registry / @backquant
@backquant
82 public packages
An adaptive 0–1 momentum oscillator that self-calibrates to current market conditions. Price is first smoothed, then normalized within rolling highs/lows over a lookback window. A drifting “center”
Aggregated Spot and Perp CVD Bars: Visualizes changes in trading pressure by measuring the difference between aggressive market participation on each side of the order flow. By comparing executed volu
Anchored CVD tracks cumulative volume delta (buys minus sells) but resets at a fixed bar interval, so it shows net aggressive flow since the latest reset instead of from the distant past. It aligns
testing rsi
Awesome Oscillator measures momentum by subtracting a fast SMA of median price from a slow SMA of median price. The result is plotted around a zero line. Bars are colored by whether AO is rising or
Bar Statistics builds a compact, per-bar dashboard of key flows and positioning. Each row is a heat bar colored by a rolling z score over the lookback so you can see at a glance whether today’s rea
Bid–Ask Depth Imbalance shows where resting liquidity leans on the orderbook. For each depth band (near to farther from mid), it sums bids and asks between your chosen low/high percentages, then pl
Bollinger Band %B shows where the latest close sits within its Bollinger Bands. It is computed as (close minus lower band) divided by (upper band minus lower band). The value is 0 at the lower band
BSVR (Buy-Sell Volume Ratio) measures who is more aggressive on each bar by comparing classified trade volume. It computes buys divided by sells from the feed, then optionally smooths the series wi
CCI measures how far the typical price (H+L+C)/3 has moved from its recent average, scaled by the average absolute deviation, so readings are comparable across symbols and regimes. It oscillates ar
CVD Z-Score turns order flow into a standardized momentum read. It builds per-bar delta = buys − sells from the buy/sell feed, aligns it to price bars, then also computes C
Visualizes changes in trading pressure by measuring the difference between aggressive market participation on each side of the order flow. By comparing executed volume streams, the indicator builds
The indicator uses a Double Exponential Moving Average as the core of its ATR calculation to reduce lag, increase responsiveness, and keep the bands tightly aligned with recent price action. DEMA a
The EMA Crossover indicator is two exponential moving averages of different lengths to identify shifts in market trend. By comparing a fast EMA (shorter period) with a slow EMA (longer period), it
EMA Guppy plots two ribbons of exponential moving averages to show trend strength and participation. The short-term ribbon (3–18) tracks responsive traders; the long-term ribbon (21–60) tracks inve
Enhanced MFI is the classic Money Flow Index with a moving average for a cleaner signal and optional overbought/oversold zones. MFI blends price and volume into a 0-100 oscillator that shows buying
Enhanced plots the Relative Strength Index on a 0-100 scale to track momentum and mean reversion. It compares recent gains and losses over n periods, then compresses the result so you can see when
ETF Flow Bubbles visualizes aggregate spot-BTC ETF flow on price. It pulls holdings from multiple ETFs (GBTC, IBIT, BRRR, BITB, ARKB, BTCW, BTCO, HODL, EZBC, FBTC), computes each fund’s day-over-da
EHMA is a fast, smooth trend line based on Hull logic but built with EMAs. It takes 2 * EMA(price, len/2) minus EMA(price, len) to emphasize recent moves, then smooths that with EMA over sqrt(len). Th
Fair Value Gaps marks imbalance zones where price skipped over liquidity. A bullish FVG is detected when the current bar’s low is above the high two bars ago (low[0] > high[2]);
Here’s your message rewritten in clear English for easy understanding: Hi, This is a Footprint Bar static indicator where you can see: Volu
Pressure Gauge blends three flow cues into one line to show directional pressure. It combines funding rate times long/short ratio (who is paying to hold and how skewed they are), liquidation imbala
Rate of change in funding rather than the funding value itself. Instead of simply plotting whether funding is positive or negative, this indicator measures how quickly funding is accelerating or de
Funding / OI Ratio looks at funding pressure in relation to how open interest is changing, instead of viewing funding in isolation. It pulls the current funding rate and open interest for the selec
Funding Rate Z-Score standardizes funding dynamics so you can compare conditions across time and symbols. It aligns the exchange funding series to your chart bars, then either measures per-bar chan
Efficiency Ratio (ER) measures how directional price movement has been. It compares the net change from N bars ago to now with the sum of all bar-to-bar moves over the same window, then bounds the
Envelope built from an EMA basis with bands at ±(ATR × multiplier). The upper and lower bands adapt to volatility, framing trend, breakout, and mean-reversion context around price. In
testing
On-chart bubbles that surface liquidation activity in real time. Size and opacity scale by z-scores over a rolling window, so outsized events stand out while noise is damped. Three modes: Liquidati
SMA Spread Oscillator measures the distance between a fast simple moving average and a slow simple moving average. Instead of only showing whether price is above or below an average, it shows how far
Moving Average with color. SMA & EMA Options. Trend based coloring, if ma>=ma[n] (n periods ago) the moving average will be green, else red.
