--- title: "Supported Indicators" canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/28%20Indicators/01%20Supported%20Indicators modified: 2026-10-30 index: https://www.quantconnect.com/llms.txt --- # Supported Indicators [Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Indicators > Supported Indicators > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. Indicators translate a stream of data points into a numerical value you can use to detect trading opportunities. LEAN provides more than 100 pre-built technical indicators and candlestick patterns you can use in your algorithms. You can use any of the following indicators. Click one to learn more. - [Candlestick Patterns](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/candlestick-patterns.md) - [Absolute Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/absolute-price-oscillator.md) - [Acceleration Bands](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/acceleration-bands.md) - [Accumulation Distribution](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/accumulation-distribution.md) - [Accumulation Distribution Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/accumulation-distribution-oscillator.md) - [Advance Decline Difference](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-difference.md) - [Advance Decline Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-ratio.md) - [Advance Decline Volume Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-volume-ratio.md) - [Alpha](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/alpha.md) - [Arms Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/arms-index.md) - [Arnaud Legoux Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/arnaud-legoux-moving-average.md) - [Aroon Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/aroon-oscillator.md) - [Augen Price Spike](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/augen-price-spike.md) - [Auto Regressive Integrated Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/auto-regressive-integrated-moving-average.md) - [Average Directional Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-directional-index.md) - [Average Directional Movement Index Rating](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-directional-movement-index-rating.md) - [Average Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-range.md) - [Average True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-true-range.md) - [Awesome Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/awesome-oscillator.md) - [Balance Of Power](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/balance-of-power.md) - [Beta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/beta.md) - [Bollinger Bands](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/bollinger-bands.md) - [Chaikin Money Flow](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chaikin-money-flow.md) - [Chaikin Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chaikin-oscillator.md) - [Chande Kroll Stop](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chande-kroll-stop.md) - [Chande Momentum Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chande-momentum-oscillator.md) - [Choppiness Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/choppiness-index.md) - [Commodity Channel Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/commodity-channel-index.md) - [Connors Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/connors-relative-strength-index.md) - [Coppock Curve](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/coppock-curve.md) - [Correlation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/correlation.md) - [Covariance](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/covariance.md) - [DeMarker Indicator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/demarker-indicator.md) - [Delta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/delta.md) - [Derivative Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/derivative-oscillator.md) - [Detrended Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/detrended-price-oscillator.md) - [Donchian Channel](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/donchian-channel.md) - [Double Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/double-exponential-moving-average.md) - [Ease Of Movement Value](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ease-of-movement-value.md) - [Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/exponential-moving-average.md) - [Filtered Identity](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/filtered-identity.md) - [Fisher Transform](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/fisher-transform.md) - [Force Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/force-index.md) - [Fractal Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/fractal-adaptive-moving-average.md) - [Gamma](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/gamma.md) - [Heikin Ashi](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/heikin-ashi.md) - [Hilbert Transform](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hilbert-transform.md) - [Hull Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hull-moving-average.md) - [Hurst Exponent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hurst-exponent.md) - [Ichimoku Kinko Hyo](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ichimoku-kinko-hyo.md) - [Identity](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/identity.md) - [Implied Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/implied-volatility.md) - [Internal Bar Strength](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/internal-bar-strength.md) - [Intraday Vwap](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/intraday-vwap.md) - [Kaufman Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/kaufman-adaptive-moving-average.md) - [Kaufman Efficiency Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/kaufman-efficiency-ratio.md) - [Keltner Channels](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/keltner-channels.md) - [Klinger Volume Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/klinger-volume-oscillator.md) - [Know Sure Thing](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/know-sure-thing.md) - [Least Squares Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/least-squares-moving-average.md) - [Linear Weighted Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/linear-weighted-moving-average.md) - [Log Return](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/log-return.md) - [Mass Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mass-index.md) - [Maximum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/maximum.md) - [McClellan Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcclellan-oscillator.md) - [McClellan Summation Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcclellan-summation-index.md) - [McGinley Dynamic](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcginley-dynamic.md) - [Mean Absolute Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mean-absolute-deviation.md) - [Mesa Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mesa-adaptive-moving-average.md) - [Mid Point](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mid-point.md) - [Mid