Module studies

Expand description

Technical indicators, calculation helpers and study presentation.

Implement Indicator or use CustomIndicator for a host-defined study; IndicatorRegistry calculates a group of studies without a widget. Enable studies for the built-in catalogue and IndicatorFactory. A chart owns the calculation and rendering lifecycle of studies added through Chart::add_indicator.

§Calculating a study

Outputs contain a contiguous column per line. Missing and warm-up results are NaN; IndicatorValues::value returns finite results as Option<f64>.

use egui_charts::{model::Bar, studies::{Indicator, SMA}};

let bars = vec![
    Bar::new("2024-01-01T00:00:00Z".parse().unwrap(), 100.0, 102.0, 99.0, 101.0, 10.0),
    Bar::new("2024-01-01T00:01:00Z".parse().unwrap(), 101.0, 103.0, 100.0, 103.0, 20.0),
];
let mut sma = SMA::new(2);
sma.calculate(&bars);
assert_eq!(sma.values().value(0, 1), Some(102.0));

helpers provides scalar calculations for custom studies, and Stepper provides incremental calculation state. StudyData carries auxiliary data requested from the host’s feed.

Re-exports§

pub use crate::data::StudyData;
pub use crate::data::StudyDataRequest;
pub use factory::IndicatorFactory;

Modules§

factory: Indicator factory for dynamic indicator creation by name.
helpers: Calculations on scalar series for built-in and host-defined studies.
palette: Theme-independent default colours for study plots.

