Technical Analysis Module (signalflow-ta)¶

API reference for signalflow.ta — 199+ technical indicators.

Separate Package

Install with pip install signalflow-ta. See the ecosystem page for usage guide, examples, and pipeline factories.

All classes extend signalflow.feature.base.Feature and are registered via semantic decorators (e.g., @sf.feature("name")). Import directly from signalflow.ta:

import signalflow.ta as ta
rsi = ta.RsiMom(period=14, normalized=True)

Momentum¶

signalflow.ta.momentum — 18 indicators

Core (`signalflow.ta.momentum.core`)¶

Class	Registry Name	Parameters	Output
`RsiMom`	`momentum/rsi`	`period=14`, `source_col="close"`	`rsi_{period}`
`RocMom`	`momentum/roc`	`period=12`, `source_col="close"`	`roc_{period}`
`MomMom`	`momentum/mom`	`period=10`, `source_col="close"`	`mom_{period}`
`CmoMom`	`momentum/cmo`	`period=14`, `source_col="close"`	`cmo_{period}`

Oscillators (`signalflow.ta.momentum.oscillators`)¶

Class	Registry Name	Parameters	Output
`StochMom`	`momentum/stoch`	`k_period=14`, `d_period=3`	`stoch_k_{k_period}`, `stoch_d_{k_period}`
`StochRsiMom`	`momentum/stoch_rsi`	`period=14`, `k_period=3`, `d_period=3`	`stoch_rsi_k_{period}`, `stoch_rsi_d_{period}`
`WillrMom`	`momentum/willr`	`period=14`	`willr_{period}`
`CciMom`	`momentum/cci`	`period=20`	`cci_{period}`
`UoMom`	`momentum/uo`	`s=7`, `m=14`, `l=28`	`uo`
`AoMom`	`momentum/ao`	`s=5`, `l=34`	`ao`

MACD Family (`signalflow.ta.momentum.macd`)¶

Class	Registry Name	Parameters	Output
`MacdMom`	`momentum/macd`	`fast=12`, `slow=26`, `signal=9`	`macd`, `macd_signal`, `macd_hist`
`PpoMom`	`momentum/ppo`	`fast=12`, `slow=26`, `signal=9`	`ppo`, `ppo_signal`, `ppo_hist`
`TsiMom`	`momentum/tsi`	`long=25`, `short=13`, `signal=13`	`tsi`, `tsi_signal`
`TrixMom`	`momentum/trix`	`period=15`, `signal=9`	`trix`, `trix_signal`

Kinematics (`signalflow.ta.momentum.kinematics`)¶

Class	Registry Name	Parameters	Output
`AccelerationMom`	`momentum/acceleration`	`period=14`	`acceleration_{period}`
`JerkMom`	`momentum/jerk`	`period=14`	`jerk_{period}`
`AngularMomentumMom`	`momentum/angular_momentum`	`period=14`	`angular_momentum_{period}`
`TorqueMom`	`momentum/torque`	`period=14`	`torque_{period}`

Overlap¶

signalflow.ta.overlap — 26 indicators

Smoothers (`signalflow.ta.overlap.smoothers`)¶

Class	Registry Name	Parameters	Output
`SmaSmooth`	`overlap/sma`	`period=20`, `source_col="close"`	`sma_{period}`
`EmaSmooth`	`overlap/ema`	`period=20`, `source_col="close"`	`ema_{period}`
`WmaSmooth`	`overlap/wma`	`period=20`, `source_col="close"`	`wma_{period}`
`RmaSmooth`	`overlap/rma`	`period=20`, `source_col="close"`	`rma_{period}`
`DemaSmooth`	`overlap/dema`	`period=20`, `source_col="close"`	`dema_{period}`
`TemaSmooth`	`overlap/tema`	`period=20`, `source_col="close"`	`tema_{period}`
`HmaSmooth`	`overlap/hma`	`period=20`, `source_col="close"`	`hma_{period}`
`TrimaSmooth`	`overlap/trima`	`period=20`, `source_col="close"`	`trima_{period}`
`SwmaSmooth`	`overlap/swma`	`period=20`, `source_col="close"`	`swma_{period}`
`SsfSmooth`	`overlap/ssf`	`period=20`, `source_col="close"`	`ssf_{period}`
`FftSmooth`	`overlap/fft`	`period=20`, `source_col="close"`	`fft_{period}`

