Indicators & rules

A strategy's rules are conditions built from market values: values of each candle (such as its close or its volume), indicators computed from them, and numbers. A condition compares two values or checks whether one crosses another.

How conditions work

  • A condition compares two values, for example an indicator with a number or with another indicator, or checks whether one value crosses above or below another.
  • Conditions are grouped. ALL of (AND) needs every condition to be true; ANY of (OR) needs at least one. Groups can be nested.
  • Values can be combined with arithmetic and with functions over the last candles, such as the highest or lowest value.

Indicators

Ask Jarvis to show the indicator and operand catalog to see everything a condition can use, with its settings. An indicator needs enough past candles before it has a value; how far back a strategy may look is a limit of your plan (indicator lookback in the plan comparison).

Protection

Every strategy has a stop loss: no valid stop loss means no trade. Take profit, a trailing stop and a cooldown after an exit are optional. Spot trades are long only; futures follow the strategy's direction. The safety rules apply to every trade.

Timeframes

Each strategy has a timeframe. The timeframes below are the ones a backtest or a bot can use; your plan decides which of them are open to you.

Indicators

IndicatorMeaningSettingsUses
Accelerator OscillatorWhether the Awesome Oscillator's momentum is speeding up or slowing down.fast 5 (1–500); slow 34 (2–500); signal 5 (1–500)the whole candle
Accumulation/DistributionVolume flowing in or out, weighted by where each candle closes in its range.length 20 (1–5000)the whole candle
ADX / DIHow strong the trend is, and whether buyers or sellers are pushing harder.Gives: adx, plus_di, minus_diperiod 14 (1–500)the whole candle
ALMAA smooth moving average that weights recent candles along a bell curve to cut lag and noise.period 9 (1–1000); offset 0.85 (0–1); sigma 6 (0.1–100)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Awesome OscillatorThe gap between a fast and a slow average of candle midpoints, showing market momentum.fast 5 (1–500); slow 34 (2–500)the whole candle
AroonHow recently the highest high and lowest low occurred, to spot new trends.Gives: up, down, oscillatorperiod 25 (1–1000)the whole candle
ATRThe average size of recent price moves, including gaps between candles.period 14 (1–500)the whole candle
ATR %The average true range as a percent of the close.period 14 (1–500)the whole candle
Bollinger BandsA moving average with bands set by how much price has been varying.Gives: middle, upper, lowerperiod 20 (1–500); mult 2 (0.1–10)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Bollinger %BWhere price sits between the Bollinger Bands: 0 at the lower band, 1 at the upper.period 20 (1–500); mult 2 (0.1–10)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Bollinger Band WidthHow far apart the Bollinger Bands are, as a percent of the middle band.period 20 (1–500); mult 2 (0.1–10)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
CCIHow far price is from its recent average, measured against its usual deviation.length 20 (2–500); constant 0.015 (0.0001–1)price: hlc3 by default (or open, high, low, close, hl2, ohlc4, hlcc4)
Chaikin OscillatorThe momentum of accumulation and distribution: a fast minus a slow average of it.fast 3 (1–500); slow 10 (2–500)the whole candle
Chaikin Money FlowBuying against selling pressure over recent candles, weighted by volume, from -1 to 1.length 20 (1–5000)the whole candle
CMORecent gains against recent losses, from -100 (all down) to 100 (all up).length 14 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
CorrelationHow closely price moves with another candle series, such as volume, from -1 to 1.length 20 (2–1000); source2 volume (open, high, low, close, volume, quote_volume, hl2, hlc3, ohlc4, hlcc4)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Donchian ChannelsThe highest high and lowest low of recent candles, as a channel.Gives: upper, lower, middleperiod 20 (1–1000); from 1 (0–1000)the whole candle
DEMAA faster moving average that reduces the lag of a normal exponential average.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Elder RayHow far the high and low reach beyond an exponential average: buying and selling power.Gives: bull, bearperiod 13 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
EMAThe average of recent values, giving more weight to the newest candles.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
EnvelopeA simple moving average with bands a fixed percent above and below it.Gives: middle, upper, lowerperiod 20 (1–1000); percent 5 (0.01–100)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
EVWMAA moving average that moves more on candles with heavy volume.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Fibonacci Retracement & ExtensionFibonacci retracement and extension price levels of the high-to-low range of recent candles.Gives: high, low, up_236, up_382, up_500, up_618, up_786, down_236, down_382, down_500, down_618, down_786, ext_1272, ext_1618, ext_2618, ext_down_1272, ext_down_1618, ext_down_2618period 50 (2–1000); from 1 (0–1000)the whole candle
Fisher TransformTurns price's position in its recent high-low range into sharper turning-point signals.Gives: fisher, triggerlength 9 (1–500)price: hl2 by default (or open, high, low, close, hlc3, ohlc4, hlcc4)
Force IndexThe strength behind price moves: each price change times its volume, smoothed.length 13 (1–500)the whole candle
Hull MAA fast, smooth moving average built from weighted averages to cut lag.period 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
IchimokuThe Ichimoku cloud: midpoints of recent ranges that show trend, support and resistance.Gives: conversion, base, span_a, span_bconversion 9 (1–500); base 26 (1–500); span_b 52 (1–500); displacement 26 (0–500)the whole candle
KAMAA moving average that speeds up in clear trends and slows down in choppy markets.period 10 (1–1000); fast 2 (1–1000); slow 30 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Keltner ChannelsAn exponential average with bands set by the average true range.Gives: middle, upper, lowerperiod 20 (1–500); mult 2 (0.1–10); atr_period 10 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
