forge.ta

Forge API 1

Indicator functions, their classes and the missing-value helpers (contract C3).

Naming convention (04 IND-029, written once): functions are short and lower case (``ta.rsi``); indicator classes are CapWords (``RSI``); PEP 8 throughout; parameters run source first, then periods, then methods (``ta.ma(source, period, method)``), the order MetaTrader 5 uses.

Missing values are ``NaN`` in arrays and ``None`` for a scalar that has no value (contract C1 section 2). ``fg.nz`` and ``fg.isna`` resolve here, so strategies and indicators share one missing-value helper (contract C2 section 1).

Time: bar times are ``bars.time`` (open) and ``bars.time_close``, int64 nanoseconds UTC (contract C1 section 2). ``ta.hour``, ``ta.dayofweek`` and ``ta.month`` read them in a zone and ``ta.timestamp`` builds one. On non-time bars (Renko and the like) a bar's own times are not the market's, so read ``bars.real.time`` for time logic (IND-194).

Built-in library: every function is ``forge_indicators.<name>``, and every class wraps one and is generated from ``forge_indicators.REGISTRY`` (contract C3 section 4). ``ta.sma`` is the package's function, so the moving average on a chart is the one that was tested.

Name	Kind	Summary
isna	function	True where a value is missing: ``None`` or ``NaN``.
nz	function	Replace a missing value with ``value`` (default 0).
AC	class	How fast the Awesome oscillator is speeding up or slowing down.
ADR	class	The average high to low range of recent trading days.
ADX	class	How strong the trend is, whatever its direction.
ALMA	class	Gaussian weighted average whose peak you can move toward the newest bar.
AO	class	Momentum from the gap between a fast and a slow average of the median price.
ATR	class	The average true range over a period, Wilder smoothed or simple.
AccDist	class	Volume weighted by where the close sits in the bar.
Alligator	class	Three smoothed lines that show when a trend is asleep or waking up.
Aroon	class	How recently the highest high and the lowest low happened.
BWMFI	class	Price range per unit of volume, with Bill Williams' four colours.
BearsPower	class	The bar's low against an EMA of closes.
BollingerBands	class	A moving average with bands set by the standard deviation.
BollingerPercentB	class	Where the price sits between the Bollinger Bands.
BollingerWidth	class	The distance between the Bollinger Bands relative to the middle line.
BullsPower	class	The bar's high against an EMA of closes.
CCI	class	Distance from the average in units of mean deviation.
CMO	class	Up moves against down moves over a period, from -100 to 100.
ChaikinOscillator	class	The fast average of A/D minus its slow average.
Change	class	Value now minus the value a number of bars ago.
Cum	class	The total of every value from the first bar.
DEMA	class	Exponential average with part of its lag removed.
DMI	class	Trend direction as two lines, with the strength of the trend.
DarkCloudCover	class	A fall that closes deep into the previous rise.
DeMarker	class	Pressure from higher highs against lower lows, from 0 to 1.
Delay	class	The series moved a number of bars back.
Doji	class	A bar whose body is tiny against its range.
Donchian	class	Highest high and lowest low of the last N bars, with their midpoint.
DragonflyDoji	class	A doji that opens and closes near its high.
EMA	class	Average that weights recent values more, each step closing part of the gap to the price.
EfficiencyRatio	class	How directly the price moved: 1 for a straight line, near 0 for noise.
Engulfing	class	A body that covers the previous opposite body.
Envelopes	class	A moving average with a band a set distance above and below it.
EveningDojiStar	class	An evening star whose middle bar is a doji.
EveningStar	class	A long rise, a small star, then a fall into the rise.
FRAMA	class	Average that follows trends closely and flattens in chop, from the fractal dimension.
FairValueGaps	class	Three-candle imbalances, shown until price fills them.
Falling	class	True after a number of falls in a row.
ForceIndex	class	Volume times the change of a moving average of price.
Fractals	class	Swing highs and lows, shown two bars after they form.
