Algorithms - RTTA

This file lists the public indicator algorithms exported by rtta. Tuning/result helper types are intentionally omitted. Detailed implementation notes and external references live in per-algorithm pages under documentation/algorithms/.

Algorithm	Description
`AbsolutePriceOscillator`	Difference between fast and slow moving averages in price units.
`AccelerationBands`	TA-Lib style acceleration bands: SMA of scaled high/low extremes with SMA middle.
`AcceleratorOscillator`	Bill Williams Accelerator Oscillator: Awesome Oscillator minus its SMA.
`AccumulationDistribution`	Volume-price accumulation/distribution line.
`AccumulativeSwingIndex`	Cumulative sum of Wilder's Swing Index.
`ADWIN`	Adaptive-window mean drift detector with bounded history and directed shift output.
`Alligator`	Bill Williams Alligator jaw/teeth/lips as shifted SMMA of median price.
`AlphaBetaGammaTrackingFilter`	Steady-state Kalman-like price, velocity, and acceleration tracker.
`AmihudIlliquidity`	Rolling average absolute return per dollar of traded volume.
`AnchoredVWAP`	VWAP accumulated from arbitrary anchor/reset events rather than a fixed session or rolling window.
`AndrewsPitchfork`	Streaming Andrews Pitchfork median and parallel channels from percent swing pivots.
`ArnaudLegouxMovingAverage`	Arnaud Legoux moving average with Gaussian weights controlled by offset and sigma.
`Aroon`	Aroon Up/Down trend age indicators based on recent highs and lows.
`AroonOscillator`	Difference between Aroon Up and Aroon Down.
`ATR`	Average True Range volatility over a rolling window.
`ATRP`	Average True Range expressed as a percentage of price.
`ATRRegimeDetector`	Stateful ATR regime detector with high/low hysteresis bands.
`AuctionContinuousMarketTransitionDetector`	Hysteresis detector for auction-versus-continuous market phase signals.
`AverageDirectionalMovementIndex`	ADX trend-strength indicator.
`AverageDirectionalMovementIndexRating`	ADXR smoothed ADX trend-strength rating.
`AveragePrice`	Average of open, high, low, and close.
`AwesomeOscillator`	Difference between short and long median-price moving averages.
`BalanceOfPower`	Open/high/low/close buying-versus-selling pressure measure.
`BearsPower`	Elder bears power: low minus EMA of close.
`Beta`	Rolling beta of one series against another.
`BetaRegimeDetector`	Stateful rolling beta regime detector with upper/lower hysteresis bands.
`Bias`	Percent deviation of price from its simple moving average.
`BidAskBounceRegimeDetector`	EWMA bid/ask side alternation detector for quote-bounce regimes.
`BollingerBands`	Moving-average envelope based on standard deviations.
`BollingerBandwidth`	Bollinger band width as (upper-lower)/middle for a rolling mean and standard-deviation envelope.
`BollingerPercentB`	Bollinger %B position of price inside a rolling mean and standard-deviation envelope.
`BoundedBOCPD`	Bounded-memory Bayesian online change-point detector with constant hazard.
`BullsPower`	Elder bulls power: high minus EMA of close.
`CalibrationDriftDetector`	EWMA probability-calibration error drift detector.
`CamarillaPivotPoints`	Camarilla support/resistance pivots from the previous bar HLC.
`CDL3BlackCrows`	Three black crows: three declining bearish bodies.
`CDL3Inside`	Three inside up/down: harami plus confirmation bar.
`CDL3Outside`	Three outside up/down: engulfing plus confirmation bar.
`CDL3WhiteSoldiers`	Three white soldiers: three advancing bullish bodies.
`CDLBeltHold`	Belt hold: opens at extreme and posts a long body.
`CDLClosingMarubozu`	Closing marubozu: body closes at/near the extreme of the bar.
`CDLCounterAttack`	Counterattack: opposite long body closing near prior close.
`CDLDarkCloudCover`	Dark cloud cover: bearish close through midpoint of prior bull bar.
`CDLDoji`	Doji candlestick: very small real body relative to range (indecision).
`CDLDojiStar`	Doji star: doji after a long body (reversal risk).
