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Families by input
| Family | Input required | Examples in the catalogue |
|---|---|---|
| Price-based | OHLC of closed bars | sma, ema, rsi, atr, bollinger |
| Volume-based | Volume per bar | volume, relative-volume, obv |
| Delta and orderflow | Ask volume and bid volume per level | bar-delta, cumulative-session-delta, stacked-imbalance |
| Profile and levels | Volume at price over a window | developing-poc-session, developing-vah-val, naked-poc |
| Statistical | A series of returns or values | hurst-rs, autocorrelation, z-score style measures |
Reading an indicator honestly
- Know the window: a moving average of 20 bars on 1-minute bars and on volume bars are different objects.
- Delta indicators need the aggressor side of each trade; when the feed does not supply it, the side is estimated and the indicator inherits that estimate.
- A missing field is not zero. An orderflow indicator on OHLC-only history draws nothing meaningful, and should say so.
- An indicator describes the past window. It measures; it does not forecast.
In Senzoukria
Indicators are added from the Indicators button on the footprint chart, which opens the catalogue by family: delta, volume, moving averages, oscillators, volatility, volume flow and advanced averages, among others. Each catalogue entry has a single id and a single formula; the public indicator pages on this site are generated from the same catalogue. Delta follows the ask volume minus bid volume convention per level, and session-based indicators reset at the configured session anchor.
Indicators that the catalogue does not cover can be written on the Scripting screen in JavaScript, Python or C++. The Scripting assistant, when a Claude key is stored, can draft an indicator from a description and warns when the catalogue already contains an equivalent.
Common mistakes
- Stacking several indicators that read the same input and treating their agreement as independent confirmation.
- Comparing a session-anchored value across charts that use different session boundaries.
- Tuning a parameter on the sample being evaluated, then reporting the result as out of sample.
- Running a delta indicator on history classified by the tick rule and treating the output as measured.
Related
In the same section
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Frequently asked questions
- What is the difference between a price indicator and an orderflow indicator?
- A price indicator reads open, high, low and close of closed bars, sometimes with total volume. An orderflow indicator reads volume split by aggressor side at each price, which requires trade-level data with a side classification. The second family cannot be computed from candles alone.
- How many indicators does the desktop include?
- The catalogue is the reference: every entry has one id and one formula, and the site's indicator pages are generated from it. Rather than quoting a count that changes with releases, open the Indicators button on the chart or browse the indicators section of this site for the current list.
- Can I write my own indicator?
- Yes, on the Scripting screen. JavaScript and Python scripts have historical backtest paths; C++ runs in a WebAssembly runtime with a limited interface and no historical backtest. A script is first run on synthetic bars to catch errors, then saved as a version before any test on declared history.