On this page
Where to find it
- Where
- Indicators → Library · <group> rows; each row has LED, star and gear
- Studies
- 205 across Delta, Volume, Momentum, VWAP & bands, Volatility, Profiles & levels, Structure & sessions, Averages & volatility, Tape & flow
- Runs on
- The Rithmic chart and Replay
What it does
Each catalogue entry declares a kebab-case id that is unique and never renamed (persisted layouts reference it), a display label, a group, a target and a list of parameters. A parameter is a number with min, max and step, a select with options, a toggle or a colour, and always carries a default. The compute function is pure: it receives the bars in chronological order, the parameters merged with their defaults and a context that carries the tick size and the session convention (CME or UTC, chosen by the source and never guessed from the symbol).
Groups are listed in the panel in a fixed order: Delta (19 studies), Volume (26), Momentum (34), VWAP & bands (12), Volatility (22), Profiles & levels (10), Structure & sessions (28), Averages & volatility (25) and Tape & flow (29). Four volatility studies (Bollinger, Keltner, Donchian and ATR) exist once under Averages & volatility; their duplicate definitions were excluded from the catalogue to keep one id per formula.
Definition fields and engine rules
| Element | Values | Behaviour |
|---|---|---|
| target | overlay or pane | Overlay draws on the price chart; pane opens a dedicated panel (CVD, volume, delta…). Shown in the pane subtitle as chart overlay / own pane. |
| params | number, select, toggle, color | Validated in tests: defaults inside bounds, select default among options, no duplicate keys. |
| output shapes | line, histogram, bands, markers, levels, table, panel | Lines and bands keep gaps as null; histograms and markers drop non-finite points; levels are segments from one time to another. |
| unknown id | study removed from the catalogue but still in a saved layout | Skipped with a single console warning; the other studies still run. |
| compute throws | any error | That study yields zero output and one warning; it never stops the others. |
| postSmooth | 1 by default (no smoothing) | Optional moving-average smoothing applied by the engine after compute, only on lines and histograms and only when the study declares the parameter; not applied to Session CVD. |
How to use it
- Switch a study on with its LED; open the gear to change parameters, and use Reset to return to the catalogue defaults. Parameters are stored per study id in the chart settings and included in templates.
- Points whose time does not match a loaded bar are discarded before drawing, so a study can never paint outside the chart, and non-finite values become gaps rather than zeros.
- The Library counts toward the badge on the Indicators button only on charts that execute the engine; elsewhere the list shows a notice instead.
- The engine times every run and emits a developer log line for the indicator cycle at most once a second; it is a diagnostic, not an on-screen panel.
Limits
A study reads only the loaded bars. Session-anchored studies (session VWAP, initial balance, opening range, session CVD) reset at the source session boundary, and a session that is only partially loaded yields a partial value; the engine does not reconstruct trades before the first loaded bar. Studies that need fields the source does not supply (intrabar delta extremes, trade counts) produce gaps.
Smoothing warm-up points are removed from histograms rather than set to zero, because a zero bar would read as buyer/seller balance on a window that has no samples yet. Series studies run only where the engine is wired, currently the Rithmic chart and Replay; crypto charts draw their built-in studies only until their runner is connected.
Related pages
- Indicators panel
- Indicator guide cards
- All indicators on the site
- Cumulative session delta study
- Rolling VWAP study
- Anchored VWAP study
In the same section
- Session brief (AI)
- Selection profile tool
- Session imprint
- Writing an indicator
- Sessions on disk
- Writing a strategy
- Settings: general
- Scripting page
This page in other languages
Frequently asked questions
- Is every catalogue study documented on the site?
- Yes. Each study id has a page under /indicators with its formula and parameters; the catalogue on the site mirrors the desktop registry.
- Why does a saved layout show fewer studies than before?
- If a study id is removed from the catalogue, the engine skips it and logs one warning; the layout keeps the id so nothing else is lost. The panel counts only ids present in the registry.
- Can I add my own study to the Library?
- User indicators written on the Scripting page appear under My scripts in the same panel and are drawn through the same path; they are not part of the built-in catalogue.