vike
Indicators

Volatility indicators

The 16 built-in volatility indicators Vike Trader ships, with every parameter, its default and its sweep range — rendered from the indicator registry.

Volatility indicators size how much price moves rather than where — ranges, deviations and the bands built on them. Vike Trader ships 16 of them in this category, out of 171 built-in single-series indicators and 8 pair indicators; the indicators overview carries the catalog's shape and the categories side by side.

Every built-in indicator carries one guarantee: its streaming on_bar path equals its batch vectorize kernel bit-for-bit, proven by the parity gate in the product tree (crates/vike-indicators/tests/parity.rs). The exceptions are declared, not discovered: an indicator marked batch-only reads future bars in its batch form, so its streaming value is a causal best-effort that is NaN at the unknowable tip, and the gate skips it by name. No indicator in this category is batch-only.

Indicators

Each parameter is shown with its built-in default and the range and step the Studio's sweep grid offers for it (ParamSpec in vike_indicators::registry).

IdNameParameters (default; range, step)Batch-only
bollingerBollinger Bandslength = 20 (1–1000, step 1); mult = 2 (0.1–10, step 0.1)no
donchianDonchian Channellength = 20 (1–1000, step 1)no
keltnerKeltner Channelema_length = 20 (1–1000, step 1); atr_length = 10 (1–1000, step 1); mult = 2 (0.1–10, step 0.1)no
atrATRlength = 14 (1–1000, step 1)no
true_rangeTrue Rangenoneno
natrNormalized ATRperiod = 14 (2–100, step 1)no
stddevStd Deviationperiod = 20 (2–200, step 1)no
hvolHistorical Volatilityperiod = 20 (2–200, step 1); ann = 365 (1–365, step 1)no
bbands_pctbBollinger %Bperiod = 20 (2–200, step 1); k = 2 (0.5–5, step 0.1)no
bbands_widthBollinger Widthperiod = 20 (2–200, step 1); k = 2 (0.5–5, step 0.1)no
donchian_widthDonchian Widthperiod = 20 (2–200, step 1)no
ulcerUlcer Indexperiod = 14 (2–200, step 1)no
chopChoppiness Indexperiod = 14 (2–200, step 1)no
relative_volatilityRelative Volatility Indexperiod = 14 (2–200, step 1)no
high_low_52w52-Week High/Lowperiod = 252 (2–1000, step 1)no
massMass Indexperiod = 25 (2–200, step 1); ema_period = 9 (2–50, step 1)no

Using them

In a Rhai strategy an indicator is a call by id with its parameters in registry order — bollinger(…) — and the Studio's indicators pane offers the same catalog with each parameter's sweep range pre-filled from the defaults below. From Rust, vike_indicators::make(id) builds the default instance and make_with(id, &params) the parameterised one; both consult the same registry row this table was rendered from.

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