QTScript indicators

Every indicator a QTScript strategy can call, free and pro, grouped by kind.

Every indicator a .qtscript file can call, grouped by kind, with what each one computes. A line under setup: writes one call by its bare name, like ema(20) or atr(14).

The arguments each name accepts are the forms in the table under “What goes under setup:” in the QTScript guide. This page does not repeat them.
Free names work on every plan. There are 39.
Pro names come with the Pro and Elite plans and need a uses line (see “The pro indicators: uses” in the QTScript guide, which has their forms and the names they register). There are 12.
Called without a name of its own, an indicator registers a name made from its own and its parameters: rsi(14) registers rsi14, ema(9) registers ema9, wma(5) registers wma5. Where the name is not that obvious, the notes give it.
A name that is on neither list, and a pro name whose uses line is missing, is rejected as unknown indicator '<name>'.

Group	Free names
Averages	7
Oscillators	4
Bands	3
Volatility	5
Distance and change	4
Counting and extremes	5
Arithmetic	3
Transformations	2
Comparisons	6

Averages

Name	What it is	Notes
`sma`	Simple moving average	Discrete by default; `sma(String, int, boolean)` with `false` is the continuous mode
`ema`	Exponential moving average
`wma`	Weighted moving average
`tema`	Triple exponential moving average
`hma`	Hull moving average
`kama`	Kaufman’s adaptive moving average	Takes the efficiency-ratio period and the fast and slow periods; `kama()` registers `kama10_2_30`
`mma`	Moving average with Wilder’s smoothing

Oscillators

Name	What it is	Notes
`rsi`	Relative strength index	Cutler’s by default; `rsi(int, boolean)` with `false` is Wilder’s smoothing
`stochRsi`	Stochastic RSI	Between 0 and 100; `stochRsi(14)` registers `stochRsi14`
`macd`	Moving average convergence divergence	12 and 26 by default; `macd()` registers `macd`; the last form runs it on another indicator
`cci`	Commodity channel index	`cci(20)` registers `cci20`

Bands

Name	What it is	Notes
`bollinger`	Bollinger bands	Registers the middle line and, beside it, `<name>Upper` and `<name>Lower`
`bollingerBandwidth`	Width of a Bollinger band, in percent	Takes the name of the band it measures
`bollingerPercentB`	Bollinger %B, where the price sits within the bands	Carries bands of its own; `bollingerPercentB()` registers `pctB20_2`

Volatility

Name	What it is	Notes
`atr`	Average true range, with Wilder’s smoothing	Reads whole bars: use it in a `kline` strategy. On a `ticker` strategy its values are not the bar’s and mean nothing. `atr()` registers `atr14`. It is free: there is no `pro.atr`
`stdDev`	Standard deviation
`variance`	Variance
`volatility`	Average of how often the price changes	`volatility(5)` registers `vol5`
`percentVolatility`	The same as a percentage	`percentVolatility(5)` registers `pvol5`

Distance and change

Name	What it is	Notes
`distance`	Distance between two indicators, `(a - b) / b`
`distanceMa`	Distance of the price from a moving average, `(close - ma) / ma`
`rateChange`	Rate of change	The `boolean` form chooses percent
`percentChange`	Percent change, tick over tick

Counting and extremes

Name	What it is	Notes
`gain`	Consecutive periods of gain
`loss`	Consecutive periods of loss
`max`	Running maximum
`min`	Running minimum
`sum`	Running sum

Arithmetic, transformations and comparisons

Name	What it is	Notes
`add`	Sum of two indicators
`diff`	First indicator minus the second
`mul`	An indicator scaled by a number, or two indicators multiplied
`clamp`	An indicator held to a range
`round`	An indicator rounded to a number of decimals
`equal`, `notEqual`, `greatThan`, `greatOrEqual`, `lessThan`, `lessOrEqual`	An indicator compared with a number, as a boolean indicator	The five-argument forms choose between two indicators: `equal("selected", "signal", 1, "emaFast", "emaSlow")` gives `emaFast` while `signal` equals 1 and `emaSlow` otherwise

The pro indicators

They read whole bars, so use them in a kline strategy. A uses line brings them in: uses pro.adx, pro.obv for those two, uses pro.* for all twelve, and several uses lines add up. A plan without them can register the strategy but not run it (402).

Name	What it is
`adx`	Average directional index; the two directional lines register beside it
`superTrend`	SuperTrend line, with an upper and a lower band beside it
`ichimoku`	Ichimoku cloud; the Tenkan line is the main one, with the Kijun, Senkou A, Senkou B and Chikou lines beside it
`obv`	On-balance volume
`vwap`	Volume-weighted average price
`mfi`	Money flow index
`cmf`	Chaikin money flow
`kurtosis`	Kurtosis of the close over a period
`parkinson`	Volatility estimator over whole bars
`garmanKlass`	Volatility estimator over whole bars
`rogersSatchell`	Volatility estimator over whole bars
`yangZhang`	Volatility estimator over whole bars

The four estimators take an annualization factor as their last, optional argument.

What QTScript cannot call

The builder methods that take a function (predicate, fun, decorate, periodCount) and conditional can only be written in a Java strategy. So can the indicator classes that are not builder names: the Java engine has many more, free and pro (a z-score, Aroon, the Sharpe ratio and others), and the Java indicator catalogue lists them with the package each lives in.