SimTrade Overview

SimTrade is a micro-futures training ground that replays five-minute market slices so traders can practice scaling in and out of positions at high velocity. Each session stitches together synthetic or historical candles, augments them with a large technical-indicator stack, and wraps the flow inside a Dash web interface with game-like controls.

Platform Highlights

  • Scenario Engine: Generates 400-candle windows via Geometric Brownian Motion (GBM) or pulls matching spans from cached CME micro contracts.
  • Full Indicator Deck: Over twenty pandas-ta indicators are pre-computed so users can toggle overlays from the UI without recomputation.
  • Trade Loop: Every round begins with a 50-candle history, invites a LONG/SHORT/SKIP decision, and then fast-forwards until a take-profit, stop-loss, or timeout event.
  • Performance Analytics: Win rate, profit factor, and cumulative PnL are tracked across the session using the shared FuturesSimulator ledger.

Comprehensive Indicator Suite

This consolidated list organizes all 85 indicators analyzed in our sequence into a structural hierarchy. The list moves from First-Order Primitives (simple price/volume statistics) to Higher-Order Derivatives (indicators that use other indicators as inputs) and finally to Complex Systems.

I. First-Order Primitives (Base Data Discretization)

These indicators are the simplest mathematical transforms of raw OHLCV data.

  1. Average Price: \((H+L+C)/3\)
  2. Median Price: \((H+L)/2\)
  3. Typical Price: \((H+L+C)/3\) (Commonly used as the base for CCI/VWAP)
  4. Volume: Raw activity count (\(V_t\))
  5. Standard Deviation: Basic dispersion measure (\(\sigma\))
  6. Historical Volatility: Realized variance estimate
  7. Volatility Close-to-Close: Precise realized \(\sigma\) estimator
  8. Volatility O-H-L-C: Parkinson/Garman-Klass efficiency estimators
  9. Volatility Zero-Trend C-C: Detrended variance
  10. Rate of Change (ROC): Simple percentage momentum
  11. Momentum: Absolute price change (\(P_t - P_{t-n}\))
  12. Spread: \(X - Y\) price difference
  13. Ratio: \(X / Y\) relative valuation
  14. Net Volume: Aggregated buying/selling pressure
  15. Williams Fractal: Local extrema detection (Highs/Lows)

II. Second-Order Smoothing (Moving Averages)

Indicators that apply a single-layer temporal filter to First-Order Primitives.

  1. Moving Average (SMA): The fundamental arithmetic mean.
  2. Exponential Moving Average (EMA): Recursive weighted smoothing.
  3. Weighted Moving Average (WMA): Linear temporal weighting.
  4. Smoothed Moving Average (SMMA): Long-memory recursive filter.
  5. Arnaud Legoux MA (ALMA): Gaussian-weighted low-lag filter.
  6. Hull Moving Average (HMA): Weighted smoothing to reduce lag.
  7. Least Squares MA (LSMA): Linear regression-based smoothing.
  8. VWMA: Volume-Weighted Moving Average.
  9. Moving Average Hamming: Spectral-window smoothing.
  10. Moving Average weighted by Volatility: Adaptive smoothing based on \(\sigma\).

III. Third-Order Oscillators & Bands (Derived from MAs)

These indicators use the averages in Section II as their primary inputs.

  1. Moving Average Cross: Logic based on \(MA_f > MA_s\).
  2. EMA Cross: Logic based on \(EMA_f > EMA_s\).
  3. Price Oscillator (PO): Percentage difference between two MAs.
  4. MACD: Convergence/Divergence of \(EMA_{12}\) and \(EMA_{26}\).
  5. Bollinger Bands: \(\text{SMA} \pm k\sigma\).
  6. Bollinger %B: Position relative to Bollinger Bands.
  7. Bollinger Bandwidth: Spread of the Bollinger Bands.
  8. Standard Error Bands: Confidence intervals around a mean.
  9. Price Channel / Donchian: Range based on \(\max(H)\) and \(\min(L)\).
  10. Keltner Channels: \(EMA \pm k \cdot ATR\).
  11. Moving Average Channel: \(MA \pm k\sigma\).
  12. Envelopes: \(MA\) shifted by a fixed percentage.
  13. DPO (Detrended Price Oscillator): Price compared to a shifted SMA.
  14. Average True Range (ATR): EMA of the True Range.
  15. CCI (Commodity Channel Index): Typical Price deviation from its SMA.
  16. Standard Error: Statistical uncertainty of the mean.
  17. Linear Regression Curve: Time-series of regression intercepts.
  18. Linear Regression Slope: The \(\beta\) coefficient of price vs. time.

IV. Fourth-Order Complex Momentum & Volume

Indicators that integrate multiple transformations (e.g., smoothing an oscillator).