Price](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mid-price.md) - [Minimum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/minimum.md) - [Momentum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momentum.md) - [Momentum Percent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momentum-percent.md) - [Momersion](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momersion.md) - [Money Flow Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/money-flow-index.md) - [Moving Average Convergence Divergence](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/moving-average-convergence-divergence.md) - [New Highs New Lows](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/new-highs-new-lows.md) - [New Highs New Lows Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/new-highs-new-lows-volume.md) - [Normalized Average True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/normalized-average-true-range.md) - [On Balance Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/on-balance-volume.md) - [Parabolic Stop And Reverse](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/parabolic-stop-and-reverse.md) - [Parabolic Stop And Reverse Extended](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/parabolic-stop-and-reverse-extended.md) - [Percentage Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/percentage-price-oscillator.md) - [Pivot Points High Low](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/pivot-points-high-low.md) - [Premier Stochastic Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/premier-stochastic-oscillator.md) - [Rate Of Change](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change.md) - [Rate Of Change Percent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change-percent.md) - [Rate Of Change Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change-ratio.md) - [Regression Channel](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/regression-channel.md) - [Relative Daily Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-daily-volume.md) - [Relative Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-moving-average.md) - [Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-strength-index.md) - [Relative Vigor Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-vigor-index.md) - [Rho](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rho.md) - [Rogers Satchell Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rogers-satchell-volatility.md) - [Schaff Trend Cycle](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/schaff-trend-cycle.md) - [Sharpe Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sharpe-ratio.md) - [Simple Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/simple-moving-average.md) - [Smoothed On Balance Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/smoothed-on-balance-volume.md) - [Sortino Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sortino-ratio.md) - [Squeeze Momentum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/squeeze-momentum.md) - [Standard Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/standard-deviation.md) - [Stochastic](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/stochastic.md) - [Stochastic Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/stochastic-relative-strength-index.md) - [Sum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sum.md) - [Super Trend](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/super-trend.md) - [Swiss Army Knife](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/swiss-army-knife.md) - [T3 Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/t3-moving-average.md) - [Target Downside Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/target-downside-deviation.md) - [Theta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/theta.md) - [Time Profile](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/time-profile.md) - [Time Series Forecast](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/time-series-forecast.md) - [Tom Demark Sequential](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/tom-demark-sequential.md) - [Triangular Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/triangular-moving-average.md) - [Triple Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/triple-exponential-moving-average.md) - [Trix](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/trix.md) - [True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/true-range.md) - [True Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/true-strength-index.md) - [Ultimate Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ultimate-oscillator.md) - [Value At Risk](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/value-at-risk.md) - [Variable Index Dynamic Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/variable-index-dynamic-average.md) - [Variance](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/variance.md) - [Vega](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/vega.md) - [Volume Profile](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-profile.md) - [Volume Weighted Average Price Indicator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-weighted-average-price-indicator.md) - [Volume Weighted Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-weighted-moving-average.md) - [Vortex](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/vortex.md) - [Wave Trend Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wave-trend-oscillator.md) - [Wilder Accumulative Swing Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-accumulative-swing-index.md) - [Wilder Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-moving-average.md) - [Wilder Swing Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-swing-index.md) - [Williams Percent R](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/williams-percent-r.md) - [Zero Lag Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/zero-lag-exponential-moving-average.md) - [Zig Zag](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/zig-zag.md) ## Pages in This Section - [Candlestick Patterns](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/candlestick-patterns.md) - [Absolute Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/absolute-price-oscillator.md): This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following for... - [Acceleration Bands](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/acceleration-bands.md): The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average. - [Accumulation Distribution](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/accumulation-distribution.md): This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following form... - [Accumulation Distribution Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/accumulation-distribution-oscillator.md): This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated... - [Advance Decline Difference](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-difference.md): The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks ... - [Advance Decline Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-ratio.md): The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower... - [Advance Decline Volume Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/advance-decline-volume-ratio.md): The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary vo... - [Alpha](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/alpha.md): In financial