Indicators Reference

Complete reference table for all technical indicators supported by Botmarley.

Indicator Summary

Indicator	TOML Format	Category	Default Period	Signal Range
SMA	`sma_{period}`	Trend	20, 50, 200	Price-level
EMA	`ema_{period}`	Trend	9, 12, 20, 26	Price-level
RSI	`rsi_{period}`	Momentum	14	0–100
MACD	`macd_{component}`	Momentum	12/26/9	Oscillator
Bollinger Bands	`bb_{band}`	Volatility	20	Price-level
Stochastic RSI	`stoch_rsi_{period}`	Momentum	14	0–100
ATR	`atr_{period}`	Volatility	14	Positive
ROC	`roc_{period}`	Momentum	10	Percentage
OBV	`obv`	Volume	—	Cumulative
OBV SMA	`obv_sma_{period}`	Volume	20	Cumulative
Volume SMA	`vol_sma_{period}`	Volume	20	Volume-level
TTM Trend	`ttm_trend`	Trend	—	Binary
RSTD	`rstd_{period}`	Statistical	20	Positive
Z-Score	`zscore_{period}`	Statistical	20	-4 to +4
Percentile Rank	`prank_{period}`	Statistical	50	0–100
Parkinson	`parkinson_{period}`	Volatility	20	Positive
Garman-Klass	`gk_vol_{period}`	Volatility	20	Positive
Yang-Zhang	`yz_vol_{period}`	Volatility	20	Positive
Hurst	`hurst_{period}`	Regime	200	0–1
Half-Life	`halflife_{period}`	Regime	200	1+ candles
Vol Regime	`vol_regime_{period}`	Regime	100	1 / 2 / 3
VWAP	`vwap`	Institutional	—	Price-level
VWAP Dev	`vwap_dev_{period}`	Institutional	20	Percentage
Skewness	`skew_{period}`	Distribution	60	-3 to +3
Kurtosis	`kurt_{period}`	Distribution	60	-2 to +10
Autocorrelation	`autocorr_{lag}`	Momentum	lag 1	-1 to +1

Trend Indicators

Simple Moving Average (SMA)

Format: sma_{period} (e.g., sma_50, sma_200)

The SMA calculates the arithmetic mean of the last N closing prices. It smooths out price data to identify trend direction.

Common uses:

sma_50 / sma_200 — Golden Cross / Death Cross signals
Price above SMA = uptrend, below = downtrend

[[actions.triggers]]
indicator = "ema_9"
operator = "cross_above"
target = "sma_21"

Exponential Moving Average (EMA)

Format: ema_{period} (e.g., ema_9, ema_20)

The EMA gives more weight to recent prices, making it more responsive to new information than the SMA.

Common uses:

Fast/slow EMA crossovers (e.g., EMA 9 crossing EMA 21)
Dynamic support/resistance levels

[[actions.triggers]]
indicator = "ema_12"
operator = "cross_above"
target = "ema_26"

TTM Trend

Format: ttm_trend or ttmtrend

A binary trend indicator. Returns a directional signal indicating whether the market is in an uptrend or downtrend.

Momentum Indicators

Relative Strength Index (RSI)

Format: rsi_{period} (e.g., rsi_14)

RSI measures the speed and magnitude of price changes on a scale of 0–100.

Level	Interpretation
< 30	Oversold (potential buy)
> 70	Overbought (potential sell)
30–70	Neutral

# Buy when RSI drops below 30
[[actions.triggers]]
indicator = "rsi_14"
operator = "<"
target = "30"

MACD (Moving Average Convergence Divergence)

Components:

macd_line — MACD line (12-period EMA minus 26-period EMA)
macd_signal — Signal line (9-period EMA of MACD line)
macd_hist or macd_histogram — Histogram (MACD line minus signal)

Note

MACD periods (12, 26, 9) are hardcoded and cannot be customized.

# Buy when MACD crosses above signal
[[actions.triggers]]
indicator = "macd_line"
operator = "cross_above"
target = "macd_signal"

Stochastic RSI

Format: stoch_rsi_{period} (e.g., stoch_rsi_14)

Applies the Stochastic oscillator formula to RSI values instead of price. Ranges 0–100, more sensitive than standard RSI.

Rate of Change (ROC)

Format: roc_{period} (e.g., roc_10)

Measures the percentage change in price over a specified period. Positive values indicate upward momentum, negative values indicate downward.

Volatility Indicators

Bollinger Bands

Components:

bb_upper — Upper band (SMA + 2 standard deviations)
bb_mid or bb_middle — Middle band (20-period SMA)
bb_lower — Lower band (SMA - 2 standard deviations)

# Buy when price touches lower Bollinger Band
[[actions.triggers]]
indicator = "price"
operator = "<"
target = "bb_lower"

Average True Range (ATR)

Format: atr_{period} (e.g., atr_14)

Measures market volatility by calculating the average range of price bars. Higher ATR = more volatile market.