Momentum shows the change in price over a fixed lookback: close now minus the close n bars ago. It is a zero centered oscillator, values above zero mean price is higher than n bars back, below zero me
MACD tracks trend momentum by comparing two moving averages of price. The MACD line is the fast EMA minus the slow EMA (defaults 12 and 26). A signal line (default 9-period average of MACD) smooths
Experimental tool built to estimate how bullish futures positioning is changing over time. Since open interest only shows whether total contracts are being added or removed, but does not
Net Position Flow Net Position Flow estimates whether futures positioning is expanding on the long or short side. It combines two public signals: trade d
Experimental tool designed to estimate how bearish futures positioning is changing over time. While open interest shows whether the total number of outstanding contracts is increas
Transforms a Hull-style moving average into a bounded oscillator so you can read trend and momentum on a common scale. The HMA is computed via weighted-mean steps, then normalized over a rolling wi
This script builds a normalized T3-based oscillator that shows how stretched or compressed price is relative to its recent trend. It first computes a full T3 moving average by chaining six EMAs tog
OBV Z-Score standardizes On-Balance Volume so you can see when volume accumulation or distribution is unusually strong versus recent history. OBV itself is a running total that adds volume on up cl
OI Delta / Price Delta is a simple way to see how aggressive positioning is relative to actual price movement. It pulls open interest and close price, calculates the one bar change in each, then ta
Delta OI Z converts bar-to-bar open interest change into a standardized signal. It first computes dOI = OI[now] − OI[prev], then over a rolling window it computes z = (dOI − mean) / std and optiona
Crowding Score estimates how crowded the long or short side is by standardizing and combining two flows: open interest and funding rate. For each bar it aligns both series to the price bars, comput
Open Interest Delta shows how the total number of open contracts is changing from bar to bar. It computes the difference in open interest between the current bar and the previous bar (absolute chan
RSI on open interest, not price. It measures positioning momentum: rising OI-RSI = leverage/participation building, falling OI-RSI = de-risking/unwind. Extremes can precede squeezes or exhaustion.
OIWAP is an on-chart anchor that works like VWAP but weights price by positioning. It computes a weighted average price where the weights come from open interest, either the total level or only the
Automatically marks the most recent bullish and bearish order blocks formed at breaks of structure. After price closes above the last swing high, the script finds the most recent bearish candle bef
Imbalance Bubbles visualizes order book pressure directly on the chart by plotting circular “bubbles” when bid or ask liquidity dominates within a chosen depth band around price. It pulls live orde
Orderbook Imbalance Levels the order book snapshot pressure into dynamic support and resistance zones on the chart. It measures bid and ask liquidity within a user selected depth band around price
This indicator measures bid ask ratio momentum, focusing on how buying and selling pressure is changing inside the order book rather than on the price chart. It aggregates resting bid and ask liquidit
Orderbook Spread is a oscillator that measures net orderbook pressure at up to three depths. It computes a normalized spread at each depth spread = asks-bids/asks+bids so values sit between -1 and
Orderflow Statistics shows three compact heat bars that summarize flow and positioning on the current bar. Orderflow Imbalance (OFI): taker buys vs sells, scaled by total taker vol
Orderflow Imbalance measures buy versus sell pressure at the top of the orderbook. At each bar, it calculates the change in bid size within the chosen depth minus the change in ask size. Positive v
testing
Peak and Dip Hunter [BackQuant] Multi-signal timing tool that flags likely dips and peaks by fusing three inputs and grading confidence. How it works
Simple Close Z-Score, standardizes price relative to its recent norm. It computes z = (close - mean) / standard deviation on a rolling window, so the value tells you how many standard deviations pr
Plots BTC options put to call activity from Deribit, with an option to normalize so the series oscillates around zero. Values above zero mean put volume dominates, values below zero mean call volum
RoC measures the percent change in price from n bars ago: 100 × (Close − Close[n]) ÷ Close[n]. It is a direct momentum gauge. Values above 0 mean price is higher than n bars back, below 0 means low
RMA is Wilder’s moving average (also called SMMA). It smooths price by taking the previous average, weighting it by (len - 1), adding the new close once, then dividing by len. Seed: start wit
RMA is recursive, the line needs a warm-up and can take extra time to load and settle, especially on long histories. Early bars after adding it may look flat while the seed builds. This version
This script is made for the screener and not meant to be used. Unless you would like to see the time coherence between these signals and the correlation between features. Which is not likely for
Stochastic measures where the latest close sits within its recent high–low range. %K is the fast line; %D is a smoothed average of %K. Readings near 100 mean price is closing near recent highs (str
Marks the most recent demand and supply zones from swing pivots, then keeps them active until price cleanly breaks them. Pivots are found with a left/right sensitivity window. When a new pivot low
Tail-Risk Barometer flags when the distribution’s tails are getting dangerous. It combines three signals into one score: |Skew| z-score, from rolling returns, captures asymmetry, bi
Trading Sessions draws the Asia, London, and New York session ranges on your chart using a timezone offset you set. For each session it finds all bars between the start and end time (wra
Valuation is a composite oscillator that rolls several signals into one line so you can read confluence at a glance. Each component is standardized with a z-score, then the selected components are
Vol Suite is a single panel for reading crypto option volatility and related flows. Choose a mode to plot a focused signal with clean fills and optional companions. Realised Volatility (RV):
Volatility Z-Score turns realized volatility into a standardized oscillator so you can see when current vol is unusually high or low relative to its own recent regime. It first computes realized vo
This script measures volume-driven momentum by comparing the current signed volume to its recent average, then smoothing that relationship to create a clean momentum line. It determines whether vol
Marks the strongest recent volume spike bars and turns their mid-prices into horizontal reference levels. Spikes are detected when current volume ≥ threshold × rolling average volume over a lookbac
VZO tracks where volume is flowing by measuring the balance of up-volume versus down-volume and normalizing it. It builds a signed volume stream (volume is positive when the bar closes above the op
This script plots dynamic support and resistance zones based on where price has repeatedly traded with significant volume. It scans recent price action for pivot highs and lows using a configurable
VWAP Deviation shows how far price is from volume-weighted average price over a chosen window. It builds VWAP either by resetting each session (4h, day, week) or by rolling lookback (bars or days),
VWAP Suite plots multiple anchored and rolling VWAPs in one tool, with optional ±1/±2/±3σ bands for context. What it shows • Anchored VWAPs by session: Daily, Weekl
WMA is a moving average that weights recent prices more than older ones. The most recent price has the highest weight. It reacts faster than an SMA of the same length but is smoother than raw price. U