analysis, the Alpha indicator is used to measure the performance of an investment (such as a stock or ETF) relativ... - [Arms Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/arms-index.md): The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of a... - [Arnaud Legoux Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/arnaud-legoux-moving-average.md): Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce no... - [Aroon Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/aroon-oscillator.md): The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +... - [Augen Price Spike](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/augen-price-spike.md): The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The V... - [Auto Regressive Integrated Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/auto-regressive-integrated-moving-average.md): An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In par... - [Average Directional Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-directional-index.md): This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it ... - [Average Directional Movement Index Rating](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-directional-movement-index-rating.md): This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is ... - [Average Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-range.md): This indicator represents the Average Range (AR) indicator, which calculates the average price range - [Average True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/average-true-range.md): The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Tr... - [Awesome Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/awesome-oscillator.md): The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - ... - [Balance Of Power](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/balance-of-power.md): This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close... - [Beta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/beta.md): In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (vola... - [Bollinger Bands](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/bollinger-bands.md): This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above an... - [Chaikin Money Flow](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chaikin-money-flow.md): The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF =... - [Chaikin Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chaikin-oscillator.md): This class is an alias for AccumulationDistributionOscillator (also known as Chaikin Oscillator). - [Chande Kroll Stop](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chande-kroll-stop.md): This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the op... - [Chande Momentum Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/chande-momentum-oscillator.md): This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference i... - [Choppiness Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/choppiness-index.md): The ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (t... - [Commodity Channel Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/commodity-channel-index.md): This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * M... - [Connors Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/connors-relative-strength-index.md): This indicator represents the Connors Relative Strength Index (CRSI), a combination of the traditional Relative Strength Index ... - [Coppock Curve](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/coppock-curve.md): A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term bu... - [Correlation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/correlation.md): The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the... - [Covariance](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/covariance.md): This indicator computes the Covariance of two assets using the given Look-Back period. The Covariance of two assets is a measur... - [DeMarker Indicator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/demarker-indicator.md): In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low <... - [Delta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/delta.md): Option Delta indicator that calculate the delta of an option - [Derivative Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/derivative-oscillator.md): This indicator represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogr... - [Detrended Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/detrended-price-oscillator.md): The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO d... - [Donchian Channel](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/donchian-channel.md): This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest hig... - [Double Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/double-exponential-moving-average.md): This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with ... - [Ease Of Movement Value](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ease-of-movement-value.md): This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 ... - [Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/exponential-moving-average.md): This indicator represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first va... - [Filtered Identity](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/filtered-identity.md): This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ... - [Fisher Transform](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/fisher-transform.md): The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability D... - [Force Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/force-index.md): The Force Index is calculated by comparing the current market price with the previous market price and multiplying its differen... - [Fractal Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/fractal-adaptive-moving-average.md): The Fractal Adaptive Moving Average (FRAMA) by John Ehlers - [Gamma](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/gamma.md): Option Gamma indicator that calculate the gamma of an option - [Heikin Ashi](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/heikin-ashi.md): This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = ... - [Hilbert Transform](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hilbert-transform.md): This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some ... - [Hull Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hull-moving-average.md): Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions f... - [Hurst Exponent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/hurst-exponent.md): This indicator represents the Hurst Exponent indicator, which is used to measure the long-term memory of a time series. - H les... - [Ichimoku Kinko Hyo](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ichimoku-kinko-hyo.md): This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest Hi... - [Identity](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/identity.md): This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ... - [Implied Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/implied-volatility.md): Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model - [Internal Bar