Structs§

ADX: Avg Directional Index indicator. Draws its ADX line; +DI and -DI are computed and can be shown from its style settings.
ALMA: Arnaud Legoux Moving Avg indicator
ATR: Avg True Range indicator
AccelerationBands: Acceleration Bands (Price Headley), a price envelope that widens on wide bars.
AcceleratorOscillator: Accelerator Oscillator, with Bill Williams’ fixed lengths 5, 34 and 5.
AccumulationDistribution: Accumulation/Distribution Line indicator
AccumulationSwingIndex: Accumulation Swing Index (ASI) Developed by Welles Wilder Cumulative sum of swing index values
AdvanceDeclineRatioBars: Up bars over down bars within a window.
AdxBreakout: ADX Breakout: closes beyond the range of the last bars after a weak trend.
AnchoredVWAP: Anchored VWAP - VWAP calculated from a specific anchor bar index forward. typical_price = (high + low + close) / 3 VWAP = cumsum(volume * typical_price) / cumsum(volume) from anchor_bar onward.
Aroon: Aroon indicator
AroonOscillator: Aroon Up minus Aroon Down.
AutoDrawing: A drawing recalculated from host bars with the same pivots as ZigZag. Swings use the fixed Zig Zag percentage unless with_atr sizes them by the average true range.
AverageDailyRange: Simple average of the bar range.
AverageLine: One moving average’s formula, length, input price and colour.
AwesomeOscillator: Awesome Oscillator indicator
BBTrend: Trend strength from a short and a long Bollinger Band.
BalanceOfPower: Balance of Power (BoP): the strength of buyers against sellers, (close - open) / (high - low) per bar, smoothed with a simple average of smooth_period bars.
BollingerBands: Bollinger Bands indicator.
BollingerBandsWidth: Bollinger Bands Width - measures how wide the Bollinger Bands are. Formula: (upper_band - lower_band) / middle_band * 100 where middle = SMA(close, period), upper = middle + std_dev * stdev, lower = middle - std_dev * stdev.
BollingerBars: Bollinger Bars: full-width wick blocks under up or down bodies.
BullBearPower: Bull Power plus Bear Power.
CCI: Commodity Channel Index indicator
CVD: Cumulative Volume Delta (CVD)
CandlestickPatterns: All Candlestick Patterns: the common candlestick patterns, each with a toggle, marked and labelled at the bar that completes them.
CenterOfGravity: Center of Gravity Oscillator Developed by John Ehlers Uses a weighted moving avg to identify reversal points
ChaikinMoneyFlow: Chaikin Money Flow indicator
ChaikinOscillator: Fast minus slow EMA of the Accumulation/Distribution line.
ChaikinVolatility: Chaikin Volatility Measures the rate of change of the trading range High values indicate increased volatility
ChandeKrollStop: Chande Kroll Stop: a short (upper) and a long (lower) trailing stop.
ChandeMomentumOscillator: Chande Momentum Oscillator (CMO) Measures momentum on both up and down days Ranges from -100 to +100
ChandelierExit: Chandelier Exit Trailing stop-loss indicator: the highest high or lowest low of the last period bars, minus or plus multiplier times Wilder’s ATR over atr_period. A value needs a full window as well as an ATR value. Developed by Chuck LeBeau
ChartPatterns: Automatic chart patterns: the formations of a PatternFamily, each with a toggle, detected from swing pivots and marked on the bar that confirms them. Read the formations, with their anchors, boundaries, direction and confirmation bar, from formations.
ChartState: Backend chart state – owns bar data, time-scale coordinate system, price auto-scaling logic, and zoom history.
ChopZone: Chop Zone: unit columns coloured by the angle of the 34-bar EMA.
ChoppinessIndex: Choppiness Index Measures market trendiness vs choppiness Values close to 100 = choppy market, values close to 0 = trending market
CloseToCloseVol: Close-to-Close Volatility Standard deviation of log returns, annualized by sqrt(252)
CommoditySelectionIndex: Commodity Selection Index (CSI), J. Welles Wilder, New Concepts in Technical Trading Systems (1978).
ConfiguredStudy: A study with editable presentation, used automatically by the chart. Hosts composing their own chart can wrap built-in or custom studies the same way.
ConnorsRSI: Connors RSI (CRSI)
CoppockCurve: Coppock Curve A momentum indicator originally designed to identify buying opportunities in stock indices Uses a weighted moving avg of the sum of two ROC periods
CumulativeVolumeDelta: Volume delta from lower-interval candles added up from the start of each anchor period, as candles, in a separate pane.
CustomIndicator: An indicator defined at runtime via a calculation closure.
DEMA: Double Exponential Moving Avg indicator
DetrendedPriceOscillator: Detrended Price Oscillator, aligned with the current bar or centred on the average.
DirectionalMovement: Directional Movement Index (DMI / DI+ / DI-) Shows the positive and negative directional indicators and the ADX, Wilder’s average of DX over the ADX smoothing period (Wilder 1978)
