Trend Indicators

Indicators that identify the direction and strength of market trends.

Trend indicators answer two questions: which direction is price moving, and how strong is that move? They range from simple moving averages to multi-component systems like Ichimoku and ADX.

Moving averages

SMAIndicator — Simple Moving Average

Constructor: SMAIndicator(Indicator<Num> indicator, int barCount)

Calculates the arithmetic mean of the last barCount values. The simplest and most widely used average; every bar has equal weight.

ClosePriceIndicator close = new ClosePriceIndicator(series);
SMAIndicator sma20 = new SMAIndicator(close, 20);
SMAIndicator sma50 = new SMAIndicator(close, 50);

Num value = sma20.getValue(series.getEndIndex());

Unstable bars: input.getCountOfUnstableBars() + barCount - 1

EMAIndicator — Exponential Moving Average

Constructor: EMAIndicator(Indicator<Num> indicator, int barCount)

Applies exponentially decreasing weights with smoothing factor 2 / (barCount + 1). Reacts faster than SMA to recent price changes. Resets gracefully on NaN input.

ClosePriceIndicator close = new ClosePriceIndicator(series);
EMAIndicator ema12 = new EMAIndicator(close, 12);
EMAIndicator ema26 = new EMAIndicator(close, 26);

// Use as MACD inputs or standalone trend filter
Num fastEma = ema12.getValue(series.getEndIndex());

Unstable bars: barCount

WMAIndicator — Weighted Moving Average

Constructor: WMAIndicator(Indicator<Num> indicator, int barCount)

Assigns linearly increasing weights so the most recent bar has the highest weight. More responsive than SMA but smoother than EMA.

ClosePriceIndicator close = new ClosePriceIndicator(series);
WMAIndicator wma = new WMAIndicator(close, 14);

Unstable bars: input.getCountOfUnstableBars() + barCount - 1

HMAIndicator — Hull Moving Average

Constructor: HMAIndicator(Indicator<Num> indicator, int barCount)

Combines two WMAs to dramatically reduce lag while maintaining smoothness: WMA(2 * WMA(n/2) - WMA(n), sqrt(n)). Well suited for fast-moving markets.

ClosePriceIndicator close = new ClosePriceIndicator(series);
HMAIndicator hma = new HMAIndicator(close, 16);

DMAIndicator — Displaced Moving Average

Constructor: DMAIndicator(Indicator<Num> indicator, int barCount, int displacement)

An SMA shifted forward (displacement > 0) or backward (displacement < 0) in time. Positive displacement projects the average ahead to anticipate support/resistance.

ClosePriceIndicator close = new ClosePriceIndicator(series);
// SMA(20) displaced 5 bars forward
DMAIndicator dma = new DMAIndicator(close, 20, 5);

KAMAIndicator — Kaufman's Adaptive Moving Average

Constructors:

• KAMAIndicator(Indicator<Num> price) — defaults: efficiency ratio period 10, fast 2, slow 30
• KAMAIndicator(Indicator<Num> price, int barCountEffectiveRatio, int barCountFast, int barCountSlow)

Adapts its smoothing constant based on market noise via an Efficiency Ratio. Speeds up in trending markets and slows during consolidation.

ClosePriceIndicator close = new ClosePriceIndicator(series);
// Default parameters (10, 2, 30)
KAMAIndicator kama = new KAMAIndicator(close);

// Custom parameters
KAMAIndicator kamaCustom = new KAMAIndicator(close, 10, 2, 30);

Unstable bars: price.getCountOfUnstableBars() + barCountEffectiveRatio

DoubleEMAIndicator — Double EMA (DEMA)

Constructor: DoubleEMAIndicator(Indicator<Num> indicator, int barCount)

Reduces EMA lag by applying EMA twice: 2 * EMA(n) - EMA(EMA(n)).

DoubleEMAIndicator dema = new DoubleEMAIndicator(new ClosePriceIndicator(series), 20);

TripleEMAIndicator — Triple EMA (TEMA)

Constructor: TripleEMAIndicator(Indicator<Num> indicator, int barCount)

Further reduces lag: 3 * EMA - 3 * EMA(EMA) + EMA(EMA(EMA)).

