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Description
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Improve existing documentation (unclear, incomplete, outdated)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