Skip to content

[Docs] Lag ranking on category overview pages #19

@MDUYN

Description

@MDUYN

Indicator / Feature Name

All indicators/Overview

What needs to happen?

Improve existing documentation (unclear, incomplete, outdated)

Current Docs Page (if exists)

No response

What's Missing or Wrong?

Add indicator lag/confirmation delay ranking to overview page

Description:
As a quant developer building trading strategies, it is crucial to understand the lag characteristics of each technical indicator. Many indicators, especially those based on divergences (e.g., higher highs/lower lows comparisons), require a certain lookback window to generate signals. This introduces latency that directly impacts the timing and performance of automated strategies.

What I mean by this, if an indicator only generates a signal (buy/sell/trend) with x bars confirmation delay, my trading bot should be aware of this. The documentation page should specify if there is a confirmation delay and how many bars that is (based on the params).

E.g. take liquidity pools: Default: 10 bars ([confirmation_bars=10]

df = liquidity_pools(
    df,
    contact_count=2,        # min wick contacts needed (default: 2)
    gap_bars=5,             # min bars between contacts (default: 5)
    confirmation_bars=10,   # wait after last contact (default: 10)
)

This means after the last valid wick contact, the indicator waits 10 bars before confirming a zone. On a daily chart that's ~2 weeks; on 4H it's ~40 hours.

You can adjust it when calling the function:

Lower confirmation_bars = faster signals but more noise. Higher = more reliable zones but more lag.
Currently, the overview page lists indicators without any indication of their lag, making it harder to select the most appropriate indicators for low-latency trading bots.

Proposed improvement:

Rank or annotate indicators on the overview page by their lag / lookback window.

Include a clear measure of how many data points an indicator needs to produce a valid signal.

Optionally, allow filtering or sorting by lag to help strategy developers quickly identify fast vs. slow indicators.

Benefit:
This feature would provide immediate insight into the responsiveness of each indicator, allowing developers to optimize strategies for speed, signal reliability, and risk management.

If you want, I can also write an even snappier, “must-have for quants” version that would go straight into your GitHub issues and grab attention. Do you want me to do that?

Oke can you also create a issue that it needs to add a extra column for warmup windows if applicable so that is also in the overview (this will be a seperate issue)

Absolutely — here’s a clean GitHub-style issue for that:

Expected Content

  • Update/Added overview table to overview pages of each indicator category

Deliverables

  • New or updated Docusaurus documentation page
  • Add indicator to sidebar navigation
  • Add or update README section
  • Add chart image to docs page
  • Add code examples

Additional Context

No response

Metadata

Metadata

Assignees

No one assigned

    Labels

    squadSquad triage inbox — Lead will assign to a member

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions