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๐Ÿ“‰ Technical Indicators

LibreFolio exposes 22 backend-calculated technical indicators, grouped by the market property they measure. The same mathematical contracts power Asset charts, compatible FX charts, annotations, and analytical consumers such as AI Export.

Indicators count sessions, not calendar days: a session is a day on which the series has a quote of its own โ€” a price for an Asset, a published rate for an FX pair. A day the series fills with the last known value โ€” a weekend, a market holiday, any day without a quote โ€” is not a session, and neither is a stored price dated on a weekend or a market holiday that only repeats the close before it (a stored carry). Periods, warm-up and minimum history all count sessions, so SMA 200 averages the last 200 sessions, about 290 calendar days. The chart keeps its calendar dates: an indicator has values on sessions only, and its line bridges the closed days in between. The one calendar-window exception is the calendar rolling return behind the chart's Rolling Return mode, which compares each date with the resolved close exactly \(N\) calendar days earlier.

Price fields matter

Not every indicator can run on every series. 9 of the 22 are close-only indicators and work on both Assets and FX rates (EMA, SMA, KAMA, MACD, RSI, ROC, PPO, Stochastic RSI, Bollinger Bands). Indicators requiring high, low, or volume are Asset-only and report themselves as unavailable when those fields do not exist. The Risk family is also Asset-only: rolling risk readings are not produced for FX pairs.


๐Ÿ“ˆ Trend

Trend indicators smooth price or measure whether a directional move is established.

Indicator Main Question Data Details
EMA Where is the recent weighted trend? Close ๐Ÿ“–
SMA What is the equal-weight average price? Close ๐Ÿ“–
KAMA How should smoothing adapt to noise? Close ๐Ÿ“–
ADX How strong is the trend? High, Low, Close ๐Ÿ“–
Aroon How recently did new extremes occur? High, Low ๐Ÿ“–

โžก๏ธ Trend group overview


โšก Momentum

Momentum indicators measure speed, directional pressure, and acceleration.

Indicator Main Question Data Details
RSI Are buyers or sellers dominating? Close ๐Ÿ“–
MACD Is trend momentum accelerating? Close ๐Ÿ“–
ROC How fast has price changed? Close ๐Ÿ“–
Stochastic RSI Where is RSI inside its recent range? Close ๐Ÿ“–
PPO What is moving-average momentum in percentage terms? Close ๐Ÿ“–
CCI How far is price from its recent statistical mean? High, Low, Close ๐Ÿ“–

โžก๏ธ Momentum group overview


๐ŸŒŠ Volatility

Volatility indicators measure range, dispersion, and channel width rather than direction.

Indicator Main Question Data Details
Bollinger Bands How wide is the statistical price envelope? Close ๐Ÿ“–
ATR How large is the typical true range? High, Low, Close ๐Ÿ“–
NATR How large is volatility relative to price? High, Low, Close ๐Ÿ“–
Donchian Channels What are the period's highest high and lowest low? High, Low ๐Ÿ“–

โžก๏ธ Volatility group overview


๐Ÿ“Š Volume

Volume indicators combine price direction with trading activity.

Indicator Main Question Data Details
OBV Is signed volume accumulating or distributing? Close, Volume ๐Ÿ“–
MFI Is money flow buying or selling pressure? High, Low, Close, Volume ๐Ÿ“–

โžก๏ธ Volume group overview


โš ๏ธ Risk

Risk indicators turn the price series itself into a rolling risk read-out. They are Asset-only โ€” FX pairs do not produce them.

Indicator Main Question Data Details
Underwater Drawdown How far below the running peak is the price? Close ๐Ÿ“–
Rolling Return What did the last window compound to? Close ๐Ÿ“–
Rolling Volatility How dispersed are recent returns? Close ๐Ÿ“–
Rolling Sharpe Ratio Is excess return paying for its risk? Close ๐Ÿ“–
Rolling Beta How sensitive is the asset to a comparison asset? Close + comparison asset โ€”

โžก๏ธ Risk metrics overview