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Indicator Catalog

This page lists indicators produced by the shared indicator pipeline and consumed by strategy runtime.

Primary implementation:

  • @tradejs/core/indicators

1. Base Indicator Snapshot​

Per-bar IndicatorSnapshot fields:

  • maFast, maMedium, maSlow (SMA)
  • atr
  • atrPct (ratio of short ATR% SMA to long ATR% SMA)
  • bbUpper, bbMiddle, bbLower
  • obv, smaObv
  • macd, macdSignal, macdHistogram
  • price1hPcnt, price24hPcnt
  • highPrice1h, lowPrice1h, volume1h
  • highPrice24h, lowPrice24h, volume24h
  • highLevel, lowLevel
  • prevClose
  • correlation (coin vs BTC over correlation window)
  • spread (smoothed Binance/Coinbase BTC spread when available)

2. History Snapshot Keys​

IndicatorsHistorySnapshot stores rolling arrays of the same fields above (maFast[], atr[], bbUpper[], ...).

Strategies usually access:

  • full snapshot (indicatorsState.snapshot())
  • latest scalar (indicatorsState.latestNumber('<key>'))

3. ML Candle Payload​

When ML payload is enabled, snapshot also includes candle windows:

  • candles15m, candles1h, candles4h, candles1d
  • btcCandles15m, btcCandles1h, btcCandles4h, btcCandles1d

4. Multi-Timeframe Indicator Series​

The shared indicator pipeline builds extra timeframe series for ML using suffixes:

  • *1h
  • *4h
  • *1d

For BTC context, keys are prefixed with btc (btcMaFast, btcMaFast1h, etc).

5. Built-In Indicator Helpers​

From @tradejs/core/indicators:

  • MOM: momentum (price - price[period])
  • smaAligned: SMA with alignment to source length/warmup
  • ATR_PCT: ATR%, short/long SMA lines, and short/long ratio
  • createSpreadSmoother, smoothSpreadSeries: moving smoothed spread

6. Plugin Indicators​

Indicator plugins are registered via registry:

  • registerIndicatorEntries
  • getRegisteredIndicatorEntries

Each plugin may provide:

  • indicator metadata for UI/catalog
  • compute function (adds custom series into indicator history)
  • optional renderer for figures

7. Config Mapping​

Default periods are controlled by strategy config keys (shared names):

  • MA_FAST, MA_MEDIUM, MA_SLOW
  • OBV_SMA
  • ATR, ATR_PCT_SHORT, ATR_PCT_LONG
  • BB, BB_STD
  • MACD_FAST, MACD_SLOW, MACD_SIGNAL
  • LEVEL_LOOKBACK, LEVEL_DELAY

If a strategy has these keys, runtime uses them to initialize indicator periods.