Indicator Name

Identifier

Type

Description

Vector Absolute Value

BT_I_ABS

simple

Vector Absolute Value calculates the absolute value of each element in the input array.^{[1]}

Vector Arccosine

BT_I_ACOS

simple

Vector Arccosine calculates the trigonometric arccosine of each element in the input array.

Accumulation/Distribution Line

BT_I_AD

indicator

The Accumulation Distribution Line is a volumebased indicator designed to measure the cumulative flow of money into and out of a security

Vector Addition

BT_I_ADD

simple

Vector Addition simply takes two input arrays and adds them together.

Accumulation/Distribution Oscillator

BT_I_ADOSC

indicator

The Accumulation/Distribution Oscillator takes a moving average of n periods of Accumulation/Distribution Line subtracted from a moving average of m periods of Accumulation/Distribution Line.

Average Directional Movement Index

BT_I_ADX

indicator

The Average Directional Movement Index can help determine trend strength.

Average Directional Movement Rating

BT_I_ADXR

indicator

The Average Directional Movement Rating can help determine trend strength.

Awesome Oscillator

BT_I_AO

indicator

The Awesome Oscillator helps determine momentum.

Absolute Price Oscillator

BT_I_APO

indicator

Absolute Price Oscillator helps follow trends and has several uses.

Aroon

BT_I_AROON

indicator

The Aroon indicator calculates two results: aroondown and aroonup. In combination, they can help determine when a trend is developing.

Aroon Oscillator

BT_I_AROONOSC

indicator

The Aroon Oscillator indicator can help determine when the market is developing a trend.

Vector Arcsine

BT_I_ASIN

simple

Vector Arcsine calculates the Trigonometric arcsine of each element in the input array.

Vector Arctangent

BT_I_ATAN

simple

Vector Arctangent calculates the Trigonometric arctangent of each element in the input array.

Average True Range

BT_I_ATR

indicator

Average True Range is a measure of volatility. It represents roughly how much you can expect a security to change in price on any given day.

Average Price

BT_I_AVGPRICE

overlay

The Average Price indicator calculates the mean of the open, high, low, and close of a bar.

Bollinger Bands

BT_I_BBANDS

overlay

The Bollinger Bands indicator calculates three results. A middle band, which is a Simple Moving Average, as well as upper and lower bands which are spaced off the middle band.

Balance of Power

BT_I_BOP

indicator

The Balance of Power indicator measures the power of buyers vs sellers through evaulating the capability of each side to drive prices to acute levels.

Commodity Channel Index

BT_I_CCI

indicator

The Commodity Channel Index is a momentumbased trading trading resource used in order to determine if an asset’s current condition is reaching an overbought or oversold stage.

Vector Ceiling

BT_I_CEIL

simple

Rounds to the next highest integer (whole number).

Chande Momentum Oscillator

BT_I_CMO

indicator

The Chande Momentum Oscillator (CMO) was developed for the purpose of allowing traders to attempt to capture the momentum of a security.

Vector Cosine

BT_I_COS

simple

Calculates the Trigonometric cosine.

Vector Hyperbolic Cosine

BT_I_COSH

simple

Calculates the Trigonometric hyperbolic cosine.

Crossany

BT_I_CROSSANY

math

Crossany is a simple function that indicates when two input arrays cross each other.

Crossover

BT_I_CROSSOVER

math

Crossover is a simple function that indicates when two input arrays crossover each other.

Chaikins Volatility

BT_I_CVI

indicator

The Chaikin Volatility indicator depicts volatility by assessing the difference between the high and low for each period or trading bar.

Linear Decay

BT_I_DECAY

math

Decay is a simple function used to propagate signals from the past into the future. It is useful in conjunction with algorithm trading and machine learning functions.

Double Exponential Moving Average

BT_I_DEMA

overlay

The DEMA indicator removes the inherent lag associated with Moving Averages by placing more weight on recent values. The value of an EMA is essentially doubled in this instance.

