--- title: TA Library description: >- The v3 technical-analysis library: the full indicator catalog, multi-output indicators, warmup and forward-fill conventions, and reference-validated accuracy. ---
Essential 12 min read
## Introduction kScript v3 ships a complete, **reference-validated** technical-analysis library. Every indicator below is tested bar-for-bar against an independent textbook implementation (relative error at most 1e-6 across the validation corpus, with exact `na` warmup positions), in both of the engine's execution paths. When kScript says RSI, it computes Wilder's RSI to the decimal. ## The catalog **Moving averages & smoothing** `sma`, `ema`, `alma`, `swma`, `wma`, `vwma`, `hma`, `rma` (legacy recurrence; see notes) **Oscillators & momentum** `rsi`, `wpr`, `cmo`, `tsi`, `macd` (line/signal/histogram), `stoch` (%K/%D), `cci`, `mfi`, `change`, `roc`, `mom` **Trend & volatility** `adx`, `psar`, `supertrend` (line/direction), `tr`, `atr`, `hl2`, `hlc3`, `ohlc4`, `hlcc4`, `bb` (basis/upper/lower), `keltner` (basis/upper/lower), `stdev`, `variance` **Volume** `obv`, `vwap` (cumulative, or calendar-anchored via `vwap(anchor="day"|"week"|"month")`), `cum` **Statistics** `correlation` (Pearson), `median`, `percentile` (nearest-rank, 0..100), `linreg` (least-squares endpoint) **Bars & events** `highest`, `lowest`, `highestbars`, `lowestbars`, `pivothigh`, `pivotlow`, `valuewhen`, `barssince`, `rising`, `falling`, `crossover`, `crossunder`, `fixnan`, `isna`, `nz` ```javascript timeseries basis = sma(source=trade_data, period=20) var bands = bb(source=trade_data, period=20, mult=2) // multi-output timeseries st = supertrend(factor=3, atrPeriod=10) ``` ## Conventions (read this once) These rules are uniform across the library; knowing them explains nearly every edge case: **Warmup is `na`.** An indicator with a `p`-bar window emits `na` until it has a full window of finite values. No fabricated early values. Compose with `isna`/`nz` as needed. **Indicators compose.** Any indicator accepts any series as `source`, including other indicators (`rsi(source=sma(...))`) and microstructure-derived series. Warmup propagates correctly through the composition. **Values forward-fill; events do not.** Reading a value series past a gap or a shorter timeline forward-fills the last value (so math keeps working). Event conditions (`valuewhen`, `barssince`, the crosses) are stricter: a missing condition is **false**, never a carried-over `true`, so stale data cannot fabricate signals. **`stdev` vs `stddev`.** `stdev` is the textbook one: strict full finite window, population divisor; any missing sample in the window yields `na`. `stddev` is the legacy lenient variant (skips non-finite samples, divides by the finite count), preserved unchanged for old scripts. New code should use `stdev`. The same strict-window rule covers `bb`, `variance`, `correlation`, `median`, `percentile`, `linreg`. **Gaps in stateful indicators are honest.** `supertrend` emits `na` on a bar whose inputs are not finite (and re-converges after), rather than carrying a stale flip. **`rma` note.** The legacy `rma` builtin uses a recurrence based on the previous source value rather than the previous RMA, so it is *not* Wilder smoothing. `rsi`, `atr`, and `adx` implement true Wilder smoothing internally; for textbook smoothing of an arbitrary series, build on `ema`/`sma`. ## Multi-output indicators `macd`, `bb`, `keltner`, `supertrend`, and `stoch` return multiple streams; plot family functions accept them directly and each stream is addressable by name: | Indicator | Streams | | --- | --- | | `bb`, `keltner` | `.basis`, `.upper`, `.lower` | | `macd` | `.macd`, `.signal`, `.histogram` (alias `.hist`) | | `stoch` | `.k`, `.d` | | `supertrend` | `.line`, `.direction` | Named streams support history indexing (`macd.signal[1]`) and feed `fillBetween` directly: ```javascript var bands = bb(source=trade_data, period=20, mult=2) fillBetween(bands.upper, bands.lower, "#0ea5e9", 0.12) plotLine(bands.basis, color="#64748b") ``` ## Over microstructure Every windowed function in the library also runs over order-flow-derived series, which is where the library stops being a Pine clone: ```javascript timeseries delta = fp.cells.map((c) => c[2] - c[3]).reduce((s, x) => s + x, 0) timeseries deltaRsi = rsi(source=delta, period=14) // delta-RSI timeseries cvd = cum(delta) // cumulative volume delta timeseries imbalanceMa = ema(source=bookImbalance, period=21) ``` The validation suite covers these compositions explicitly (27 windowed functions over a footprint-derived series, plus end-to-end microstructure-only indicators: CVD, delta-RSI, largest-bucket drift, book-imbalance EMA, POC migration speed). ## Accuracy as a contract The reference suite (independent plain implementations, never the engine itself) is part of the build: a change that drifts any indicator from its textbook formula fails CI. v3 in fact *corrected* eight long-standing indicators to their textbook forms; if you maintain very old scripts, see the [migration notes](../migrations/v2-vs-v3.md) for the early-bar value changes that correction implies.