Indicators
Short answer
221 native Rust indicators — search by name, browse the catalog, or start from the gallery. Every indicator shares one Next<T> core for batch and streaming parity.
QuantWave ships 221 native Rust indicators with bit-identical batch (Polars .ta()) and streaming (Next<T>) parity — validated by gold-standard vectors and proptests.
Find any indicator fast
Use the search box (top right) and type a name or slug — e.g. rsi, cyber_cycle, market_structure.
For browsing by category, open the Full Catalog.
Learning paths
New to QuantWave?
Start with the Gallery — ten curated indicators with real strategy context (SuperTrend, Market Structure, Cyber Cycle, …).
Building a trend system
Price action & structure
Market Structure → Geometric Patterns → PA Flag Breakout notebook
Ehlers / cycle research
ML feature pipelines
Full reference
Complete catalog — all 221 indicators by category with slug lookup tables.
Flagship indicators
These pages are written to gold standard depth (formula, correct Polars API, edge cases, strategy context):
| Indicator | Why it matters |
|---|---|
| SuperTrend | ATR trend + trailing stop; steel-thread parity reference |
| Market Structure | MQL5 Part 21 — bias + confirmed BOS; gates all PA signals |
| Relative Strength Index | Wilder momentum oscillator; ML and mean-reversion staple |
| MACD | Trend-momentum struct (line, signal, histogram) |
| Cyber Cycle | Ehlers low-lag cycle; regime-aware timing |
| Geometric Patterns | Flags + H&S with rich struct metadata for sizing |
Browse by area
| Area | Entry points |
|---|---|
| Classics | RSI, MACD, Bollinger Bands |
| Ehlers DSP | Ehlers guide, Instantaneous Trendline, Trendflex |
| Volatility | ATR, TTM Squeeze, Keltner |
| Volume | OBV, MFI, VWAP |
| Patterns | 50+ candlestick pages in the Full Catalog |
| Regimes | HMM / GMM / changepoints |
Guarantees
- One math path —
Next<T>powers Rust streaming, Python streaming, and Polars plugins - Gold-standard tests — industry reference vectors in
quantwave-core/tests/gold_standard/ - Documented boundaries — warmup, NaN, and parameter rules on every page