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Indicators

Quantly supports the following indicators in strategy conditions and filters.

Indicator Parameters Typical use
current_price None Raw price level
sma period Trend direction
ema period Faster-reacting trend
rsi period (default 10) Overbought / oversold
cumulative_return period Momentum ranking
moving_average_return period Smoothed momentum
stdev_return period Volatility of returns
stdev_price None Price volatility
max_drawdown period Risk ranking in filters

Period parameter

Section titled “Period parameter”

Indicators marked with period accept a lookback length in bars (days for daily data). Defaults vary by indicator (for example RSI defaults to 10, most others to 14).

Using indicators in conditions

Section titled “Using indicators in conditions”

In If / Else, Filter, and Scale nodes, select an indicator and comparison:

  • RSI(14) < 30 - oversold condition
  • SMA(20) > SMA(50) - short-term above long-term trend
  • Filter top 3 by cumulative_return period 20 - momentum basket

Multi-ticker conditions

Section titled “Multi-ticker conditions”

Conditions can reference specific tickers when comparing across assets in a filter pool.

Section titled “Related”