TripleEMAIndicator tema = new TripleEMAIndicator(new ClosePriceIndicator(series), 20);

MMAIndicator — Modified/Wilder's Moving Average

Constructor: MMAIndicator(Indicator<Num> indicator, int barCount)

Wilder’s smoothed moving average with multiplier 1 / barCount. Used internally by RSI, ATR, and ADX.

MMAIndicator wilders = new MMAIndicator(new ClosePriceIndicator(series), 14);

Additional averages

Class	Description
ATMAIndicator(indicator, barCount)	Adaptive Triangular MA
EDMAIndicator(indicator, barCount)	Exponentially Displaced MA
JMAIndicator(indicator, barCount, phase, power)	Jurik MA
KiJunV2Indicator(indicator, barCount)	Kijun-based MA variant
LSMAIndicator(indicator, barCount)	Least Squares MA
LWMAIndicator(indicator, barCount)	Linear Weighted MA
MCGinleyMAIndicator(indicator, barCount)	McGinley Dynamic
SGMAIndicator(indicator, barCount)	Savitzky-Golay MA
SMMAIndicator(indicator, barCount)	Smoothed MA
TMAIndicator(indicator, barCount)	Triangular MA
VIDYAIndicator(indicator, barCount)	Variable Index Dynamic Average
VWMAIndicator(indicator, barCount)	Volume-Weighted MA
WildersMAIndicator(indicator, barCount)	Wilder’s MA alias
ZLEMAIndicator(indicator, barCount)	Zero-Lag EMA

MACD

MACDIndicator — Moving Average Convergence Divergence

Constructors:

• MACDIndicator(Indicator<Num> indicator) — defaults: short 12, long 26
• MACDIndicator(Indicator<Num> indicator, int shortBarCount, int longBarCount)

MACD = EMA(short) - EMA(long). Exposes the signal line and histogram via helper methods.

ClosePriceIndicator close = new ClosePriceIndicator(series);

MACDIndicator macd         = new MACDIndicator(close, 12, 26);
EMAIndicator  signal       = macd.getSignalLine(9);
NumericIndicator histogram = macd.getHistogram(9);

int idx = series.getEndIndex();
System.out.println("MACD:      " + macd.getValue(idx));
System.out.println("Signal:    " + signal.getValue(idx));
System.out.println("Histogram: " + histogram.getValue(idx));

MACDVIndicator — MACD with Volume

Constructor: MACDVIndicator(BarSeries series, int shortBarCount, int longBarCount)

Volume-weighted MACD variant.

MACDVIndicator macdv = new MACDVIndicator(series, 12, 26);

ADX — Average Directional Index

ADXIndicator

Constructors:

• ADXIndicator(BarSeries series, int barCount) — same period for DI and ADX smoothing
• ADXIndicator(BarSeries series, int diBarCount, int adxBarCount)

ADX measures trend strength (0–100) regardless of direction. Values above 25 indicate a strong trend.

ADXIndicator  adx     = new ADXIndicator(series, 14);
PlusDIIndicator  plusDI  = new PlusDIIndicator(series, 14);
MinusDIIndicator minusDI = new MinusDIIndicator(series, 14);

int idx = series.getEndIndex();
Num adxVal    = adx.getValue(idx);      // trend strength
Num plusDIVal = plusDI.getValue(idx);   // +DI: upward pressure
Num minDIVal  = minusDI.getValue(idx);  // -DI: downward pressure

PlusDIIndicator and MinusDIIndicator

Constructors:

• PlusDIIndicator(BarSeries series, int barCount) — +DI (upward directional movement)
• MinusDIIndicator(BarSeries series, int barCount) — -DI (downward directional movement)

DI crossovers signal trend changes: when +DI crosses above -DI, a new uptrend may be starting.