DonchianChannels: Donchian Channels indicator
DoubleStochastic: Double Stochastic Applies the stochastic formula twice for smoother signals More responsive to overbought/oversold conditions
EMA: Exponential Moving Average indicator.
EMACross: EMA Cross, a preset of independently configurable averages.
EaseOfMovement: Ease of Movement (EoM / EMV), Richard Arms: how easily price moves for the volume traded.
EhlersFisher: Ehlers Fisher Transform (John Ehlers version) Converts prices into a Gaussian normal distribution More responsive than standard Fisher Transform
ElderImpulseSystem: Elder Impulse System Combines EMA slope and MACD histogram for trend signals Green = bullish, Red = bearish, Blue = neutral
ElderRay: Elder Ray Index (Bull Power / Bear Power) Measures buying and selling pressure Developed by Alexander Elder
ElliottWave: Elliott Wave: five-wave impulses in confirmed swing pivots.
Envelopes: Moving Average Envelopes. The band between the upper and lower lines is filled.
FisherTransform: Fisher Transform Converts prices into a Gaussian normal distribution Creates sharper turning points for identifying reversals
FootprintStudy: A level or zone beginning at one bar and optionally ending at its first revisit.
FootprintStudyConfig: What footprint_studies marks, and how. The default marks stacks of three diagonal imbalances at 300%, unfinished highs and lows, naked and delta POCs, and leaves the rest off.
ForceIndex: Force Index Measures the force behind price movements using price change and volume Developed by Alexander Elder
Formation: A detected formation, with bar indices into the calculated bars.
Gaps: Gaps: zones between consecutive bars that do not overlap, open until price fills them.
GuppyMA: Guppy Multiple Moving Average (GMMA)
HL2: HL2 - Avg of High and Low (Midpoint) Note: Same formula as MedianPrice; this variant uses the common HL2 name.
HLC3: HLC3 - Avg of High, Low, Close Note: Same formula as TypicalPrice; this variant uses the common HLC3 name.
HMA: Hull Moving Avg indicator
HammingMA: Hamming Weighted Moving Average
HigherIntervalCandles: Candles spanning the loaded bars of a higher interval, daily by default.
HistoricalVolatility: Historical Volatility (HV) Measures the annualized standard deviation of log returns Used for options pricing and risk assessment
IchimokuCloud: Ichimoku Cloud indicator
IndicatorFill: A vertical fade between an overlay line and the plot’s bottom edge.
IndicatorLineStyle: Width, optional direction colours and optional bottom fill of an overlay line.
IndicatorMarker: A shape at a study value on a source bar.
IndicatorRegistry: A registry that owns a collection of Indicator trait objects and provides batch operations (calculate all, clear, etc.).
IndicatorValues: One contiguous allocation per output line. Every column has len entries. Missing and non-finite outputs are stored as NaN. Read a line without allocating with line, or export owned rows with to_rows.
IntradayPivotPoints: Intraday Pivot Points: levels for each block of a trading session from the block before it.
KAMA: Kaufman Adaptive Moving Average indicator.
KDJ: KDJ, the stochastic oscillator as used in Chinese securities analysis.
KeltnerChannels: Keltner Channels indicator
KeyLevels: Key Levels: prices at which swing highs and lows repeatedly formed.
KlingerOscillator: Klinger Volume Oscillator, as defined by Stephen J. Klinger in “Identifying Trends With Volume Analysis”, Technical Analysis of Stocks & Commodities, V.15:12 (December 1997).
KnowSureThing: Know Sure Thing (KST) Oscillator Developed by Martin Pring Combines multiple ROC values with different smoothing periods
KnoxvilleDivergence: Knoxville Divergence: price and momentum swings that disagree at an RSI extreme.
LSMA: Least Squares Moving Average (Linear Regression Line) indicator.
LevelStyle: Editable presentation of one reference level in a study’s pane, such as 70 for RSI.
LinearRegression: Linear regression fitted to closing prices over a rolling window.
LinearRegressionChannel: Linear regression channel fitted to the closes of the last period bars.
LinearRegressionSlope: Linear Regression Slope
LunarPhase: One new or full moon.
LunarPhases: Lunar phases: a marker at the low of the bar holding each new moon and at the high of the bar holding each full moon.
MACD: Moving Average Convergence Divergence (MACD) indicator.
MAChannel: Moving Average Channel: the simple average of the highs as the upper line and of the lows as the lower line, each over its own length and drawn its own number of bars later (earlier for a negative offset), with the band between them filled. A window with a non-finite high (low) has no upper (lower) value.
