Warmup Periods

Every Wickra indicator returns None (Rust), None (Python), or null (Node) for its first few inputs while it gathers enough data to produce a defined value. The number of inputs an indicator needs before it emits its first non-empty value is its warmup period, surfaced everywhere as warmup_period() / warmupPeriod().

After the first emission, the indicator never goes back to a "no value yet" state — it has rolled its state forward and will produce a steady value on every subsequent update(). Calling reset() returns to the warming-up state, equivalent to a freshly constructed instance.

How to read the formula column

The formulas below are taken verbatim from the warmup_period() methods in crates/wickra-core/src/indicators/<name>.rs. The "Inputs at first emission" column says, in 1-indexed terms, which update() call returns the first Some/non-NaN value. They are the same number; "first emission index" in 0-indexed terms is warmup_period − 1.

Single-output indicators

The rows are keyed by constructor, not by indicator name. Vwap appears twice — once for the cumulative Vwap::new() and once for the finite-window RollingVwap::new(period) — because the two share the indicator name Vwap (see Indicators-Overview) but have different warmup periods. That is the only such pair; every other row is one canonical indicator.

Indicator	Constructor	Formula	`warmup_period()` for shown args	Inputs at first emission
`Sma`	`Sma::new(14)`	`period`	14	14th
`Ema`	`Ema::new(14)`	`period`	14	14th
`Wma`	`Wma::new(14)`	`period`	14	14th
`Dema`	`Dema::new(14)`	`2 * period - 1`	27	27th
`Tema`	`Tema::new(14)`	`3 * period - 2`	40	40th
`Hma`	`Hma::new(14)`	`period + round(sqrt(period)).max(1) - 1`	17	17th
`Kama`	`Kama::new(10, 2, 30)`	`er_period + 1`	11	11th
`Rsi`	`Rsi::new(14)`	`period + 1`	15	15th
`Cci`	`Cci::new(20)`	`period`	20	20th
`Roc`	`Roc::new(12)`	`period + 1`	13	13th
`WilliamsR`	`WilliamsR::new(14)`	`period`	14	14th
`Mfi`	`Mfi::new(14)`	`period`	14	14th
`Trix`	`Trix::new(15)`	`3 * period - 1`	44	44th
`AwesomeOscillator`	`AwesomeOscillator::new(5, 34)`	`slow_period`	34	34th
`Atr`	`Atr::new(14)`	`period`	14	14th
`Psar`	`Psar::new(0.02, 0.02, 0.20)`	constant `2`	2	2nd
`Obv`	`Obv::new()`	constant `1`	1	1st
`Vwap`	`Vwap::new()`	constant `1`	1	1st
`RollingVwap`	`RollingVwap::new(20)`	`period`	20	20th
`Smma`	`Smma::new(14)`	`period`	14	14th
`Trima`	`Trima::new(20)`	`period`	20	20th
`Zlema`	`Zlema::new(14)`	`lag + period` (`lag = (period − 1) / 2`)	20	20th
`T3`	`T3::new(5, 0.7)`	`6 * period - 5`	25	25th
`Vwma`	`Vwma::new(20)`	`period`	20	20th
`Alma`	`Alma::new(9, 0.85, 6.0)`	`period`	9	9th
`McGinleyDynamic`	`McGinleyDynamic::new(10)`	`period`	10	10th
`Frama`	`Frama::new(16)`	`period`	16	16th
`Vidya`	`Vidya::new(14, 9)`	`cmo_period + 1`	10	10th
`Jma`	`Jma::new(14, 0.0, 2)`	constant `1`	1	1st
`Evwma`	`Evwma::new(20)`	`period`	20	20th
`Mom`	`Mom::new(10)`	`period + 1`	11	11th
`Cmo`	`Cmo::new(14)`	`period + 1`	15	15th
`Tsi`	`Tsi::new(25, 13)`	`long + short`	38	38th
`Pmo`	`Pmo::new(35, 20)`	constant `2`	2	2nd
`StochRsi`	`StochRsi::new(14, 14)`	`rsi_period + stoch_period`	28	28th
`UltimateOscillator`	`UltimateOscillator::new(7, 14, 28)`	`max(short, mid, long) + 1`	29	29th
`Rvi`	`Rvi::new(10)`	`period`	10	10th
`Pgo`	`Pgo::new(14)`	`period`	14	14th
`Smi`	`Smi::new(5, 3, 3)`	`period + d_period + d2_period − 2`	9	9th
`LaguerreRsi`	`LaguerreRsi::new(0.5)`	constant `1`	1	1st
