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Real-time technical indicators for equities

StratAlerts computes a set of core technical indicators in real time for every equity symbol in the scanner universe. As trades and candle aggregates stream in during the session, the platform updates each metric continuously — you always see the latest value without refreshing or waiting for a candle close. Aggregate-driven indicators (EMA, SMA, RSI, ATR) now update live for every runtime timeframe — 15m, 30m, 60m, 4H, D, W, M, Q, Y — from the developing candle, not just on candle close. This means your metrics reflect the current bar’s progress across all timeframes the scanner tracks. The metrics pipeline covers two categories: aggregate-driven indicators derived from candle data (EMA, SMA, RSI, ATR) and trade-driven indicators derived from individual trades (session VWAP with sigma bands).

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Available metrics

EMA (9, 12, 20, 26, 50, 200)

Exponential moving averages updated on every new candle aggregate. Six periods are available: the 9 and 12 for fast momentum reads, the 20 for short-term trend, the 26 for intermediate confirmation (commonly paired with the 12 for MACD-style analysis), the 50 for swing-level trend, and the 200 for long-term direction.

SMA (20)

Simple moving average over the last 20 closing prices. Useful for comparing smoothed price action against the faster EMA equivalents.

RSI (14)

Relative strength index with a 14-period lookback. The platform tracks oversold (below 30) and overbought (above 70) transitions and emits events when RSI crosses these thresholds.

ATR (14)

Average true range over 14 periods. Gives you a real-time read on volatility for each symbol — useful for sizing positions and setting stops. The platform also tracks ATR-based high/low proximity and fires events when price enters or leaves the zone near the ATR high or ATR low.

Session VWAP

Volume-weighted average price computed from individual trades throughout the session. VWAP resets each trading day and reflects the true average price weighted by volume.

VWAP sigma bands

Statistical bands at 2 and 3 standard deviations above and below session VWAP. When price touches or crosses a band, the platform fires a metric event you can use to trigger alerts.

RVOL (20)

Relative volume compared to the 20-day average at the same time of day. An RVOL of 2.0 means volume is running at twice the typical pace for that point in the session. RVOL updates in real time for every runtime timeframe and is available for both equities and futures.

Opening Range (ORB)

The high and low of the first completed bar of a session, tracked for the 15-minute, 30-minute, and 60-minute timeframes. Once the defining bar closes, the opening range locks and the platform monitors live price against the ORB high and ORB low for the rest of the session. Bull and bear break events fire intrabar — as soon as price crosses the level — so you can set ORB alerts without watching every chart.

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How the metrics work

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Aggregate-driven indicators

EMA, SMA, RSI, and ATR are computed from candle aggregates — the same OHLCV data that powers the setups engine. Each time a new aggregate arrives for a symbol and timeframe, all six EMA periods (9, 12, 20, 26, 50, 200) plus SMA, RSI, and ATR update. Metrics update live for every runtime timeframe (15m, 30m, 60m, 4H, D, W, M, Q, Y) from the developing candle path, so you see intrabar progress on higher timeframes without waiting for the bar to close. Indicator state is bootstrapped from historical candles at startup, so EMA, SMA, RSI, and ATR values are available from the first update of the session — you never see blank or partially seeded metrics while the system catches up. RSI threshold events fire automatically when the indicator crosses key levels: ATR proximity events fire when price approaches or retreats from the ATR-derived high or low:

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Trade-driven indicators

Session VWAP and its sigma bands are computed from individual trade executions, not candle data. Every trade updates the running VWAP and recalculates the standard deviation bands in real time. The platform tracks where price sits relative to the VWAP bands and fires events on transitions:
VWAP sigma bands are especially useful for identifying mean-reversion opportunities. A stock that touches the −2σ band during an otherwise bullish session may be presenting a pullback entry, while a touch of +3σ could signal overextension.