MACombination: Two to fourteen independently configured averages. Two to four form a combination; longer configurations form a ribbon. Each line keeps its standalone study’s seed and warm-up. A missing line is NaN.
MACross: MA Cross, a preset of independently configurable averages.
MARibbon: Twelve evenly spaced exponential averages coloured by their individual direction.
MajorityRule: Majority Rule - counts up vs down closes over period. Outputs +1 if majority up, -1 if majority down, 0 if tie.
MarketBreadth: A ratio or cumulative difference of two market series. RATIO selects the ratio and its name. VOLUME chooses volume-series default symbols and, without RATIO, the volume-index name, so with both true the study is the “Advance/Decline Ratio” of the volume series. Hosts map the default symbol keys to their own source, or replace them using the typed inputs. Calculations require Indicator::update_data.
MarketFacilitationIndex: Market Facilitation Index (MFI / BW MFI) Developed by Bill Williams Measures price movement per unit of volume
MassIndex: Mass Index Identifies trend reversals based on range expansion Developed by Donald Dorsey
McGinleyDynamic: McGinley Dynamic: an average that speeds up when price falls away from it and slows down when price rises above it. MD = MD[1] + (close - MD[1]) / (N x (close / MD[1])^4) with N the period, starting at the first close. While MD is zero, or the divisor is zero, MD keeps its value.
Median: Median: rolling median of hl2, its EMA and ATR bands around it.
MedianPrice: Median Price (HL/2) Note: Same formula as HL2 in average_price; kept for backwards compatibility under the “MP” indicator name.
MetricStudy: A host metric, held by time on the chart’s bars and drawn in an independent pane. Its output can be selected as another study’s super::StudySource::Study.
MissedPivots: Missed Pivot Levels: swing highs and lows that price has not returned to.
MixedMACross: A simple average crossing an exponential one.
Momentum: Momentum indicator
MoneyFlowIndex: Money Flow Index indicator
MultipleMA: Simple averages of lengths 20, 50, 100 and 200, as a combination preset, without crossing markers until a pair is chosen.
NegativeVolumeIndex: Negative Volume Index (NVI)
NetVolume: Volume signed by the close against the previous close: positive, negative or zero. The first bar has no value.
OHLC4: OHLC4 - Avg of Open, High, Low, Close
OhlcVolatility: OHLC Volatility (Garman-Klass) Uses OHLC data for more efficient volatility estimation GK = 0.5 * ln(H/L)^2 - (2*ln(2)-1) * ln(C/O)^2
OnBalanceVolume: On Balance Volume indicator
OptionsVolumeProfile: Call and put turnover at strike prices on the price pane, scaled to the largest row total. The host chooses an underlying and inclusive expiry range and supplies complete snapshots. Clones share the subscription; dropping its last clone makes the feed’s sink inactive.
OrderFlowStudy: An order-flow study in a separate pane. Use the factory titles or Self::new.
ParabolicSAR: Parabolic SAR indicator
ParkinsonVol: Parkinson high-low range volatility.
PercentB: Percent B (%B) Shows where price is relative to Bollinger Bands 0 = at lower band, 1 = at upper band
PercentageVolumeOscillator: Percentage Volume Oscillator (PVO): the PriceOscillator computed from volume instead of close.
Performance: Latest close’s percentage change over six calendar periods, shown as a table.
PivotPoints: Pivot Points Standard: support and resistance levels for each calendar period from the previous period.
PivotPointsHighLow: Pivot Points High Low: swing highs and lows, each labelled with its price.
PlotStyle: Editable presentation of one output line.
PositiveVolumeIndex: Positive Volume Index (PVI)
PrettyGoodOscillator: Pretty Good Oscillator (PGO) Measures price distance from moving avg in ATR units Values > 3 or < -3 indicate potential reversal
PriceChannel: Price Channel Simple highest high and lowest low channel Also known as “N-bar high/low”
PriceMomentumOscillator: Price Momentum Oscillator: PMO and signal lines in a separate pane.
PriceOscillator: Percentage Price Oscillator (PPO): MACD taken as a percentage of the long average.
PriceVolumeTrendStudy: Price Volume Trend (Enhanced) with Signal Line PVT = prev_PVT + volume * (close - prev_close) / prev_close Signal = EMA(PVT, signal_period)
PringsSpecialK: Pring’s Special K and its doubly smoothed signal line, in a separate pane.
ProfileInput: What a volume profile was built from.
ProjectedPivotPoints: Projected Pivot Points: the next period’s pivot levels from the period so far.
Qstick: Qstick (Quantitative Candlestick) Moving avg of the open-close difference Positive = bullish, Negative = bearish
RSI: Relative Strength Index (RSI) indicator.
RainbowOscillator: Rainbow Oscillator (Mel Widner, “Rainbow Charts”, Technical Analysis of Stocks & Commodities, July 1997): the close’s distance from a stack of recursive moving averages, relative to the recent range of the close.
