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).
| Id | Name | Parameters (default; range, step) | Batch-only |
|---|---|---|---|
bollinger | Bollinger Bands | length = 20 (1–1000, step 1); mult = 2 (0.1–10, step 0.1) | no |
donchian | Donchian Channel | length = 20 (1–1000, step 1) | no |
keltner | Keltner Channel | ema_length = 20 (1–1000, step 1); atr_length = 10 (1–1000, step 1); mult = 2 (0.1–10, step 0.1) | no |
atr | ATR | length = 14 (1–1000, step 1) | no |
true_range | True Range | none | no |
natr | Normalized ATR | period = 14 (2–100, step 1) | no |
stddev | Std Deviation | period = 20 (2–200, step 1) | no |
hvol | Historical Volatility | period = 20 (2–200, step 1); ann = 365 (1–365, step 1) | no |
bbands_pctb | Bollinger %B | period = 20 (2–200, step 1); k = 2 (0.5–5, step 0.1) | no |
bbands_width | Bollinger Width | period = 20 (2–200, step 1); k = 2 (0.5–5, step 0.1) | no |
donchian_width | Donchian Width | period = 20 (2–200, step 1) | no |
ulcer | Ulcer Index | period = 14 (2–200, step 1) | no |
chop | Choppiness Index | period = 14 (2–200, step 1) | no |
relative_volatility | Relative Volatility Index | period = 14 (2–200, step 1) | no |
high_low_52w | 52-Week High/Low | period = 252 (2–1000, step 1) | no |
mass | Mass Index | period = 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, ¶ms) the parameterised one; both consult the same
registry row this table was rendered from.
Momentum indicators
The 36 built-in momentum indicators Vike Trader ships, with every parameter, its default and its sweep range — rendered from the indicator registry.
Volume indicators
The 14 built-in volume indicators Vike Trader ships, with every parameter, its default and its sweep range — rendered from the indicator registry.