The following indicators are used as basis inputs. for each indicator the behavioural patterns are recorded, analysed and preprocessed for further quantificational processing in the strategy.
A common example for preprocessed quantification of indicator behavioural patterns is the price touching the lower Bollinger Band or more commonly the relative position of the current price within the Bollinger Bands. This condition will have to be reset, e.g. when the price reaches again the Bollinger Band basis.
Extensive List of Indicators
Breadth indicators
Advance/Decline Ratio
Arms Index (TRIN)
Advance/Decline Line
Advance/Decline Volume Line
Cumulative Volume Index (CVI)
High-Low Index
McClellan Oscillator
McClellan Summation Index
On Balance Volume (OBV)
Bill Williams indicators
Awesome Oscillator (AO)
Accelerator Oscillator (AC)
Gator Oscillator
Market Facilitation Index
Williams Alligator
Williams Fractal
Candlestick analysis: Chart patterns
Cycles Concept by
Arms
Bollinger
Chaikin
Chande
Donchian
Dormeier
Ehlers
Elder
Gann
Jurik
Kase
Kaufman
Keltner
Legoux
Vervoort
Wilder
Williams
Centered oscillators
Bears Power
Commodity Channel Index (CCI)
Detrended Price Oscillator (DPO)
Fisher Transform
Know Sure Thing (KST)
Moving Average Convergence Divergence (MACD)
Momentum Indicator (MOM)
Percent Price Oscillator (PPO)
TRIX
Woodies CCI
Educational
Fundamental analysis
Dividends
Earnings
Growth
Value
Forecasting
Fractals
Harmonic patterns
Moving average
Arnaud Legoux Moving Average (ALMA)
Double Exponential Moving Average (DEMA)
Exponential Moving Average (EMA)
Fractal Adaptive Moving Average (FRAMA)
Hull Moving Average (HMA)
Jurik Kaufman's Adaptive Moving Average (KAMA)
Simple Moving Average (SMA)
Smoothed Moving Average (SMMA)
Triple Exponential Moving Average (TEMA)
Variable Index Dynamic Average (VIDYA)
Volume-weighted Moving Average (VWMA)
Weighted Moving Average (WMA)
Multi-timeframe Options
Oscillators
Average Directional Index (ADX)
Chande Momentum Oscillator (CMO)
Directional Movement Index (DMI)
DM Indicator
Relative Strength Index (RSI)
Stochastic Oscillator
Stochastic RSI
True Strength Index (TSI)
Ultimate Oscillator (UO)
Vortex Indicator (VI)
Pine Script Utilities
Pivot Points and Levels
Portfolio management
Regressions
Sentiment
Statistics
Trend analysis
Candlestick Analysis
Commitment of Traders (COT)
Ichimoku Cloud
Linear Regression
Pivot Points
Price/Earnings Ratio (P/E Ratio)
Pring Special K Relative Strength Comparison (RSC)
Support and resistance Zig Zag Indicator
Volatility
Average True Range (ATR)
Bollinger Bands (BB)
Chaikin Volatility (CHV)
Donchian Channels
Historical Volatility
Keltner Channels (KC)
Parabolic Stop and Reverse (PSAR)
Rate of Change (ROC)
Standard Deviation
Volatility Stop
Volume
Accumulation / Distribution Line (ADL)
Chaikin Money Flow (CMF)
Ease of Movement (EOM)
Freedom of Movement
Money Flow Index (MFI)
Negative Volume Index (NVI)
Positive Volume Index
Price Volume Trend (PVT)
Put/Call Ratio (PCR)
Relative Volume
Twiggs Money Flow
Volume delta
Volume Indicator
Volume Profile
Volume-weighted Average Price (VWAP)