Adaptive (`signalflow.ta.overlap.adaptive`)¶

Class	Registry Name	Parameters	Output
`KamaSmooth`	`overlap/kama`	`period=10`, `fast=2`, `slow=30`	`kama_{period}`
`AlmaSmooth`	`overlap/alma`	`period=20`, `sigma=6.0`, `offset=0.85`	`alma_{period}`
`JmaSmooth`	`overlap/jma`	`period=7`, `phase=50`, `power=2`	`jma_{period}`
`VidyaSmooth`	`overlap/vidya`	`period=20`, `cmo_period=9`	`vidya_{period}`
`T3Smooth`	`overlap/t3`	`period=5`, `v_factor=0.7`	`t3_{period}`
`ZlmaSmooth`	`overlap/zlma`	`period=20`	`zlma_{period}`
`McGinleySmooth`	`overlap/mcginley`	`period=20`	`mcginley_{period}`
`FramaSmooth`	`overlap/frama`	`period=20`	`frama_{period}`

Price Transforms (`signalflow.ta.overlap.price`)¶

Class	Registry Name	Output
`Hl2Price`	`overlap/hl2`	`hl2`
`Hlc3Price`	`overlap/hlc3`	`hlc3`
`Ohlc4Price`	`overlap/ohlc4`	`ohlc4`
`WcpPrice`	`overlap/wcp`	`wcp`
`MidpointPrice`	`overlap/midpoint`	`midpoint`
`MidpricePrice`	`overlap/midprice`	`midprice`
`TypicalPrice`	`overlap/typical`	`typical`

Volatility¶

signalflow.ta.volatility — 18+ indicators

Range (`signalflow.ta.volatility.range`)¶

Class	Registry Name	Parameters	Output
`TrueRangeVol`	`volatility/true_range`	—	`true_range`
`AtrVol`	`volatility/atr`	`period=14`	`atr_{period}`
`NatrVol`	`volatility/natr`	`period=14`	`natr_{period}`

Bands (`signalflow.ta.volatility.bands`)¶

Class	Registry Name	Parameters	Output
`BollingerVol`	`volatility/bollinger`	`period=20`, `num_std=2.0`	`bb_upper`, `bb_middle`, `bb_lower`, `bb_width`, `bb_pct`
`KeltnerVol`	`volatility/keltner`	`period=20`, `atr_period=10`, `multiplier=1.5`	`kc_upper`, `kc_middle`, `kc_lower`
`DonchianVol`	`volatility/donchian`	`period=20`	`dc_upper`, `dc_middle`, `dc_lower`
`AccBandsVol`	`volatility/acc_bands`	`period=20`	`acc_upper`, `acc_middle`, `acc_lower`

Measures (`signalflow.ta.volatility.measures`)¶

Class	Registry Name	Parameters	Output
`MassIndexVol`	`volatility/mass_index`	`fast=9`, `slow=25`	`mass_index`
`UlcerIndexVol`	`volatility/ulcer_index`	`period=14`	`ulcer_index_{period}`
`RviVol`	`volatility/rvi`	`period=14`	`rvi_{period}`
`GapVol`	`volatility/gap`	`period=14`	`gap_vol_{period}`

Energy — Physics-Based (`signalflow.ta.volatility.energy`)¶

Class	Registry Name	Parameters	Output
`KineticEnergyVol`	`volatility/kinetic_energy`	`period=20`	`kinetic_energy_{period}`
`PotentialEnergyVol`	`volatility/potential_energy`	`period=20`	`potential_energy_{period}`
`TotalEnergyVol`	`volatility/total_energy`	`period=20`	`total_energy_{period}`
`EnergyFlowVol`	`volatility/energy_flow`	`period=20`	`energy_flow_{period}`
`ElasticStrainVol`	`volatility/elastic_strain`	`period=20`	`elastic_strain_{period}`
`TemperatureVol`	`volatility/temperature`	`period=20`	`temperature_{period}`
`HeatCapacityVol`	`volatility/heat_capacity`	`period=20`	`heat_capacity_{period}`
`FreeEnergyVol`	`volatility/free_energy`	`period=20`	`free_energy_{period}`

