.
- Camarilla pivots — a tighter set clustered around the close, popular for mean-reversion.
- Woodie pivots — a close-weighted variant.
Each level becomes knowable when the session that defines it is complete, so intraday code can reference “today's R1” without any look-ahead.
Order flow
Because the platform carries trade-by-trade and quote data, your strategies (and the preview chart) can read a full order-flow suite — the kind of microstructure detail that separates a level that holds from one that breaks.
Footprint & big trades
- Footprint — the intra-bar distribution of volume, in four display modes: Bid×Ask (buy vs sell volume side by side), Volume (total traded per price), Trades (trade count per price), and Delta (net buy-minus-sell per price).
- Big Trades — highlights unusually large prints, with a fixed mode (a threshold you set) or an adaptive mode that scales the threshold to recent activity so it keeps flagging the right prints as conditions change.
Delta & value area
- Delta and cumulative delta — per-bar aggressor delta (buy minus sell volume) and its running total, plus delta-by-price and delta divergence.
- Value area — the volume profile's point of control (POC) and value-area high/low (VAH/VAL), plus the TPO profile, so you can trade toward or away from where the day did most of its business.
- Order-flow VWAP — session VWAP with standard-deviation bands as a fair-value reference.
Absorption, exhaustion & imbalance
Higher-level proxies read the tape for you: imbalance (one side dominating at a price), absorption (heavy volume that fails to move price — someone soaking up flow), and exhaustion (a thrust running out of participants). Use them as filters or triggers the same way you'd use any other feature.
Using features in a strategy
In hand-written code you list the features you need and read them through the cursor (see Writing strategies by hand). In the AI builder, just name them in plain English — “filter entries with a 200-period EMA and only take longs when cumulative delta is rising” — and the generated code wires up the right features. Either way, the same warm-up and knowable-when rules apply, and the preview chart can draw any of these so you can see that the code reads the market the way you intended.