`ConnorsRsi`	`ConnorsRsi::new(3, 2, 100)`	`max(period_rsi+1, period_streak+2, period_rank+1)`	101	101st
`Inertia`	`Inertia::new(14, 20)`	`rvi_period + linreg_period − 1`	33	33rd
`Ppo`	`Ppo::new(12, 26)`	`slow`	26	26th
`Dpo`	`Dpo::new(20)`	`max(period, period / 2 + 2)`	20	20th
`Coppock`	`Coppock::new(14, 11, 10)`	`max(roc_long, roc_short) + wma_period`	24	24th
`AroonOscillator`	`AroonOscillator::new(14)`	`period + 1`	15	15th
`MassIndex`	`MassIndex::new(9, 25)`	`2 * ema_period + sum_period - 2`	41	41st
`Natr`	`Natr::new(14)`	`period`	14	14th
`StdDev`	`StdDev::new(20)`	`period`	20	20th
`UlcerIndex`	`UlcerIndex::new(14)`	`2 * period - 1`	27	27th
`HistoricalVolatility`	`HistoricalVolatility::new(20, 252)`	`period + 1`	21	21st
`BollingerBandwidth`	`BollingerBandwidth::new(20, 2.0)`	`period`	20	20th
`PercentB`	`PercentB::new(20, 2.0)`	`period`	20	20th
`AtrTrailingStop`	`AtrTrailingStop::new(14, 3.0)`	`atr_period`	14	14th
`Adl`	`Adl::new()`	constant `1`	1	1st
`VolumePriceTrend`	`VolumePriceTrend::new()`	constant `1`	1	1st
`ChaikinMoneyFlow`	`ChaikinMoneyFlow::new(20)`	`period`	20	20th
`ChaikinOscillator`	`ChaikinOscillator::new(3, 10)`	`slow`	10	10th
`ForceIndex`	`ForceIndex::new(13)`	`period + 1`	14	14th
`EaseOfMovement`	`EaseOfMovement::new(14)`	`period + 1`	15	15th
`TypicalPrice`	`TypicalPrice::new()`	constant `1`	1	1st
`MedianPrice`	`MedianPrice::new()`	constant `1`	1	1st
`WeightedClose`	`WeightedClose::new()`	constant `1`	1	1st
`LinearRegression`	`LinearRegression::new(14)`	`period`	14	14th
`LinRegSlope`	`LinRegSlope::new(14)`	`period`	14	14th
`AcceleratorOscillator`	`AcceleratorOscillator::classic()`	`ao_slow + signal_period - 1`	38	38th
`BalanceOfPower`	`BalanceOfPower::new()`	constant `1`	1	1st
`ChoppinessIndex`	`ChoppinessIndex::new(14)`	`period`	14	14th
`VerticalHorizontalFilter`	`VerticalHorizontalFilter::new(28)`	`period + 1`	29	29th
`TrueRange`	`TrueRange::new()`	constant `1`	1	1st
`ChaikinVolatility`	`ChaikinVolatility::new(10, 10)`	`ema_period + roc_period`	20	20th
`ZScore`	`ZScore::new(20)`	`period`	20	20th
`LinRegAngle`	`LinRegAngle::new(14)`	`period`	14	14th
`RviVolatility`	`RviVolatility::new(10)`	`2 * period - 1`	19	19th
`ParkinsonVolatility`	`ParkinsonVolatility::new(20, 252)`	`period`	20	20th
`GarmanKlassVolatility`	`GarmanKlassVolatility::new(20, 252)`	`period`	20	20th
`RogersSatchellVolatility`	`RogersSatchellVolatility::new(20, 252)`	`period`	20	20th
`YangZhangVolatility`	`YangZhangVolatility::new(20, 252)`	`period + 1`	21	21st
`Adxr`	`Adxr::new(14)`	`3 * period - 1`	41	41st
`Tii`	`Tii::new(60, 30)`	`sma_period + dev_period - 1`	89	89th

Family 05: Bands & Channels (scalar input, scalar projection)

These rows track the single-output Bands & Channels — MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands all emit a multi-output struct (upper / middle / lower). They are listed in the multi-output section below for completeness; their warmup is included here only so the single-output reader does not have to jump:

Indicator	Warmup formula
`MaEnvelope`	`period`
`LinRegChannel`	`period`
`StandardErrorBands`	`period` (constructor enforces `period >= 3`)

Multi-output indicators

These indicators emit several values at once (a struct in Rust, a tuple in Python, an object in Node) and every column / field transitions from "not ready" to "ready" together — there are no rows that have a signal but no macd, for example.