`CDLDragonflyDoji`	Dragonfly doji: doji with long lower shadow (bullish rejection).
`CDLEngulfing`	Engulfing: current body fully engulfs prior body (reversal).
`CDLEveningDojiStar`	Evening doji star: evening star with doji middle bar.
`CDLEveningStar`	Evening star: three-bar bearish reversal.
`CDLGravestoneDoji`	Gravestone doji: doji with long upper shadow (bearish rejection).
`CDLHammer`	Hammer: long lower shadow in a downtrend (bullish).
`CDLHangingMan`	Hanging man: hammer shape in an uptrend (bearish).
`CDLHarami`	Harami: small body inside prior body (reversal/pause).
`CDLHaramiCross`	Harami cross: doji inside prior body.
`CDLHighWave`	High-wave candle: tiny body with very long shadow(s).
`CDLInvertedHammer`	Inverted hammer: long upper shadow in a downtrend (bullish).
`CDLLongLeggedDoji`	Long-legged doji: doji with long upper and lower shadows.
`CDLLongLine`	Long line: large real body relative to recent average body.
`CDLMarubozu`	Marubozu: range dominated by real body (strong directional bar).
`CDLMatchingLow`	Matching low: two bear bars with matching closes (support).
`CDLMorningDojiStar`	Morning doji star: morning star with doji middle bar.
`CDLMorningStar`	Morning star: three-bar bullish reversal.
`CDLPatternPack`	Multi-output pack of common CDL patterns from one OHLC update.
`CDLPiercing`	Piercing line: bullish close through midpoint of prior bear bar.
`CDLShootingStar`	Shooting star: long upper shadow in an uptrend (bearish).
`CDLShortLine`	Short line: small real body relative to recent average body.
`CDLSpinningTop`	Spinning top: small body with upper and lower shadows (indecision).
`CDLTriStar`	Tri-star: three consecutive dojis (reversal).
`ChaikinMoneyFlow`	Volume-weighted money flow over a window.
`ChaikinOscillator`	MACD-style oscillator of the accumulation/distribution line.
`ChaikinVolatility`	Percent rate-of-change of an EMA of the high-low range.
`ChandeForecastOscillator`	Chande forecast oscillator: percent distance of close from time-series forecast.
`ChandelierExit`	ATR trailing chandelier long and short exits from rolling high/low extremes.
`ChandeMomentumOscillator`	Momentum oscillator using sums of recent gains and losses.
`ChoppinessIndex`	CHOP range/trend measure based on true range versus high-low range.
`ClosePressureReversalSignal`	End-of-day cross-sectional reversal signal using rest-of-day return, volume/transaction pressure, VWAP location, and rolling conformal-style error bands.
`CointegrationBreakdownMonitor`	Streaming residual-z monitor for pair relationship breakdowns using an EWMA hedge estimate.
`CommodityChannelIndex`	CCI deviation of typical price from its moving average.
`ComparativeRelativeStrength`	Ratio of two price series (A/B relative strength).
`ConformalBands`	Streaming split-conformal style bands around an SMA center using rolling absolute residual quantiles.
`ConnorsRSI`	Composite oscillator averaging price RSI, streak RSI, and percent-rank of one-period price change.
`CoppockCurve`	Weighted moving average of long and short rate-of-change values.
`Correlation`	Rolling Pearson correlation between two series.
`CorrelationRegimeDetector`	Stateful rolling correlation regime detector with upper/lower hysteresis bands.
`CrossAssetCorrelationBreakDetector`	Short-versus-long rolling correlation break detector for two assets.
`CrossAssetOrderFlowImbalance`	Rolling beta of own return on peer OFI with implied impact and residual.
`CumulativeReturn`	Cumulative return from the first close.
`CUSUM`	Causal cumulative-sum event filter for detecting threshold-sized directional moves.
`DailyLogReturn`	Log return between consecutive closes.
`DailyReturn`	Percentage return between consecutive closes.
`DDM`	Drift Detection Method for Bernoulli prediction-error streams.
`DecomposedOrderFlowImbalance`	Quote-driven add/cancel/trade decomposition of Cont-style order-flow pressure.
