Indicators

AlgoHive includes 100+ technical indicators and functions. This reference is organized by category.

Trend Indicators

Moving averages and trend-following indicators.

Function	Description	Parameters
`SMA(source, period)`	Simple Moving Average	source: close, period: 20
`EMA(source, period)`	Exponential Moving Average (faster reaction)	source: close, period: 20
`WMA(source, period)`	Weighted Moving Average	source: close, period: 20
`DEMA(source, period)`	Double EMA (reduced lag)	source: close, period: 20
`TEMA(source, period)`	Triple EMA (reduced lag)	source: close, period: 20
`HMA(source, period)`	Hull Moving Average (smooth, low lag)	source: close, period: 20
`KAMA(source, period)`	Kaufman Adaptive MA (adapts to volatility)	source: close, period: 30
`T3(source, period, vFactor)`	Extra-smoothed MA	source: close, period: 5, vFactor: 0.7
`TRIMA(source, period)`	Triangular MA (double-smoothed SMA)	source: close, period: 30
`SAR(high, low, accel, max)`	Parabolic SAR (stop-and-reverse)	high, low, accel: 0.02, max: 0.2
`MIDPRICE(high, low, period)`	Midpoint of high/low range	period: 14
`MIDPOINT(source, period)`	Midpoint of source values	source: close, period: 14

Struct-Returning Trend Indicators

Function	Returns	Description
`MAMA(source, fast, slow)`	`{mama, fama}`	MESA Adaptive MA

Example:

trend: EMA(btc.close, 20)
fast: EMA(btc.close, 9)
slow: EMA(btc.close, 21)
bullish: fast > slow

Momentum Indicators

Measure the speed and strength of price movements.

Function	Description	Parameters
`RSI(source, period)`	Relative Strength Index (0-100)	source: close, period: 14
`CCI(high, low, close, period)`	Commodity Channel Index	period: 20
`WILLR(high, low, close, period)`	Williams %R (-100 to 0)	period: 14
`CMO(source, period)`	Chande Momentum Oscillator	source: close, period: 14
`ROC(source, period)`	Rate of Change	source: close, period: 10
`MOM(source, period)`	Momentum (price difference)	source: close, period: 10
`ADX(high, low, close, period)`	Average Directional Index (trend strength)	period: 14
`PLUS_DI(high, low, close, period)`	+DI (bullish strength)	period: 14
`MINUS_DI(high, low, close, period)`	-DI (bearish strength)	period: 14
`ULTOSC(h, l, c, p1, p2, p3)`	Ultimate Oscillator	periods: 7, 14, 28
`BOP(open, high, low, close)`	Balance of Power	—
`TRIX(source, period)`	Triple-smoothed EMA rate of change	source: close, period: 30

Struct-Returning Momentum Indicators

Function	Returns	Description
`MACD(source, fast, slow, signal)`	`{line, signal, histogram}`	Moving Average Convergence/Divergence
`STOCH(high, low, close, k, kSmooth, dSmooth)`	`{k, d}`	Stochastic Oscillator
`STOCHF(high, low, close, k, d)`	`{fastk, fastd}`	Fast Stochastic
`STOCHRSI(source, rsi, k, d)`	`{fastk, fastd}`	Stochastic RSI
`AROON(high, low, period)`	`{aroonup, aroondown}`	Aroon Up/Down

Example:

macd: MACD(btc.close, 12, 26, 9)
macd_cross: cross_above(macd.line, macd.signal)
histogram_positive: macd.histogram > 0

Volatility Indicators

Measure price volatility and typical ranges.

Function	Description	Parameters
`TR()`	True Range (uses OHLC)	—
`ATR(high, low, close, period)`	Average True Range	period: 14
`NATR(high, low, close, period)`	Normalized ATR (percentage)	period: 14
`TRANGE(high, low, close)`	True Range (explicit inputs)	—

Struct-Returning Volatility Indicators

Function	Returns	Description
`BOLLINGER(source, period, stddev)`	`{upper, middle, lower}`	Bollinger Bands
`KELTNER(period, mult)`	`{upper, middle, lower}`	Keltner Channel
`DONCHIAN(period)`	`{upper, middle, lower}`	Donchian Channel

Example:

bb: BOLLINGER(btc.close, 20, 2)
squeeze: (bb.upper - bb.lower) / bb.middle < 0.05
at_lower: btc.close < bb.lower

Volume Indicators

Analyze trading volume.

Function	Description	Parameters
`OBV()`	On-Balance Volume	—
`VWAP()`	Volume Weighted Average Price	—
`MFI(period)`	Money Flow Index (0-100)	period: 14
`AD(high, low, close, volume)`	Chaikin A/D Line	—
`ADOSC(h, l, c, v, fast, slow)`	Chaikin A/D Oscillator	fast: 3, slow: 10

Example:

money_flow: MFI(14)
mfi_oversold: money_flow < 20
volume_spike: btc.volume > SMA(btc.volume, 20) * 2

Comparison Functions

Return boolean (true/false) values for conditions.