RankCorrelationIndex: Rank Correlation Index (Spearman) - rank correlation of prices vs time index over a rolling window, scaled to [-100, 100].
RateOfChange: Rate of Change indicator
RciRibbon: RCI Ribbon: short, middle and long Rank Correlation Index lines in a separate pane.
RefusedStudy: A study the chart refused at its study cap, handed back unchanged by into_inner.
RelativeVigorIndex: Relative Vigor Index (RVI) Measures conviction of price movement Uses the relationship between close-open vs high-low
RelativeVolatilityIndex: Relative Volatility Index, a 0 to 100 oscillator in a separate pane.
RelativeVolumeAtTime: Volume relative to its average at the same point of the previous periods, as columns around a level at 1.
Reversal: Reversal: bars that make a new extreme and close beyond the previous close.
RsiDivergence: RSI Divergence Indicator: the RSI with regular and hidden divergences against price.
SMA: Simple Moving Average indicator.
SMIErgodic: Blau’s SMI Ergodic study: the SMI and signal lines, or with OSCILLATOR their difference.
SWMA: Symmetrically Weighted Moving Average indicator.
SchaffTrendCycle: Schaff Trend Cycle (STC) Combines MACD with stochastic to create a faster, more accurate oscillator Oscillates between 0 and 100
Seasonality: Monthly projection from the average change of the same month in earlier years, drawn on the price chart.
SmoothedMA: Smoothed Moving Average (Wilder’s Smoothing)
SqueezeMomentum: Squeeze Momentum Indicator Combines Bollinger Bands and Keltner Channels to identify periods of low volatility When BB is inside KC = “squeeze” (low volatility period)
StandardDeviation: Standard Deviation indicator
StandardError: Standard Error of the linear regression of close prices over a rolling window.
StandardErrorBands: Standard Error Bands - upper/middle (linear regression)/lower bands where upper = LinReg + multiplier * StdError, lower = LinReg - multiplier * StdError.
Stepper: Runs a causal study one step per bar and keeps the state before the last bar, so a last-bar update or an append resumes instead of recomputing the whole series. calculate is run(data, 0, ..), so batch and streaming share one code path.
Stochastic: Stochastic Oscillator indicator
StochasticMomentumIndex: Stochastic Momentum Index (SMI) Enhanced stochastic that measures close relative to HL range midpoint More responsive than standard stochastic
StochasticRSI: Stochastic RSI indicator
StudyCandle: One OHLCV candle spanning an exclusive range of source bar indices.
StudyFill: A band between two plots or levels.
StudyInput: An editable input, with a stable study-local id and its current value.
StudyLabel: Text beside a study value, stored once per label instead of per bar.
StudyPane: Default layout and reference levels supplied by a study for its separate pane.
StudyProjection: A projected price band whose endpoints can fall between bar centres.
StudySettings: Host-serializable presentation settings of an applied study.
StudySettingsSnapshot: An owned settings and input snapshot without calculated study data. Used by chart history; restoring it requires recalculation on the current bars.
StudyTable: A labelled table drawn in the lower right of the study’s pane.
StudyTemplate: Serializable inputs and presentation of one study. Hosts may resolve name through their own study factory when they supply custom studies.
StudyTemplateSet: The studies of a chart, with the links between them and the panes they share, as Chart::study_template_set saves them and Chart::apply_study_template_set applies them.
StudyZone: A price band between two source bars, stored once instead of as a value on every bar.
SuperTrend: SuperTrend indicator
SymbolPair: A ratio, spread or correlation of two series, each a price source of a symbol. RATIO selects the ratio and CORRELATION the correlation; neither selects the spread. With both true, CORRELATION takes precedence and the study is the correlation.
TEMA: Triple Exponential Moving Avg indicator
TRIX: TRIX - Triple Exponential Avg A momentum oscillator that shows the rate of change of a triple-smoothed EMA Filters out insignificant price movements
TechnicalRatings: Moving-average, oscillator and summary ratings from the votes of their components.
TimePriceOpportunity: Each session’s TPO profile on the price pane, starting at the session’s first bar, with its point of control, value area and initial balance.
TimeWeightedAvgPrice: Time Weighted Average Price, restarted at each anchor period.
TradeDeltaValue: One bar’s trade-based delta, cumulative delta candle, and rolling totals.
TradeProfile: Executed volume over one session or composite, with the POC after each contributing bar.
