Create a custom technical indicator using vectorized NumPy on top of openalgo's Rust-core ta primitives. Generates production-grade, O(n) indicator functions with charting and benchmarking.

Create a custom technical indicator by composing openalgo's Rust core ta primitives with vectorized NumPy. Arguments $0 = indicator name (e.g., zscore, squeeze, vwap bands, custom rsi, mean reversion). Required. If no arguments, ask the user what indicator they want to build. Instructions 1. Read the indicator expert rules, especially: rules/custom indicators.md — NumPy + ta primitive patterns and templates rules/performance.md — Rust core performance, O(n) guarantees, benchmarking rules/indicator catalog.md — Check if indicator already exists in openalgo.ta 2. Check first : If the indicator already exists in openalgo.ta (100+ indicators), tell the user and show the existing API 3. Create custom indicators/{indicator name}/ directory (on demand) 4. Create {indicator name}.py with: File Structure 5. Create chart.py for visualization: 6. Create benchmark.py for performance testing (no warmup needed — the Rust core runs at full speed from the first call): NumPy Rules (CRITICAL) MUST DO Compose from ta primitives wherever possible — they run in the Rust core np.full(n, np.nan) to initialize output arrays Vectorize with array expressions, np.where , and boolean masks Guard divisions: np.errstate(invalid="ignore", divide="ignore") plus a safe denominator mask Respect NaN warm up periods from the primitives (mask on ~np.isnan(...) ) Float64 for all numeric arrays O(n) algorithms only MUST NOT Never reimplement an indicator that already exists in openalgo.ta Never write per bar Python loops over large arrays — vectorize instead Never divide without masking zero/NaN denominators If the indicator is genuinely path dependent (sequential state no primitive covers), check whether ta.ema / Wilder style primitives already provide the recursion first; a plain Python loop is a last resort — keep it O(n) and document the trade off Available Building Blocks Public ta methods that run in the Rust core: Common Custom Indicator Patterns Pattern Implementation Z Score (value rolling mean) / rolling stdev Squeeze Bollinger inside Keltner channel VWAP Bands VWAP + N rolling stdev of (close vwap) Momentum Score Weighted sum of RSI + MACD + ADX conditions Mean Reversion Distance from SMA as % + threshold Range Filter ATR based dynamic filter on close Trend Strength ADX + directional movement composite Example Usage /custom indicator zscore /custom indicator squeeze momentum /custom indicator vwap bands /custom indicator range filter

custom-indicator