Volume Indicators

On Balance Volume (OBV)

Format: obv

Cumulative volume indicator — adds volume on up days, subtracts on down days. Helps confirm price trends.

OBV with SMA

Format: obv_sma_{period} (e.g., obv_sma_20)

Smoothed version of OBV using a Simple Moving Average.

Volume SMA

Format: vol_sma_{period} (e.g., vol_sma_20)

Simple Moving Average applied to trading volume. Useful for identifying volume breakouts.

Special Values

Price

Format: price

Represents the current market price (close of current candle). Use this to compare indicators against the actual price.

# EMA above current price = potential resistance
[[actions.triggers]]
indicator = "price"
operator = ">"
target = "ema_200"

Statistical Indicators

Rolling Standard Deviation (RSTD)

Format: rstd_{period} (e.g., rstd_20)

Measures the dispersion of closing prices around their mean over a rolling window. The raw building block of volatility measurement.

Z-Score

Format: zscore_{period} (e.g., zscore_20)

How many standard deviations the current price is from its rolling mean. Universal thresholds (-2 = oversold, +2 = overbought) work across all assets.

# Buy when price is 2 standard deviations below mean
[[actions.triggers]]
indicator = "zscore_20"
operator = "<"
target = "-2.0"

Percentile Rank

Format: prank_{period} (e.g., prank_50)

Where the current close sits within its rolling range, expressed as a percentile (0–100). 5 = bottom 5%, 95 = top 5%.

Advanced Volatility Estimators

Parkinson Volatility

Format: parkinson_{period} (e.g., parkinson_20)

Volatility estimated from high-low range. ~5x more efficient than close-to-close standard deviation.

Garman-Klass Volatility

Format: gk_vol_{period} (e.g., gk_vol_20)

Volatility from full OHLC data. ~8x more efficient than close-to-close estimators.

Yang-Zhang Volatility

Format: yz_vol_{period} (e.g., yz_vol_20)

The most comprehensive volatility estimator. Combines overnight (close-to-open) and intraday (open-to-close + high-low) components.

Regime Detection Indicators

Hurst Exponent

Format: hurst_{period} (e.g., hurst_200)

Measures market memory via R/S analysis. H > 0.55 = trending, H < 0.45 = mean-reverting, H ≈ 0.50 = random walk.

# Only trade momentum when market is trending
[[actions.triggers]]
indicator = "hurst_200"
operator = ">"
target = "0.55"

Half-Life

Format: halflife_{period} (e.g., halflife_200)

Estimates how many candles it takes for price to revert halfway to the mean. Lower = faster reversion. Used to assess if mean-reversion is tradeable.

Volatility Regime

Format: vol_regime_{period} (e.g., vol_regime_100)

Classifies current volatility into discrete regimes: 1 (low), 2 (normal), 3 (high). Self-calibrating across all assets.

Institutional / Fair Value Indicators

VWAP

Format: vwap

Volume Weighted Average Price — the institutional benchmark for fair value. Price below VWAP = cheap, above = expensive.

VWAP Deviation

Format: vwap_dev_{period} (e.g., vwap_dev_20)

Percentage deviation from VWAP. Negative = below fair value, positive = above. Quantifies the distance from institutional consensus price.

Distribution Intelligence

Skewness

Format: skew_{period} (e.g., skew_60)

Measures return distribution asymmetry. Positive = upside surprises likely, negative = crash risk elevated.

Kurtosis

Format: kurt_{period} (e.g., kurt_60)

Measures tail fatness (excess kurtosis). Low = predictable market, high = extreme moves likely. A pure risk indicator.

Momentum Persistence

Autocorrelation

Format: autocorr_{lag} (e.g., autocorr_1)

Measures how correlated current returns are with returns N candles ago. Positive = momentum persists, negative = reversals likely, near zero = random.

# Confirm momentum persistence for trend-following
[[actions.triggers]]
indicator = "autocorr_1"
operator = ">"
target = "0.1"

Period Constraints

Classic Indicators

Minimum period: 1
Maximum period: 200
Invalid period (0 or >200): validation error

Statistical Indicators

Minimum period: varies by indicator (5–50)
Maximum period: 500
See individual indicator pages for exact ranges

Tip

Shorter periods (e.g., EMA 9) react faster to price changes but generate more false signals. Longer periods (e.g., SMA 200) are smoother but lag behind price movements. Choose based on your strategy's timeframe and risk tolerance.

Botmarley User Manual