Volume¶

signalflow.ta.volume — 16 indicators

Cumulative (`signalflow.ta.volume.cumulative`)¶

Class	Registry Name	Output
`ObvVolume`	`volume/obv`	`obv`
`AdVolume`	`volume/ad`	`ad`
`PvtVolume`	`volume/pvt`	`pvt`
`NviVolume`	`volume/nvi`	`nvi`
`PviVolume`	`volume/pvi`	`pvi`

Oscillators (`signalflow.ta.volume.oscillators`)¶

Class	Registry Name	Parameters	Output
`MfiVolume`	`volume/mfi`	`period=14`	`mfi_{period}`
`CmfVolume`	`volume/cmf`	`period=20`	`cmf_{period}`
`EfiVolume`	`volume/efi`	`period=13`	`efi_{period}`
`EomVolume`	`volume/eom`	`period=14`	`eom_{period}`
`KvoVolume`	`volume/kvo`	`fast=34`, `slow=55`, `signal=13`	`kvo`, `kvo_signal`

Dynamics — Physics-Based (`signalflow.ta.volume.dynamics`)¶

Class	Registry Name	Parameters	Output
`MarketForceVolume`	`volume/market_force`	`period=14`	`market_force_{period}`
`ImpulseVolume`	`volume/impulse`	`period=14`	`impulse_{period}`
`MarketMomentumVolume`	`volume/market_momentum`	`period=14`	`market_momentum_{period}`
`MarketPowerVolume`	`volume/market_power`	`period=14`	`market_power_{period}`
`MarketCapacitanceVolume`	`volume/market_capacitance`	`period=14`	`market_capacitance_{period}`
`GravitationalPullVolume`	`volume/gravitational_pull`	`period=14`	`gravitational_pull_{period}`

Trend¶

signalflow.ta.trend — 22 indicators

Strength (`signalflow.ta.trend.strength`)¶

Class	Registry Name	Parameters	Output
`AdxTrend`	`trend/adx`	`period=14`	`adx_{period}`, `di_plus`, `di_minus`
`AroonTrend`	`trend/aroon`	`period=25`	`aroon_up`, `aroon_down`, `aroon_osc`
`VortexTrend`	`trend/vortex`	`period=14`	`vi_plus`, `vi_minus`
`VhfTrend`	`trend/vhf`	`period=28`	`vhf_{period}`
`ChopTrend`	`trend/chop`	`period=14`	`chop_{period}`
`ViscosityTrend`	`trend/viscosity`	`period=20`	`viscosity_{period}`
`ReynoldsTrend`	`trend/reynolds`	`period=20`	`reynolds_{period}`
`RotationalInertiaTrend`	`trend/rotational_inertia`	`period=20`	`rotational_inertia_{period}`
`MarketImpedanceTrend`	`trend/market_impedance`	`period=20`	`market_impedance_{period}`
`RCTimeConstantTrend`	`trend/rc_time_constant`	`period=20`	`rc_time_constant_{period}`
`SNRTrend`	`trend/snr`	`period=20`	`snr_{period}`
`OrderParameterTrend`	`trend/order_parameter`	`period=20`	`order_parameter_{period}`
`SusceptibilityTrend`	`trend/susceptibility`	`period=20`	`susceptibility_{period}`

Stops (`signalflow.ta.trend.stops`)¶

Class	Registry Name	Parameters	Output
`PsarTrend`	`trend/psar`	`af=0.02`, `max_af=0.2`	`psar`
`SupertrendTrend`	`trend/supertrend`	`period=10`, `multiplier=3.0`	`supertrend`, `supertrend_dir`
`ChandelierTrend`	`trend/chandelier`	`period=22`, `multiplier=3.0`	`chandelier_long`, `chandelier_short`
`HiloTrend`	`trend/hilo`	`period=13`	`hilo`
`CkspTrend`	`trend/cksp`	`p=10`, `q=3`, `x=1`	`cksp_stop_long`, `cksp_stop_short`

