Overview

Indicators in a price series are numbers calculated from the underlying series that summarize the data in manner that can be interpreted more easily. In the context of machine learning, indicators are generated during the feature extraction process.

Indicators are generally thought to provide an indication of whether the underlying asset is a good buy or not. In some cases, (such as average true range) are used for purposes other than asset value.

Indicators that are thought to be range bound and cycle between the extremes are called oscillators and are treated separately.

Signal

• Breakout : indicates how many periods since the series has seen a maximum or a minimum
• Gaps
• Moving Averages : smoothes out the data series
• Average True Range : a calculation of an assets trading range over a day that accounts for market closes
• Momentum :
• Accumulators :
• Hodrick Prescott :

Candlestick Patterns

Candlestick Indicators : a candlestick chart includes additional information about the intraday movements of an asset beyond just the closing price. In particular, it will include the open, close, high and low values of the price for any given day. The additional information can provide color as to the trends developing in the asset.

Implementation

Calculating Indicators provides information about how to calculate a set of indicators from a dataset.