`Delay`	Lagged value from a fixed number of samples ago.
`DeMarker`	DeMarker oscillator from rolling up-high and down-low pressure.
`DetrendedPriceOscillator`	DPO cycle indicator comparing price to a displaced average.
`DirectionalChangeDetector`	Directional-change intrinsic-time events with overshoot tracking.
`DirectionalMovementIndex`	DX directional movement trend-strength indicator.
`DollarBarGenerator`	Information-driven dollar bars that close when price×volume accumulates to a threshold.
`DollarRunBarGenerator`	Same-sign dollar run bars that close when cumulative
`DonchianChannel`	Channel from rolling highest high and lowest low.
`DoubleEMA`	DEMA lag-reduced moving average.
`EaseOfMovement`	Volume/range indicator for ease of price movement.
`EDDM`	Early Drift Detection Method using distances between prediction errors.
`EfficiencyRatio`	Kaufman efficiency ratio of net directional move to path length over a rolling window.
`EhlersCenterOfGravity`	Ehlers center-of-gravity oscillator of a rolling price window with lag trigger.
`EhlersCyberCycle`	Ehlers cyber cycle band-pass style cycle oscillator with trigger.
`EhlersDecycler`	Ehlers decycler trend estimate and residual oscillator.
`EhlersInstantaneousTrendline`	Ehlers instantaneous trendline with two-bar trigger.
`EhlersOptimalTrackingFilter`	Adaptive tracking filter using Ehlers' price uncertainty tracking index.
`EhlersRoofingFilter`	Ehlers roofing filter: high-pass plus Super Smoother low-pass.
`EhlersSuperSmoother`	Ehlers two-pole Super Smoother low-pass filter.
`ElderRayIndex`	Bull and bear power as high/low distance from an EMA of close.
`ElderThermometer`	Elder bar-range thermometer: current range vs previous range (ratio and hot flag).
`EMA`	Exponential moving average with more weight on recent samples.
`EWMA`	Exponentially weighted moving average parameterized by alpha/span/com.
`EWMAZScoreShiftDetector`	Causal EWMA mean/variance z-score event detector for threshold-sized shifts.
`ExecutionCostSlippageRegimeDetector`	Stateful relative execution-cost/slippage regime detector from trade price versus quote mid.
`FastStochastic`	Fast stochastic %K/%D oscillator.
`FeatureDistributionDriftDetector`	Bounded ADWIN-style drift detector for a single streaming feature distribution.
`FibonacciPivotPoints`	Fibonacci support/resistance pivots from the previous bar HLC.
`FibonacciRetracementLevels`	Rolling Fibonacci retracement levels between recent high and low.
`FisherTransform`	Ehlers transform of normalized recent high/low position into a turning-point oscillator.
`FlowPressureCapacitySignal`	Event-time aggressive flow versus opposing L1 capacity, corrected for queue replenishment, withdrawal fragility, and transient imbalance.
`FOCuS`	Functional online CUSUM mean changepoint detector with candidate pruning (Romano et al.).
`ForceIndex`	Price-change times volume oscillator.
`FourierResidueIdentity`	Fourier-Residue Identity splitting return autocorrelation into testable direction (sign, k=2) and magnitude (k=4) channels, with Fejér variance ratios per channel.
`FractalAdaptiveMovingAverage`	Ehlers FRAMA using fractal dimension to adapt EMA smoothing.
`GatorOscillator`	Bill Williams Gator Oscillator from Alligator jaw-teeth and teeth-lips gaps.
`GaussianProcessRegressionBands`	Rolling RBF-kernel Gaussian process posterior mean with uncertainty bands.
`GeometricMovingAverage`	Geometric moving average as exp of SMA of log prices.
`GuppyMMARibbon`	Full Guppy MMA ribbon of six short and six long EMAs plus group averages.
`GuppyMultipleMovingAverage`	Guppy MMA short and long EMA-group averages and spread.
`HawkesIntensity`	Exponential Hawkes self-exciting intensity process for event times.
`HDDM`	Hoeffding-bound drift detector for Bernoulli prediction-error streams.
`HeikinAshiTransform`	Incremental Heikin-Ashi OHLC transform for smoothing candles.