Directional Indicator

BT_I_DI

indicator

The Directional Indicator is a tool for assessing trend strength on any relevant asset. It is a tool for distinguishing between week and strong trends.

Vector Division

BT_I_DIV

simple

Div simply takes two input arrays and divides them.

Directional Movement

BT_I_DM

indicator

Work in progress

Detrended Price Oscillator

BT_I_DPO

indicator

The Detrended Price Oscillator helps identify cycles.

Directional Movement Index

BT_I_DX

indicator

The Directional Movement Index can help determine trend strength.

Exponential Decay

BT_I_EDECAY

math

Decay is a simple function used to propagate signals from the past into the future. It is useful in conjunction with algorithm trading and machine learning functions.

Exponential Moving Average

BT_I_EMA

overlay

An Exponential Moving Average (EMA) is a weighted Moving Average (MA) that places a greater weight and significance on more recent data price points.

Ease of Movement

BT_I_EMV

indicator

Ease of movement is an indicator used by traders in their analysis to relate an asset's price change to its volume. The foundation behind this indicator contributes to understanding trend strength.

Vector Exponential

BT_I_EXP

simple

Vector Exponential returns the exponential for each number in the input arary. That is, it calculates Euler's constant $e$ raised to the power of each input element.

Fisher Transform

BT_I_FISHER

indicator

The Fisher Transform indicator is an oscillator which aids traders in identifying trend reversals. Uniquely transforms prices into a Gaussian normal distribution.

Vector Floor

BT_I_FLOOR

simple

Vector Floor applies the floor function to each input in the input array. The floor function returns the largest preceding integer from the input. e.g. $floor(x)$ is the largest integer less than or equal to $x$.

Forecast Oscillator

BT_I_FOSC

indicator

The Forecast Oscillator is an indicator that collates an asset’s close price to its time series forecast.

Hull Moving Average

BT_I_HMA

overlay

Alan Hull developed the Hull Moving Average in his mission to create a moving average that is "responsive to current price activity while maintaining curve smoothness".

Kaufman Adaptive Moving Average

BT_I_KAMA

overlay

The Kaufman Adaptive Moving Average tries to adjust it's smoothing to match the current market condition. It adapts to a fast moving average when prices are moving steadily in one direction and a slow moving average when the market exhibits a lot of noise.

Klinger Volume Oscillator

BT_I_KVO

indicator

The Klinger Volume Oscillator (KVO or KO) is a volumebased indicator, it’s purpose is for assisting traders with identifying a longerterm view of trends by comparing volume to price.

Lag

BT_I_LAG

math

The Lag indicator just introduces lag to its input. It is useful for "lookback" in building trading algorithms.

Linear Regression

BT_I_LINREG

overlay

The Linear Regression indicator is essentially used to scan the upper and lower limits of a current trend.

Linear Regression Intercept

BT_I_LINREGINTERCEPT

indicator

The Linear Regression is a smoothing functions that works by preforming linear least squares regression over a moving window. It then uses the linear model to predict the value for the current bar.

Linear Regression Slope

BT_I_LINREGSLOPE

indicator

The Linear Regression Slope is a momentum indicator. It fits a line over a moving window using simple linear regression, and returns the slope of that line.

Vector Natural Log

BT_I_LN

simple

Vector Natural Log returns the natural logarithm for each element in the input array.

Vector Base10 Log

BT_I_LOG10

simple

Vector Base10 Log returns the base10 logarithm for each element in the input array.

Moving Average Convergence/Divergence

BT_I_MACD

indicator

Moving Average Convergence/Divergence helps follow trends and has several uses.

Market Facilitation Index

BT_I_MARKETFI

indicator

The Market Facilitation Index compares volume and price change.

Mass Index

BT_I_MASS

indicator

The Mass Index is used to identify trend reversals.

Maximum In Period

BT_I_MAX

math

The Maximum In Period indicator returns the maximum value in the last period n bars.

Mean Deviation Over Period

BT_I_MD

math

The Mean Deviation Over Period indicator calculates the absolute mean deviation over a period.