Indicator	Constructor	Formula	`warmup_period()` for shown args	Inputs at first emission	Outputs
`MacdIndicator`	`MacdIndicator::new(12, 26, 9)`	`slow + signal - 1`	34	34th	`macd`, `signal`, `histogram`
`BollingerBands`	`BollingerBands::new(20, 2.0)`	`period`	20	20th	`upper`, `middle`, `lower`, `stddev`
`Stochastic`	`Stochastic::new(14, 3)`	`k_period + d_period - 1`	16	16th	`k`, `d`
`Adx`	`Adx::new(14)`	`2 * period`	28	28th	`plus_di`, `minus_di`, `adx`
`Aroon`	`Aroon::new(14)`	`period + 1`	15	15th	`up`, `down`
`Kst`	`Kst::classic()`	longest `roc_i + sma_i` + `signal − 1`	53	53rd	`kst`, `signal`
`Alligator`	`Alligator::new(13, 8, 5)`	`max(jaw, teeth, lips)`	13	13th	`jaw`, `teeth`, `lips`
`Keltner`	`Keltner::new(20, 10, 2.0)`	`ema_period.max(atr_period)`	20	20th	`upper`, `middle`, `lower`
`Donchian`	`Donchian::new(20)`	`period`	20	20th	`upper`, `middle`, `lower`
`Vortex`	`Vortex::new(14)`	`period + 1`	15	15th	`plus`, `minus`
`SuperTrend`	`SuperTrend::new(10, 3.0)`	`atr_period`	10	10th	`value`, `direction`
`ChandelierExit`	`ChandelierExit::new(22, 3.0)`	`period`	22	22nd	`long_stop`, `short_stop`
`ChandeKrollStop`	`ChandeKrollStop::new(10, 1.0, 9)`	`atr_period + stop_period - 1`	18	18th	`stop_long`, `stop_short`
`MaEnvelope`	`MaEnvelope::new(20, 0.025)`	`period`	20	20th	`upper`, `middle`, `lower`
`AccelerationBands`	`AccelerationBands::new(20, 0.001)`	`period`	20	20th	`upper`, `middle`, `lower`
`StarcBands`	`StarcBands::new(6, 15, 2.0)`	`max(sma_period, atr_period)`	15	15th	`upper`, `middle`, `lower`
`AtrBands`	`AtrBands::new(14, 3.0)`	`period`	14	14th	`upper`, `middle`, `lower`
`HurstChannel`	`HurstChannel::new(10, 0.5)`	`period`	10	10th	`upper`, `middle`, `lower`
`LinRegChannel`	`LinRegChannel::new(20, 2.0)`	`period`	20	20th	`upper`, `middle`, `lower`
`StandardErrorBands`	`StandardErrorBands::new(21, 2.0)`	`period`	21	21st	`upper`, `middle`, `lower`
`DoubleBollinger`	`DoubleBollinger::new(20, 1.0, 2.0)`	`period`	20	20th	`upper_outer`, `upper_inner`, `middle`, `lower_inner`, `lower_outer`
`TtmSqueeze`	`TtmSqueeze::new(20, 2.0, 1.5)`	`period`	20	20th	`squeeze`, `momentum`
`FractalChaosBands`	`FractalChaosBands::new(2)`	`2k + 1` + first fractal of each kind	≥ 5	first bar with both fractals confirmed	`upper`, `lower`
`VwapStdDevBands`	`VwapStdDevBands::new(2.0)`	first bar with non-zero volume	1	1st	`upper`, `middle`, `lower`, `stddev`
`Rwi`	`Rwi::new(14)`	`period`	14	14th	`high`, `low`
`WaveTrend`	`WaveTrend::classic()`	`2 * channel + average + signal - 3`	42	42nd	`wt1`, `wt2`