Strength](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/internal-bar-strength.md): The InternalBarStrenght indicator is a measure of the relative position of a period's closing price to the same period's high a... - [Intraday Vwap](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/intraday-vwap.md): Defines the canonical intraday VWAP indicator - [Kaufman Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/kaufman-adaptive-moving-average.md): This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explai... - [Kaufman Efficiency Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/kaufman-efficiency-ratio.md): This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https... - [Keltner Channels](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/keltner-channels.md): This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average True range multiples... - [Klinger Volume Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/klinger-volume-oscillator.md): The Klinger Volume Oscillator (KVO) is a technical indicator that analyzes the relationship between price movement and trading ... - [Know Sure Thing](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/know-sure-thing.md): This indicator computes the Know Sure Thing (KST) momentum oscillator: the weighted sum of four smoothed rates of change over i... - [Least Squares Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/least-squares-moving-average.md): The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and t... - [Linear Weighted Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/linear-weighted-moving-average.md): This indicator represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to t... - [Log Return](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/log-return.md): This indicator represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence ... - [Mass Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mass-index.md): The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is ... - [Maximum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/maximum.md): This indicator represents an indicator capable of tracking the maximum value and how many periods ago it occurred - [McClellan Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcclellan-oscillator.md): The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the ... - [McClellan Summation Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcclellan-summation-index.md): The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between th... - [McGinley Dynamic](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mcginley-dynamic.md): This indicator represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market bette... - [Mean Absolute Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mean-absolute-deviation.md): This indicator computes the n-period mean absolute deviation. - [Mesa Adaptive Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mesa-adaptive-moving-average.md): Implements the Mesa Adaptive Moving Average (MAMA) indicator along with the following FAMA (Following Adaptive Moving Average) ... - [Mid Point](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mid-point.md): This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Val... - [Mid Price](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mid-price.md): This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest Hi... - [Minimum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/minimum.md): This indicator represents an indicator capable of tracking the minimum value and how many periods ago it occurred - [Momentum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momentum.md): This indicator computes the n-period change in a value using the following: value_0 - value_n - [Momentum Percent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momentum-percent.md): This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / valu... - [Momersion](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/momersion.md): Oscillator indicator that measures momentum and mean-reversion over a specified period n. Harris, Michael. "Momersion Indicator... - [Money Flow Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/money-flow-index.md): The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure Typical Pric... - [Moving Average Convergence Divergence](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/moving-average-convergence-divergence.md): This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow av... - [New Highs New Lows](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/new-highs-new-lows.md): The NewHighsNewLows is a New Highs / New Lows indicator that accepts IBaseDataBar data as its input. This type is more of a shi... - [New Highs New Lows Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/new-highs-new-lows-volume.md): The New Highs - New Lows Volume Ratio is a Breadth indicator calculated as ratio of summary volume of stocks reaching new high ... - [Normalized Average True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/normalized-average-true-range.md): This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the foll... - [On Balance Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/on-balance-volume.md): This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the curren... - [Parabolic Stop And Reverse](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/parabolic-stop-and-reverse.md): Parabolic SAR Indicator Based on TA-Lib implementation - [Parabolic Stop And Reverse Extended](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/parabolic-stop-and-reverse-extended.md): Parabolic SAR Extended Indicator Based on TA-Lib implementation - [Percentage Price Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/percentage-price-oscillator.md): This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following... - [Pivot Points High Low](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/pivot-points-high-low.md): Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investi... - [Premier Stochastic Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/premier-stochastic-oscillator.md): Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential ... - [Rate Of Change](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change.md): This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n - [Rate Of Change Percent](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change-percent.md): This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / valu... - [Rate Of Change Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rate-of-change-ratio.md): This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROC... - [Regression Channel](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/regression-channel.md): The Regression Channel indicator extends the QuantConnect.Indicators.LeastSquaresMovingAverage with the inclusion of two (upper... - [Relative Daily Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-daily-volume.md): The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a give... - [Relative Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-moving-average.md): This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period... - [Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-strength-index.md): This indicator represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a diffe... - [Relative