Indicators

Every indicator the SDK ships, and where each one lies.

Real signatures and real defaults from the quantide Python module — not restated definitions. Every page carries the failure modes, because the part worth knowing is when the number is wrong.

Trend

Simple Moving Average

SMA

The unweighted mean of the last N closes.

sma(prices, period: int)

Exponential Moving Average

EMA

A moving average weighting recent closes more heavily, decaying geometrically.

ema(prices, period: int)

Momentum

Relative Strength Index

RSI

The ratio of average gains to average losses over a lookback, scaled to 0–100.

rsi(prices, period: int = 14)

Moving Average Convergence Divergence

MACD

The distance between a fast and a slow EMA, plus an EMA of that distance.

macd(prices, fast: int = 12, slow: int = 26, signal: int = 9)

Volatility

Average True Range

ATR

The average size of a bar, including gaps from the previous close.

atr(high, low, close, period: int = 14)

Bollinger Bands

A moving average with bands at a fixed number of standard deviations.

bollinger_bands(prices, period: int = 20, std_dev: float = 2.0)