Indicators — ttTrader Trading Framework

Indicator Interface

All indicators derive from indicatorCore_c — a minimal virtual base class. Indicators are attached to OHLC series and updated automatically on each bar close.

The `indicatorCore_c` Base Class

Virtual Method	Purpose
`setParams(json)`	Configure the indicator from JSON parameters
`getDataSize()`	Return the size of one data element in bytes
`getData()`	Return pointer to the raw data buffer
`update(ohlc, index)`	Compute the next value when a bar closes

The base class also provides data_move() — a helper that shifts the data buffer when older bars are evicted from the OHLC ring buffer. This keeps the indicator aligned with the OHLC data without manual index management.

						// Every indicator derives from this
						class indicatorCore_c {
						public:
						virtual ~indicatorCore_c() = default;

						virtual void setParams(
						const boost::json::value& json
						) = 0;

						virtual size_t getDataSize() const = 0;
						virtual const uint8_t* getData() const = 0;

						virtual void update(
						const ohlcFull_s* ohlc,
						int64_t newIndex
						) = 0;
						};
					

🔄 How Indicators Connect to OHLC

					Indicators are configured per OHLC timeframe in the config file. Each ohlcInfo_s
					holds an array of indicatorInfo_s*. When a bar closes, the OHLC system calls
					update() on every attached indicator, passing the completed bar. Your algo
					accesses indicator values by referencing the OHLC + indicator by their config IDs —
					no direct pointer management needed.
				

Built-in Indicators

📈

Moving Averages

Indicator	Class
SMA	`Ind_AverageSMA`
EMA	`indAverageEMA`
WMA	`Ind_AverageWMA`
HMA	`indAverageHMA`
ZLHMA	`Ind_AverageZLHMA`

5 moving average variants: simple, exponential, weighted, Hull, and zero-lag Hull. Configurable period for each.

📊

Oscillators & Bands

Indicator	Class
MACD	`Ind_Macd`
RSI	`Ind_RSI`
Bollinger Bands	`Ind_BollingerBand`

MACD with signal line and histogram. RSI with configurable period. Bollinger Bands with configurable period and sigma multiplier.

📏

Volatility & Range

Indicator	Class
ATR	`Ind_AverageTrueRange`
Bar Range	`Ind_AverageBarRange`
Trading Range	`Ind_TradingRange`

ATR for volatility-based stop placement. Bar range for intra-bar volatility. Trading range for support/resistance detection.

Accessing Indicators from Algos

The instrumentInfo_s struct provides convenience methods to retrieve indicator values without navigating the OHLC/indicator hierarchy manually.

🔍

Direct Value Access

Method	Returns
`GetIndicatorValue(ohlcId, indId, barIdx, valIdx)`	Value at a specific bar index
`GetIndicatorValueWorking(ohlcId, indId, valIdx)`	Current (in-progress) bar value
`GetIndicatorValueLast(ohlcId, indId, valIdx, offset)`	Most recent completed bar, with optional offset

ohlcId and indId are configInfo_s references — the same IDs used in the config file. valIdx selects which output value (e.g., 0 for MACD line, 1 for signal line, 2 for histogram).

🏗️

OHLC & Bar Access

Method	Returns
`findOhlc(duration)`	Find OHLC series by timeframe
`findOhlc(configId)`	Find OHLC series by config ID
`GetOhlcWorking(configId)`	Current in-progress bar
`GetOhlcLast(configId, offset)`	Completed bar with offset

Each ohlcFull_s contains the standard OHLC prices (ohlc), Heikin-Ashi prices (ohlcHA), volume, CVD, trade count, and timestamp. Bar analysis helpers: IsGreen(), IsRed(), getRange(), lengthBody(), lengthUpperWick(), lengthLowerWick().

💡 Indicator Access Pattern

					In your algo, store the configInfo_s IDs for your OHLC timeframe and indicators
					(parsed from onSetParams()). Then call e.g.
					instr->GetIndicatorValueLast(ohlcId, rsiId, 0) to get the latest RSI value,
					or instr->GetIndicatorValue(ohlcId, macdId, 5, 2) to get the MACD histogram
					from 5 bars ago. No pointers, no array indices — symbolic config IDs only.
				

Custom Indicators

Adding a custom indicator is straightforward: derive from indicatorCore_c, implement the four virtual methods, and register it in the indicator store.

1

Derive from indicatorCore_c

→

2

Implement setParams(), getDataSize(), getData(), update()

→

3

Register in the indicator store via config

→

4

Access from your algo by config ID

Data Buffer Management

Indicators own a fixed-size data buffer. The OHLC system maintains _OHLC_ITEM_COUNT (2048) bars total, keeping _OHLC_ITEM_KEEP (256) bars when rotating. The data_move() method shifts your indicator's data accordingly — you just implement the math in update().

Multi-value indicators (like MACD with line + signal + histogram) use getDataSize() to declare their element width. The framework handles the memory layout — your update() writes all output values for one bar.

						// Custom stochastic oscillator example
						class Ind_Stochastic : public indicatorCore_c {
						struct Data { decimal_t k, d; };
						Data m_buffer[_OHLC_ITEM_COUNT];

						public:
						void setParams(const json::value& v) override {
						m_period = v.at("period").as_int64();
						}
						size_t getDataSize() const override {
						return sizeof(Data);
						}
						const uint8_t* getData() const override {
						return (uint8_t*)m_buffer;
						}
						void update(const ohlcFull_s* o, int64_t i)
						override {
						// Compute %K and %D from OHLC data
						}
						};
					

Indicator System