Gator	class	How far apart the Alligator's jaw, teeth and lips are.
GravestoneDoji	class	A doji that opens and closes near its low.
HMA	class	Fast, smooth average built from two weighted averages.
Hammer	class	A long lower wick after a fall.
HangingMan	class	A long lower wick after a rise.
Harami	class	A small body inside the previous long body.
HeikinAshi	class	Smoothed candles that make trends easier to read.
Highest	class	The highest value over a number of bars.
HighestBars	class	How many bars ago the highest value of the window was.
Ichimoku	class	Five lines that show trend, momentum and support in one view.
InsideBar	class	A bar whose range sits within the previous bar's range.
InvertedHammer	class	A long upper wick after a fall.
KAMA	class	Average that speeds up when the price trends and slows down when it chops.
Keltner	class	An EMA with bands set by the average true range.
KeltnerWidth	class	The distance between the Keltner bands relative to the middle line.
Killzones	class	Named session windows, each in its own time zone, shaded on the chart and usable as filters.
LinReg	class	Least squares line fitted to the last N values, read at the newest bar.
LinRegIntercept	class	Where the fitted line starts, at the oldest bar of the window.
LinRegSlope	class	How much the fitted line rises or falls per bar.
Liquidity	class	Equal highs and lows (EQH, EQL), resting liquidity above swing highs and below swing lows, and the sweeps that take it.
LogReturn	class	The natural log of the value over the previous value.
Lowest	class	The lowest value over a number of bars.
LowestBars	class	How many bars ago the lowest value of the window was.
MA	class	Any of the eight moving averages, chosen by name.
MACD	class	The gap between a fast and a slow EMA, with a signal line and histogram.
MFI	class	RSI built from price times volume, from 0 to 100.
MarketStructure	class	Confirmed swings labelled HH, HL, LH and LL, with breaks of structure (BOS) and changes of character (CHoCH), for internal and swing structure.
Marubozu	class	A bar with almost no wicks, rising or falling.
Median	class	Middle value of the last N values, so one spike cannot move it.
MidPoint	class	Halfway between the highest and lowest value of a window.
MidPrice	class	Halfway between the highest high and the lowest low of a window.
Momentum	class	Price now against price a number of bars ago.
MorningDojiStar	class	A morning star whose middle bar is a doji.
MorningStar	class	A long fall, a small star, then a rise into the fall.
OBV	class	Volume added on up closes and taken away on down closes.
OpeningRange	class	The high and low of the first minutes of a session, with breakout signals.
OrderBlocks	class	The last opposite candle before a break of structure, kept until price trades back through it.
OsMA	class	The MACD histogram: MACD minus its signal line.
OutsideBar	class	A bar whose range covers the previous bar's range.
PercentRank	class	Where the value sits among its previous values, from 0 to 100.
PeriodOpen	class	The opening price of the current day, week or month.
Piercing	class	A rise that closes deep into the previous fall.
PivotHigh	class	A swing high, shown once enough bars after it prove it was the highest.
PivotLow	class	A swing low, shown once enough bars after it prove it was the lowest.
PivotPoints	class	Support and resistance levels projected from the previous day, week or month.
PremiumDiscount	class	The upper and lower halves of the active swing range, split at equilibrium.
PriorLevels	class	The previous day, week or month open, high, low and close (PDH, PDL), carried forward.
RMA	class	Wilder's smoothing: a slow average seeded with the mean of the first N values.
ROC	class	Change over a number of bars as a percent, fraction or ratio.
RSI	class	Momentum bounded 0 to 100, from average gains against average losses.
RVI	class	The close against the open, scaled by the range, with a signal line.
Rising	class	True after a number of rises in a row.
SAR	class	Trailing stop-and-reverse level that speeds up as the trend runs.
SMA	class	Average of the last N values, each weighted equally.
SessionRange	class	The high and low of the Asia, London and New York sessions, boxed while each runs.
ShootingStar	class	A long upper wick after a rise.
SpinningTop	class	A small body with a longer wick on each side.