  1. RSI (Relative Strength Index): Smoothed ratio of gains vs. losses.
  2. Stochastic Oscillator: Normalized position within a lookback range.
  3. Stochastic RSI: Stochastic formula applied to RSI values.
  4. SMI Ergodic Indicator: Double-smoothed price momentum.
  5. True Strength Index (TSI): Double-smoothed rate of change.
  6. Trend Strength Index: EMA-based directional persistence.
  7. ADX (Average Directional Index): Smoothed strength of DM+ and DM-.
  8. Directional Movement (DM): Foundation for ADX.
  9. Aroon: Time-based measure of recent Highs vs. Lows.
  10. Awesome Oscillator (AO): Difference between 5 and 34-period SMAs of Median Price.
  11. Accelerator Oscillator (AC): AO minus its 5-period SMA.
  12. TRIX: Rate of change of a Triple-EMA.
  13. Coppock Curve: WMA of two summed ROCs.
  14. Fisher Transform: Gaussianizing an oscillator (like RSI or Stochastic).
  15. Relative Vigor Index (RVI): Conviction based on Close-Open vs. High-Low.
  16. Relative Volatility Index: Volatility asymmetry (Up- \(\sigma\) vs. Down- \(\sigma\)).
  17. Chande Momentum Oscillator (CMO): Pure momentum using \(U-D / U+D\).
  18. Ultimate Oscillator: Weighted average of three different timeframes.
  19. Vortex Indicator: Difference between upward and downward "vortex" flows.

V. Microstructure & Flow Dynamics

Indicators integrating Volume with Price or Direction.

  1. VWAP: Cumulative volume-weighted average price.
  2. OBV (On-Balance Volume): Cumulative volume based on price direction.
  3. MFI (Money Flow Index): Volume-weighted RSI.
  4. CMF (Chaikin Money Flow): Volume-weighted accumulation over time.
  5. A/D Indicator (Accumulation/Distribution): Multiplier-based volume flow.
  6. Chaikin Oscillator: MACD-style logic applied to the A/D line.
  7. Price Volume Trend (PVT): Cumulative volume scaled by % price change.
  8. Elder’s Force Index: \(\Delta P \times V\).
  9. Ease of Movement (EOM): Price movement per unit of volume.
  10. Klinger Oscillator: Volume force based on high-low-close relationships.
  11. Volume Oscillator: Difference between two volume EMAs.
  12. Volume Profile: Price-level volume distribution.

VI. Adaptive & Regime-Switching Systems

The highest-order indicators that change their own parameters based on market state.

  1. KAMA (Kaufman Adaptive MA): Changes smoothing based on efficiency.
  2. McGinley Dynamic: MA that adjusts its speed to avoid price separation.
  3. SuperTrend: ATR-based trailing stop system.
  4. Parabolic SAR: Time/Price-based acceleration stop.
  5. Choppiness Index: Measures if price is "fractal" or "linear."
  6. Chaikin Volatility: Rate of change of the ATR.
  7. Chande Kroll Stop: Path-dependent volatility exit.
  8. Ichimoku Cloud: Multi-line equilibrium and regime system.
  9. GMMA (Guppy Multiple MA): Behavior analysis through EMA clusters.
  10. Williams Alligator: Three shifted SMAs defining "hunger" (regimes).
  11. Mass Index: Uses EMA ratios to predict volatility reversals.

Comprehensive Candlestick Patterns

This collection organizes 25 candlestick patterns into a structural hierarchy based on their complexity and signal type.

I. Single Candle Patterns

Simple patterns formed by one candlestick.

  1. Hammer: Bullish reversal.
  2. Inverted Hammer: Bullish reversal.
  3. Hanging Man: Bearish reversal.
  4. Shooting Star: Bearish reversal.
  5. Doji: Indecision.
  6. Spinning Top: Indecision.
  7. Marubozu: Continuation.

II. Dual Candle Patterns

Patterns formed by two consecutive candlesticks.

  1. Bullish Engulfing: Strong bullish reversal.
  2. Bearish Engulfing: Strong bearish reversal.
  3. Piercing Line: Bullish reversal.
  4. Dark Cloud Cover: Bearish reversal.
  5. Bullish Harami: Weak bullish reversal.
  6. Bearish Harami: Weak bearish reversal.
  7. Tweezer Bottoms: Support logic.
  8. Tweezer Tops: Resistance logic.

III. Triple Candle Patterns

Patterns involving three candlesticks.

  1. Morning Star: Bullish reversal.
  2. Evening Star: Bearish reversal.
  3. Three White Soldiers: Bullish reversal.
  4. Three Black Crows: Bearish reversal.
  5. Three Inside Up: Confirmed Harami.
  6. Three Inside Down: Confirmed Harami.
  7. Three Outside Up: Confirmed Engulfing.
  8. Three Outside Down: Confirmed Engulfing.

IV. Complex & Continuation Patterns

Multi-candle patterns signaling trend continuation.

  1. Rising Three Methods: Bullish continuation.
  2. Falling Three Methods: Bearish continuation.