Indicators

Indicators are Limen's lowest-level signal helpers. They take a kline-style pl.DataFrame, append one or more derived columns, and return the same frame shape back for the rest of the manifest pipeline.

This page covers indicator selection, naming conventions, and default added columns. For higher-level derived signals, see Features.

Conventions

• Indicators append columns. They do not replace the input frame with a reduced schema.
• Helpers assume the standard OHLCV names: open, high, low, close, volume.
• TA-Lib-backed wrappers treat TA-Lib parity as the source of truth. If Limen and TA-Lib diverge, TA-Lib wins unless there is a deliberate, documented reason not to.
• Output column names encode key defaults, such as rsi_14 or apo_12_26_0.
• Candlestick pattern helpers add a same-named integer column following TA-Lib's positive bullish, negative bearish, zero neutral convention.
• Legacy compatibility helpers intentionally expose legacy behavior. sma adds both sma_{period} and {price_col}_sma_{period}.

Quick example

from limen.data import HistoricalData
from limen.experiment import MLManifest
from limen.indicators import atr, ppo, wilder_rsi
from limen.sfd.reference_architecture import logreg_binary


def manifest():
    return (
        MLManifest()
        .set_data_source(
            method=HistoricalData.get_spot_klines,
            params={'kline_size': 3600, 'start_date_limit': '2025-01-01'},
        )
        .set_test_data_source(
            method=HistoricalData.get_spot_klines,
            params={'kline_size': 7200, 'row_count_limit': 5000},
        )
        .set_split_config(8, 1, 2)
        .add_indicator(atr, period=14)
        .add_indicator(ppo)
        .add_indicator(wilder_rsi)
        .with_reference_architecture(logreg_binary)
    )

Family index

• Price and moving averages: direct price transforms and smoothing helpers.
• Momentum and oscillators: rate-of-change, oscillator, regression, and Hilbert-style cycle helpers.
• Volatility, bands, and range: dispersion, band, and stop-style helpers.
• Volume, breadth, and bar diagnostics: flow, bar-body, and return-style helpers.
• Candlestick patterns: TA-Lib-style pattern flags over OHLC bars.

Price and moving averages

These helpers take either a single price_col or basic OHLC inputs and add smoothed or transformed price views.

Function	Adds by default	Notes
avgprice	avgprice	Average OHLC price.
medprice	medprice	Median of high and low.
midprice	midprice_14	Rolling midpoint of high and low over period.
typprice	typprice	Mean of high, low, and close.
wclprice	wclprice	Weighted close price.
midpoint	midpoint_14	Rolling midpoint of a single price_col.
sma	sma_30, close_sma_30	Adds both the canonical and compatibility alias columns.
ema	ema_30	Exponential moving average.
wma	wma_30	Weighted moving average.
dema	dema_30	Double EMA.
tema	tema_30	Triple EMA.
trima	trima_30	Triangular moving average.
t3	t3_5_0.7	T3 moving average with period and vfactor.
kama	kama_30	Kaufman adaptive moving average.
mama	mama, fama	MESA adaptive moving average pair.
ma	ma_30_0	Generic moving average with explicit ma_type.
ht_trendline	ht_trendline	Hilbert Transform instantaneous trendline.

Momentum and oscillators

These helpers focus on rate of change, directional persistence, oscillator state, or cycle structure.

Function	Adds by default	Notes
apo	apo_12_26_0	Absolute Price Oscillator.
ppo	ppo_12_26_0	Percentage Price Oscillator.
macd	macd, macd_signal, macd_hist	Standard MACD triple.
macdfix	macdfix, macdfix_signal, macdfix_hist	Fixed-fast/slow MACD variant.
macdext	macdext, macdext_signal, macdext_hist	MACD with explicit MA-type controls.
mom	mom_10	Momentum over period.
roc	roc_10	Rate of change in percent-style form.
rocp	rocp_10	Rate of change percentage as decimal fraction.
rocr	rocr_10	Rate of change ratio.
rocr100	rocr100_10	Ratio scaled by 100.
rsi	rsi_14	TA-Lib RSI wrapper.
rsi_sma	rsi_sma_14	SMA-based RSI-style helper.
wilder_rsi	wilder_rsi_14	Wilder-smoothed RSI variant.
cmo	cmo_14	Chande Momentum Oscillator.
cci	cci_14	Commodity Channel Index.
ultosc	ultosc_7_14_28	Ultimate Oscillator over three windows.
willr	willr_14	Williams %R.
stoch	stoch_slowk, stoch_slowd	TA-Lib stochastic oscillator.
stochf	stochf_fastk, stochf_fastd	Fast stochastic variant.
stochrsi	stochrsi_fastk, stochrsi_fastd	Stochastic RSI.
stochastic_oscillator	stoch_k, stoch_d	Native rolling-high/low implementation.
trix	trix_30	Triple-smoothed momentum oscillator.
tsf	tsf_14	Time series forecast.
linearreg	linearreg_14	Rolling linear regression level.
linearreg_angle	linearreg_angle_14	Regression angle.
linearreg_intercept	linearreg_intercept_14	Regression intercept.
linearreg_slope	linearreg_slope_14	Regression slope.
ht_dcperiod	ht_dcperiod	Dominant cycle period.
ht_dcphase	ht_dcphase	Dominant cycle phase.
ht_phasor	ht_phasor_inphase, ht_phasor_quadrature	Hilbert phasor pair.
ht_sine	ht_sine, ht_sine_lead	Hilbert sine pair.
ht_trendmode	ht_trendmode	Trend-versus-cycle mode flag.