Median Price

BT_I_MEDPRICE

overlay

The median price indicator calculates the mean of the high and low for a bar. Despite the name, it does not calculate an actual median value.

Money Flow Index

BT_I_MFI

indicator

The Money Flow Index represents the amount of money flowing into and out of a security.

Minimum In Period

BT_I_MIN

math

The Minimum In Period indicator returns the minimum value in the last period n bars.

Momentum

BT_I_MOM

indicator

The Momentum indicator calculates the change between the current price and the price $n$ bars ago.

Mesa Sine Wave

BT_I_MSW

indicator

The Mesa Sine Wave helps identify cycles.

Vector Multiplication

BT_I_MUL

simple

$Mul$ simply takes two input arrays and multiplies them.

Normalized Average True Range

BT_I_NATR

indicator

Normalized Average True Range is a measure of volatility. Because Normalized Average True Range is normalized, it can be more useful than Average True Range when comparing across different price levels.

Negative Volume Index

BT_I_NVI

indicator

Negative Volume Index tries to show what smart investors are doing by staying flat on upvolume days and only changing on downvolume days.

On Balance Volume

BT_I_OBV

indicator

The On Balance Volume indicator calculates a running total of volume. Volume is added on updays and subtracted on down days. The calculation is as follows:

Percentage Price Oscillator

BT_I_PPO

indicator

Percentage Price Oscillator helps follow trends and has several uses.

Parabolic SAR

BT_I_PSAR

overlay

The Parabolic SAR can help locate a reversal.

Positive Volume Index

BT_I_PVI

indicator

Positive Volume Index is very similar to Negative Volume Index, but changes on volumeup days instead.

Qstick

BT_I_QSTICK

indicator

Qstick can be used to quantify the ratio of recent upbars to downbars.

Rate of Change

BT_I_ROC

indicator

The Rate of Change indicator calculates the change between the current price and the price $n$ bars ago.

Rate of Change Ratio

BT_I_ROCR

indicator

The Rate of Change Ratio indicator calculates the change between the current price and the price $n$ bars ago.

Vector Round

BT_I_ROUND

simple

Vector Round returns the closest integer for each element in the input array. Ties are resolved by taking the largest number.

Relative Strength Index

BT_I_RSI

indicator

The Relative Strength Index is a momentum oscillator to help identify trends.

Vector Sine

BT_I_SIN

simple

Calculates the Trigonometric sine.

Vector Hyperbolic Sine

BT_I_SINH

simple

Calculates the Trigonometric hyperbolic sine.

Simple Moving Average

BT_I_SMA

overlay

The Simple Moving Average is one of the most common smoothing functions used on time series data. It takes one parameter, the period $n$. Larger values for $n$ will have a greater smoothing effect on the input data but will also create more lag. It is calculated for each bar as the arithmetic mean of the previous $n$ bars.

Vector Square Root

BT_I_SQRT

simple

Vector Square Root calculates the square root of each element in the input array.

Standard Deviation Over Period

BT_I_STDDEV

math

The Standard Deviation Over Period indicator calculates the standard deviation of the input over a moving window.

Standard Error Over Period

BT_I_STDERR

math

The Standard Error Over Period indicator calculates the standard error of the input mean over a moving window.

Stochastic Oscillator

BT_I_STOCH

indicator

Work in progress

Stochastic RSI

BT_I_STOCHRSI

indicator

The Stochastic RSI is a momentum oscillator to help identify trends.

Vector Subtraction

BT_I_SUB

simple

Sub simply takes two input arrays and returns their difference.

Sum Over Period

BT_I_SUM

math

The Sum Over Period indicator simply returns the sum of the last $n$ bars.

Vector Tangent

BT_I_TAN

simple

Calculates the Trigonometric tangent.

Vector Hyperbolic Tangent

BT_I_TANH

simple

Calculates the Trigonometric hyperbolic tangent.