TradeProfileRanges: Half-open session ranges. Adjacent sessions can be merged and split again by the user.
TradingSessions: Background highlight of up to three trading sessions on intraday charts.
TrendDetectionIndex: Trend Detection Index (TDI), M. H. Pee, Technical Analysis of Stocks & Commodities, October 2001.
TrendIntensityIndex: Trend Intensity Index (TII), after M. H. Pee (Technical Analysis of Stocks & Commodities, June 2002).
TrendStrengthIndex: Trend Strength Index: the Pearson correlation of the source price with bar position over the last period bars, from -1 for a straight fall to 1 for a straight rise.
TripleMA: Three simple averages with independently chosen lengths.
TrueRange: True Range (not avgd)
TrueStrengthIndex: True Strength Index (TSI), William Blau, “Momentum, Direction, and Divergence” (1995).
TypicalPrice: Typical Price (HLC/3) Simple avg of high, low, close Also known as pivot point Note: Same formula as HLC3 in average_price; kept for backwards compatibility under the “TP” indicator name.
UlcerIndex: Root mean square drawdown from the rolling highest close.
UltimateMomentum: Ultimate Momentum Oscillator Custom composite momentum indicator Combines multiple timeframes for confirmation
UltimateOscillator: Ultimate Oscillator indicator
UpDownVolume: Up and down volume from intrabars supplied by the host, in a separate pane.
VIDYA: VIDYA - Variable Index Dynamic Avg Adaptive moving avg that adjusts based on volatility Uses Chande Momentum Oscillator for volatility measurement
VWMA: Volume Weighted Moving Avg (VWMA) Moving avg weighted by volume - gives more importance to high-volume periods
VisibleAveragePrice: Average of the visible bars’ closes, recalculated when the chart pans or zooms.
VolProfileAnchored: Volume from a saved start time to the latest bar; all loaded bars until an anchor is chosen.
VolProfileAutoAnchored: Volume from the latest calendar anchor or an extreme in the chosen lookback.
VolProfileFixed: Volume between inclusive saved start and end times; all loaded bars until times are chosen.
VolProfilePeriodic: One volume profile per chosen exchange calendar period, weekly by default.
VolProfileSession: One volume profile per exchange trading day, including the whole session of visible bars.
VolProfileVisible: Volume distributed over the bars currently visible in the chart.
VolatilityStop: Volatility Stop: a trailing ATR stop that reverses with the trend.
Volume: Volume columns and a moving average, in the price pane or a separate pane.
Volume24h: Rolling volume over the last 24 hours of calendar time, in a separate pane.
VolumeDelta: Each bar’s volume delta from lower-interval candles, as a candle from zero, in a separate pane.
VolumeOscillator: Volume Oscillator Measures the difference between two volume moving avgs Similar to MACD but for volume
VolumePriceTrend: Volume Price Trend (VPT) Cumulative volume indicator that considers price changes Similar to OBV but uses percentage changes
VolumeRateOfChange: Volume Rate of Change (VROC) Measures the rate of change in volume over a specified period Helps identify volume trends and divergences
VolumeWeightedAvgPrice: Volume Weighted Average Price, restarted at each anchor period, with optional standard deviation bands.
VolumeWeightedMACD: Volume Weighted MACD indicator
VortexIndicator: Vortex Indicator (VI) Identifies trend direction and strength Uses True Range and directional movement concepts
VwapAutoAnchored: VWAP from an automatically found anchor bar to the latest bar.
WMA: Weighted Moving Avg indicator
Wedge: A rising or falling wedge found from confirmed swing pivots.
Week52HighLow: Close position in the high-low range over the inclusive last 364 days.
Week52HighLowLevels: Highest high and lowest low over the inclusive last 364 days, drawn on the price pane. Bars before 52 weeks of history have no value, regardless of the bar interval.
WeightedClose: Weighted Close
WilliamsAD: Williams Accumulation/Distribution Developed by Larry Williams Measures buying and selling pressure
WilliamsAlligator: Williams Alligator: jaw, teeth and lips lines, displaced forward.
WilliamsFractals: Williams Fractals: up fractals at swing highs and down fractals at swing lows.
WilliamsR: Williams %R indicator
WoodiesCCI: Woodies CCI: CCI 14 columns, CCI Turbo and CCI 14 lines in a separate pane.
ZLEMA: Zero Lag EMA Reduces lag in EMA by using error correction
ZeroTrendVol: Zero-mean close-to-close volatility, without subtracting the mean log return.
ZigZag: Zig Zag: the swings of at least deviation_percent (Merrill’s filtered waves), drawn as straight lines between consecutive pivots.
ZigZagPivot: One swing extreme in source-bar order. The last pivot is provisional and can move.
ZoomState: A snapshot of zoom parameters, used for undo/redo of zoom operations.