`HiddenSemiMarkovRegimeFilter`	Online Gaussian hidden semi-Markov-style regime filter with bounded duration bias.
`High`	Rolling highest value.
`HighIndex`	Offset/index of the rolling highest value.
`HighLow`	Combined rolling minimum and maximum values.
`HighLowIndex`	Combined offsets/indexes of rolling minimum and maximum values.
`HilbertDominantCyclePeriod`	TA-Lib HT_DCPERIOD-compatible dominant cycle period.
`HilbertDominantCyclePhase`	TA-Lib HT_DCPHASE-compatible dominant cycle phase in degrees.
`HilbertPhasor`	TA-Lib HT_PHASOR-compatible in-phase and quadrature components.
`HilbertSineWave`	TA-Lib HT_SINE-compatible sine and lead-sine waves.
`HilbertTrendline`	TA-Lib HT_TRENDLINE-compatible instantaneous trendline.
`HilbertTrendMode`	TA-Lib HT_TRENDMODE-compatible trend-versus-cycle mode flag (1=trend, 0=cycle).
`HistoricalVolatility`	Annualized rolling standard deviation of log returns.
`HitRateDriftDetector`	EWMA hit-rate degradation detector using miss-rate hysteresis.
`HullMovingAverage`	HMA lag-reduced weighted moving average.
`Ichimoku`	Ichimoku conversion, base, leading spans, lagging span, and displaced cloud spans.
`ImbalanceBarGenerator`	Volume-imbalance bars that close when
`Inertia`	Dorsey inertia: linear regression of relative volatility index.
`IntegratedOrderFlowImbalance`	Multi-level Cont OFI projected onto an online first principal component.
`InteractingMultipleModelFilter`	Four-regime IMM Kalman tracker that blends low-volatility, high-volatility, trend, and chop models by online probabilities.
`IntradayClockEchoSignal`	Same-clock intraday return-periodicity signal trained from prior aggregate-bar day lists.
`IntradayIntensity`	Rolling volume-weighted intraday intensity (2C-H-L)/(H-L).
`IntradayMomentumIndex`	RSI-style oscillator of open-to-close gains versus losses within each bar.
`InverseFisherRSI`	Inverse Fisher transform of RSI for sharper turning points.
`KagiChart`	Streaming Kagi line, direction, and reversal events.
`KalmanExtremumTrend`	Kalman trend combined with stochastic-style position inside recent extrema.
`KalmanHedgeRatio`	Online Kalman regression hedge ratio and pair spread.
`KalmanInnovationResidualBOCPD`	Kalman innovation z-score residual piped into ResidualBOCPD changepoint detection.
`KalmanInnovationResidualFOCuS`	Kalman innovation z-score residual piped into FOCuS changepoint detection.
`KalmanInnovationZScore`	Signed measurement innovation normalized by the predicted innovation standard deviation.
`KalmanLocalLinearTrend`	Kalman local level/trend state-space estimator.
`KalmanMovingAverage`	Kalman price filter using a local linear price/velocity model.
`KalmanPredictionBands`	One-step Kalman prediction with upper/lower bands from predicted measurement uncertainty.
`KalmanRegressionChannel`	Online Kalman regression with prediction channel and spread.
`KalmanTrendSignal`	Kalman-filtered trend line with buy/sell signal based on price versus filtered trend.
`KalmanVelocityOscillator`	Zero-centered velocity state from a constant-velocity Kalman price model.
`Kama`	Kaufman Adaptive Moving Average.
`KeltnerChannel`	EMA/ATR volatility channel.
`KeltnerChannelOriginal`	Original SMA/range Keltner channel variant.
`KlingerVolumeOscillator`	Volume-force oscillator using fast and slow EMAs plus signal line.
`KSTOscillator`	Pring Know Sure Thing smoothed multi-ROC oscillator.
`KSWIN`	Kolmogorov-Smirnov sliding-window drift detector.
`KyleLambda`	Rolling price-impact slope of returns against signed square-root dollar volume.
`LeadLagRegimeDetector`	EWMA cross-lag detector for which of two series is leading.
`LinearRegression`	Rolling least-squares fitted value.