PlusDIIndicator  plusDI  = new PlusDIIndicator(series, 14);
MinusDIIndicator minusDI = new MinusDIIndicator(series, 14);

Rule entryRule = new CrossedUpIndicatorRule(plusDI, minusDI);

Aroon

AroonUpIndicator and AroonDownIndicator

Constructors:

• AroonUpIndicator(BarSeries series, int barCount) — time since highest high, scaled 0–100
• AroonUpIndicator(Indicator<Num> highPriceIndicator, int barCount) — custom high source
• AroonDownIndicator(BarSeries series, int barCount) — time since lowest low, scaled 0–100

AroonUpIndicator   aroonUp   = new AroonUpIndicator(series, 25);
AroonDownIndicator aroonDown = new AroonDownIndicator(series, 25);

// Aroon Up > 70 and Aroon Down < 30 = strong uptrend

AroonOscillatorIndicator

Constructor: AroonOscillatorIndicator(BarSeries series, int barCount)

AroonUp - AroonDown. Oscillates between -100 and +100. Positive values favor uptrend; negative favor downtrend.

AroonOscillatorIndicator aroonOsc = new AroonOscillatorIndicator(series, 25);
Num osc = aroonOsc.getValue(series.getEndIndex());

Ichimoku Cloud

All Ichimoku components accept a BarSeries and use standard defaults when called with no period arguments.

IchimokuTenkanSenIndicator — Conversion line

Constructors:

• IchimokuTenkanSenIndicator(BarSeries series) — default period 9
• IchimokuTenkanSenIndicator(BarSeries series, int barCount)

(highest high + lowest low) / 2 over barCount bars.

IchimokuTenkanSenIndicator tenkan = new IchimokuTenkanSenIndicator(series, 9);

IchimokuKijunSenIndicator — Base line

Constructors:

• IchimokuKijunSenIndicator(BarSeries series) — default period 26
• IchimokuKijunSenIndicator(BarSeries series, int barCount)

Same formula as Tenkan-sen but over a longer period (typically 26 bars). Acts as dynamic support/resistance.

IchimokuKijunSenIndicator kijun = new IchimokuKijunSenIndicator(series, 26);

IchimokuSenkouSpanAIndicator — Leading Span A

Constructors:

• IchimokuSenkouSpanAIndicator(BarSeries series) — tenkan 9, kijun 26, offset 26
• IchimokuSenkouSpanAIndicator(BarSeries series, int barCountConversionLine, int barCountBaseLine)
• IchimokuSenkouSpanAIndicator(BarSeries series, IchimokuTenkanSenIndicator conversionLine, IchimokuKijunSenIndicator baseLine, int offset)

(Tenkan-sen + Kijun-sen) / 2 plotted offset bars ahead. Forms the top or bottom of the Kumo cloud.

IchimokuSenkouSpanAIndicator spanA = new IchimokuSenkouSpanAIndicator(series);

IchimokuSenkouSpanBIndicator — Leading Span B

Constructors:

• IchimokuSenkouSpanBIndicator(BarSeries series) — period 52, offset 26
• IchimokuSenkouSpanBIndicator(BarSeries series, int barCount)
• IchimokuSenkouSpanBIndicator(BarSeries series, int barCount, int offset)

(highest high + lowest low) / 2 over 52 bars, plotted 26 bars ahead. Forms the opposite boundary of the cloud.

IchimokuSenkouSpanBIndicator spanB = new IchimokuSenkouSpanBIndicator(series, 52, 26);

IchimokuChikouSpanIndicator — Lagging Span

Constructors:

• IchimokuChikouSpanIndicator(BarSeries series) — default delay 26
• IchimokuChikouSpanIndicator(BarSeries series, int timeDelay)

Close price plotted timeDelay bars behind current price. Used to confirm trend direction by comparing the lagging span to past price.

