backtest-engine/src/indicators/calc-registry.ts, basecomponents/src/lib/FinancialChart/indicators/plugins/*.ts by pnpm --filter docsite gen:reference; a test fails when it drifts.Indicator catalogue
Every indicator the engine can compute. Strategy key is what ctx.indicator() accepts;
VectarisQL is the name typed in a chart row (NAME(param, …)). Indicators without a chart
plugin are strategy-only. The first output listed (or values when present) is what
IndicatorCursor.value returns; the rest are reachable via cursor.output(name).
Summary
| Strategy key | VectarisQL | Chart | Outputs |
|---|---|---|---|
ad |
AD |
✓ | values |
adx |
ADX |
✓ | adx, plusDI, minusDI |
ao |
AO |
✓ | values |
aroon |
AROON |
✓ | up, down |
atr |
ATR |
✓ | values |
bbpercent |
BBPCT |
✓ | values |
bbwidth |
BBW |
✓ | values |
bollinger |
BB |
✓ | upper, middle, lower |
cci |
CCI |
✓ | values |
chaikinosc |
CHAIKOSC |
✓ | values |
chop |
— | — | values |
cmf |
CMF |
✓ | values |
dema |
DEMA |
✓ | values |
donchian |
DC |
✓ | upper, middle, lower |
ema |
EMA |
✓ | values |
envelope |
ENV |
✓ | upper, lower |
hma |
HMA |
✓ | values |
hv |
HV |
✓ | values |
ichimoku |
ICHIMOKU |
✓ | conversion, base, spanA, spanB, lagging |
kama |
KAMA |
✓ | values |
keltner |
KC |
✓ | upper, middle, lower |
linreg |
LINREG |
✓ | values |
linregchannel |
LINREGCHAN |
✓ | upper, middle, lower |
lsma |
LSMA |
✓ | values |
macd |
MACD |
✓ | macd, signal, histogram |
mfi |
MFI |
✓ | values |
momentum |
MOM |
✓ | values |
obv |
OBV |
✓ | values |
pivotpoints |
PP |
✓ | pp, r1, r2, r3, s1, s2, s3 |
psar |
PSAR |
✓ | values |
pvt |
PVT |
✓ | values |
roc |
ROC |
✓ | values |
rsi |
RSI |
✓ | values |
sma |
SMA |
✓ | values |
smma |
SMMA |
✓ | values |
stddev |
STDDEV |
✓ | values |
stochastic |
STOCH |
✓ | k, d |
stochrsi |
STOCHRSI |
✓ | k, d |
supertrend |
SUPERTREND |
✓ | values, direction |
svwap |
— | — | values |
tema |
TEMA |
✓ | values |
trix |
TRIX |
✓ | values |
tsi |
TSI |
✓ | tsi, signal |
ultimateosc |
ULTOSC |
✓ | values |
volosc |
VOLOSC |
✓ | values |
vwap |
VWAP |
✓ | values |
vwma |
VWMA |
✓ | values |
williamsr |
WILLR |
✓ | values |
wma |
WMA |
✓ | values |
zigzag |
ZIGZAG |
✓ | values |
Accumulation/Distribution
Measures cumulative buying and selling pressure using price and volume
Strategy key: ad — ctx.indicator('ad')
VectarisQL: AD()
Pane: separate panel
No parameters.
