quant_compute_indicators
Compute daily ATR and Hurst exponent, plus intraday EMA9/20, RSI, and VWAP for a US equity ticker, using recent data.
Instructions
Compute EMA9/EMA20, RSI, ATR, VWAP and the Hurst exponent for a ticker.
Daily series drive Hurst and ATR; the latest intraday session drives VWAP, EMAs and 5m RSI.
Args: params (TickerInput): ticker, response_format.
Returns: str: a dict with price, hurst, atr_daily, and intraday ema9/ema20/ rsi_5m/vwap. Error string if no data.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |