Indicators

Exponential moving average — a trend line that weights recent prices more heavily, so it turns faster than an SMA. Read its slope for direction, or compare a fast and slow EMA (fast above slow = up-bias).

Parameters:

period (20)

Fields:

value

YAML

leaf:
  lhs: { price: close }
  op: gt
  rhs: { indicator: ema, period: 50, field: value }
  dir: long

Simple moving average — the plain average close over N bars, giving a smooth trend line. Price above the SMA is a basic up-bias; crossovers of two SMAs flag trend changes.

Parameters:

period (20)

Fields:

value

YAML

leaf:
  lhs: { price: close }
  op: gt
  rhs: { indicator: sma, period: 200, field: value }
  dir: long

Relative Strength Index — a 0–100 momentum oscillator. Classic reads: below 30 is oversold (look for longs), above 70 overbought (look for shorts), and 50 acts as a trend pivot.

Parameters:

period (14)

Fields:

value

YAML

leaf:
  lhs: { indicator: rsi, period: 14, field: value }
  op: lt
  rhs: { value: 30 }
  dir: long

Moving-average convergence/divergence — momentum read from the gap between a fast and slow EMA. The histogram crossing zero, or the MACD line crossing its signal line, marks momentum shifts.

Parameters:

fast (12), slow (26), signal (9)

Fields:

line, signal, hist, fast_ema, slow_ema

YAML

leaf:
  lhs: { indicator: macd, field: hist }
  op: crosses_above
  rhs: { value: 0 }
  dir: long

A moving average wrapped in volatility bands (± N standard deviations). Price tagging the lower band can flag a stretch ripe for a bounce, and band width shows how volatile conditions are.

Parameters:

period (20), std_mult (2.0)

Fields:

mid, upper, lower

YAML

leaf:
  lhs: { price: close }
  op: lt
  rhs: { indicator: bollinger, period: 20, field: lower }
  dir: long

Stochastic oscillator — where the close sits within the recent high–low range, shown as %K and a smoothed %D (0–100). Below 20 is oversold, above 80 overbought; %K crossing %D times entries.

Parameters:

period (14), smooth_d (3)

Fields:

k, d

YAML

leaf:
  lhs: { indicator: stochastic, field: k }
  op: crosses_above
  rhs: { indicator: stochastic, field: d }
  dir: long

Average Directional Index — measures trend strength (not direction) on a 0–100 scale, with +DI/−DI giving direction. Above ~25 signals a real trend; pair with +DI above −DI for an up-bias.

Parameters:

period (14)

Fields:

adx, plus_di, minus_di

YAML

leaf:
  lhs: { indicator: adx, period: 14, field: adx }
  op: gt
  rhs: { value: 25 }
  dir: long

Average True Range — the average size of a bar's range, i.e. how much price typically moves. Used mainly to size stops and targets to current volatility (e.g. stop = entry − 2×ATR).

Parameters:

period (14)

Fields:

value

YAML

# ATR is typically used for stop sizing, e.g.
risk:
  stop: { anchor: atr, indicator: atr14, mult: 2.0 }

A smoothed ATR — the simple moving average of ATR — giving a steadier volatility baseline. Compare raw ATR against it to tell expanding volatility from contracting.

Parameters:

atr_period (14), sma_period (14)

Fields:

value, atr

YAML

leaf:
  lhs: { indicator: atr, period: 14, field: value }
  op: gt
  rhs: { indicator: atr_sma, atr_period: 14, sma_period: 14, field: value }
  dir: long

Volume-weighted average price — the average price paid, weighted by volume and anchored to a session, day, week or month. Above VWAP, buyers are in control; it's a common fair-value reference and mean-reversion magnet.

Parameters:

anchor (session), period (20)

Fields:

value

YAML

leaf:
  lhs: { price: close }
  op: gt
  rhs: { indicator: vwap, anchor: session, field: value }
  dir: long

A moving average of volume — your baseline for 'normal' participation. Volume well above its average (e.g. 1.5×) confirms conviction behind a breakout.

Parameters:

period (20)

Fields:

value

YAML

leaf:
  lhs: { price: volume }
  op: gt
  rhs: { indicator: volume_ma, period: 20, field: value }
  dir: long

Donchian channel — the highest high and lowest low of the last N bars. A close above the upper band is a classic breakout entry; the mid-line acts as a trend reference.

Parameters:

period (20)

Fields:

upper, lower, mid

YAML

leaf:
  lhs: { price: close }
  op: gt
  rhs: { indicator: donchian, period: 20, field: upper }
  dir: long

Markos Katsanos's Volume Flow Indicator — a smoothed, volume-weighted oscillator that flips signs across the zero line as accumulation turns to distribution. Pair the histogram with a trend filter for confirmation entries.

Parameters:

length (130), coef (0.2), vcoef (2.5), signal_length (5), smooth_vfi (false)

Fields:

vfi, signal, hist

YAML

leaf:
  lhs: { indicator: vfi, length: 130, field: hist }
  op: crosses_above
  rhs: { value: 0 }
  dir: long

Recent swing pivots — the last confirmed high and low plus the prior pair. Building blocks for breakout entries (close above the last high) and higher-high / higher-low trend filters.

