Technical Analysis

Indicator Nodes

Indicator nodes are the mathematical engines of Algovex. They transform raw OHLCV data into deterministic signals using array-based calculation primitives.

Moving Averages

Implementations of SMA, EMA, WMA, and ALMA. Windowed calculations advance one bar at a time to keep per-bar work linear.

Linear Time Complexity

Dynamic Momentum

Fast oscillators including RSI, Stochastic, and CCI. Every node supports custom source fields and adaptive smoothing periods.

Phase-Correct Smoothing

Volatility Modeling

Real-time calculation of standard deviation and variance bands (Bollinger, Keltner). Built-in support for ATR-based dynamic stop-loss.

High-Fidelity Variance

Volume Primitives

Nodes for OBV, MFI, and VWAP. Volume Profile nodes build a price-by-volume distribution from candle data.

Volume Profile

Cross-Language Parity

Engine ↔ Python Parity

Our engine and the exported Python are kept in lockstep, so the signals you backtest match the code you export. Parity is enforced by tests.

Identical Output

Same input yields the same result in both languages.

Parity Tested

Drift between TS and Python is caught in CI.

Array-Based

Calculations run over arrays of bars.

Factor Mapping

Every indicator is strictly typed. All parameters are validated at compile-time to prevent execution errors.

EMA

Length, Source, Smoothing

Mandatory Parameters

Series<number>

RSI

Length, Source, Method

Mandatory Parameters

Series<number>

Length, StdDev, Source

Mandatory Parameters

Series<number>[3]

ATR

Length, Method

Mandatory Parameters

Series<number>

Engine & Python Parity

Precision: 64-bit Floating Point