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Indicators

Indicators are mathematical calculations applied to historical price and volume data. They help traders and analysts identify trends, momentum, volatility and potential reversal points. Backtide provides a set of built-in indicators implemented in Rust for maximum performance, as well as a framework for creating custom indicators in Python.


How they work

Every indicator inherits from BaseIndicator and implements a compute method that receives an OHLCV dataframe and returns one or more series of computed values:

  • Single-output indicators (e.g., SMA, RSI) return one column — typically plotted as a line overlay on the price chart.
  • Multi-output indicators (e.g., Bollinger Bands, MACD) return two or more columns — plotted as bands, dual lines, or signal pairs.

When running a backtest, indicators listed in the experiment configuration are computed up front over the entire price history before the simulation begins. The values are then passed to the strategy function through its indicators parameter on every bar, so the strategy can use them to make investment decisions without recomputing anything. Only values up to the current bar's timestamp are made available — no future information is leaked, ensuring the backtest remains free of lookahead bias.

from backtide.indicators import SimpleMovingAverage

sma = SimpleMovingAverage(period=20)
result = sma.compute(df)  # Returns a single-column result


Custom indicators

You can create your own indicators by subclassing BaseIndicator. Custom indicators can be written directly in the application's code editor or uploaded as .py files.

from backtide.indicators import BaseIndicator


class MyIndicator(BaseIndicator):
    def compute(self, data):
        return data[["close"]].rolling(10).mean()


MyIndicator()


Built-in indicators

All built-in indicators are implemented in Rust and exposed to Python. They accept OHLCV data in any configured DataFrameLibrary format and return results in that same format. See the API reference for full details on each indicator's parameters, attributes, and formulas.

Indicator Acronym Category Description
AverageDirectionalIndex ADX Trend Trend strength (0–100) regardless of direction.
AverageTrueRange ATR Volatility Average of the true range over a period.
BollingerBands BB Volatility Volatility bands around an SMA.
CommodityChannelIndex CCI Momentum Deviation of typical price from its mean.
ExponentialMovingAverage EMA Trend Exponentially weighted moving average.
MovingAverageConvergenceDivergence MACD Momentum Trend-following momentum from two EMAs.
OnBalanceVolume OBV Volume Cumulative volume confirming price trends.
RelativeStrengthIndex RSI Momentum Overbought/oversold oscillator (0–100).
SimpleMovingAverage SMA Trend Arithmetic mean of the last N closing prices.
StochasticOscillator STOCH Momentum Closing price relative to high-low range.
VolumeWeightedAveragePrice VWAP Volume Cumulative average price weighted by volume.
WeightedMovingAverage WMA Trend Linearly weighted moving average.