`LinearRegressionAngle`	Angle of the rolling linear-regression slope.
`LinearRegressionIntercept`	Intercept of the rolling linear-regression fit.
`LinearRegressionSlope`	Slope of the rolling linear-regression fit.
`LiquidityDroughtDetector`	Relative volume/depth drought detector using lower-threshold hysteresis.
`LiquidityRegimeDetector`	EWMA Amihud-style liquidity regime detector using absolute return per dollar volume.
`Low`	Rolling lowest value.
`LowIndex`	Offset/index of the rolling lowest value.
`MACD`	MACD line, signal, and histogram from fast/slow EMA difference.
`MACDExt`	MACD with selectable SMA/EMA types for fast, slow, and signal.
`MACDFix`	Fixed 12/26 MACD with multi-output line, signal, and histogram.
`MarketFacilitationIndex`	Bar range divided by volume (Bill Williams MFI).
`MarketOpenCloseTransitionDetector`	Session-progress transition detector for market-open and market-close bands.
`MassIndex`	Range-expansion reversal indicator.
`MatchedFlowConformalSignal`	Intraday OHLCV matched-flow signal with conformal-style rolling error bands and target sizing diagnostics.
`McGinleyDynamic`	McGinley Dynamic adaptive moving average that speeds up in trends and slows in chop.
`MedianPrice`	Average of high and low.
`MesaAdaptiveMovingAverage`	Ehlers MAMA/FAMA adaptive moving averages driven by dominant cycle phase.
`MessageEventOrderFlowImbalance`	Rolling OFI accumulated from discrete LOB/trade message events (add/cancel/trade).
`MicrostructureNoiseRegimeDetector`	EWMA trade-versus-mid noise detector normalized by quoted spread.
`MidPoint`	Midpoint of rolling high and low values for one series.
`MidPrice`	Midpoint of rolling high and low price series.
`MinusDirectionalIndicator`	Negative directional indicator.
`MinusDirectionalMovement`	Negative directional movement.
`Momentum`	Difference between current value and a prior value.
`MoneyFlowIndex`	Volume-weighted RSI-like money flow oscillator.
`MovingAverageEnvelope`	Percentage envelope bands above and below a simple moving average.
`MovingAverageVariablePeriod`	SMA with a per-bar variable period (TA-Lib MAVP-style).
`MultiLevelOrderFlowImbalance`	Cont-style order-flow imbalance at each book level with sum/mean aggregates.
`MultiPeerOrderFlowImbalance`	Basket peer OFI (equal-weight mean) with rolling beta impact on own return.
`NadarayaWatsonEnvelope`	Gaussian-kernel Nadaraya-Watson smoother with weighted residual bands.
`NegativeVolumeIndex`	Cumulative indicator that changes on lower-volume periods.
`NormalizedATR`	ATR normalized by close.
`OnBalanceVolume`	Cumulative volume added/subtracted by close direction.
`OnlineGaussianMixtureRegimeFilter`	Online Gaussian mixture regime filter with bounded component count.
`OnlineHMMRegimeFilter`	Online Gaussian hidden Markov regime filter with fixed transition persistence.
`OnlineMarkovSwitchingVolatilityFilter`	Online two-state Markov-switching volatility filter over close-to-close moves.
`OrderFlowImbalance`	Quote-level best bid/ask price and size change pressure over a rolling update window.
`OrderFlowImbalanceRegimeDetector`	EWMA order-flow imbalance regime detector with buy/sell pressure hysteresis.
`PageHinkley`	Causal Page-Hinkley mean-shift event detector with directed up/down output.
`PairsSpreadRegimeDetector`	Streaming EWMA hedge-ratio residual z-score detector for pair-spread regimes.
`ParabolicSAR`	Parabolic stop-and-reverse trailing trend indicator.
`ParabolicSARExtended`	Extended parabolic SAR with separate long/short AF chains (SAREXT-style).
`ParticleFilterTrend`	Deterministic-seed particle trend filter with Laplace measurement likelihood and effective sample size output.
`PercentagePrice`	Percentage Price Oscillator.
`PercentageVolume`	Percentage Volume Oscillator.