Detection (`signalflow.ta.trend.detection`)¶

Class	Registry Name	Parameters	Output
`IchimokuTrend`	`trend/ichimoku`	`tenkan=9`, `kijun=26`, `senkou=52`	`tenkan_sen`, `kijun_sen`, `senkou_a`, `senkou_b`, `chikou`
`DpoTrend`	`trend/dpo`	`period=20`	`dpo_{period}`
`QstickTrend`	`trend/qstick`	`period=14`	`qstick_{period}`
`TtmTrend`	`trend/ttm`	`period=20`	`ttm_squeeze`

Statistics¶

signalflow.ta.stat — 73 indicators across 11 submodules

Dispersion¶

Class	Registry Name	Description
`VarianceStat`	`stat/variance`	Rolling variance
`StdStat`	`stat/std`	Rolling standard deviation
`MadStat`	`stat/mad`	Median absolute deviation
`ZscoreStat`	`stat/zscore`	Rolling z-score
`CvStat`	`stat/cv`	Coefficient of variation
`RangeStat`	`stat/range`	Rolling range (max - min)
`IqrStat`	`stat/iqr`	Interquartile range
`AadStat`	`stat/aad`	Average absolute deviation
`RobustZscoreStat`	`stat/robust_zscore`	Median-based z-score

Distribution¶

Class	Registry Name	Description
`MedianStat`	`stat/median`	Rolling median
`QuantileStat`	`stat/quantile`	Rolling quantile
`PctRankStat`	`stat/pct_rank`	Percentile rank
`MinMaxStat`	`stat/minmax`	Min-max normalization
`SkewStat`	`stat/skew`	Rolling skewness
`KurtosisStat`	`stat/kurtosis`	Rolling kurtosis
`EntropyStat`	`stat/entropy`	Shannon entropy
`JarqueBeraStat`	`stat/jarque_bera`	Normality test statistic
`ModeDistanceStat`	`stat/mode_distance`	Distance from mode
`AboveMeanRatioStat`	`stat/above_mean_ratio`	Proportion above mean
`EntropyRateStat`	`stat/entropy_rate`	Entropy change rate

Memory & Diffusion¶

Class	Registry Name	Description
`HurstStat`	`stat/hurst`	Hurst exponent (mean-reversion vs trend)
`AutocorrStat`	`stat/autocorr`	Autocorrelation
`VarianceRatioStat`	`stat/variance_ratio`	Lo-MacKinlay variance ratio
`DiffusionCoeffStat`	`stat/diffusion_coeff`	Diffusion coefficient
`AnomalousDiffusionStat`	`stat/anomalous_diffusion`	Anomalous diffusion exponent
`MsdRatioStat`	`stat/msd_ratio`	Mean squared displacement ratio
`SpringConstantStat`	`stat/spring_constant`	Harmonic oscillator spring constant
`DampingRatioStat`	`stat/damping_ratio`	Oscillation damping
`NaturalFrequencyStat`	`stat/natural_frequency`	Natural oscillation frequency
`PlasticStrainStat`	`stat/plastic_strain`	Irreversible deformation
`EscapeVelocityStat`	`stat/escape_velocity`	Breakout threshold
`CorrelationLengthStat`	`stat/correlation_length`	Spatial correlation decay

Cycle Analysis¶

Class	Registry Name	Description
`InstAmplitudeStat`	`stat/inst_amplitude`	Instantaneous amplitude via Hilbert
`InstPhaseStat`	`stat/inst_phase`	Instantaneous phase
`InstFrequencyStat`	`stat/inst_frequency`	Instantaneous frequency
`PhaseAccelerationStat`	`stat/phase_acceleration`	Phase acceleration
`ConstructiveInterferenceStat`	`stat/constructive_interference`	Wave interference measure
`BeatFrequencyStat`	`stat/beat_frequency`	Beat frequency from phase
`StandingWaveRatioStat`	`stat/standing_wave_ratio`	Standing wave ratio
`SpectralCentroidStat`	`stat/spectral_centroid`	Frequency center of mass
`SpectralEntropyStat`	`stat/spectral_entropy`	Spectral entropy

Complexity¶

Class	Registry Name	Description
`PermutationEntropyStat`	`stat/permutation_entropy`	Bandt-Pompe permutation entropy
`SampleEntropyStat`	`stat/sample_entropy`	Sample entropy
`LempelZivStat`	`stat/lempel_ziv`	Lempel-Ziv complexity
`FisherInformationStat`	`stat/fisher_information`	Fisher information
`DfaExponentStat`	`stat/dfa_exponent`	Detrended fluctuation analysis