StdDev	class	How far values spread around their average over a period.
StochRSI	class	The stochastic oscillator applied to RSI.
Stochastic	class	Where the close sits in the recent high to low range, with a signal line.
Sum	class	The sum of the last values over a number of bars.
SuperTrend	class	Trend-following line built from the average true range.
TEMA	class	Exponential average with most of its lag removed.
TRIX	class	The one-bar change of a triple smoothed EMA.
ThreeBlackCrows	class	Three falling bars, each opening inside the last body.
ThreeInside	class	A harami confirmed by the third bar.
ThreeOutside	class	An engulfing confirmed by the third bar.
ThreeWhiteSoldiers	class	Three rising bars, each opening inside the last body.
TrueRange	class	The largest of the bar's range and its gaps from the previous close.
VIDYA	class	Exponential average that speeds up when momentum is strong.
VWAP	class	The average price weighted by volume since the session, week, month or a chosen time.
VWMA	class	Average that weights each price by the volume traded at it.
Variance	class	The square of the standard deviation over a period.
Volumes	class	Volume per bar, tick or real as the feed carries it.
WMA	class	Average that weights the newest value N times and the oldest once.
WilliamsR	class	Where the close sits in the recent range, from 0 down to -100.
ZigZag	class	Swing highs and lows, each shown only once a reversal has confirmed it.
ac	function	Accelerator oscillator: the Awesome oscillator minus its own ``signal_period`` average.
accdist	function	Accumulation and distribution: a running total of volume weighted by the close's position.
adr	function	Average daily range: the mean high to low range of the last ``days`` finished trading days.
adx	function	The ADX line of ``dmi``: how strong the trend is, whatever its direction.
alligator	function	Bill Williams' Alligator: ``jaw``, ``teeth`` and ``lips``.
alma	function	Arnaud Legoux average: Gaussian weights over ``window`` bars.
ao	function	Awesome oscillator: the fast average of the median price minus the slow one.
aroon	function	Aroon: how recently the highest high and the lowest low of the last ``period + 1`` bars came.
atr	function	Average true range, Wilder smoothed (``wilder``) or a simple mean (``sma``).
barssince	function	How many bars ago the condition last held: 0 on a bar where it holds.
bb	function	Bollinger Bands: a simple average with bands ``deviations`` population deviations away.
bb_percent	function	Bollinger Bands %B: ``(source - lower) / (upper - lower)``.
bbw	function	Bollinger Bands width: ``(upper - lower) / middle``.
bears_power	function	Bears power: the bar's low minus an EMA of the closes.
bulls_power	function	Bulls power: the bar's high minus an EMA of the closes.
bw_mfi	function	Market facilitation index: ``mfi = (high - low) / volume``, in price units.
cci	function	Commodity channel index: distance from the average in units of mean deviation.
chaikin_osc	function	Chaikin oscillator: the fast average of accumulation and distribution minus the slow one.
change	function	Value now minus the value ``period`` bars ago.
cmo	function	Chande momentum oscillator: up moves against down moves over ``period`` bars, -100 to 100.
correlation	function	Rolling correlation of two series over the last ``period`` bars, from -1 to 1.
cross	function	1 on a bar where ``a`` crosses above ``b``, -1 where it crosses below, 0 elsewhere.
crossover	function	True on the bar where ``a`` goes from at or below ``b`` to above it.
crossunder	function	True on the bar where ``a`` goes from at or above ``b`` to below it.
cum	function	The running total of the source from the first bar.
dark_cloud_cover	function	Dark cloud cover: a fall that closes deep into the previous rise.
dayofweek	function	The weekday of ``t`` in ``tz``, Monday 0 to Sunday 6 (the engine clock's convention).
delay	function	The source ``n`` bars ago: ``value[i] = source[i - n]``.
dema	function	Double exponential average: ``2 * EMA - EMA(EMA)``, the second stage seeded at bar ``period - 1``.
demarker	function	DeMarker: pressure from higher highs against lower lows, from 0 to 1.
