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Native Indicators

QuantWave ships 217 production-grade native indicators in Rust with bit-identical batch (Polars .ta()) and streaming (Next<T>) parity.

Every page follows Documentation Standards.

Complete indicator catalog

217 indicators across 13 categories. Click any name for formulas, parameters, usage examples, edge cases, and sources.

Price Action (2)

Indicator Slug
Market Structure (Swings + BOS) market_structure
S/R Interaction Monitor (Part 67) sr_interaction_monitor

Price Action / Patterns (1)

Indicator Slug
geometric_patterns geometric_patterns

Classic (53)

Indicator Slug
Absolute Price Oscillator (APO) apo
Accumulation/Distribution Line (AD) ad
Anchored VWAP vwap
Arnaud Legoux Moving Average alma
Aroon Indicator aroon
ATR Trailing Stop atr_ts
Average Directional Index (ADX) adx
Average Price (AVGPRICE) avgprice
Average True Range atr
Beta (BETA) beta
Bill Williams Alligator alligator
Bill Williams Fractals fractals
Bollinger Bands bbands
Chaikin Oscillator (ADOSC) adosc
Chande Momentum Oscillator (CMO) cmo
Commodity Channel Index (CCI) cci
Correlation Coefficient (CORREL) correl
Donchian Channels donchian
Double Exponential Moving Average (DEMA) dema
Exponential Moving Average ema
Heikin-Ashi heikin_ashi
Hull Moving Average hma
Ichimoku Cloud ichimoku
KAMA kama
Keltner Channels keltner
Linear Regression linreg
Median Price (MEDPRICE) medprice
Momentum (MOM) mom
Money Flow Index (MFI) mfi
Moving Average Convergence Divergence (MACD) macd
Normalized Average True Range (NATR) natr
On-Balance Volume (OBV) obv
Parabolic SAR sar
Percentage Price Oscillator (PPO) ppo
Pivot Points pivot_points
Rate of Change (ROC) roc
Relative Strength Index (RSI) rsi
Simple Moving Average sma
Standard Deviation stddev
Stochastic Oscillator stoch
Tilson T3 Moving Average t3
Triangular Moving Average (TRIMA) trima
Triple Exponential Moving Average tema
TRIX trix
True Range true_range
TTM Squeeze ttm_squeeze
Typical Price (TYPPRICE) typprice
Ultimate Oscillator ultosc
Vortex Indicator vortex
Weighted Close Price (WCLPRICE) wclprice
Weighted Moving Average wma
Williams %R willr
Zero Lag Exponential Moving Average zlema

Ehlers DSP (82)

Indicator Slug
AM Detector am_detector
AutoTune Filter autotune_filter
BandPass bandpass
Butterworth2 butterworth2
Butterworth3 butterworth3
Center of Gravity Oscillator cg
ChannelCycle channel_cycle
Classic Laguerre Filter classic_laguerre
Continuation Index continuation_index
Correlation Trend correlation_trend
CorrelationCycle correlation_cycle
Cyber Cycle cyber_cycle
CyberneticOscillator cybernetic_oscillator
Cycle/Trend Analytics cycle_trend_analytics
DMH dmh
DSMA dsma
Ehlers Autocorrelation ehlers_autocorrelation
Ehlers Filter ehlers_filter
Ehlers Loops ehlers_loops
Ehlers Stochastic ehlers_stochastic
EhlersUltimateOscillator ehlers_ultimate_oscillator
EMD emd
Fisher Transform fisher
FisherHighPass fisher_high_pass
FM Demodulator fm_demodulator
FourierDominantCycle fourier_dominant_cycle
FourierSeriesModel fourier_series_model
Fractal Adaptive Moving Average frama
GaussianFilter gaussian_filter
Generalized Laguerre generalized_laguerre
GriffithsDominantCycle griffiths_dominant_cycle
GriffithsPredictor griffiths_predictor
GriffithsSpectrum griffiths_spectrum
HammingFilter hamming_filter
HannFilter hann_filter
HighPass high_pass
Hilbert Transform - Dominant Cycle Period (HT_DCPERIOD) ht_dcperiod
Hilbert Transform - Dominant Cycle Phase (HT_DCPHASE) ht_dcphase
Hilbert Transform - Phasor Components (HT_PHASOR) ht_phasor
Hilbert Transform - Sine Wave (HT_SINE) ht_sine
Hilbert Transform - Trend vs. Cycle Mode (HT_TRENDMODE) ht_trendmode
Inverse Fisher Transform inverse_fisher
Laguerre Filter laguerre_filter
Laguerre Oscillator laguerre_oscillator
Laguerre RSI laguerre_rsi
MAD mad
MADH madh
MarketState market_state
MESA Adaptive Moving Average mama
MESA Stochastic mesa_stochastic
MyRSI my_rsi
Noise Elimination Technology noise_elimination
OCPriceRSI oc_price_rsi
One Euro Filter one_euro_filter
Open-Close Average (OC2) oc2
PairsRotation pairs_rotation
Precision Trend Analysis precision_trend_analysis
Projected Moving Average projected_moving_average
RecursiveMedian recursive_median
RecursiveMedianOscillator recursive_median_oscillator
Reflex reflex
Reverse EMA reverse_ema
Reversion Index reversion_index
RocketRSI rocket_rsi
Roofing Filter roofing_filter
RSIH rsih
SimplePredictor simple_predictor
SuperSmoother super_smoother
Swiss Army Knife Indicator swiss_army_knife
Synthetic Oscillator synthetic_oscillator
Trendflex trendflex
TriangleFilter triangle_filter
TruncatedBandpass truncated_bandpass
Ultimate Bands ultimate_bands
Ultimate Channel ultimate_channel
Ultimate Strength Index usi
UltimateSmoother ultimate_smoother
UndersampledDoubleMA undersampled_double_ma
Universal Oscillator universal_oscillator
VossPredictor voss_predictor
WaveTrend Oscillator wavetrend
Zero Lag EC zero_lag