Information Theory¶

Class	Registry Name	Description
`KLDivergenceStat`	`stat/kl_divergence`	Kullback-Leibler divergence
`JSDivergenceStat`	`stat/js_divergence`	Jensen-Shannon divergence
`RenyiEntropyStat`	`stat/renyi_entropy`	Renyi entropy
`AutoMutualInfoStat`	`stat/auto_mutual_info`	Auto mutual information
`RelativeInfoGainStat`	`stat/relative_info_gain`	Relative information gain

Regression¶

Class	Registry Name	Description
`CorrelationStat`	`stat/correlation`	Rolling Pearson correlation
`BetaStat`	`stat/beta`	Rolling beta (vs benchmark)
`RSquaredStat`	`stat/r_squared`	R-squared
`LinRegSlopeStat`	`stat/linreg_slope`	Linear regression slope
`LinRegInterceptStat`	`stat/linreg_intercept`	Linear regression intercept
`LinRegResidualStat`	`stat/linreg_residual`	Linear regression residual

Realized Volatility¶

Class	Registry Name	Description
`RealizedVolStat`	`stat/realized_vol`	Realized (close-to-close) volatility
`ParkinsonVolStat`	`stat/parkinson_vol`	Parkinson range-based volatility
`GarmanKlassVolStat`	`stat/garman_klass_vol`	Garman-Klass volatility
`RogersSatchellVolStat`	`stat/rogers_satchell_vol`	Rogers-Satchell volatility
`YangZhangVolStat`	`stat/yang_zhang_vol`	Yang-Zhang volatility

DSP / Signal Processing¶

Class	Registry Name	Description
`SpectralFluxStat`	`stat/spectral_flux`	Spectral flux
`ZeroCrossingRateStat`	`stat/zero_crossing_rate`	Zero crossing rate
`SpectralRolloffStat`	`stat/spectral_rolloff`	Spectral rolloff frequency
`SpectralFlatnessStat`	`stat/spectral_flatness`	Wiener entropy
`PowerCepstrumStat`	`stat/power_cepstrum`	Power cepstrum

Control Theory¶

Class	Registry Name	Description
`KalmanInnovationStat`	`stat/kalman_innovation`	Kalman filter innovation
`ARCoefficientStat`	`stat/ar_coefficient`	Autoregressive coefficient
`LyapunovExponentStat`	`stat/lyapunov_exponent`	Largest Lyapunov exponent
`PIDErrorStat`	`stat/pid_error`	PID controller error
`PredictionErrorDecompositionStat`	`stat/prediction_error_decomposition`	Prediction error decomposition

Cross-Sectional¶

Class	Registry Name	Description
`CrossSectionalStat`	`stat/cross_sectional`	Cross-sectional aggregation

Performance¶

signalflow.ta.performance — 2 indicators

Class	Registry Name	Parameters	Output
`LogReturn`	`performance/log_return`	`period=1`	`log_return_{period}`
`PctReturn`	`performance/pct_return`	`period=1`	`pct_return_{period}`

Divergence¶

signalflow.ta.divergence — 2 detectors

Class	Registry Name	Description
`RsiDivergence`	`divergence/rsi`	RSI-based divergence detector (regular & hidden)
`MacdDivergence`	`divergence/macd`	MACD histogram divergence detector

Common Parameters¶

All indicators inherit these from Feature:

Parameter	Type	Default	Description
`normalized`	`bool`	`False`	Enable normalization (z-score for unbounded, linear for bounded)
`norm_period`	`int \\| None`	`None`	Custom normalization window (auto-computed if None)
`group_col`	`str`	`"pair"`	Column for per-asset grouping
`ts_col`	`str`	`"timestamp"`	Timestamp column

Each indicator also has a warmup property indicating the minimum bars needed for stable output.

Technical Analysis Module (signalflow-ta)¶

Momentum¶

Core (signalflow.ta.momentum.core)¶

Oscillators (signalflow.ta.momentum.oscillators)¶

MACD Family (signalflow.ta.momentum.macd)¶

Kinematics (signalflow.ta.momentum.kinematics)¶