dmi	function	Directional movement: ``plus_di``, ``minus_di`` and ``adx``.
doji	function	Doji: a bar whose body is tiny against its range.
donchian	function	Donchian channel: highest high and lowest low of the last ``period`` bars, and their mean.
dragonfly_doji	function	Dragonfly doji: a doji that opens and closes near its high.
efficiency_ratio	function	Net move over ``period`` bars divided by the path length.
ema	function	Exponential average: ``k = 2 / (period + 1)``, seeded with the first price.
engulfing	function	Engulfing: a body that covers the previous opposite body.
envelopes	function	A moving average with a band above and below it.
evening_doji_star	function	Evening doji star: an evening star whose middle bar is a doji.
evening_star	function	Evening star: a long rise, a small star, then a fall into the rise.
fair_value_gaps	function	Three-candle gaps, newest first in five slots per side, until price fills them.
falling	function	True when each of the last ``period`` bars is below the bar before it.
force	function	Force index: the volume times the change of a moving average of the price.
fractals	function	Williams fractals: ``up`` (swing high) and ``down`` (swing low), written two bars late.
frama	function	Fractal adaptive average of the close (Ehlers).
gator	function	Gator oscillator: the gaps between the Alligator's lines, above and below 0.
gravestone_doji	function	Gravestone doji: a doji that opens and closes near its low.
hammer	function	Hammer: a long lower wick after a fall.
hanging_man	function	Hanging man: a long lower wick after a rise.
harami	function	Harami: a small body inside the previous long body.
heikin_ashi	function	Heikin-Ashi candles: ``ha_open``, ``ha_high``, ``ha_low`` and ``ha_close``.
highest	function	The highest value of the last ``period`` bars, the current bar included.
highest_bars	function	How many bars ago the highest value of the last ``period`` bars was, 0 for the current bar.
hma	function	Hull average: ``wma(2 * wma(x, half) - wma(x, period), root)``.
hour	function	The hour (0 to 23) of nanosecond UTC times ``t`` in the zone ``tz``.
ichimoku	function	Tenkan, kijun, senkou A and B, and chikou, undisplaced.
inside_bar	function	Inside bar: a bar whose range sits within the previous bar's range.
inverted_hammer	function	Inverted hammer: a long upper wick after a fall.
kama	function	Kaufman adaptive average.
kc	function	Keltner channel: an EMA of closes with bands ``atr_factor`` average true ranges away.
kcw	function	Keltner channel width: ``(upper - lower) / middle``.
killzones	function	Four named windows, each true on the bars that open inside it.
linreg	function	The regression line at the newest bar of the window: ``a + b * (period - 1)``.
linreg_intercept	function	The regression line at the oldest bar of the window.
linreg_slope	function	The slope of the regression line: its change per bar.
liquidity	function	Equal highs and lows, resting liquidity above swing highs and below swing lows, and sweeps.
log_return	function	The natural log of the value over the previous value: ``ln(source[i] / source[i-1])``.
lowest	function	The lowest value of the last ``period`` bars, the current bar included.
lowest_bars	function	How many bars ago the lowest value of the last ``period`` bars was, 0 for the current bar.
lwma	function	Linearly weighted average: weight ``period`` on the newest value down to 1 on the oldest.
ma	function	The moving average named by ``method``: one of sma, ema, smma, lwma, wma, hma, dema, tema.
macd	function	MACD: the fast EMA minus the slow EMA, its signal line and the gap between them.
market_structure	function	Swings labelled HH, HL, LH and LL, with breaks of structure and changes of character.
marubozu	function	Marubozu: a bar with almost no wicks.
max2	function	The larger of two series bar by bar, or of a series and a number.
median	function	Median of the last ``period`` values.
mfi	function	Money flow index: RSI built from the typical price times volume, from 0 to 100.
midpoint	function	Halfway between the highest and the lowest value of the last ``period`` bars.
midprice	function	Halfway between the highest high and the lowest low of the last ``period`` bars.
min2	function	The smaller of two series bar by bar, or of a series and a number.