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Metric alerts

You can create custom metric alert rules from Alerts → Metrics that fire when specific indicator conditions occur in real time. There are two layers of metric alerting:

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Custom metric alert rules

Custom rules let you define named alert rules that evaluate directly from the live metrics pipeline. Each rule specifies a rule type, timeframes, symbol scope, and type-specific parameters. Go to Alerts → Metrics to create and manage rules. Every rule includes a timeframe selector that controls which candle periods the rule evaluates against. Available timeframes are 15m, 30m, 60m, 4H, 12H, D, W, M, Q, Y. The default selection is 60m, 4H, 12H, D, W, M, Q, and Y. The rule fires independently per selected timeframe — for example, an RVOL rule can alert on 60-minute volume separately from daily volume. VWAP bands rules do not show the timeframe selector — they always evaluate against session VWAP. Initial Balance rules do not use the timeframe selector — they always reference the first closed 60-minute session window. ORB rules have their own timeframe selector limited to 15m, 30m, and 60m. Available rule types:
Fires when a symbol’s relative volume exceeds a threshold you set on any of your selected timeframes. RVOL compares current volume to the 20-day average at the same time of day. A value of 2.0 means twice the normal volume — often a sign of unusual institutional activity or a catalyst-driven move. The rule evaluates each selected timeframe independently, so you can catch volume spikes on the 60-minute bar without also needing a daily threshold breach.
Fires when price touches or crosses a VWAP sigma band (±2σ or ±3σ). Catches mean-reversion opportunities or flags overextended moves without requiring you to watch every chart.
Fires when price approaches or crosses the ATR-derived high or low level. Each rule provides two per-side toggles — Near (price enters the proximity zone) and Crossing (price crosses through the level) — that you can enable independently for ATR highs and ATR lows. The rule evaluates on each selected timeframe, so you can monitor intraday ATR levels on the 60m bar while also tracking the daily ATR range. See Realtime alerts for full configuration details.
Fires when price breaks above or below the initial balance range, or pulls back to the 50% midpoint after a break. The initial balance is the high and low of the first closed 60 minutes after the regular equities session open. Once the first hour closes, the system locks the IB high, IB low, and IB midpoint, then monitors live price against those levels for up to 6 hours. After 6 hours the range expires and stops producing new alert events — this prevents stale levels from firing late in the day when they are no longer meaningful. You independently toggle bull/bear sides and break/pullback event types when creating the rule. See Realtime alerts for the full list of Initial Balance event types and cooldown behavior.
Fires when price breaks above the opening range high (bull break) or below the opening range low (bear break) during the NY cash session. The opening range is the high and low of the first completed bar of the selected timeframe — choose from 15m, 30m, or 60m. Triggers are intrabar, meaning the alert fires the moment price crosses the level rather than waiting for a candle close. Toggle Bull and Bear independently, and enable Alert retriggers if you want repeated alerts after the cooldown expires. When retriggers are off, each symbol alerts once per session, timeframe, and direction. The opening range expires after 6 hours, so late-session price action against a stale range does not produce spurious alerts. See Realtime alerts for full configuration details.
Fires when RSI readings across multiple timeframes align in the same extreme zone simultaneously — for example, three or more timeframes all in oversold territory at once. This highlights names under broad, multi-timeframe momentum pressure that may be setting up for a reversal or continuation. New rules default to both oversold and overbought enabled, so you catch superstacks on both sides of the spectrum without extra configuration. You can disable either side when creating or editing a rule.
Each rule supports flexible symbol targeting:
  • Specific symbols — enter a comma-separated list of tickers
  • Watchlists — select one or more watchlists to monitor every symbol in them
  • All equities — match every equity in the scanner universe
  • All futures — match every futures contract in the scanner universe
Set a cooldown (in seconds) to control the minimum gap between repeated alerts for the same rule. Events are automatically deduplicated per timeframe — the same condition on the same bar only fires once per timeframe, and the cooldown adds a time-based buffer on top.