KDJA smoothed stochastic with an extra J line that reacts faster to turns.Gives: k, d, jlength 9 (1–500); k_smooth 3 (1–100); d_smooth 3 (1–100)the whole candle
Klinger OscillatorA fast minus a slow average of volume signed by price direction, with a signal line.Gives: kvo, signalfast 34 (1–500); slow 55 (2–500); signal 13 (1–500)the whole candle
KurtosisHow heavy the tails of recent values are compared with a normal distribution.length 20 (4–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Linear regressionThe value of the best-fit straight line through recent values, at the current candle.length 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Linear regression R²How well a straight line fits recent values, from 0 (no fit) to 1 (perfect fit).length 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Linear regression slopeHow steeply the best-fit line through recent values rises or falls per candle.length 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
MACDThe gap between a fast and a slow exponential average, with a signal line, to track momentum.Gives: macd, signal, histfast 12 (1–500); slow 26 (2–500); signal 9 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
McGinley DynamicA moving average that adjusts its speed to how fast price is moving.period 14 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
MFIBuying against selling money flow, weighted by volume, from 0 to 100.length 14 (1–500)the whole candle
MomentumHow much the value has changed over a number of candles, in its own unit.length 10 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
OBVVolume added on up candles and subtracted on down candles, over recent candles.length 20 (1–5000)the whole candle
PPOThe gap between a fast and a slow exponential average as a percent, with a signal line.Gives: ppo, signal, histfast 12 (1–500); slow 26 (2–500); signal 9 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Parabolic SARA trailing stop level that follows the trend and flips side when price crosses it.Gives: psar, directionstart 0.02 (0.001–1); increment 0.02 (0.001–1); max 0.2 (0.001–1)the whole candle
PVOThe gap between a fast and a slow volume average as a percent, with a signal line.Gives: pvo, signal, histfast 12 (1–500); slow 26 (2–500); signal 9 (1–500)volume by default (or quote_volume)
RMA (Wilder)Wilder's smoothed average of recent values, slower to react than a standard exponential average.period 14 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Rate of ChangeThe percent change of the value compared with a number of candles ago.length 12 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
RSIThe strength of recent gains against recent losses, from 0 to 100.length 14 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Relative Vigor IndexHow strongly candles close above their open compared with their full range.Gives: rvi, signallength 10 (1–500)the whole candle
Relative volumeThis candle's volume compared with the average volume of the candles before it.length 20 (1–5000)volume by default (or quote_volume)
SkewnessWhether recent values lean toward large moves up or large moves down.length 20 (3–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
SMAThe plain average of the last candles' values.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Standard deviationHow widely recent values are spread around their average.length 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
StochasticWhere the close sits in the recent high-low range, from 0 to 100.Gives: k, dk_length 14 (1–500); k_smooth 3 (1–100); d_length 3 (1–100)the whole candle
Stochastic RSIWhere the RSI sits in its own recent range, from 0 to 100.Gives: k, drsi_length 14 (1–500); stoch_length 14 (1–500); k_smooth 3 (1–100); d_length 3 (1–100)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
SuperTrendA trend line from average true range: below price in an up trend, above it in a down trend.Gives: supertrend, directionperiod 10 (1–500); mult 3 (0.1–20)price: hl2 by default (or open, high, low, close, hlc3, ohlc4, hlcc4)
TEMAA triple-smoothed exponential average that follows price with very little lag.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Triangular MAA double-smoothed average that gives the most weight to the middle of the window.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
True RangeThe full size of this candle's move, including any gap from the previous close.nonethe whole candle
TRIXThe one-candle percent change of a triple-smoothed average, to show momentum.period 9 (1–500)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
TTM SqueezeWhether the Bollinger Bands sit inside the Keltner Channel (a squeeze), plus momentum.Gives: squeeze_on, momentumperiod 20 (2–500); bb_mult 2 (0.1–10); kc_mult 1.5 (0.1–10)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Ultimate OscillatorBuying pressure averaged over three time windows, from 0 to 100.fast 7 (1–500); mid 14 (1–500); slow 28 (1–500)the whole candle
Volume MAThe average volume of recent candles.length 20 (1–5000)volume by default (or quote_volume)
VortexUpward against downward price movement, to spot the start of a trend.Gives: plus, minusperiod 14 (1–1000)the whole candle
Volume Price TrendVolume weighted by each candle's percent price change, summed over recent candles.length 20 (1–5000)the whole candle
VWAPThe average price weighted by volume since the start of the day, week or month.anchor day (day, week, month)price: hlc3 by default (or open, high, low, close, hl2, ohlc4, hlcc4)
VWMAThe average of recent values, weighted by each candle's volume.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Williams %RWhere the close sits in the recent range, from -100 (at the low) to 0 (at the high).length 14 (1–500)the whole candle
WMAThe average of recent values, with steadily more weight on the newest candles.period 20 (1–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)
Z-scoreHow many standard deviations the value is above or below its recent average.length 20 (2–1000)price: close by default (or open, high, low, hl2, hlc3, ohlc4, hlcc4)

