Built-in Indicators

The platform computes 7 technical indicators using pure numpy — no TA-Lib dependency. Indicators are recomputed on every candle close for every pair in your strategy's pairs list, using the candle interval set in timeframe.

Each indicator produces one or more output values that map directly to condition keys in entry_conditions and exit_conditions.

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RSI — Relative Strength Index

Measures: Momentum — how overbought or oversold an asset is.

Period: 14 candles. Minimum data: 15 candles.

RSI oscillates between 0 and 100. Values below 30 indicate oversold conditions (potential bounce). Values above 70 indicate overbought conditions (potential reversal).

Output key	Description
rsi_14	RSI value, 0–100

Entry condition keys:

Key	Type	Example	When true
rsi_below	float	30	RSI(14) is below this value — oversold signal
rsi_above	float	50	RSI(14) is above this value — momentum confirmation

Exit condition keys:

Key	Type	Example	When true
rsi_above	float	70	RSI rose above threshold — overbought, exit long
rsi_below	float	35	RSI dropped below threshold — momentum fading

Typical usage:

{
  "entry_conditions": { "rsi_below": 30 },
  "exit_conditions": { "rsi_above": 70 }
}

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MACD — Moving Average Convergence Divergence

Measures: Trend direction and momentum changes via moving average crossovers.

Periods: Fast EMA 12, slow EMA 26, signal EMA 9. Minimum data: 26 candles.

MACD produces three values: the MACD line (fast EMA minus slow EMA), the signal line (EMA of MACD), and the histogram (MACD minus signal). A bullish crossover happens when the MACD line crosses above the signal line.

Output key	Description
macd_line	MACD line value
macd_signal	Signal line value
macd_hist	Histogram (MACD - signal)

Condition keys:

Key	Type	Example	When true
macd_cross_above (entry)	bool	true	MACD line just crossed above signal — bullish
macd_cross_below (entry/exit)	bool	true	MACD line just crossed below signal — bearish

Typical usage:

{
  "entry_conditions": { "macd_cross_above": true, "adx_above": 25 },
  "exit_conditions": { "macd_cross_below": true }
}

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SMA — Simple Moving Average

Measures: Trend direction by averaging the closing price over N candles.

Periods: 20 and 50. Minimum data: Equal to the period.

SMA smooths out price noise. When price is above a long-period SMA, the asset is in an uptrend. When price crosses above a short SMA from below, it signals a potential trend entry.

Output key	Description
sma_20	20-period simple moving average
sma_50	50-period simple moving average

Entry condition keys:

Key	Type	Example	When true
price_above_sma	int	50	Price is above the SMA of this period — uptrend filter
price_below_sma	int	20	Price is below the SMA of this period — reversion setup

Typical usage:

{
  "entry_conditions": { "price_above_sma": 50, "macd_cross_above": true }
}

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EMA — Exponential Moving Average

Measures: Trend direction like SMA but with more weight on recent prices, so it reacts faster.

Periods: 12 and 26. Minimum data: Equal to the period.

Output key	Description
ema_12	12-period exponential moving average
ema_26	26-period exponential moving average

Entry condition keys:

Key	Type	Example	When true
price_above_ema	int	12	Price is above the EMA of this period
price_below_ema	int	26	Price is below the EMA of this period

Typical usage — fast-reacting trend filter:

{
  "entry_conditions": { "price_above_ema": 12, "volume_above_ma": 1.5 }
}

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Bollinger Bands

Measures: Volatility and price extremes relative to a moving average.

Period: 20, standard deviation multiplier: 2. Minimum data: 20 candles.

Bollinger Bands produce three lines: the middle band (SMA-20), an upper band (SMA + 2 std), and a lower band (SMA - 2 std). When price touches the lower band, it may be oversold. When price breaks above the upper band, it may signal a breakout.

Output key	Description
bb_upper	Upper band (SMA + 2 std)
bb_middle	Middle band (SMA-20)
bb_lower	Lower band (SMA - 2 std)

Entry condition keys:

Key	Type	Example	When true
bb_below_lower	bool	true	Price is below the lower band — mean reversion setup
bb_above_upper	bool	true	Price is above the upper band — breakout signal

Typical usage — mean reversion:

{
  "entry_conditions": { "bb_below_lower": true, "rsi_below": 40 },
  "exit_conditions": { "rsi_above": 60 }
}

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ADX — Average Directional Index

Measures: Trend strength (not direction — only how strong the trend is, regardless of which way it's going).