Parameters:

lookback (1)

Fields:

last_high, last_low, prev_high, prev_low

YAML

leaf:
  lhs: { price: close }
  op: gt
  rhs: { indicator: swing, lookback: 5, field: last_high }
  dir: long

Structural trend state (+1 up, −1 down, 0 neutral) derived from confirmed swing breaks — it flips only after two same-side breakouts, filtering noise. A lightweight regime filter.

Parameters:

lookback (2)

Fields:

value

YAML

leaf:
  lhs: { indicator: s_trend, lookback: 2, field: value }
  op: eq
  rhs: { value: 1 }
  dir: long

The textbook SuperTrend — ATR-banded trailing stop on hl2. `state` flips between +1 and -1 only on a close beyond the opposite band.

Parameters:

atr_period (10), factor (3.0)

Fields:

trail, state

YAML

leaf:
  lhs: { indicator: super_trend, atr_period: 10, factor: 3.0, field: state }
  op: eq
  rhs: { value: 1 }
  dir: long

ATR-ratchet trailing stop gated by CCI. The trail only ratchets toward price when CCI agrees with the prevailing direction — quieter than SuperTrend in chop.

Parameters:

period (20), atr_period (5), coeff (1.0)

Fields:

trail, state, cci

YAML

leaf:
  lhs: { bar: close }
  op: gt
  rhs: { indicator: trend_magic, atr_period: 5, atr_mult: 1.0, field: trail }
  dir: long

SuperTrend variant by Black Flag. Uses a modified True Range and adds a three-step Fibonacci pullback ladder (38.2 / 50 / 61.8) for partial-take or scaled re-entries inside an ongoing trend.

Parameters:

atr_period (28), atr_factor (5.0), trail_type (modified), fib1 (0.618), fib2 (0.786), fib3 (0.886)

Fields:

trail, extreme, state, fib1, fib2, fib3

YAML

leaf:
  lhs: { indicator: blackflag_fts, atr_period: 14, atr_factor: 1.6, field: state }
  op: eq
  rhs: { value: 1 }
  dir: long

A complete long-&-short entry model: three EMAs set the trend and regime, then it waits for a pullback (within tolerance) and an ATR-gated trigger before firing long_signal / short_signal.

Parameters:

ema_fast (100), ema_slow (200), ema_regime (500), atr_period (14), atr_sma (50), atr_mult_long (1.0), atr_mult_short (1.5), pullback_tol_pct (0.1), max_wait_bars (50)

Fields:

long_signal, short_signal, ema_fast, ema_slow, ema_regime, atr, wait_long, wait_short

YAML

leaf:
  lhs: { indicator: ema_pullback, field: long_signal }
  op: eq
  rhs: { value: 1 }
  dir: long

Detects pivots and emits a Break of Structure or Change of Character on each pivot break. The `state` field carries the current regime so you can use it as a stateful trend filter.

Parameters:

swing_length (50)

Fields:

state, bos_signal, choch_signal, pivot_high, pivot_low

YAML

leaf:
  lhs: { indicator: market_structure, swing_lookback: 5, field: bos_signal }
  op: eq
  rhs: { value: 1 }
  dir: long

Last opposite-coloured candle before a Break of Structure. The block stays armed until price retests it (`bull_retest`) or sweeps through it (`bull_mitigated`).

Parameters:

swing_length (10)

Fields:

bull_top, bull_bottom, bear_top, bear_bottom, bull_signal, bear_signal

YAML

leaf:
  lhs: { indicator: order_block, swing_lookback: 5, field: bull_retest }
  op: eq
  rhs: { value: 1 }
  dir: long

3-bar imbalance: a gap between bar[n-2]'s wick and bar[n]'s wick. Tracks the zone until price fills it; `bull_signal` fires on formation, `bull_filled` fires when the gap is closed.

Parameters:

min_gap_pct (0)

Fields:

bull_top, bull_bottom, bear_top, bear_bottom, bull_signal, bear_signal

YAML

leaf:
  lhs: { indicator: fair_value_gap, min_gap_pct: 0.1, field: bull_signal }
  op: eq
  rhs: { value: 1 }
  dir: long

Liquidity-pool detector. Marks a level when consecutive highs (or lows) sit within `tolerance_pct` of each other. `eqh_swept` fires the bar the level is taken out — a common stop-hunt reversal trigger.

Parameters:

swing_length (3), threshold (0.1), atr_period (200)

Fields:

eqh_level, eql_level, eqh_signal, eql_signal

YAML

leaf:
  lhs: { indicator: equal_highs_lows, lookback: 10, field: eqh_swept }
  op: eq
  rhs: { value: 1 }
  dir: short

Prior-day, prior-week, and prior-month open / high / low / close. Computed off the bar timestamp — no parameters. Useful for break-of-prior-period momentum and mean-reversion-to-prior-close trades.

Parameters:

none

Fields:

pdh, pdl, pwh, pwl, pmh, pml

YAML

leaf:
  lhs: { bar: close }
  op: gt
  rhs: { indicator: prior_period_levels, field: pdh }
  dir: long

Splits the trailing range into discount (lower third), equilibrium (middle), and premium (upper third) by Fib levels. `current_zone` returns the bar's current zone name — strict SMC longs only fire in discount.

Parameters:

lookback (200)

Fields:

premium_top, equilibrium_top, discount_bottom, current_zone

YAML

leaf:
  lhs: { indicator: premium_discount_zones, trailing_lookback: 50, field: current_zone }
  op: eq
  rhs: { value: 'discount' }
  dir: long