Patterns (61)

Indicator Slug
Abandoned Baby cdlabandonedbaby
Advance Block cdladvanceblock
Belt-Hold cdlbelthold
Breakaway cdlbreakaway
Closing Marubozu cdlclosingmarubozu
Concealed Baby Swallow cdlconcealbabyswall
Counterattack cdlcounterattack
Dark Cloud Cover cdldarkcloudcover
Doji cdldoji
Doji Star cdldojistar
Dragonfly Doji cdldragonflydoji
Engulfing cdlengulfing
Evening Doji Star cdleveningdojistar
Evening Star cdleveningstar
Gravestone Doji cdlgravestonedoji
Hammer cdlhammer
Hanging Man cdlhangingman
Harami cdlharami
Harami Cross cdlharamicross
High-Wave Candle cdlhighwave
Hikkake Pattern cdlhikkake
Homing Pigeon cdlhomingpigeon
Identical Three Crows cdlidentical3crows
In-Neck Pattern cdlinneck
Inverted Hammer cdlinvertedhammer
Kicking cdlkicking
Kicking - bull/bear determined by longer marubozu cdlkickingbylength
Ladder Bottom cdlladderbottom
Long Line Candle cdllongline
Long-Legged Doji cdllongleggeddoji
Marubozu cdlmarubozu
Mat Hold cdlmathold
Matching Low cdlmatchinglow
Modified Hikkake Pattern cdlhikkakemod
Morning Doji Star cdlmorningdojistar
Morning Star cdlmorningstar
On-Neck Pattern cdlonneck
Piercing Pattern cdlpiercing
Rickshaw Man cdlrickshawman
Rising/Falling Three Methods cdlrisefall3methods
Separating Lines cdlseparatinglines
Shooting Star cdlshootingstar
Short Line Candle cdlshortline
Spinning Top cdlspinningtop
Stalled Pattern cdlstalledpattern
Stick Sandwich cdlsticksandwich
Takuri cdltakuri
Tasuki Gap cdltasukigap
Three Black Crows cdl3blackcrows
Three Inside Up/Down cdl3inside
Three Outside Up/Down cdl3outside
Three Stars In The South cdl3starsinsouth
Three White Soldiers cdl3whitesoldiers
Three-Line Strike cdl3linestrike
Thrusting Pattern cdlthrusting
Tristar Pattern cdltristar
Two Crows cdl2crows
Unique 3 River cdlunique3river
Up/Down-Gap Side-By-Side White Lines cdlgapsidesidewhite
Up/Down-Gap Three Methods cdlxsidegap3methods
Upside Gap Two Crows cdlupsidegap2crows

Moving Averages (2)

Indicator Slug
Adaptive Exponential Moving Average adaptive_ema
True Range Adjusted Exponential Moving Average tradj_ema

Volume (2)

Indicator Slug
Volume Positive Negative vpn
Volume Profile volume_profile

Momentum (2)

Indicator Slug
Gap Momentum gap_momentum
Stochastic Distance Oscillator sdo

Modern (2)

Indicator Slug
Choppiness Index choppiness_index
Schaff Trend Cycle stc

ML Features (4)

Indicator Slug
Fractional Differentiation frac_diff
Hurst Exponent hurst_exponent
Kalman Filter kalman_filter
Kinematic Kalman Filter kinematic_kalman

Rocket Science (4)

Indicator Slug
Homodyne Discriminator homodyne_discriminator
Instantaneous Trendline instantaneous_trendline
Phasor phasor
Sine Wave sine_wave

Statistics (1)

Indicator Slug
System Evaluator system_evaluator

Wilder (1)

Indicator Slug
Harrington ADX Oscillator harrington_adx