Family 09 — Trailing Stops (added since 0.2.0)

Indicator	Constructor	Formula	warmup for shown args	Inputs at first emission
`HiLoActivator`	`HiLoActivator::new(3)`	`period + 1`	4	4th
`VoltyStop`	`VoltyStop::classic()` (`14, 2.0`)	`atr_period + 1`	15	15th
`YoyoExit`	`YoyoExit::classic()` (`14, 2.0`)	`atr_period + 1`	15	15th
`DonchianStop`	`DonchianStop::classic()` (`10`)	`period`	10	10th
`PercentageTrailingStop`	`PercentageTrailingStop::classic()` (`5.0`)	constant `1`	1	1st
`StepTrailingStop`	`StepTrailingStop::classic()` (`1.0`)	constant `1`	1	1st
`RenkoTrailingStop`	`RenkoTrailingStop::classic()` (`1.0`)	constant `1`	1	1st

Family 10 — Ehlers / Cycle (DSP)

The Hilbert-chain indicators (Mama / Fama / HilbertDominantCycle / SineWave / AdaptiveCycle) inherit a long warmup from the truncated-Hilbert phase extractor — warmup_period() reports a conservative ~50.

Indicator	Constructor	Formula	warmup	Inputs at first emission
`Mama`	`Mama::classic()` (`0.5, 0.05`)	Hilbert-chain warmup	~30	~30th
`Fama`	`Fama::classic()` (`0.5, 0.05`)	delegates to `Mama`	~30	~30th
`FisherTransform`	`FisherTransform::new(10)`	`period`	10	10th
`InverseFisherTransform`	`InverseFisherTransform::new(1.0)`	constant `1`	1	1st
`SuperSmoother`	`SuperSmoother::new(10)`	constant `2` (pass-through warmup)	2	2nd
`HilbertDominantCycle`	`HilbertDominantCycle::new()`	Hilbert-chain warmup	~50	~50th
`SineWave`	`SineWave::new()`	Hilbert-chain warmup	~50	~50th
`Decycler`	`Decycler::new(20)`	constant `2`	2	2nd
`DecyclerOscillator`	`DecyclerOscillator::new(10, 30)`	constant `2`	2	2nd
`RoofingFilter`	`RoofingFilter::new(10, 48)`	constant `2`	2	2nd
`CenterOfGravity`	`CenterOfGravity::new(10)`	`period`	10	10th
`CyberneticCycle`	`CyberneticCycle::new(10)`	constant `6`	6	6th
`AdaptiveCycle`	`AdaptiveCycle::new()`	inherits HilbertDominantCycle	~50	~50th
`EmpiricalModeDecomposition`	`EmpiricalModeDecomposition::new(20, 0.5)`	`period`	20	20th
`EhlersStochastic`	`EhlersStochastic::new(20)`	`period` + RoofingFilter warmup	~70	~70th
`InstantaneousTrendline`	`InstantaneousTrendline::new(20)`	`period`	20	20th

Family 11 — Pivots & S/R

Indicator	Constructor	Formula	warmup	Inputs at first emission
`ClassicPivots`	`ClassicPivots::new()`	constant `1`	1	1st
`FibonacciPivots`	`FibonacciPivots::new()`	constant `1`	1	1st
`Camarilla`	`Camarilla::new()`	constant `1`	1	1st
`WoodiePivots`	`WoodiePivots::new()`	constant `1`	1	1st
`DemarkPivots`	`DemarkPivots::new()`	constant `1`	1	1st
`WilliamsFractals`	`WilliamsFractals::new()`	constant `5`	5	5th (centre bar at index 3)
`ZigZag`	`ZigZag::new(0.05)`	constant `2`	2	2nd (only emits on confirmation)

