QTrade Indicators

A collection of technical analysis indicators for trading, written in Rust. Each indicator is gated behind a Cargo feature flag so you only compile what you need.

Provided Indicators

Indicator	Feature	Description
Median Price	median_price	(high + low) / 2
True Range	tr	Volatility measure: max(H-L, |H-pC|, |L-pC|)
Simple Moving Average	sma	Arithmetic mean over a sliding window
Smoothed Moving Average	smma	Modified moving average with smoother response
Exponential Moving Average	ema	Exponentially weighted moving average
Running Moving Average	rma	Wilder's smoothing (α = 1/N)
Weighted Moving Average	wma	Linearly weighted moving average
Average True Range	atr	ATR with 5 smoothing engines (SMA, SMMA, EMA, RMA, WMA)
MACD	macd	Moving Average Convergence Divergence (histogram, signal, MACD line)
Supertrend	supertrend	Trend-following indicator with upper/lower bands
Williams Fractals	wf	Local price extreme points for support/resistance

Feature Flags

This crate uses Cargo feature flags to enable indicators individually:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["sma", "ema", "macd"] }

Some features automatically enable others:

• atr enables tr, sma, smma, ema, rma, wma
• macd enables ema

For development and testing, enable all features:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["dev"] }

Usage

Add the crate to your Cargo.toml:

[dependencies]
qtrade-indicators = { version = "0.1", features = ["sma"] }

Simple Moving Average

use qtrade_indicators::simple_moving_average::{SettingSma, calculate_sma};

let data = vec![1.0, 2.0, 3.0, 4.0, 5.0];
let setting = SettingSma { period: 3 };
let sma = calculate_sma(&data, &setting).unwrap();
// sma = [0.0, 0.0, 2.0, 3.0, 4.0]

MACD

use qtrade_indicators::moving_average_convergence_divergence::{
    SettingMacd, calculate_macd,
};

let data: Vec<f64> = (10..31).map(|i| i as f64).collect();
let setting = SettingMacd {
    fast_length: 3,
    slow_length: 5,
    signal_smooth: 3,
};
let macd = calculate_macd(&data, &setting).unwrap();

Supertrend

use qtrade_indicators::supertrend::{SettingSupertrend, calculate_supertrend};

let close = vec![10.0, 11.0, 12.0, 9.0, 8.0, 13.0];
let median = vec![10.0, 10.5, 11.5, 9.5, 8.5, 12.5];
let atr = vec![1.0, 1.0, 1.0, 1.0, 1.0, 1.0];
let setting = SettingSupertrend { factor: 2.0 };

let st = calculate_supertrend(&close, &median, &atr, &setting).unwrap();
println!("Trend: {:?}", st[0].trend); // Up

API Documentation

Full API documentation is available on docs.rs.

Minimum Supported Rust Version (MSRV)

Rust 1.85 or later (Rust 2024 edition).

License

Licensed under the Apache License, Version 2.0. See LICENSE for details.