Volatility, bands, and range

These helpers quantify range, dispersion, band structure, or stop placement.

Function	Adds by default	Notes
atr	atr_14	Average True Range.
natr	natr_14	Normalized ATR.
trange	trange	True range.
stddev	stddev_5_1	Rolling standard deviation.
var	var_5_1	Rolling variance.
bbands	bbands_upper, bbands_middle, bbands_lower	TA-Lib-style Bollinger Bands with configurable ma_type.
bollinger_bands	bb_middle, bb_upper, bb_lower	Native SMA-based Bollinger Bands helper.
bollinger_position	bollinger_position	Requires close, bb_upper, and bb_lower to already exist.
rolling_volatility	close_volatility_12	Rolling volatility over a single column.
sma_deviation_std	sma30_dev_std	Deviation from SMA normalized by rolling dispersion.
sar	sar	Parabolic SAR.
sarext	sarext	Extended SAR with separate long and short parameters.

Volume, breadth, and bar diagnostics

These helpers focus on participation, bar structure, or direct return transforms.

Function	Adds by default	Notes
ad	ad	Chaikin Accumulation/Distribution line.
adosc	adosc_3_10	Chaikin A/D oscillator.
obv	obv	On-Balance Volume.
mfi	mfi_14	Money Flow Index.
bop	bop	Balance of Power.
price_change_pct	price_change_pct_1	Point-to-point percent change.
returns	returns	Single-step returns helper.
body_pct	body_pct	Candle body size as a share of the full range.
window_return	ret_24	Return over a wider rolling window.

Candlestick patterns

All candlestick pattern helpers:

• expect OHLC columns
• append one integer column named after the function
• should be treated as event flags rather than smooth continuous features

Only three patterns expose an extra parameter today.

Function	Adds by default	Extra params
cdl2crows	cdl2crows	None
cdl3blackcrows	cdl3blackcrows	None
cdl3inside	cdl3inside	None
cdl3linestrike	cdl3linestrike	None
cdl3starsinsouth	cdl3starsinsouth	None
cdl3whitesoldiers	cdl3whitesoldiers	None
cdlabandonedbaby	cdlabandonedbaby	penetration=0.3
cdladvancedblock	cdladvancedblock	None
cdlbelthold	cdlbelthold	None
cdlclosingmarubozu	cdlclosingmarubozu	None
cdlconcealbabyswall	cdlconcealbabyswall	None
cdlcounterattack	cdlcounterattack	None
cdldarkcloudcover	cdldarkcloudcover	penetration=0.5
cdldoji	cdldoji	None
cdldragonflydoji	cdldragonflydoji	None
cdlengulfing	cdlengulfing	None
cdlgravestonedoji	cdlgravestonedoji	None
cdlhammer	cdlhammer	None
cdlhangingman	cdlhangingman	None
cdlharami	cdlharami	None
cdlharamicross	cdlharamicross	None
cdlhighwave	cdlhighwave	None
cdlhikkake	cdlhikkake	None
cdlhikkakemod	cdlhikkakemod	None
cdlhomingpigeon	cdlhomingpigeon	None
cdlidentical3crows	cdlidentical3crows	None
cdlinvertedhammer	cdlinvertedhammer	None
cdlladderbottom	cdlladderbottom	None
cdllongleggeddoji	cdllongleggeddoji	None
cdllongline	cdllongline	None
cdlmarubozu	cdlmarubozu	None
cdlmatchinglow	cdlmatchinglow	None
cdlmathold	cdlmathold	penetration=0.5
cdlonneck	cdlonneck	None
cdlpiercing	cdlpiercing	None
cdlrickshawman	cdlrickshawman	None
cdlrisefall3methods	cdlrisefall3methods	None
cdlseparatinglines	cdlseparatinglines	None
cdlshootingstar	cdlshootingstar	None
cdlshortline	cdlshortline	None
cdlspinningtop	cdlspinningtop	None
cdlstalledpattern	cdlstalledpattern	None
cdlsticksandwich	cdlsticksandwich	None
cdltakuri	cdltakuri	None
cdlthrusting	cdlthrusting	None
cdltristar	cdltristar	None
cdlunique3river	cdlunique3river	None

Choosing between similar helpers

• Use bbands for TA-Lib parity and configurable moving-average type.
• Use bollinger_bands for the native SMA-based band helper.
• Use stoch or stochf for TA-Lib parity. Use stochastic_oscillator for the native rolling implementation.
• Use sma for the canonical moving average helper used across Limen manifests. Use ma when ma_type itself is part of the search space.
• Use returns, price_change_pct, and window_return for one-bar returns, configurable percent change, and wider-window return summaries respectively.

Read next

• Features for higher-level derived signals built on top of raw bars or indicators
• Experiment Manifest for how to wire indicators into a manifest pipeline
• Single-File Decoder for where indicator selection fits inside an SFD