Technical Indicators

Matchstick includes 15 technical indicators implemented in crates/indicators/.

Available indicators

#	Indicator	Type	Multi-value
1	SMA	Simple Moving Average	No
2	EMA	Exponential Moving Average	No
3	WMA	Weighted Moving Average	No
4	VWMA	Volume-Weighted Moving Average	No
5	RSI	Relative Strength Index	No
6	MACD	Moving Average Convergence Divergence	Yes (macd, signal, histogram)
7	Bollinger Bands	Volatility bands	Yes (upper, middle, lower)
8	Stochastic	Stochastic oscillator	Yes (%K, %D)
9	ATR	Average True Range	No
10	ADX	Average Directional Index	No
11	Williams %R	Williams Percent Range	No
12	CCI	Commodity Channel Index	No
13	OBV	On-Balance Volume	No
14	MFI	Money Flow Index	No
15	VWAP	Volume-Weighted Average Price	No

API

IndicatorRequest

Create a request specifying what to calculate:

use indicators::{IndicatorEngine, IndicatorRequest};

let mut engine = IndicatorEngine::new();

// Simple request
let request = IndicatorRequest::sma("AAPL".to_string(), 20);

// Calculate against OHLCV data
let result = engine.calculate(&request, &bars).unwrap();
println!("SMA(20) = {:?}", result.value);

IndicatorResult

Results contain:

• value: Option<f64> - Single value for simple indicators
• values: HashMap<String, f64> - Named values for multi-value indicators (MACD, Bollinger, Stochastic)
• metadata: HashMap<String, String> - Additional info

Multi-value example

let request = IndicatorRequest::macd("AAPL".to_string());
let result = engine.calculate(&request, &bars).unwrap();

// Access individual components
let macd_line = result.values.get("macd");
let signal_line = result.values.get("signal");
let histogram = result.values.get("histogram");

Caching

The IndicatorEngine caches results with a 5-minute TTL. Cache keys are based on indicator type, symbol, period, and a hash of the input data. Call engine.clear_expired_cache() to manually evict stale entries.

Implementation notes

• All calculations use simple Rust loops (no external math libraries)
• RSI and ADX use Wilder's smoothing method
• EMA supports custom smoothing factor via parameters
• Input validation checks OHLCV bar integrity (high >= low, etc.)
• 25 inline tests verify calculation correctness