Outputs: values (primary: values)
Average Directional Index
Measures trend strength regardless of direction, from 0 to 100
Strategy key: adx — ctx.indicator('adx', { period: 14 })
VectarisQL: ADX(14)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 | 1 | 200 | 1 | Lookback period for trend strength calculation |
Outputs: adx, plusDI, minusDI (primary: adx)
Awesome Oscillator
Shows market momentum by comparing recent and longer-term midpoint moving averages
Strategy key: ao — ctx.indicator('ao', { fastPeriod: 5, slowPeriod: 34 })
VectarisQL: AO(5, 34)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
fastPeriod |
5 | 1 | 100 | 1 | Short-term moving average period |
slowPeriod |
34 | 1 | 200 | 1 | Long-term moving average period |
Outputs: values (primary: values)
Aroon
Identifies trend changes and strength by measuring time since highest high and lowest low
Strategy key: aroon — ctx.indicator('aroon', { period: 25 })
VectarisQL: AROON(25)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
25 | 1 | 200 | 1 | Number of bars to look back for highs and lows |
Outputs: up, down (primary: up)
Average True Range
Measures market volatility using the range between high and low prices
Strategy key: atr — ctx.indicator('atr', { period: 14 })
VectarisQL: ATR(14)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 | 1 | 200 | 1 | Number of bars for averaging true range |
Outputs: values (primary: values)
Bollinger %B
Shows where price sits between the Bollinger Bands as a percentage
Strategy key: bbpercent — ctx.indicator('bbpercent', { period: 20, stdDev: 2 })
VectarisQL: BBPCT(20, 2)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Moving average period for the middle band |
stdDev |
2 | 0.1 | 5 | 0.1 | Number of standard deviations for band width |
Outputs: values (primary: values)
Bollinger Bandwidth
Measures the distance between upper and lower Bollinger Bands
Strategy key: bbwidth — ctx.indicator('bbwidth', { period: 20, stdDev: 2 })
VectarisQL: BBW(20, 2)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Moving average period for the middle band |
stdDev |
2 | 0.1 | 5 | 0.1 | Number of standard deviations for band width |
Outputs: values (primary: values)
Bollinger Bands
Price channels based on standard deviations around a moving average
Strategy key: bollinger — ctx.indicator('bollinger', { period: 20, stdDev: 2 })
VectarisQL: BB(20, 2)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Moving average period for the middle band |
stdDev |
2 | 0.1 | 5 | 0.1 | Number of standard deviations for band width |
Outputs: upper, middle, lower (primary: upper)
Commodity Channel Index
Measures how far price deviates from its statistical mean
Strategy key: cci — ctx.indicator('cci', { period: 20 })
VectarisQL: CCI(20)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 200 | 1 | Lookback period for mean deviation calculation |
Outputs: values (primary: values)
Chaikin Oscillator
Momentum of the Accumulation/Distribution line using two EMAs
Strategy key: chaikinosc — ctx.indicator('chaikinosc', { fastPeriod: 3, slowPeriod: 10 })
VectarisQL: CHAIKOSC(3, 10)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
fastPeriod |
3 | 1 | 100 | 1 | Fast EMA period |
slowPeriod |
10 | 1 | 200 | 1 | Slow EMA period |
Outputs: values (primary: values)
chop
Strategy key: chop — ctx.indicator('chop', { period: 14 })
VectarisQL: not available on charts (strategy-only)
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 |
Outputs: values (primary: values)
Chaikin Money Flow
Measures buying and selling pressure over a period using volume flow
Strategy key: cmf — ctx.indicator('cmf', { period: 20 })
VectarisQL: CMF(20)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 200 | 1 | Number of bars for volume flow calculation |
Outputs: values (primary: values)
Double Exponential Moving Average
Faster-responding moving average that reduces lag using double smoothing
Strategy key: dema — ctx.indicator('dema', { period: 20 })
VectarisQL: DEMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for the double exponential calculation |
Outputs: values (primary: values)
Donchian Channels
Price channels formed by the highest high and lowest low over N periods
Strategy key: donchian — ctx.indicator('donchian', { period: 20 })
VectarisQL: DC(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for channel calculation |
Outputs: upper, middle, lower (primary: upper)
Exponential Moving Average
Weighted moving average that gives more importance to recent prices
Strategy key: ema — ctx.indicator('ema', { period: 20 })
VectarisQL: EMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for exponential smoothing |
Outputs: values (primary: values)
Envelopes
Percentage-based bands above and below a moving average