Period: 14. Minimum data: 15 candles.

ADX ranges from 0 to 100. Values above 25 indicate a strong trend is present. Values below 20 suggest a ranging, choppy market where trend-following strategies tend to underperform.

Output key	Description
adx	ADX value, 0–100

Entry condition key:

Key	Type	Example	When true
adx_above	float	25	ADX is above this threshold — trend is strong enough to trade

Typical usage — trend filter (prevents entries in choppy markets):

{
  "entry_conditions": {
    "macd_cross_above": true,
    "adx_above": 25
  }
}

---

ATR — Average True Range

Measures: Volatility — how much an asset moves per candle on average.

Period: 14. Minimum data: 15 candles.

ATR measures the average range of price movement across 14 candles. It is not used directly in entry/exit condition keys, but it appears in the observation space for Gymnasium environments where your model can use it as a volatility signal.

Output key	Description
atr	Average true range in price units

ATR is most useful for dynamic position sizing — size smaller when ATR is high (volatile), larger when ATR is low (calm) — which you can implement in a Gymnasium agent or a custom strategy executor.

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Volume Moving Average

Measures: Whether current trading volume is higher than the recent average — confirms that a price move has buying/selling conviction behind it.

Period: 20. Minimum data: 20 candles.

Output key	Description
volume_ma_20	20-period simple moving average of volume

Entry condition key:

Key	Type	Example	When true
volume_above_ma	float	1.5	Current volume > 1.5x the 20-period average

Typical usage — confirm breakouts with volume:

{
  "entry_conditions": {
    "bb_above_upper": true,
    "volume_above_ma": 2.0,
    "adx_above": 25
  }
}

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Complete Condition Reference

All Entry Conditions (AND logic)

Key	Type	Description
rsi_below	float	RSI(14) below value — oversold
rsi_above	float	RSI(14) above value — momentum
macd_cross_above	bool	MACD crossed above signal this candle
macd_cross_below	bool	MACD crossed below signal this candle
price_above_sma	int	Price above SMA of this period
price_below_sma	int	Price below SMA of this period
price_above_ema	int	Price above EMA of this period
price_below_ema	int	Price below EMA of this period
bb_below_lower	bool	Price below lower Bollinger Band
bb_above_upper	bool	Price above upper Bollinger Band
adx_above	float	ADX(14) above threshold
volume_above_ma	float	Volume above N times the 20-period volume MA

All Exit Conditions (OR logic, priority order)

Key	Type	Priority	Description
stop_loss_pct	float	1 (highest)	Exit when loss from entry >= this %
take_profit_pct	float	2	Exit when gain from entry >= this %
trailing_stop_pct	float	3	Exit when price drops this % from peak since entry
max_hold_candles	int	4	Force exit after N candles (prevents stuck positions)
rsi_above	float	5	Exit when RSI rises above value
rsi_below	float	5	Exit when RSI falls below value
macd_cross_below	bool	5	Exit when MACD turns bearish

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Common Strategy Patterns

Style	Entry	Exit
RSI Oversold Bounce	{"rsi_below": 30, "adx_above": 20}	{"take_profit_pct": 5, "stop_loss_pct": 2}
MACD Momentum	{"macd_cross_above": true, "volume_above_ma": 1.2}	{"macd_cross_below": true, "stop_loss_pct": 3}
Bollinger Mean Reversion	{"bb_below_lower": true, "rsi_below": 40}	{"rsi_above": 60, "max_hold_candles": 24}
Trend Following	{"price_above_sma": 50, "macd_cross_above": true, "adx_above": 25}	{"trailing_stop_pct": 2, "stop_loss_pct": 4}
Volume Breakout	{"price_above_ema": 20, "volume_above_ma": 2.0, "adx_above": 30}	{"take_profit_pct": 8, "stop_loss_pct": 2}

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Next Steps

• Strategy Testing — run your strategy against historical episodes
• Deploying Strategies — go live after validation