CandleSauce — the desktop app

The raw candle data every other indicator is built on: close (price), open, high, low and volume.

A moving average that weights recent candles more heavily, so it turns faster than an SMA. Four EMAs let you read trend alignment (e.g. ema_1 > ema_2 > ema_3 > ema_4 = strong uptrend). ema_spread measures how tightly the four are bunched — small spread = consolidation.

An unweighted average of price over each window. Four SMAs plus a crossover signal between sma_1 and sma_2 (positive when the fast SMA is above the slow one).

RSI is a 0–100 momentum oscillator (commonly >70 overbought, <30 oversold). Stochastic RSI applies a stochastic to the RSI for a faster 0–1 oscillator with %K and %D lines.

A volatility measure: the average candle range over the window. Higher ATR = more volatile. Often used to size stops/targets.

The average price weighted by traded volume over the window — a fair-value benchmark; price above/below VWAP suggests buying/selling pressure.

A trailing stop-and-reverse level that follows the trend; price crossing the SAR flips the implied direction. Useful as a trend/trailing-stop reference.

The MACD histogram of price (fast EMA − slow EMA, minus its signal line) — a momentum gauge; rising above zero = strengthening bullish momentum.

The same MACD histogram calculation applied to volume instead of price — a momentum gauge for trading activity rather than price.

A 0–100 score of how trending vs. sideways the market is. High values = choppy/range-bound; low values = strong trend. Often used as a filter.

Rolling standard deviation of price (price_std), and its price-normalised form (price_std_price) plus that value's recent minimum — a relative volatility filter.

The rolling highest high and lowest low over the window, how many bars since each last changed (*_length), and their relative spread (price_max_min_diff) — a breakout / range-width tool.

Detects pivot-based support and resistance levels, the active level prices, and how long each has held (*_length). All thresholds are price-relative so they carry across instruments.

Filters out minor fluctuations to highlight significant swing highs and lows, making market structure (higher highs / lower lows) easier to read. _is_high tells you which: True on a swing high (a "tip" — price has been pulling back down from it), False on a swing low (a "dip" — price has been recovering up from it). Each pivot is only revealed Depth bars after its extreme — the earliest point it was actually knowable — and never repaints, so it matches what a live chart would have shown in the moment and is safe in criteria, RL features, or anything driving a real open/close decision. zigzag_pivot is True only on the bar a pivot is revealed. The zigzag_hindsight_* columns place the same pivots on their true extreme bar using the whole dataset — they repaint / use future data, so never use them in a criterion or live RL feature; they exist only as a labeling target (e.g. ML swing labels) and are not plotted.

Flags bullish/bearish engulfing candlestick patterns, where a candle's body fully engulfs the previous one — a classic reversal cue.

Detects price imbalances (gaps) left after a liquidity sweep and a strong displacement candle. Sizes are ATR-relative, so the same settings work across instruments.

How the signal fires — and when it doesn't.

Order-flow from aggressive (taker) buy vs. sell volume. Includes rolling sums, differences and smoothed series. Only Binance provides taker volume — not available on other exchanges.

Takes the last Query Len candles — "what does right now look like" — and finds the K most similar past windows of the same length in the Lookback Window before them, comparing the price series (scale-invariant, small timing differences allowed). The columns summarise what happened after those matches: their average similarity and the similarity-weighted return Forward Horizon candles later. Optionally, Lines adds moving averages (EMA 1–4, SMA 1–4) to the comparison, so a match must also have price in the same place relative to its averages; Line Weight sets their share. Only the newest candle gets a value (what Live Backtest and Run Trade use) unless Every Candle in Backtest is ticked. The pattern_match plot flag shows the matches and what followed them.

The same search, but comparing PICTURES: every window is drawn as a small candlestick image (green up, red down, its own high–low range filling the height so the price level doesn't matter), blurred slightly so a candle a pixel off still counts, and compared pixel by pixel. Pixel matching is strict, so a similarity of 0.4–0.5 is already a close match. Lines draws the chosen moving averages into the pictures, each compared with the same line only. The chart_match plot flag shows the matches and the pictures that were compared, and every candidate picture is saved to history/<SYMBOL>/chart_match/ for browsing.