Native Indicators

CoreXTrader includes 30+ built-in indicator engines implemented in optimised Rust. Use Native.Source(i.Name) to select one and Native.Fetch(index, buf) to retrieve output buffers.

Indicator Registry

Trend

i.MAperiod, ma_type, source0 → Value

i.EMAperiod, source0 → Value

i.Bollingerperiod, std_dev, source0 Middle · 1 Upper · 2 Lower

i.Ichimokutenkan, kijun, senkou0 Tenkan · 1 Kijun · 2 SpanA · 3 SpanB · 4 Chikou

i.SARstep, max_step0 → Value

i.Supertrendperiod, multiplier0 Value · 1 Direction (+1/-1)

i.Pivotmethod, timeframe0 Pivot · 1 R1 · 2 S1 · 3 R2 · 4 S2

i.ZigZagdeviation, depth, backstep0 → Value

i.MACross(from strategy params)0 Fast MA · 1 Slow MA

Oscillator

i.RSIperiod, source0 → Value (0–100)

i.MACDfast, slow, signal, source0 MACD · 1 Signal · 2 Histogram

i.Stochastick_period, d_period, slowing0 %K · 1 %D

i.Momentumperiod, source0 → Value

i.DeMarkerperiod0 → Value (0–1)

i.WilliamsRperiod0 → Value (−100–0)

i.RVIperiod0 → Value

Volatility

i.ATRperiod0 → Value

i.StdDevperiod, source0 → Value

Volume

i.OBV—0 → Value

i.MFIperiod0 → Value (0–100)

i.CMFperiod0 → Value (−1–+1)

i.ForceIndexperiod0 → Value

Price Source & MA Type Enums

Price.* — Price Source

Price.ClosePrice.OpenPrice.HighPrice.LowPrice.MedianPrice.TypicalPrice.Weighted

MA.* — MA Type

MA.SMAMA.EMAMA.WMAMA.HMAMA.DEMAMA.TEMAMA.TMA

Pivot.Method

Pivot.TraditionalPivot.FibonacciPivot.Woodie

Pivot.Timeframe

Pivot.DailyPivot.WeeklyPivot.Monthly

Signal Helpers

Function / Property	Parameters	Returns	Description
`CrossOver(a,b)`	`double[] a, b`	`bool`	True on the bar where a crossed above b.
`CrossUnder(a,b)`	`double[] a, b`	`bool`	True on the bar where a crossed below b.
`Highest(series,n)`	`double[] s, int n`	`double`	Maximum value over the last n bars.
`Lowest(series,n)`	`double[] s, int n`	`double`	Minimum value over the last n bars.
`Rising(series,n)`	`double[] s, int n`	`bool`	True if the series has risen for n consecutive bars.
`Falling(series,n)`	`double[] s, int n`	`bool`	True if the series has fallen for n consecutive bars.

Wiring Reference — Ichimoku

Ichimoku — full native wiringTDSL

Init() {
  Native.Source(i.Ichimoku);
  Native.Init(Symbol(), Timeframe);
  Native.Parameter(9, 26, 52, 26);  // tenkan, kijun, senkou, displacement
  Native.Bind(Ichi);
}

Ichi.calculate() {
  int len = length(close());
  series double tenkan_buf[]; series double kijun_buf[];
  series double span_a_buf[]; series double span_b_buf[];
  tenkan_buf[] = create_array(len); kijun_buf[] = create_array(len);
  span_a_buf[] = create_array(len); span_b_buf[] = create_array(len);
  Native.Fetch(0, tenkan_buf); Native.Fetch(1, kijun_buf);
  Native.Fetch(2, span_a_buf); Native.Fetch(3, span_b_buf);
  struct IchiResult { double tenkan; double kijun; double span_a; double span_b; }
  return IchiResult { tenkan:tenkan_buf, kijun:kijun_buf, span_a:span_a_buf, span_b:span_b_buf };
}

Tick() {
  bool above_cloud = Symbol.Bid() > Math.Max(Ichi.span_a(0), Ichi.span_b(0));
  bool tk_cross    = Ichi.tenkan(1) < Ichi.kijun(1) && Ichi.tenkan(0) > Ichi.kijun(0);
  if (tk_cross && above_cloud && Position.Count() == 0) { Trade.Buy(Symbol(), 0.1); }
}

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