mom	function	Price now against price ``period`` bars ago.
month	function	The month (1 to 12) of ``t`` in ``tz``.
morning_doji_star	function	Morning doji star: a morning star whose middle bar is a doji.
morning_star	function	Morning star: a long fall, a small star, then a rise into the fall.
obv	function	On-balance volume: a running total that starts with the first bar's volume.
opening_range	function	The high and low of the first minutes of a session, and the closes that cross them.
order_blocks	function	The last opposite candle before each break of structure, kept until price goes through it.
osma	function	OsMA: the MACD line minus its signal line.
outside_bar	function	Outside bar: a bar whose range covers the previous bar's range.
percentrank	function	The share of the previous ``period`` values at or below the current value.
period_open	function	The open of the current day, week or month on every bar of it.
piercing	function	Piercing line: a rise that closes deep into the previous fall.
pivot_high	function	The high of a swing high, written ``right`` bars after the swing.
pivot_low	function	The low of a swing low, written ``right`` bars after the swing (the mirror of pivot_high).
pivot_points	function	Pivot points for ``kind`` from the previous ``period`` (``D``, ``W`` or ``M``).
premium_discount	function	The upper and lower halves of the active swing range, split at equilibrium.
prior_levels	function	The previous day's, week's or month's open, high, low and close on every bar.
rising	function	True when each of the last ``period`` bars is above the bar before it.
rma	function	Wilder's smoothed average: seeded with the mean of the first ``period`` values.
roc	function	Change over ``period`` bars, as a percent, a fraction or a ratio.
rsi	function	Relative strength index from average gains against average losses, 0 to 100.
rvi	function	Relative vigor index: the close against the open, scaled by the range, with a signal line.
sar	function	Parabolic stop and reverse.
session_range	function	The Asia, London and New York sessions: a box while each runs, its levels once it ends.
shooting_star	function	Shooting star: a long upper wick after a rise.
sma	function	Mean of the last ``period`` values, each window summed from scratch.
smma	function	Wilder's smoothed average: seeded with the mean of the first ``period`` values.
spinning_top	function	Spinning top: a small body with a longer wick on each side.
stdev	function	Standard deviation of the last ``period`` values around their moving average at this bar.
stoch	function	Stochastic oscillator: ``k`` is the slowed %K and ``d`` its simple average.
stoch_rsi	function	The stochastic oscillator applied to the relative strength index.
sum	function	The sum of the last ``period`` values.
supertrend	function	SuperTrend: a line ``factor`` average true ranges from the bar's midpoint that only ratchets.
tema	function	Triple exponential average: ``3 * E1 - 3 * E2 + E3``.
three_black_crows	function	Three black crows: three falling bars, each opening inside the last body.
three_inside	function	Three inside: a harami confirmed by the third bar.
three_outside	function	Three outside: an engulfing confirmed by the third bar.
three_white_soldiers	function	Three white soldiers: three rising bars, each opening inside the last body.
timestamp	function	Nanoseconds UTC of a local time in ``tz``.
tr	function	True range: the bar's range widened to take in the gap from the previous close.
trix	function	TRIX: the one-bar change of a triple smoothed EMA, as a fraction and not a percent.
valuewhen	function	The source on the bar where the condition last held, or the ``occurrence``-th time before.
variance	function	Variance: the mean squared distance of the last ``period`` values from their average.
vidya	function	Chande's variable index dynamic average.
volumes	function	The volume of each bar, and whether it is above the previous bar's.
vwap	function	Volume-weighted average price from each anchor, with bands at its weighted deviation.
vwma	function	Volume weighted average: ``sum(price * volume) / sum(volume)`` over the last ``period`` bars.
wilder	function	Wilder's smoothed average: seeded with the mean of the first ``period`` values.
wma	function	Linearly weighted average: weight ``period`` on the newest value down to 1 on the oldest.
wpr	function	Williams %R: where the close sits in the recent range, from 0 down to -100.
zigzag	function	Swing highs and lows, written only once a reversal confirms them.