Candle values

  • openOpen price.
  • highHigh price.
  • lowLow price.
  • closeClose price.
  • volumeBase-asset volume.
  • quote_volumeQuote-asset volume (turnover).
  • bodyclose − open (signed: + green, − red).
  • body_pctbody ÷ open × 100 (signed).
  • rangehigh − low.
  • range_pctrange ÷ open × 100.
  • upper_wickhigh − max(open, close).
  • lower_wickmin(open, close) − low.
  • upper_wick_pctupper wick ÷ range × 100 (not ready when the range is 0).
  • lower_wick_pctlower wick ÷ range × 100 (not ready when the range is 0).
  • is_greenclose > open.
  • is_redclose < open.

Functions over past candles

  • highestHighest x of n candles, starting `from` candles back (from = 1 excludes the current candle).
  • lowestLowest x of n candles, starting `from` candles back.
  • sumSum of x over n candles, starting `from` candles back.
  • avgAverage of x over n candles, starting `from` candles back.
  • countNumber of the n candles, starting `from` candles back, where the condition is true.
  • absAbsolute value.

Comparisons

  • >Greater than (relative tolerance).
  • <Less than (relative tolerance).
  • >=Greater than or equal (relative tolerance).
  • <=Less than or equal (relative tolerance).
  • ==Equal within the relative tolerance.
  • !=Not equal within the relative tolerance.
  • crosses_aboveWas at or below on the previous evaluation, is above now.
  • crosses_belowWas at or above on the previous evaluation, is below now.

Arithmetic

  • +Addition.
  • -Subtraction.
  • *Multiplication.
  • /Division (not ready when dividing by 0).
  • %Remainder (not ready when dividing by 0).

Timeframes

  • Allowed timeframes1m, 3m, 5m, 10m, 15m, 30m, 45m, 1h, 2h, 4h, 6h, 12h, 1D, 1W, 1M
  • Smallest timeframe1m
  • Native on Bybit1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1D, 1W, 1M
  • Native on Binance1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1D, 1W, 1M
  • Native on OKX1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1D, 1W, 1M

Where to find it in the app

  • StrategyOne strategy: its rules in plain words, versions and the diff between them; edit, backtest or make a bot.Sidebar › Strategies › Strategy (on a phone: Tab bar › Strategies › Strategy)