Indicators Reference

Botmarley supports 27 technical indicators that you can use in strategy triggers. Each indicator has a dedicated page with in-depth explanations and TOML trigger examples.

Quick Reference Table

Classic Technical Indicators

IndicatorFormatPeriodValue RangeDescription
SMAsma_201-200price-basedSimple Moving Average
EMAema_501-200price-basedExponential Moving Average
RSIrsi_141-2000-100Relative Strength Index
Bollinger Bandsbb_upper, bb_middle, bb_lowerfixed 20price-basedVolatility bands
MACDmacd_line, macd_signal, macd_histogramfixed 12/26/9unboundedTrend/momentum
StochRSIstoch_rsi_141-2000-100Stochastic RSI
ROCroc_101-200unboundedRate of Change (%)
ATRatr_141-2000+Average True Range
OBVobvnoneunboundedOn-Balance Volume
OBV SMAobv_sma_201-200unboundedSMA of OBV
VolSMAvol_sma_201-2000+Volume Simple Moving Average
TTM Trendttm_trendnone-1 / 0 / 1Trend direction indicator
PricepricenoneactualCurrent candle close price

Statistical Indicators

IndicatorFormatPeriodValue RangeDescription
RSTDrstd_205-5000+Rolling Standard Deviation
Z-Scorezscore_205-500-4 to +4Standard score (deviations from mean)
Percentile Rankprank_5010-5000-100Price percentile within rolling window
Parkinsonparkinson_205-5000+High-low range volatility estimator
Garman-Klassgk_vol_205-5000+OHLC-based volatility estimator
Yang-Zhangyz_vol_205-5000+Comprehensive volatility (overnight + intraday)
Hursthurst_20050-5000-1Hurst exponent (trend vs mean-reversion)
Half-Lifehalflife_20050-5001+Mean reversion speed (candles to half-revert)
Vol Regimevol_regime_10020-5001 / 2 / 3Volatility regime classifier
VWAPvwaprollingprice-basedVolume Weighted Average Price
VWAP Devvwap_dev_205-500unboundedPrice deviation from VWAP (in %)
Skewnessskew_6010-500-3 to +3Return distribution asymmetry
Kurtosiskurt_6010-500-2 to +10Tail risk (fat vs thin tails)
Autocorrelationautocorr_1lag 1-50-1 to +1Momentum persistence measurement

Indicator Categories

Trend Indicators

  • SMA — The classic moving average. Equal weight to all candles. Best for identifying long-term trends and support/resistance levels.
  • EMA — Weighted toward recent prices. Reacts faster than SMA. Best for short-term trading and entry timing.
  • TTM Trend — Simplified trend direction (1 = bullish, -1 = bearish). Great as a filter on other triggers.

Momentum Indicators

  • RSI — Measures overbought/oversold conditions on a 0-100 scale. The most popular momentum indicator.
  • MACD — Tracks the relationship between two EMAs. Shows both trend direction and momentum strength.
  • StochRSI — More sensitive version of RSI. Catches short-term reversals.
  • ROC — Percentage price change. Detects sharp dips and pumps.
  • Autocorrelation — Measures momentum persistence. Positive = trends continue; near zero = random; negative = reversals likely.

Volatility Indicators

  • Bollinger Bands — Dynamic envelope around price. Widens in volatility, narrows in calm. Great for mean-reversion strategies.
  • ATR — Measures volatility magnitude. Use for position sizing and volatility filters.
  • RSTD — Rolling standard deviation of price. The raw building block of volatility measurement.
  • Parkinson — Volatility from high-low range. More efficient than close-to-close estimators.
  • Garman-Klass — Volatility from full OHLC data. Even more efficient than Parkinson.
  • Yang-Zhang — The most comprehensive volatility estimator. Combines overnight gaps + intraday range.
  • Vol Regime — Classifies volatility into low/normal/high regimes. Self-calibrating across all assets.

Statistical / Mean-Reversion Indicators

  • Z-Score — How many standard deviations from the mean. Universal thresholds across all assets. The core mean-reversion signal.
  • Percentile Rank — Where current price sits in its rolling range (0-100). Great for detecting historically rare levels.
  • Hurst — THE regime detector. Tells you if the market is trending, mean-reverting, or random walk.
  • Half-Life — How fast price reverts to the mean (in candles). Determines if mean reversion happens fast enough to trade.

Institutional / Fair Value Indicators

  • VWAP — Volume Weighted Average Price. The benchmark institutions use for fair value.
  • VWAP Dev — Percentage deviation from VWAP. Measures how far price has strayed from institutional fair value.

Distribution Intelligence

  • Skewness — Measures return distribution asymmetry. Positive = upside surprises likely; negative = crash risk elevated.
  • Kurtosis — Measures tail fatness. Low = predictable; high = extreme moves likely. A pure risk indicator.

Volume Indicators

  • OBV — Cumulative volume flow. Confirms trends and detects divergences.
  • VolSMA — Average volume. Detect unusual volume spikes.

Special

  • Price — Current candle close. Compare against any indicator or absolute level.

Operators

All indicators are compared using one of five operators. See the Operators Reference for the complete guide, including the critical difference between state-based operators (>, <, =) that fire on every matching candle and event-based operators (cross_above, cross_below) that fire once at the moment of crossing.

OperatorTypeDescription
>State-basedTrue whenever indicator is above target
<State-basedTrue whenever indicator is below target
=State-basedTrue when indicator equals target (use for TTM Trend only)
cross_aboveEvent-basedFires once when indicator crosses from below to above target
cross_belowEvent-basedFires once when indicator crosses from above to below target

Period Constraints

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

Tip

Shorter periods react faster but generate more false signals. Longer periods are smoother but lag behind price. Choose based on your strategy's timeframe and risk tolerance.