`PivotPoints`	Classic floor pivot points (PP/R1-R3/S1-S3) from the previous bar.
`PlusDirectionalIndicator`	Positive directional indicator.
`PlusDirectionalMovement`	Positive directional movement.
`PointAndFigure`	Streaming point-and-figure box price, direction, and reversals.
`PositiveVolumeIndex`	Cumulative indicator that changes on higher-volume periods.
`PredictionErrorDriftDetector`	EWMA absolute prediction-error drift detector.
`PrettyGoodOscillator`	Close minus SMA normalized by ATR (PGO).
`ProjectionOscillator`	Stochastic-style oscillator of close within linear-regression projection bands of high and low.
`PsychologicalLine`	Percent of up-closes over a rolling window.
`QStick`	Simple moving average of close minus open.
`QuoteMessageRateRegimeDetector`	Relative EWMA quote-message-rate regime detector.
`QuoteStuffingDetector`	EWMA quote-to-trade message ratio detector for quote-stuffing episodes.
`RainbowMovingAverage`	Mel Widner rainbow: recursive SMA layers with outer/high/low/mid/width.
`RainbowOscillator`	Rainbow oscillator: percent width and position of recursive SMA layers.
`RandomWalkIndex`	Random walk index high/low relative to ATR-scaled range.
`RangeActionVerificationIndex`	RAVI: absolute short-vs-long SMA gap as a percent of the long SMA.
`RateOfChangePercentage`	Period-over-period rate of change as a fraction.
`RateOfChangeRatio`	Rate-of-change ratio against a prior value.
`RateOfChangeRatio100`	Rate-of-change ratio scaled by 100.
`RealizedVarianceRegimeDetector`	Rolling realized-variance regime detector from squared close-to-close changes.
`RelativeVigorIndex`	Smoothed close-open momentum relative to high-low range with signal line.
`RelativeVolatilityIndex`	RSI-style relative volatility index on rolling close stddev.
`RenkoBrickGenerator`	Event-driven Renko price transform that emits signed brick counts and current brick state from close updates.
`ResidualBOCPD`	Bounded BOCPD changepoint detector applied to residual/innovation series.
`ResidualDriftDetector`	EWMA residual z-score drift detector with signed hysteresis output.
`ResidualFOCuS`	FOCuS applied to residual/innovation series for model-based changepoint detection.
`ROC`	Rate of Change momentum as percentage change over a lookback.
`RollingBetaShiftDetector`	Causal adjacent-window beta shift detector.
`RollingCorrelationShiftDetector`	Causal adjacent-window correlation shift detector.
`RollingMeanShiftDetector`	Causal adjacent-window mean shift detector using a two-sample z-score.
`RollingMeanVarianceShiftDetector`	Causal adjacent-window combined mean and variance shift detector.
`RollingMedian`	Rolling median of a price window.
`RollingSpreadLiquidityShiftDetector`	Causal adjacent-window quote spread/depth liquidity stress shift detector.
`RollingVarianceShiftDetector`	Causal adjacent-window variance shift detector using log variance ratio.
`RSI`	Relative Strength Index momentum oscillator.
`RunBarGenerator`	Tick run bars that close after consecutive same-sign ticks reach a threshold.
`SavitzkyGolayFilter`	Rolling polynomial least-squares smoother with first and second derivative outputs.
`SchaffTrendCycle`	MACD/stochastic cycle oscillator.
`SMA`	Simple moving average over a rolling window.
`SmoothedMovingAverage`	Wilder/SMMA/RMA smoothed moving average seeded by an initial SMA window.
`SpreadExplosionDetector`	EWMA relative quoted-spread explosion detector.
`SpreadFeatures`	Quoted, effective, and realized spread estimates from trades and contemporaneous quotes.
`SpreadRegimeDetector`	Stateful quoted-spread regime detector using relative bid/ask spread.
`SqrtImpactFlowSignal`	Square-root impact residual flow: continuation of unused impact budget and reversion of overshoot, with optional VWAP alignment (Massive/Polygon).
`SqueezeMomentum`	TTM-style Bollinger-inside-Keltner squeeze flag with linreg momentum.