Family 12 — DeMark

Indicator	Constructor	Formula	warmup	Inputs at first emission
`TdSetup`	`TdSetup::classic()` (`4, 9`)	`lookback + 1`	5	5th
`TdSequential`	`TdSequential::classic()` (`4, 9, 2, 13`)	`max(setup_lookback, countdown_lookback) + 1`	5	5th
`TdCountdown`	`TdCountdown::classic()` (`4, 9, 2, 13`)	`max(setup_lookback, countdown_lookback) + 1`	5	5th
`TdCombo`	`TdCombo::classic()` (`4, 9, 2, 13`)	`max(setup_lookback, countdown_lookback) + 1`	5	5th
`TdLines` (TDST)	`TdLines::new(4, 9)`	`lookback + 1` (NaN until first setup)	5	5th (level emits later)
`TdDeMarker`	`TdDeMarker::new(14)`	`period + 1`	15	15th
`TdRei`	`TdRei::classic()` (`5`)	`period + 7`	12	12th
`TdPressure`	`TdPressure::new(5)`	`period`	5	5th
`TdRangeProjection`	`TdRangeProjection::new()`	constant `1`	1	1st
`TdDifferential`	`TdDifferential::new()`	constant `2`	2	2nd
`TdOpen`	`TdOpen::new()`	constant `2`	2	2nd
`TdRiskLevel`	`TdRiskLevel::new(4, 9)`	`lookback + 1` (NaN until first setup)	5	5th (level emits later)

Family 13 — Ichimoku & Charts

Indicator	Constructor	Formula	warmup	Inputs at first emission
`Ichimoku`	`Ichimoku::classic()` (`9, 26, 52, 26`)	`senkou_b_period + displacement - 1`	77	77th
`HeikinAshi`	`HeikinAshi::new()`	constant `1`	1	1st

Family 14 — Candlestick Patterns

All single-bar patterns warm up in 1; 2-bar patterns in 2; 3-bar patterns in 3. Pattern-shape only — combine with a trend filter for actionable signals.

Indicator	Constructor	Formula	warmup	Inputs at first emission
`Doji`	`Doji::default()`	constant `1`	1	1st
`Hammer`	`Hammer::new()`	constant `1`	1	1st
`InvertedHammer`	`InvertedHammer::new()`	constant `1`	1	1st
`HangingMan`	`HangingMan::new()`	constant `1`	1	1st
`ShootingStar`	`ShootingStar::new()`	constant `1`	1	1st
`Marubozu`	`Marubozu::default()`	constant `1`	1	1st
`SpinningTop`	`SpinningTop::new(0.3)`	constant `1`	1	1st
`Engulfing`	`Engulfing::new()`	constant `2`	2	2nd
`Harami`	`Harami::new()`	constant `2`	2	2nd
`PiercingDarkCloud`	`PiercingDarkCloud::new()`	constant `2`	2	2nd
`Tweezer`	`Tweezer::new(0.001)`	constant `2`	2	2nd
`MorningEveningStar`	`MorningEveningStar::new()`	constant `3`	3	3rd
`ThreeSoldiersOrCrows`	`ThreeSoldiersOrCrows::new()`	constant `3`	3	3rd
`ThreeInside`	`ThreeInside::new()`	constant `3`	3	3rd
`ThreeOutside`	`ThreeOutside::new()`	constant `3`	3	3rd

Family 15 — Risk / Performance

Some risk metrics take a single f64 (returns / equity), others take an (asset, benchmark) pair.

Indicator	Constructor	Formula	warmup	Inputs at first emission
`SharpeRatio`	`SharpeRatio::new(20, 0.0)`	`period`	20	20th
`SortinoRatio`	`SortinoRatio::new(20, 0.0)`	`period`	20	20th
`CalmarRatio`	`CalmarRatio::new(20)`	`period`	20	20th
`OmegaRatio`	`OmegaRatio::new(20, 0.0)`	`period`	20	20th
`MaxDrawdown`	`MaxDrawdown::new(252)`	constant `1`	1	1st
`AverageDrawdown`	`AverageDrawdown::new(20)`	`period`	20	20th
`DrawdownDuration`	`DrawdownDuration::new()`	constant `1`	1	1st
`PainIndex`	`PainIndex::new(20)`	`period`	20	20th
`ValueAtRisk`	`ValueAtRisk::new(100, 0.95)`	`period`	100	100th
`ConditionalValueAtRisk`	`ConditionalValueAtRisk::new(100, 0.95)`	`period`	100	100th
`ProfitFactor`	`ProfitFactor::new(20)`	`period`	20	20th
`GainLossRatio`	`GainLossRatio::new(20)`	`period`	20	20th
`RecoveryFactor`	`RecoveryFactor::new()`	constant `1`	1	1st
`KellyCriterion`	`KellyCriterion::new(100)`	`period`	100	100th
`TreynorRatio`	`TreynorRatio::new(50, 0.0)`	`period`	50	50th
`InformationRatio`	`InformationRatio::new(50)`	`period`	50	50th
`Alpha`	`Alpha::new(50, 0.0)`	`period`	50	50th

Family 16 — Market Profile

All three require manual reset() at session boundaries.

