A technical indicator catalog documented the same way: the formula, the chart it draws, the edge cases that bite, and a concise path into StratForge validation.
A broad indicator reference across trend, momentum, volatility, moving-average, oscillator, and statistical families. Each entry emphasizes the derivation, visual behavior, and implementation assumptions.
Each reference page is built the same way: the formula in math, the picture on a chart, the failure modes that bite, and code you can paste in.
Original definitions, not paraphrased blog versions. With the smoothing nuance (SMMA vs EMA vs SMA) that determines whether your numbers match a Bloomberg terminal.
A purpose-drawn picture, not a screenshot of TradingView. Levels, divergences, and smoothing artifacts, annotated where they matter.
Every indicator lies in some regime. Sideways markets, gaps, holiday data, log returns vs simple. We list the failure modes so they can be tested before a signal is trusted.
Every indicator is a research primitive. Reference snippets show how to express the logic, then validate it against data before relying on the signal.
Most online indicator references are surface-level. Ours are written by the people who implement them, with the smoothing pitfalls and edge cases included, not glossed.
| Wikipedia / blog entry | StratCraft · indicator reference | |
|---|---|---|
| Formula | Listed once, vague on smoothing | SMMA / EMA / SMA variants spelled out, all three |
| Visual | A screenshot of TradingView | Purpose-drawn chart with annotated signals |
| Edge cases | "May generate false signals in choppy markets" | Listed by name with specific regimes and remedies |
| Reference code | Pseudocode that won't compile | Working Python + C++23, vetted against the engine |
| Cross-links | Static "See also" list | Live links to every playbook that uses this indicator |
An indicator is just a feature. Three steps to take it from a math line on a page to a backtested signal in your portfolio.
Every page opens with the math and the visual side by side. Six minutes to internalise what the indicator measures and what it doesn't.
Define the indicator, set the period, and make the signal rule explicit. StratForge can then evaluate the behavior against market data.
Indicators compose. RSI + ATR + Donchian becomes a complete trend-following framework, the same way the 23 playbooks are built.
Featured entries are shown below, followed by the full catalog. Each entry documents formula, chart behavior, edge cases, and reference code where available.
Wilder's 1978 momentum oscillator, bounded 0–100. The smoothing nuance (SMMA vs EMA) is what trips most implementations. Used in 9 playbooks.
Volatility envelope at ±2σ around a 20-period SMA. Squeeze → expansion is the canonical setup.
Moving Average Convergence Divergence. Three readings in one: line, signal, histogram. Appel, 1979.
Simple and exponential moving averages, the smoothing primitives underneath everything else.
The volatility unit Wilder built. The sizing primitive behind every Turtle-style system.
The N-period highest high and lowest low. The original Turtle breakout primitive.
Where is close, relative to the recent range? %K and %D, bounded 0–100. Lane, 1950s.
Five lines, one chart. Trend, momentum, support: the kumo reads the regime at a glance.
Volume-weighted average price. The intraday fair-value line that desks actually trade against.
Cumulative signed volume. Granville's 1963 classic: volume confirmation in one line.
Lambert's 1980 oscillator, unbounded. ±100 are not limits, they are alert lines.
The reverse of Stochastic, on a −100 to 0 scale. Larry Williams, 1970s: fast, raw, useful.
Wilder's directional movement system. ADX measures strength; +DI/−DI measure direction.
Volume by price level. The point of control reveals where everyone agrees on fair value.
How many standard deviations from the mean. The math primitive behind every mean-reversion signal.
Two threads to pull on next: see the indicators in action, or step up to the algorithm primitives.
Indicators are the alphabet; playbooks are the sentences. See Turtle Trading combine Donchian and ATR, or Bollinger Bands + MACD compose volatility and momentum.
Browse the playbook →One level up from indicators: trend filters, oscillators, regime detectors, position sizers. The reusable kit every strategy is built from.
Explore the algorithm library →Use the catalog to choose an indicator, define the signal logic, and validate the behavior in StratForge before treating it as part of a strategy workflow.
StratCraft is one of three engines we build. Same philosophy: open-source where possible, performance-first, no lock-in.
C++23 FIX protocol engine. 3× faster than QuickFIX with zero-allocation design. Production-grade message handling for venues that don't forgive a missed heartbeat.
Learn more →The networking and identity layer for AI agents: discovery, naming, encrypted relay, and autonomous cooperation. The wires beneath the agent economy.
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