`StdDev`	Rolling standard deviation.
`StickyHMMRegimeFilter`	Online Gaussian HMM regime filter with high self-transition persistence.
`Stochastic`	Slow stochastic oscillator.
`StochasticMomentumIndex`	Double-smoothed stochastic momentum index with signal line.
`StochRSI`	Stochastic oscillator applied to RSI values.
`Summation`	Rolling sum.
`SuperTrend`	ATR-band trend-following indicator.
`SwingIndex`	Wilder's Swing Index of bar-to-bar price action.
`T3MovingAverage`	Tillson T3 multi-EMA moving average.
`ThresholdRegimeDetector`	Stateful threshold regime detector with upper/lower hysteresis bands.
`TimeSeriesForecast`	Rolling linear-regression time-series forecast.
`TradeIntensityRegimeDetector`	EWMA relative trade-count intensity regime detector.
`TrendChopRegimeDetector`	Efficiency-ratio trend-versus-chop regime detector using true range.
`TrendIntensityIndex`	Percent of positive deviations from SMA over absolute deviations.
`TriangularMovingAverage`	Double-smoothed triangular moving average.
`TripleEMA`	TEMA lag-reduced moving average.
`Trix`	Triple-smoothed rate-of-change oscillator.
`TrueRange`	Maximum of high-low and gaps from previous close.
`TSI`	True Strength Index double-smoothed momentum oscillator.
`TwiggsMoneyFlow`	Twiggs money flow using true high/low and EMA volume normalization.
`TwoFactorKalmanTrendFilter`	Two-state short/long Kalman trend contribution model.
`TypicalPrice`	Average of high, low, and close.
`UlcerIndex`	Drawdown-based downside-risk measure.
`UltimateOscillator`	Weighted multi-window buying-pressure oscillator.
`VariableIndexDynamicAverage`	VIDYA adaptive EMA using absolute CMO as the smoothing factor.
`Variance`	Rolling variance.
`VerticalHorizontalFilter`	Trend strength as net move over path length (VHF).
`VolatilityBreakoutDetector`	EWMA z-score detector for unusually large close-to-close volatility breakouts.
`VolatilityCompressionExpansionDetector`	Short-versus-long EWMA volatility ratio detector for compression and expansion regimes.
`VolatilityRegimeDetector`	EWMA close-change volatility regime detector with high/low hysteresis bands.
`VolumeBarGenerator`	Information-driven volume bars that close when traded volume hits a threshold.
`VolumeOscillator`	Percent difference between short and long simple moving averages of volume.
`VolumePriceTrend`	Cumulative volume adjusted by percentage price change.
`VolumeProfile`	Rolling volume-by-price histogram that emits point of control and value-area high/low levels.
`VolumeRegimeDetector`	EWMA relative volume regime detector with high/low hysteresis bands.
`VolumeRunBarGenerator`	Same-sign volume run bars that close when cumulative volume hits a threshold.
`VolumeWeightedAveragePrice`	VWAP price weighted by traded volume.
`VolumeWeightedMovingAverage`	VWMA rolling close weighted by volume.
`Vortex`	Positive/negative Vortex trend movement indicator.
`VPIN`	Volume-synchronized probability of informed trading using bulk-volume classification and rolling volume-bucket imbalance.
`WaveTrend`	LazyBear WaveTrend oscillator (wt1/wt2) on HLC3.
`WeightedClosePrice`	Weighted close transform using high, low, and close.
`WeightedMovingAverage`	Weighted moving average with larger recent weights.
`WeightedMultiPeerOrderFlowImbalance`	Basket peer OFI with explicit peer weights and rolling beta impact on own return.
`WilliamsAD`	Williams accumulation/distribution cumulative line.
`WilliamsFractals`	5-bar Williams up/down fractal pivots with confirmation lag.
`WilliamsR`	Williams %R overbought/oversold oscillator.
`WoodiePivotPoints`	Woodie floor pivots from previous bar H + L + 2C.
`ZeroLagEMA`	Zero-lag exponential moving average using de-lagged price into an EMA.
`ZigZagSwingDetector`	Close-based swing detector that filters price moves below a percentage threshold and emits confirmed pivots.