Indicator	Constructor	Formula	warmup	Inputs at first emission
`ValueArea`	`ValueArea::new(20, 50, 0.70)`	`period`	20	20th
`InitialBalance`	`InitialBalance::classic()` (`12`)	`period`	12	12th (then locks)
`OpeningRange`	`OpeningRange::classic()` (`6`)	`period`	6	6th (then locks; live `breakout_distance`)

Family 17 — Microstructure

Non-OHLCV indicators over the order book and trade tape. Most are stateless or fixed-window; Footprint accumulates until reset().

Indicator	Constructor	Formula	warmup	Inputs at first emission
`OrderBookImbalanceTop1`	`OrderBookImbalanceTop1::new()`	constant `1`	1	1st snapshot
`OrderBookImbalanceTopN`	`OrderBookImbalanceTopN::new(5)`	constant `1`	1	1st snapshot
`OrderBookImbalanceFull`	`OrderBookImbalanceFull::new()`	constant `1`	1	1st snapshot
`Microprice`	`Microprice::new()`	constant `1`	1	1st snapshot
`QuotedSpread`	`QuotedSpread::new()`	constant `1`	1	1st snapshot
`DepthSlope`	`DepthSlope::new()`	constant `1`	1	1st snapshot
`SignedVolume`	`SignedVolume::new()`	constant `1`	1	1st trade
`CumulativeVolumeDelta`	`CumulativeVolumeDelta::new()`	constant `1`	1	1st trade (reset per session)
`TradeImbalance`	`TradeImbalance::new(20)`	`window`	20	20th trade
`EffectiveSpread`	`EffectiveSpread::new()`	constant `1`	1	1st trade-quote
`RealizedSpread`	`RealizedSpread::new(10)`	`horizon + 1`	11	11th trade-quote
`KylesLambda`	`KylesLambda::new(50)`	`window + 1`	51	51st trade-quote
`Footprint`	`Footprint::new(0.5)`	constant `1`	1	1st trade (reset per bar)

Additional Volume indicators

Indicator	Constructor	Formula	warmup	Inputs at first emission
`AdOscillator`	`AdOscillator::new()`	constant `2`	2	2nd
`AnchoredVwap`	`AnchoredVwap::new()`	`1` post-anchor	n/a	1st bar after `set_anchor()`
`Kvo`	`Kvo::classic()` (`34, 55, 13`)	`slow + signal - 1`	67	67th
`MarketFacilitationIndex`	`MarketFacilitationIndex::new()`	constant `1`	1	1st
`Nvi`	`Nvi::new()`	constant `2`	2	2nd
`Pvi`	`Pvi::new()`	constant `2`	2	2nd
`Tsv`	`Tsv::new(18)`	`period + 1`	19	19th
`Vzo`	`Vzo::new(14)`	`period + 1`	15	15th
`VolumeOscillator`	`VolumeOscillator::new(14, 28)`	`slow`	28	28th
`DemandIndex`	`DemandIndex::new(20)`	`period + 1`	21	21st