IchimokuChikouSpanIndicator chikou = new IchimokuChikouSpanIndicator(series, 26);

Full Ichimoku example

BarSeries series = ...;

IchimokuTenkanSenIndicator   tenkan = new IchimokuTenkanSenIndicator(series, 9);
IchimokuKijunSenIndicator    kijun  = new IchimokuKijunSenIndicator(series, 26);
IchimokuSenkouSpanAIndicator spanA  = new IchimokuSenkouSpanAIndicator(series);
IchimokuSenkouSpanBIndicator spanB  = new IchimokuSenkouSpanBIndicator(series);
IchimokuChikouSpanIndicator  chikou = new IchimokuChikouSpanIndicator(series);

int idx = series.getEndIndex();
Num close = series.getBar(idx).getClosePrice();

// Price above cloud = uptrend confirmation
boolean aboveCloud = close.isGreaterThan(spanA.getValue(idx))
                  && close.isGreaterThan(spanB.getValue(idx));

Parabolic SAR

ParabolicSarIndicator

Constructors:

• ParabolicSarIndicator(BarSeries series) — defaults: aF 0.02, maxA 0.2, increment 0.02
• ParabolicSarIndicator(BarSeries series, Num aF, Num maxA)
• ParabolicSarIndicator(BarSeries series, Num aF, Num maxA, Num increment)

A stop-and-reverse system that places dots above price (downtrend) or below price (uptrend). Useful for trailing stop placement.

ParabolicSarIndicator sar = new ParabolicSarIndicator(series);

// Custom parameters
NumFactory nf = series.numFactory();
ParabolicSarIndicator sarCustom = new ParabolicSarIndicator(
    series,
    nf.numOf(0.02),   // acceleration factor start
    nf.numOf(0.2),    // maximum acceleration
    nf.numOf(0.02)    // increment step
);

Num sarValue = sar.getValue(series.getEndIndex());
Num close    = series.getBar(series.getEndIndex()).getClosePrice();
boolean bullish = close.isGreaterThan(sarValue);

SuperTrend

SuperTrendIndicator

Constructors:

• SuperTrendIndicator(BarSeries series) — defaults: ATR period 10, multiplier 3.0
• SuperTrendIndicator(BarSeries series, int barCount, double multiplier)

A dynamic support/resistance line based on ATR bands. The indicator flips between the upper and lower band as price breaks through. Exposes isUpTrend(int index), isDownTrend(int index), and trendChanged(int index).

SuperTrendIndicator st = new SuperTrendIndicator(series, 10, 3.0);

int idx = series.getEndIndex();
if (st.trendChanged(idx) && st.isUpTrend(idx)) {
    System.out.println("Buy signal at bar " + idx);
}

SuperTrendUpperBandIndicator and SuperTrendLowerBandIndicator

Access the individual bands directly when you need raw band values:

ATRIndicator atr = new ATRIndicator(series, 10);
SuperTrendUpperBandIndicator upper = new SuperTrendUpperBandIndicator(series, atr, 3.0);
SuperTrendLowerBandIndicator lower = new SuperTrendLowerBandIndicator(series, atr, 3.0);

These are also accessible from SuperTrendIndicator:

SuperTrendIndicator st = new SuperTrendIndicator(series);
SuperTrendUpperBandIndicator upper = st.getSuperTrendUpperBandIndicator();
SuperTrendLowerBandIndicator lower = st.getSuperTrendLowerBandIndicator();

Other trend indicators

RAVIIndicator — Range Action Verification Index

Constructor: RAVIIndicator(Indicator<Num> indicator, int shortBarCount, int longBarCount)

Measures the percentage difference between a short and long SMA. Filters choppy markets: high RAVI = strong trend.

ClosePriceIndicator close = new ClosePriceIndicator(series);
RAVIIndicator ravi = new RAVIIndicator(close, 7, 65);

DistanceFromMAIndicator

Constructor: DistanceFromMAIndicator(Indicator<Num> indicator, Indicator<Num> maIndicator)

Percentage distance of price from a moving average. Useful for mean-reversion strategies.

ClosePriceIndicator close = new ClosePriceIndicator(series);
SMAIndicator sma = new SMAIndicator(close, 20);
DistanceFromMAIndicator dist = new DistanceFromMAIndicator(close, sma);

AlligatorIndicator

Constructor: AlligatorIndicator(BarSeries series)

Bill Williams’ Alligator: three smoothed moving averages (Jaw, Teeth, Lips) with different periods and displacements.

AlligatorIndicator alligator = new AlligatorIndicator(series);