Strategy key: envelope — ctx.indicator('envelope', { period: 20, percent: 2.5 })
VectarisQL: ENV(20, 2.5)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Moving average period for the center line |
percent |
2.5 | 0.1 | 20 | 0.1 | Percentage offset from center for upper and lower bands |
Outputs: upper, lower (primary: upper)
Hull Moving Average
Low-lag moving average using weighted averages of different lengths
Strategy key: hma — ctx.indicator('hma', { period: 20 })
VectarisQL: HMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for the Hull calculation |
Outputs: values (primary: values)
Historical Volatility
Measures annualized price volatility from historical returns
Strategy key: hv — ctx.indicator('hv', { period: 20 })
VectarisQL: HV(20)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for volatility calculation |
Outputs: values (primary: values)
Ichimoku Cloud
Multi-component overlay showing support, resistance, trend, and momentum
Strategy key: ichimoku — ctx.indicator('ichimoku', { conversionPeriod: 9, basePeriod: 26, spanBPeriod: 52, displacement: 26 })
VectarisQL: ICHIMOKU(9, 26, 52, 26)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
conversionPeriod |
9 | 1 | 100 | 1 | Conversion line period (fast signal) |
basePeriod |
26 | 1 | 100 | 1 | Base line period (slow signal) |
spanBPeriod |
52 | 1 | 200 | 1 | Leading span B period (cloud boundary) |
displacement |
26 | 1 | 100 | 1 |
Outputs: conversion, base, spanA, spanB, lagging (primary: conversion)
Kaufman Adaptive Moving Average
Adaptive moving average that adjusts speed based on market noise
Strategy key: kama — ctx.indicator('kama', { period: 10, fast: 2, slow: 30 })
VectarisQL: KAMA(10, 2, 30)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
10 | 1 | 500 | 1 | Efficiency ratio lookback period |
fast |
2 | 1 | 50 | 1 | Fastest smoothing constant period |
slow |
30 | 1 | 200 | 1 | Slowest smoothing constant period |
Outputs: values (primary: values)
Keltner Channels
Volatility channels using ATR bands around an EMA
Strategy key: keltner — ctx.indicator('keltner', { period: 20, atrPeriod: 10, multiplier: 1.5 })
VectarisQL: KC(20, 10, 1.5)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | EMA period for the center line |
atrPeriod |
10 | 1 | 200 | 1 | ATR period for channel width |
multiplier |
1.5 | 0.1 | 10 | 0.1 | ATR multiplier for band distance |
Outputs: upper, middle, lower (primary: upper)
Linear Regression
Best-fit straight line through recent prices using least squares
Strategy key: linreg — ctx.indicator('linreg', { period: 25 })
VectarisQL: LINREG(25)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
25 | 1 | 500 | 1 | Number of bars for regression calculation |
Outputs: values (primary: values)
Linear Regression Channel
Linear regression line with standard deviation channels
Strategy key: linregchannel — ctx.indicator('linregchannel', { period: 100, deviations: 2 })
VectarisQL: LINREGCHAN(100, 2)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
100 | 3 | 500 | 1 | Number of bars for regression calculation |
deviations |
2 | 0.1 | 5 | 0.1 | Number of standard deviations for channel width |
Outputs: upper, middle, lower (primary: upper)
Least Squares Moving Average
Moving average derived from linear regression endpoint values
Strategy key: lsma — ctx.indicator('lsma', { period: 25 })
VectarisQL: LSMA(25)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
25 | 1 | 500 | 1 | Regression lookback period |
Outputs: values (primary: values)
MACD
Trend-following momentum using the difference between two EMAs
Strategy key: macd — ctx.indicator('macd', { fastPeriod: 12, slowPeriod: 26, signalPeriod: 9 })
VectarisQL: MACD(12, 26, 9)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
fastPeriod |
12 | 1 | 100 | 1 | Fast EMA period |
slowPeriod |
26 | 1 | 200 | 1 | Slow EMA period |
signalPeriod |
9 | 1 | 100 | 1 | Signal line smoothing period |
Outputs: macd, signal, histogram (primary: macd)
Money Flow Index
Volume-weighted RSI that measures buying and selling pressure
Strategy key: mfi — ctx.indicator('mfi', { period: 14 })
VectarisQL: MFI(14)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 | 1 | 200 | 1 | Lookback period for money flow calculation |
Outputs: values (primary: values)
Momentum
Measures the rate of price change over N periods
Strategy key: momentum — ctx.indicator('momentum', { period: 10 })
VectarisQL: MOM(10)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
10 | 1 | 200 | 1 | Number of bars to compare current price against |
Outputs: values (primary: values)
On-Balance Volume
Cumulative volume indicator that confirms price trends
Strategy key: obv — ctx.indicator('obv')
VectarisQL: OBV()
Pane: separate panel
No parameters.