Additional Price Statistics indicators

Indicator	Constructor	Formula	warmup	Inputs at first emission
`Variance`	`Variance::new(20)`	`period`	20	20th
`CoefficientOfVariation`	`CoefficientOfVariation::new(20)`	`period`	20	20th
`Skewness`	`Skewness::new(20)`	`period`	20	20th
`Kurtosis`	`Kurtosis::new(20)`	`period`	20	20th
`StandardError`	`StandardError::new(20)`	`period`	20	20th
`RSquared`	`RSquared::new(20)`	`period`	20	20th
`MedianAbsoluteDeviation`	`MedianAbsoluteDeviation::new(20)`	`period`	20	20th
`Autocorrelation`	`Autocorrelation::new(50, 1)`	`period`	50	50th
`HurstExponent`	`HurstExponent::new(100, 4)`	`period`	100	100th
`PearsonCorrelation`	`PearsonCorrelation::new(50)`	`period`	50	50th
`Beta`	`Beta::new(50)`	`period`	50	50th
`PairwiseBeta`	`PairwiseBeta::new(50)`	`period + 1`	51	51st
`PairSpreadZScore`	`PairSpreadZScore::new(30, 20)`	`beta_period + z_period − 1`	49	49th
`LeadLagCrossCorrelation`	`LeadLagCrossCorrelation::new(20, 10)`	`window + 2·max_lag`	40	40th
`Cointegration`	`Cointegration::new(30, 1)`	`period`	30	30th
`RelativeStrengthAB`	`RelativeStrengthAB::new(20, 14)`	`max(ma_period, rsi_period + 1)`	20	20th
`SpearmanCorrelation`	`SpearmanCorrelation::new(50)`	`period`	50	50th
`DetrendedStdDev`	`DetrendedStdDev::new(20)`	`period`	20	20th

Additional Price Oscillators

Indicator	Constructor	Formula	warmup	Inputs at first emission
`Apo`	`Apo::new(12, 26)`	`slow`	26	26th
`AwesomeOscillatorHistogram`	`AwesomeOscillatorHistogram::new(5, 34)`	`slow + 1`	35	35th
`Cfo`	`Cfo::new(14)`	`period`	14	14th
`ZeroLagMacd`	`ZeroLagMacd::classic()` (`12, 26, 9`)	ZLEMA-chain warmup	50	50th
`ElderImpulse`	`ElderImpulse::classic()`	`slow + signal - 1`	34	34th
`Stc`	`Stc::classic()` (`23, 50, 10`)	`slow + cycle + 1`	61	61st

"Off-by-one" cases worth memorising

A few indicators look like they should warm up at period but in fact need period + 1 inputs. The reason is always the same — they consume diffs or previous-close differences, not the prices themselves, and the very first input has nothing to diff against.

Rsi::new(period) warmup is period + 1. RSI is based on Wilder's smoothing over per-tick gains and losses. With 14 prices you only have 13 diffs; you need 15 prices to compute 14 diffs and seed avg_gain / avg_loss. The Rust unit test that pins this is warmup_period_is_period_plus_one:
rust
```
let rsi = Rsi::new(14).unwrap();
assert_eq!(rsi.warmup_period(), 15);
```
Roc::new(period) warmup is period + 1. ROC compares the current price to the price period bars ago; that comparison only makes sense starting at input period + 1.
Aroon::new(period) warmup is period + 1. Aroon scans a period + 1-bar window to find the bars-since-high and bars-since-low.
Kama::new(er_period, ...) warmup is er_period + 1. Kaufman's efficiency ratio needs er_period differences, which costs one extra bar.

Cross-checking from your own code

The cleanest way to verify any of these from your application code is the indicator's own warmup_period():

rust

use wickra::{Indicator, MacdIndicator};
let macd = MacdIndicator::classic();   // (12, 26, 9)
assert_eq!(macd.warmup_period(), 34);

python

import wickra as ta
assert ta.MACD(12, 26, 9).warmup_period() == 34

javascript

const wickra = require('wickra');
const sma = new wickra.SMA(20);
console.log(sma.warmupPeriod());   // -> 20

(Since wickra@0.2.1, warmupPeriod() is exposed on every Node and WASM class — single- and multi-output — alongside update(), reset() and isReady(). Consult bindings/node/index.d.ts for the authoritative TypeScript surface.)

Warmup Periods ​

How to read the formula column ​

Single-output indicators ​

Family 05: Bands & Channels (scalar input, scalar projection) ​

Multi-output indicators ​

Family 09 — Trailing Stops (added since 0.2.0) ​

Family 10 — Ehlers / Cycle (DSP) ​

Family 11 — Pivots & S/R ​

Family 12 — DeMark ​

Family 13 — Ichimoku & Charts ​

Family 14 — Candlestick Patterns ​

Family 15 — Risk / Performance ​

Family 16 — Market Profile ​

Family 17 — Microstructure ​

Additional Volume indicators ​

Additional Price Statistics indicators ​

Additional Price Oscillators ​

"Off-by-one" cases worth memorising ​

Cross-checking from your own code ​

See also ​