Indicator library

How Janira reads each of its 93 indicators: what it measures, how bullish/bearish is determined, and worked scenarios. Same deterministic method for every asset, every time.

Trend (19)

SMA Distance 20 (M1)How far the current close sits above or below its 20-bar simple moving average, expressed …EMA Distance 20 (M1)Percentage gap between the current close and its 20-bar exponential moving average - a mea…EMA Cross 9/21 (M1)The gap between a fast 9-bar EMA and a slower 21-bar EMA, normalized as a percentage of th…DEMA Distance 20 (M1)How far price sits from the Double Exponential Moving Average - a version that doubles the…TEMA Distance 20 (M1)Distance between the current close and the Triple Exponential Moving Average - a three-pas…MACD Line (M1)The raw difference between the 12-bar and 26-bar exponential moving averages of close pric…MACD Signal Line (M1)A 9-bar exponential smoothing of the MACD line - it acts as a slow-reacting lens on the mo…MACD Histogram (M1)The instantaneous gap between the MACD line and its signal line - a second derivative of t…ADX 14 (M1)The Average Directional Index measures the strength of a trend - not its direction, but pu…+DI 14 (M1)The Positive Directional Indicator quantifies the share of recent price movement that is u…−DI 14 (M1)The Negative Directional Indicator measures how much of the recent price range is attribut…DI Spread 14 (M1)The signed difference (+DI minus −DI) between upward and downward directional movement. Co…Aroon Up 25 (M1)How recently the highest high in the last 25 bars occurred, expressed as a percentage. 100…Aroon Down 25 (M1)How recently the lowest low in the last 25 bars occurred, as a percentage. 100 means the l…Aroon Oscillator 25 (M1)Aroon Up minus Aroon Down - a single signed number that shows whether recent highs or rece…Parabolic SAR Distance (M1)The percentage gap between the current close and the Parabolic SAR level. Positive means c…Linear Regression Slope 20 (M1)The slope of the best-fit straight line through the last 20 closes, normalized as a percen…Supertrend Direction (M1)The current regime of the Supertrend indicator - +1 when price is above the upper ATR-base…HMA Distance 20 (M1)How far the current close sits above or below its 20-bar Hull Moving Average - a construct…

Momentum (17)

Relative Strength Index (RSI-14)The RSI-14 tracks the ratio of average upward price changes to average downward price chan…Relative Strength Index (RSI-7)Same calculation as RSI-14 but using only the last 7 bars. With half the lookback window, …Stochastic %K (period 14)The stochastic %K locates the current close within the high-low range of the last 14 bars …Stochastic %D (3-period smooth of %K-14)%D is the 3-bar simple moving average of the %K stochastic. By averaging three consecutive…Stochastic RSI (period 14)The Stochastic RSI applies the stochastic formula to the RSI values themselves rather than…Commodity Channel Index (CCI-20)The CCI-20 computes how far the current typical price (average of high, low, close) is fro…Williams %R (period 14)Williams %R shows where the current close sits relative to the highest high of the last 14…Rate of Change (ROC-12)ROC-12 measures the percentage change in close price from 12 bars ago to now. It directly …Momentum (10-bar price difference)The 10-bar momentum indicator computes the raw arithmetic difference between the current c…True Strength Index (TSI, 25/13)The TSI double-smooths the bar-to-bar price change with two consecutive EMAs (periods 25 a…Ultimate OscillatorThe Ultimate Oscillator combines buying-pressure-to-true-range ratios across three differe…Awesome OscillatorThe Awesome Oscillator takes the median price (average of high and low) and computes the d…Chande Momentum Oscillator (CMO-14)The CMO-14 measures the net sum of all upward bar changes minus all downward bar changes o…Percentage Price Oscillator (PPO 12/26)The PPO computes the difference between EMA(12) and EMA(26) of the close, expressed as a p…Know Sure Thing (KST)KST sums four Rate-of-Change (ROC) values at periods 10, 13, 15, and 20, each weighted 1, …Relative Vigor Index (RVI-10)The RVI measures the tendency for prices to close higher than they open (bullish vigor) ve…TRIX (Triple EMA Rate of Change, period 15)TRIX computes the percentage 1-bar change in the triple-smoothed EMA (EMA applied three ti…

Volatility (12)

ATR % of Price (14)The Average True Range expressed as a percentage of the current closing price, giving a sc…Normalized ATR (14)Wilder's Average True Range divided by the closing price, yielding a percentage that norma…Bollinger %b (20, 2σ)The position of the last closing price within its 20-bar Bollinger Band, expressed as a 0-…Bollinger Band Width (20, 2σ)The distance between the upper and lower Bollinger Bands expressed as a percentage of the …Keltner Channel Position (20, 2×ATR)Where the current price sits within its Keltner Channel (EMA ± 2×ATR), expressed as a rati…Donchian Channel Position (20)The closing price's location within the 20-bar highest-high / lowest-low channel, shifted …Close Standard Deviation % (20)The population standard deviation of the last 20 closing prices, expressed as a percentage…Historical Volatility (20 bars, annualised)The annualised standard deviation of log returns over the last 20 bars, expressed as a per…Chaikin Volatility (10)The percentage change in a 10-bar EMA of daily high-minus-low range over the past 10 bars.…Ulcer Index (14)The root-mean-square of percentage drawdowns from rolling 14-bar highs. Measures the depth…Range / ATR RatioThe high-minus-low range of the most recent bar divided by the 14-bar ATR. Compares the cu…BB / Keltner Squeeze RatioThe ratio of Bollinger Band width to Keltner Channel width. When this ratio drops below 1.…