Outputs: values (primary: values)
Pivot Points
Key support and resistance levels calculated from prior period prices
Strategy key: pivotpoints — ctx.indicator('pivotpoints', { type: 0 })
VectarisQL: PP(0)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
type |
0 | 0 | 0 | 1 |
Outputs: pp, r1, r2, r3, s1, s2, s3 (primary: pp)
Parabolic SAR
Trailing stop-and-reverse system that follows price trends
Strategy key: psar — ctx.indicator('psar', { step: 0.02, max: 0.2 })
VectarisQL: PSAR(0.02, 0.2)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
step |
0.02 | 0.001 | 0.1 | 0.001 | Acceleration factor increment |
max |
0.2 | 0.01 | 1 | 0.01 | Maximum acceleration factor |
Outputs: values (primary: values)
Price Volume Trend
Cumulative volume adjusted by percentage price changes
Strategy key: pvt — ctx.indicator('pvt')
VectarisQL: PVT()
Pane: separate panel
No parameters.
Outputs: values (primary: values)
Rate of Change
Percentage change in price over a specified number of periods
Strategy key: roc — ctx.indicator('roc', { period: 9 })
VectarisQL: ROC(9)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
9 | 1 | 200 | 1 | Number of bars to measure price change over |
Outputs: values (primary: values)
Relative Strength Index
Momentum oscillator measuring speed and magnitude of price changes, 0-100
Strategy key: rsi — ctx.indicator('rsi', { period: 14 })
VectarisQL: RSI(14)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 | 1 | 200 | 1 | Lookback period for average gains and losses |
Outputs: values (primary: values)
Simple Moving Average
Smooths price data by averaging over a fixed number of bars
Strategy key: sma — ctx.indicator('sma', { period: 20 })
VectarisQL: SMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars to average |
Outputs: values (primary: values)
Smoothed Moving Average
Extra-smooth moving average using recursive averaging
Strategy key: smma — ctx.indicator('smma', { period: 20 })
VectarisQL: SMMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Smoothing lookback period |
Outputs: values (primary: values)
Standard Deviation
Statistical measure of price dispersion from the mean
Strategy key: stddev — ctx.indicator('stddev', { period: 20 })
VectarisQL: STDDEV(20)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for standard deviation calculation |
Outputs: values (primary: values)
Stochastic
Compares closing price to its range over N periods, 0-100
Strategy key: stochastic — ctx.indicator('stochastic', { kPeriod: 14, dPeriod: 3, smooth: 3 })
VectarisQL: STOCH(14, 3, 3)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
kPeriod |
14 | 1 | 100 | 1 | Lookback period for %K line |
dPeriod |
3 | 1 | 100 | 1 | Smoothing period for %D signal line |
smooth |
3 | 1 | 50 | 1 | Additional smoothing applied to %K |
Outputs: k, d (primary: k)
Stochastic RSI
Stochastic oscillator applied to RSI values for extra sensitivity
Strategy key: stochrsi — ctx.indicator('stochrsi', { rsiPeriod: 14, stochPeriod: 14, kSmooth: 3, dSmooth: 3 })
VectarisQL: STOCHRSI(14, 14, 3, 3)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
rsiPeriod |
14 | 1 | 200 | 1 | RSI calculation period |
stochPeriod |
14 | 1 | 200 | 1 | Stochastic lookback period |
kSmooth |
3 | 1 | 50 | 1 | %K smoothing period |
dSmooth |
3 | 1 | 50 | 1 | %D smoothing period |
Outputs: k, d (primary: k)
SuperTrend
Trend-following overlay that flips between support and resistance
Strategy key: supertrend — ctx.indicator('supertrend', { period: 10, multiplier: 3 })
VectarisQL: SUPERTREND(10, 3)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
10 | 1 | 200 | 1 | ATR calculation period |
multiplier |
3 | 0.1 | 10 | 0.1 | ATR multiplier for band distance |
Outputs: values, direction (primary: values)
svwap
Strategy key: svwap — ctx.indicator('svwap')
VectarisQL: not available on charts (strategy-only)
No parameters.
