What your strategy can see

Price

The raw bar and everything you can derive from it.

• Open, high, low, close
• Gaps from the prior session
• Rolling highs and lows (N-bar max/min, Donchian channel)
• Floor-trader pivots and swing pivot points

Volume

Participation and money flow.

• Volume and volume moving average
• Volume ratio and volume percentile
• On-Balance Volume (OBV)
• Chaikin Money Flow (CMF)
• Money Flow Index (MFI)

Trend

Direction and trend strength.

• SMA, EMA, volume-weighted moving average
• MACD (line, signal, histogram)
• ADX
• Aroon (up / down)
• Supertrend (value and direction)

Volatility

How much the market is moving.

• ATR and ATR percent
• Bollinger Band width
• Keltner and Donchian channels
• Rolling standard deviation and variance

Momentum and oscillators

Overbought / oversold and rate of change.

• RSI
• Stochastic and Stochastic RSI
• CCI
• Rate of change / momentum

Bands and VWAP

Mean-reference envelopes with native band events.

• Bollinger, Keltner, Donchian — touch, cross-in, cross-out, distance, reentry
• VWAP (session / week / month anchored) and VWAP bands
• Anchored VWAP from any event

Candle patterns

Named OHLC geometry.

• Hammer, engulfing, doji, harami, morning / evening star, piercing line, and dozens more

Events

Scheduled catalysts, down to the minute — and their values.

• Macro releases: CPI, core PCE, PPI, nonfarm payrolls, unemployment, jobless claims, GDP, retail sales, consumer sentiment, industrial production, housing starts, durable goods
• Rates: fed funds, effective fed funds, SOFR
• Treasury yields: 3-month, 2-year, 5-year, 10-year, 30-year
• Market: VIX
• Energy: crude / gasoline / distillate / natural-gas inventories, refinery utilization, production
• Corporate: dividends, splits, ticker changes, IPOs; earnings filings
• Your own custom event types
• Distance to the next / last event (in minutes), plus event payload values — e.g. the actual print vs. expected

Cross-asset and cross-sectional

How one asset relates to another or to its peers.

• Any other symbol's price or indicator (cross-instrument)
• Cross-sectional rank and percentile among peers
• Cross-sectional z-score
• Explicit sibling references for ratios and spreads

Rank, percentile, and z-score resolve only inside a multi-symbol (universe / basket) strategy.

Position and portfolio state

What the strategy knows about its own book.

• Bars in trade and unrealized P&L
• Entry-bar high / low
• Daily P&L and a daily-loss circuit breaker
• Consecutive-bar condition tracking

Time

Where you are in the session and the calendar.

• Session windows and trading hours (timezone-aware)
• Day of week
• Minutes to close
• Calendar schedules — daily, weekly, monthly

Options-implied

Reference signals on names with options data.

• Implied volatility and IV rank
• Skew
• Term structure

Read-only reference values, available where options data exists.