Triple Exponential Moving Average

BT_I_TEMA

overlay

The Triple Exponential Moving Average is similar to the Exponential Moving Average or the Double Exponential Moving Average, but provides even less lag. Triple Exponential Moving Average is probably best viewed as an extension of Double Exponential Moving Average.

Vector Degree Conversion

BT_I_TODEG

simple

Vector Degree Conversion converts an input array of radians into an array of degrees.

Vector Radian Conversion

BT_I_TORAD

simple

Vector Radian Conversion converts an input array of degrees into an array of radians.

True Range

BT_I_TR

indicator

True range is a measure of volatility. It represents how much a security changed price on a given day. True range for each day is the greatest of:
 Day's high minus day's low
 The absolute value of the day's high minus the previous day's close
 The absolute value of the day's low minus the previous day's close

Triangular Moving Average

BT_I_TRIMA

overlay

The Triangular Moving Average is similar to the Simple Moving Average but instead places more weight on middle portion of the smoothing period and less weight on the newest and oldest bars in the period. It takes one parameter, the period $n$. Larger values for $n$ will have a greater smoothing effect on the input data.

Trix

BT_I_TRIX

indicator

The Trix is a momentum indicator. It takes one parameter, the period $n$. It is calculated as a rate of change of a Exponential Moving Average applied three times.

Vector Truncate

BT_I_TRUNC

simple

Vector Truncate returns only the integer part of a number for each element in the input array. It is the same as Vector Floor for positive numbers and Vector Ceiling for negative numbers.

Time Series Forecast

BT_I_TSF

overlay

The Time Series Forecast is a smoothing functions that works by preforming linear least squares regression over a moving window. It then uses the linear model to predict the value for the next bar. It takes one parameter, the period $n$. Larger values for $n$ will have a greater smoothing effect on the input data but will also create more lag.

Typical Price

BT_I_TYPPRICE

overlay

The Typical Price calculates the arithmetic mean of the high, low, and close of a bar.

Ultimate Oscillator

BT_I_ULTOSC

indicator

The Ultimate Oscillator is really a combination of three separate oscillators, each using a different smoothing period.

Variance Over Period

BT_I_VAR

math

The Variance Over Period indicator calculates the variance of the input over a moving window.

Vertical Horizontal Filter

BT_I_VHF

indicator

The Vertical Horizontal Filter indicator helps detect trends.

Variable Index Dynamic Average

BT_I_VIDYA

overlay

The Variable Index Dynamic Average indicator modifies the Exponential Moving Average by varying the smoothness based on recent volatility.

Annualized Historical Volatility

BT_I_VOLATILITY

indicator

The Annualized Historical Volatility indicator calculates the volatility over a moving window.

Volume Oscillator

BT_I_VOSC

indicator

The Volume Oscillator displays the difference between two Simple Moving Average of a security's volume.

Volume Weighted Moving Average

BT_I_VWMA

overlay

The Volume Weighted Moving Average is simalar to a Simple Moving Average, but it weights each bar by its volume.

Williams Accumulation/Distribution

BT_I_WAD

indicator

Williams Accumulation/Distribution can help determine trend direction.

Weighted Close Price

BT_I_WCPRICE

overlay

The weighted close price indicator calculates the mean of the high, low, and close of a bar, but the close price is weighted to count for double.

Wilders Smoothing

BT_I_WILDERS

overlay

Wilder's smoothing is a type of exponential moving average. It takes one parameter, the period $n$, a positive integer. Larger values for $n$ will have a greater smoothing effect on the input data but will also create more lag.

Williams %R

BT_I_WILLR

indicator

The Williams %R indicator measures momentum.

Weighted Moving Average

BT_I_WMA

overlay

The Weighted Moving Average is similar to the Simple Moving Average but instead places more weight on more recent bars in the smoothing period and less weight on the oldest bars in the period. It takes one parameter, the period $n$. Larger values for $n$ will have a greater smoothing effect on the input data.

ZeroLag Exponential Moving Average

BT_I_ZLEMA

overlay

ZeroLag Exponential Moving Average modifies a Exponential Moving Average to greatly reduce lag.