Enums§

AnchorPeriod: A calendar period of trading days.
AtrSmoothing: Average of the true range that ATR draws. Every smoothing has its first value on the period-th true range.
AutoAnchor: How VwapAutoAnchored finds its anchor bar.
AutoDrawingKind: Construction to place on the latest Zig Zag pivots.
AverageType: Average formula used by a line of MACombination.
CVDMode: How CVD estimates a bar’s delta from its prices
CrossDirection: Direction of a crossing marker.
EnvelopeAverage: The moving average in the middle of Envelopes.
FillBoundary: One boundary of a study band, in the study’s value scale.
FootprintStudyKind: Meaning of a footprint annotation. Sells trade on the bid and buys on the ask.
FootprintStudyState: Where a level or zone stands against later trading.
FormationKind: The formation a detector looks for.
FormationStatus: Whether a formation has broken out.
ImpulseSignal: Signal state for Elder Impulse
IndicatorValue: The output value of an indicator at a single bar position.
InputKind: The accepted values of a study input.
InputValue: A study input’s current value.
KeltnerBand: How far the bands of KeltnerChannels lie from the middle line, before the multiplier.
LabelPlacement: Where the text of a StudyLabel sits relative to its point.
MoonPhase: A phase of the Moon with a published instant.
OscillatorAverage: Average formula of an oscillator’s averages and signal line, and of the middle line of KeltnerChannels.
PatternDirection: The side a confirmed formation points to.
PatternFamily: Which formations a ChartPatterns study looks for.
PatternTrend: How CandlestickPatterns decides whether a bar is in a downtrend or an uptrend.
PatternType: Which signals CandlestickPatterns marks.
PivotLabelSide: Which end of each pivot level its label sits at.
PivotMethod: The level formulas used by PivotPoints.
PivotTimeframe: The calendar period of each set of pivots.
PlotType: Geometry for one output line.
RelativeVolumeAnchor: The period at whose start RelativeVolumeAtTime restarts its comparison.
RelativeVolumeMode: The volume compared by RelativeVolumeAtTime.
StudyCell: A cell in a study table.
StudyError: Why a study was not built, edited, given a source or added.
StudyIntervalRange: Interval visibility evaluated for every interval, including custom and trade-based ones. Ordered ranges compare nominal duration for time bars and thresholds within the same trade-based family. Other families are outside the range. Only matches the exact interval.
StudyScale: Value scale in the pane selected by super::Indicator::is_overlay.
StudySource: A price series or an output of another study on the chart.
VolumeAverage: Moving average formula for volume.
VolumeColorRule: Comparison used to colour volume columns. An unchanged close is always up.
VwapAnchor: The period over which VolumeWeightedAvgPrice accumulates before it restarts.
ZigZagChange: How a Zig Zag label writes the change from the previous pivot.
ZigZagMode: ZigZag mode - what price to use

Traits§

Indicator: The core trait that every technical indicator must implement.

Functions§

footprint_studies: Finds stacked imbalances, unfinished highs and lows, naked POCs, delta POCs, clusters, single prints and bars whose delta percentage or bid/ask ratio reaches a threshold, in the bars from Footprint::complete_from on.
lunar_phases: The new and full moons in from..to, in time order, over 1900-01-01 to 2100-01-01 UTC; see the module documentation for the time basis and accuracy.
trade_delta: Computes one value per supplied bar, with zero delta for bars without executions.
trade_profiles: Builds exact profiles from footprint rows. No OHLC volume is distributed across prices. Ranges select whole bars, so session and split boundaries must align with the footprint’s bar clock. Unknown aggressor volume remains separate and contributes only to total volume. Bars before Footprint::complete_from, whose executions are not all held, are left out; TradeProfile::complete tells whether a range starts before it.

Type Aliases§

AdvanceDeclineLine: Running total of advancing minus declining issues.
AdvanceDeclineRatio: Advancing issues divided by declining issues.
Correlation: Rolling Pearson correlation of the two series.
CumulativeVolumeIndex: Running total of advancing volume minus declining volume.
FallingWedge: A wedge that slopes down and narrows, confirmed by a close above its upper line.
Ratio: The first series divided by the second.
RisingWedge: A wedge that slopes up and narrows, confirmed by a close below its lower line.
SMIErgodicIndicator: SMI and signal lines of the SMI Ergodic Indicator.
SMIErgodicOscillator: Histogram of the SMI minus its signal, the SMI Ergodic Oscillator.
Spread: The first series minus the second.

Module studies

Module studies Copy item path

§Calculating a study

Re-exports§

Modules§

Structs§

Enums§

Traits§

Functions§

Type Aliases§

Module studies