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Event-level metric alerts

You can also create alert definitions that fire on specific metric transitions. Each definition targets a combination of:
  • Metric family — RSI, SMA, EMA, ATR, or VWAP
  • Metric key — the specific indicator (e.g., rsi_14, ema_9, ema_12, ema_26, atr_14, session_vwap_2sigma)
  • Event type — the transition you want to be notified about (e.g., rsi_entered_oversold, price_touched_vwap_plus_2sigma, entered_atr_high_zone)
  • Symbol — a specific ticker, or leave blank to match all equities
  • Session mode — regular session or extended hours
  • Cooldown — minimum time between repeated alerts for the same definition
Both custom rules and event-level alerts use automatic deduplication. If the same event fires multiple times for the same candle or trade, you only receive one alert. The cooldown setting adds an additional time-based buffer on top of deduplication.
Metric alerts automatically rearm on reset events. When a metric enters an extreme zone (for example, RSI crosses into overbought), the alert fires once and is then suppressed while the condition stays active. As soon as the corresponding reset event clears the state (RSI exits overbought), the alert rearms so it can fire again immediately if the condition recurs. This applies to RSI, VWAP sigma band, and ATR proximity alerts — repeated extremes are suppressed while active but can trigger again after each reset.

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Example alert configurations

Create an RVOL high rule, select your core watchlist, and set the threshold to 2.0. Select the timeframes you want to monitor — for example, 60m and D to catch both intraday surges and full-day volume spikes. You’ll get alerted whenever a name on your list exceeds the threshold on any selected timeframe.
Create an RSI superstack rule, enable All equities, and set the minimum timeframe count to 3. Both oversold and overbought are enabled by default, so the rule fires on either extreme. You’ll be notified when a stock has three or more timeframes simultaneously in an RSI extreme, which often precedes a sharp reversal.
Create a VWAP bands rule, enter the ticker you want to monitor (e.g., AAPL), and select the ±2σ band. This fires when the stock pulls back to 2 standard deviations below session VWAP — a potential mean-reversion entry.
Set the metric family to RSI, metric key to rsi_14, and event type to rsi_entered_oversold. Leave the symbol blank to match every equity in the scanner. Set a cooldown of 300 seconds (5 minutes) to avoid repeated alerts during choppy conditions.
Set the metric family to ATR, metric key to atr_14, event type to entered_atr_high_zone, and symbol to the ticker you want (e.g., NVDA). This fires when price moves into the ATR high zone, indicating the stock may be reaching the upper end of its expected daily range.
Create an Initial Balance rule, select your core watchlist, enable Bull and Bear sides, and check Break. Set a cooldown of 120 seconds. After the first hour of the regular session closes, you will be alerted whenever a name on your list trades above the IB high or below the IB low. Optionally enable 50% Pullback to also catch retracements to the midpoint after a break — useful for re-entry or scaling opportunities.
Create an ATR High/Low rule, enter the futures symbol (e.g., ES=F), select the D and 60m timeframes, and enable Near on the ATR high and Crossing on the ATR low. You’ll get an early warning when the contract approaches the upper end of its daily expected range, and a confirmed alert when it breaks below the lower end on an intraday basis.
Create an ORB rule, select your core watchlist, and choose the 30m timeframe. Enable both Bull and Bear directions. Leave Alert retriggers off so each name only alerts once per direction per session. After the first 30 minutes of the regular session close, you’ll be alerted whenever a name on your list breaks above the opening range high or below the opening range low — useful for catching early-session directional momentum.

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Combining metrics with setups

Equities metrics work alongside the existing setups engine — they don’t replace it. Use metrics as an additional filter layer on top of your Strat-based workflow:
1

Identify a setup on the setups table

Start with a setup that matches your criteria on the Setups Table — timeframe, candle structure, and quality score.
2

Check the metric context

Before entering, check whether the equity’s RSI is in a favorable zone. A 2U daily setup with RSI below 70 has more room to run than one already in overbought territory.
3

Use VWAP bands for entry timing

If price is near the lower VWAP sigma bands during an uptrend setup, the pullback may offer a better entry price than chasing a break at the highs.
4

Set a metric alert for confirmation

Create a metric alert for the specific event you want to confirm — for example, an RSI exit from oversold — so you get notified when conditions align without watching the screen.
Metrics are computed from live market data and update continuously. Values can change rapidly during volatile conditions. Always confirm with the full setup context before acting on a metric signal alone.