Outputs: values (primary: values)
Triple Exponential Moving Average
Triple-smoothed EMA that further reduces lag
Strategy key: tema — ctx.indicator('tema', { period: 20 })
VectarisQL: TEMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for triple exponential calculation |
Outputs: values (primary: values)
TRIX
Rate of change of a triple-smoothed EMA, filters out noise
Strategy key: trix — ctx.indicator('trix', { period: 18 })
VectarisQL: TRIX(18)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
18 | 1 | 200 | 1 | Triple EMA smoothing period |
Outputs: values (primary: values)
True Strength Index
Double-smoothed momentum oscillator showing trend direction and strength
Strategy key: tsi — ctx.indicator('tsi', { long: 25, short: 13, signal: 13 })
VectarisQL: TSI(25, 13, 13)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
long |
25 | 1 | 100 | 1 | Slow smoothing period |
short |
13 | 1 | 100 | 1 | Fast smoothing period |
signal |
13 | 1 | 100 | 1 |
Outputs: tsi, signal (primary: tsi)
Ultimate Oscillator
Multi-timeframe momentum oscillator combining three periods
Strategy key: ultimateosc — ctx.indicator('ultimateosc', { period1: 7, period2: 14, period3: 28 })
VectarisQL: ULTOSC(7, 14, 28)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period1 |
7 | 1 | 100 | 1 | Short cycle period |
period2 |
14 | 1 | 100 | 1 | Medium cycle period |
period3 |
28 | 1 | 200 | 1 | Long cycle period |
Outputs: values (primary: values)
Volume Oscillator
Measures the difference between two volume moving averages
Strategy key: volosc — ctx.indicator('volosc', { fastPeriod: 5, slowPeriod: 10 })
VectarisQL: VOLOSC(5, 10)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
fastPeriod |
5 | 1 | 100 | 1 | Fast volume moving average period |
slowPeriod |
10 | 1 | 200 | 1 | Slow volume moving average period |
Outputs: values (primary: values)
Volume Weighted Avg Price
Average price weighted by volume, key intraday benchmark
Strategy key: vwap — ctx.indicator('vwap')
VectarisQL: VWAP()
Pane: overlay on price
No parameters.
Outputs: values (primary: values)
Volume Weighted Moving Average
Moving average that weights bars by their trading volume
Strategy key: vwma — ctx.indicator('vwma', { period: 20 })
VectarisQL: VWMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for volume-weighted calculation |
Outputs: values (primary: values)
Williams %R
Momentum oscillator comparing close to the high-low range, 0 to -100
Strategy key: williamsr — ctx.indicator('williamsr', { period: 14 })
VectarisQL: WILLR(14)
Pane: separate panel
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
14 | 1 | 200 | 1 | Lookback period for high-low range |
Outputs: values (primary: values)
Weighted Moving Average
Moving average where recent bars have linearly increasing weight
Strategy key: wma — ctx.indicator('wma', { period: 20 })
VectarisQL: WMA(20)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
period |
20 | 1 | 500 | 1 | Number of bars for weighted average |
Outputs: values (primary: values)
Zig Zag
Connects significant price reversals, filtering out small moves
Strategy key: zigzag — ctx.indicator('zigzag', { deviation: 5 })
VectarisQL: ZIGZAG(5)
Pane: overlay on price
| Param | Default | Min | Max | Step | Description |
|---|---|---|---|---|---|
deviation |
5 | 0.1 | 50 | 0.1 | Minimum percentage move to qualify as a reversal |
Outputs: values (primary: values)