Vigor Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/relative-vigor-index.md): The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, le... - [Rho](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rho.md): Option Rho indicator that calculate the rho of an option - [Rogers Satchell Volatility](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/rogers-satchell-volatility.md): This indicator computes the Rogers-Satchell Volatility It is an estimator for measuring the volatility of securities with an av... - [Schaff Trend Cycle](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/schaff-trend-cycle.md): This indicator creates the Schaff Trend Cycle - [Sharpe Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sharpe-ratio.md): Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe... - [Simple Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/simple-moving-average.md): This indicator represents the traditional simple moving average indicator (SMA) - [Smoothed On Balance Volume](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/smoothed-on-balance-volume.md) - [Sortino Ratio](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sortino-ratio.md): Calculation of the Sortino Ratio, a modification of the QuantConnect.Indicators.SharpeRatio. Reference: https://www.cmegroup.co... - [Squeeze Momentum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/squeeze-momentum.md): The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Band... - [Standard Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/standard-deviation.md): This indicator computes the n-period population standard deviation of its input. When the input is a price series, the result i... - [Stochastic](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/stochastic.md): This indicator computes the Slow Stochastics %K and %D. The Fast Stochastic %K is is computed by (Current Close Price - Lowest ... - [Stochastic Relative Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/stochastic-relative-strength-index.md): Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or overs... - [Sum](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/sum.md): This indicator represents an indicator capable of tracking the sum for the given period - [Super Trend](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/super-trend.md): Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-she... - [Swiss Army Knife](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/swiss-army-knife.md): Swiss Army Knife indicator by John Ehlers - [T3 Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/t3-moving-average.md): This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Per... - [Target Downside Deviation](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/target-downside-deviation.md): This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-squar... - [Theta](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/theta.md): Option Theta indicator that calculate the theta of an option - [Time Profile](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/time-profile.md): This indicator represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes - [Time Series Forecast](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/time-series-forecast.md): This indicator represents an indicator capable of predicting new values given previous data from a window. - [Tom Demark Sequential](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/tom-demark-sequential.md): This indicator represents the Tom Demark Sequential indicator, which is used to identify potential trend exhaustion points. Thi... - [Triangular Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/triangular-moving-average.md): This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following f... - [Triple Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/triple-exponential-moving-average.md): This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with ... - [Trix](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/trix.md): This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.co... - [True Range](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/true-range.md): This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from tod... - [True Strength Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/true-strength-index.md): This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.... - [Ultimate Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/ultimate-oscillator.md): This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockc... - [Value At Risk](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/value-at-risk.md): This indicator computes 1-day VaR for a specified confidence level and lookback period - [Variable Index Dynamic Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/variable-index-dynamic-average.md): This indicator computes the n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (... - [Variance](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/variance.md): This indicator computes the n-period population variance. - [Vega](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/vega.md): Option Vega indicator that calculate the Vega of an option - [Volume Profile](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-profile.md): This indicator represents an Indicator of the Market Profile with Volume Profile mode and its attributes - [Volume Weighted Average Price Indicator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-weighted-average-price-indicator.md): Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price m... - [Volume Weighted Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/volume-weighted-moving-average.md): This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to deter... - [Vortex](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/vortex.md): This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes compo... - [Wave Trend Oscillator](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wave-trend-oscillator.md): The WaveTrend Oscillator (WTO) is a momentum indicator that highlights overbought and oversold conditions by measuring how far ... - [Wilder Accumulative Swing Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-accumulative-swing-index.md): This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical... - [Wilder Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-moving-average.md): This indicator represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading ... - [Wilder Swing Index](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/wilder-swing-index.md): This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Syste... - [Williams Percent R](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/williams-percent-r.md): Williams %R, or just %R, is the current closing price in relation to the high and low of the past N days (for a given N). The v... - [Zero Lag Exponential Moving Average](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/zero-lag-exponential-moving-average.md): This indicator represents the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the ... - [Zig Zag](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/zig-zag.md): The ZigZag indicator identifies significant turning points in price movements, filtering out noise using a sensitivity threshol...