Volume (12)

OBV Slope (10-bar, normalized)On-Balance Volume accumulates volume on up-bars and subtracts it on down-bars. The 10-bar …Chaikin Money Flow (20-bar)CMF weights each bar's volume by where the close falls within the high-low range (the Clos…Money Flow Index (14-bar, centred)MFI is a volume-weighted oscillator that compares the typical price × volume on up-bars ve…Force Index (13-bar EMA, normalized)Force Index multiplies the bar's price change by its volume, producing a momentum force th…VWAP Distance (%)The percentage deviation of the current close from the Volume-Weighted Average Price of al…Accumulation/Distribution Slope (10-bar, normalized)The A/D line adds volume scaled by the Close Location Value (where within the bar's range …Ease of Movement (14-bar EMA, normalized)EOM measures how much price is moving relative to the volume required to move it. A high p…Volume Oscillator (5 vs 20 SMA, %)The Volume Oscillator computes the percentage difference between a short (5-bar) and long …Volume Price Trend Slope (10-bar, normalized)VPT accumulates volume multiplied by the percentage price change each bar, building a runn…Klinger Oscillator (normalized)The Klinger Oscillator separates money flow into buying and selling volume streams using t…Volume Z-Score (20-bar)Measures how many standard deviations the current bar's volume is above or below the 20-ba…Up/Down Volume Ratio (10-bar, log)Sums the volume of bars that closed higher than the previous bar (up-volume) and bars that…

Microstructure (13)

CVD Proxy 20Cumulative signed volume over the last 20 bars, normalised by total volume into a −1 to +1…Buy/Sell Imbalance 10Log ratio of buyer-tagged volume to seller-tagged volume over the last 10 bars. Positive v…Body Ratio 14Average ratio of candle body size to total range (high-low) over the last 14 bars. Measure…Upper Wick Ratio 14Average fraction of each bar's total range that sits above the real body (upper wick) over…Lower Wick Ratio 14Average fraction of each bar's total range that sits below the real body (lower wick) over…Wick Skew 14Difference between average upper-wick ratio and average lower-wick ratio over 14 bars. A p…Gap PctPercentage difference between the current bar's open and the previous bar's close. Capture…Range PositionPosition of the current bar's close within its own high-low range, expressed as a value fr…Close Velocity 5Mean bar-to-bar percentage change in the closing price over the last 5 bars. Measures the …Close Jerk 5Rate of change of close velocity - how quickly the average pace of price movement is accel…Consecutive RunSigned count of the current streak of same-direction closes. Positive values mean consecut…Pin Bar Score 14Signed accumulation of pin-bar shape quality over 14 bars. Bullish pin bars (long lower wi…Absorption Score 14Signed accumulation of absorption candle quality over 14 bars. Absorption occurs when volu…

Mean reversion (10)

Z-score Close vs SMA-20How many standard deviations the current close sits above or below its own 20-bar simple m…VWAP Deviation in SigmaThe distance between the last close and the volume-weighted average price (VWAP) of the se…Distance to SMA-20 in Std DeviationsThe gap between the last close and the 20-bar simple moving average, normalized by the sta…Percent Below 20-Bar Rolling HighThe percentage gap between the current close and the highest high reached in the last 20 b…Percent Above 20-Bar Rolling LowThe percentage distance between the current close and the lowest low of the last 20 bars. …RSI Extremity Score (14)A signed score derived from the 14-period RSI that quantifies how far the RSI has departed…Bollinger Band Stretch (20, 2σ)How far the close has moved outside the standard Bollinger Bands (SMA-20 ± 2 standard devi…Mean Reversion Composite ScoreA weighted composite of four stretch indicators - the close Z-score vs SMA-20 (35%), the V…50-Bar Range Position (Centered)The position of the current close within the 50-bar high-low range, centered so that 0 is …Composite Overbought/Oversold Score (14)A weighted composite of three momentum-range oscillators - RSI-14 (40%), 14-period Stochas…

Cross-asset & regime (10)

Choppiness Index 14Quantifies how much price movement is directional versus fragmented across 14 bars, using …Efficiency Ratio 10Measures how efficiently price travels from point A to point B over 10 bars. Divides the n…Hurst Proxy 20Estimates the persistence (memory) of price movements over 20 bars using a rescaled-range …Trend Strength 20Computes a signed signal-to-noise ratio over 20 bars: the linear regression slope divided …Up/Down Ratio 20Counts the number of upward versus downward close-to-close moves over 20 bars and expresse…Consecutive Higher Highs 10Counts how many bars made a higher high versus how many made a lower low over the last 10 …Autocorrelation Lag-1 (20 bars)Measures the statistical correlation between each bar's return and the previous bar's retu…Range Expansion 14Compares the high-low range of the most recent 7 bars to the 7 bars before that, expressed…Trendiness ScoreA composite score (0-100) that blends three independent regime signals - Efficiency Ratio,…HL Structure 20Scores the bar-to-bar price structure over 20 bars by counting higher highs and higher low…

Janira's factor engine computes these indicators live for every instrument. This library documents the method; it is descriptive, not advice.