Function	Description	Parameters
`CROSS_ABOVE(a, b)`	True when a crosses above b	a, b: any values
`CROSS_BELOW(a, b)`	True when a crosses below b	a, b: any values
`RISING(source, length)`	True when source is higher than length bars ago	length: 1
`FALLING(source, length)`	True when source is lower than length bars ago	length: 1

Example:

golden_cross: cross_above(EMA(btc.close, 50), EMA(btc.close, 200))
rising_rsi: rising(RSI(btc.close, 14), 3)

Math Functions

Mathematical operations on data.

Function	Description	Parameters
`HIGHEST(source, length)`	Highest value over period	source, length: 14
`LOWEST(source, length)`	Lowest value over period	source, length: 14
`SUM(source, length)`	Sum over period	source, length: 14
`STDEV(source, length)`	Standard deviation	source, length: 14
`CHANGE(source, length)`	Difference from length bars ago	source, length: 1
`PCT_CHANGE(source, length)`	Percent change	source, length: 1
`ABS(value)`	Absolute value	value
`MAX(a, b)`	Maximum of two values	a, b
`MIN(a, b)`	Minimum of two values	a, b
`SQRT(value)`	Square root	value
`IF(cond, then, else)`	Conditional value	condition, then, else

Example:

range_high: HIGHEST(btc.high, 20)
range_low: LOWEST(btc.low, 20)
range_pct: (range_high - range_low) / range_low

Time Functions

Access bar timestamp information.

Function	Returns	Description
`HOUR_UTC()`	number	UTC hour (0-23)
`HOUR_ET()`	number	US Eastern hour (0-23)
`DAY_OF_WEEK()`	number	ISO weekday (1=Mon, 7=Sun)
`DAY()`	number	Day of month (1-31)
`MONTH()`	number	Month (1-12)
`IS_MONDAY()`	boolean	True on Monday
`IS_FRIDAY()`	boolean	True on Friday
`IS_WEEKEND()`	boolean	True on Sat/Sun
`IS_DATE(date)`	boolean	True on specific date (YYYY-MM-DD)
`DATE_DIFF(date1, date2)`	number	Days between dates

Example:

asian_session: HOUR_UTC() >= 0 AND HOUR_UTC() < 8
no_weekend: NOT IS_WEEKEND()

Position Functions

Access information about open positions. Only available in manage rule expressions.

Function	Returns	Description
`ENTRY_BAR()`	number	Bar index at entry
`ENTRY_PRICE()`	number	Entry price
`ENTRY_TIME()`	number	Entry timestamp (ms)
`POSITION_PNL()`	number	Unrealized P&L ($)
`POSITION_PNL_PCT()`	number	Unrealized P&L (%)
`POSITION_PNL_R()`	number	Unrealized P&L (R-multiples)

Example (in manage rule):

in_profit: POSITION_PNL_PCT() > 0.02
breakeven_stop: ENTRY_PRICE()

Statistical Functions

Linear regression and statistical analysis.

Function	Description
`LINEARREG(source, period)`	Linear regression value
`LINEARREG_SLOPE(source, period)`	Slope of regression
`LINEARREG_ANGLE(source, period)`	Angle in degrees
`TSF(source, period)`	Time Series Forecast
`CORREL(source1, source2, period)`	Correlation (-1 to 1)
`BETA(source1, source2, period)`	Beta coefficient

Price Transform

Common price calculations.

Function	Description
`AVGPRICE(o, h, l, c)`	(O+H+L+C) / 4
`MEDPRICE(h, l)`	(H+L) / 2
`TYPPRICE(h, l, c)`	(H+L+C) / 3
`WCLPRICE(h, l, c)`	(H+L+2C) / 4

Candlestick Patterns

Detect candlestick patterns. Return +100 (bullish), -100 (bearish), or 0 (no pattern).

Function	Pattern
`CDLDOJI()`	Doji (indecision)
`CDLHAMMER()`	Hammer (bullish reversal)
`CDLENGULFING()`	Engulfing (reversal)
`CDLMORNINGSTAR()`	Morning Star (bullish)
`CDLEVENINGSTAR()`	Evening Star (bearish)
`CDL3WHITESOLDIERS()`	Three White Soldiers (bullish)
`CDL3BLACKCROWS()`	Three Black Crows (bearish)

Example:

hammer_signal: CDLHAMMER() > 0
bearish_pattern: CDLENGULFING() < 0

See the full list of 60+ candlestick patterns in the function registry.

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