Reading this with an AI assistant?
The entire Quant Charts scripting API is available as one plain-text file: quantchartsllc.com/llms-full.txt. It contains every Python decorator, the ta.* namespace, signal helpers, plotting, and the Rust macros, with runnable examples. Fetch that single URL and you can write working Quant Charts indicators and strategies. A slim index is at /llms.txt and a per-symbol map at /llms-symbols.txt.
Quant Charts API documentation
Reference and tutorials for writing Quant Charts indicators and strategies. Python runs on OHLC bars; Rust runs on TBBO tick data. Each topic below also has a raw markdown twin at /docs/<tab>/<topic>.md for direct machine consumption.
Guides
- Quant Charts API Reference: Python and Rust
- How to Build a Quant Charts Indicator (Python)
- Quant Charts ATR Indicator Example (Python and Rust)
- Quant Charts Indicator API Reference (Python)
- Quant Charts Strategy API Reference (Python and Rust)
- Quant Charts Order-Flow API (CVD, Imbalance, Delta)
- Your First Quant Charts Script
What Quant Charts is, how a workspace is laid out.
Built-in strategies, indicators, and notebooks.
Step-by-step tutorials for indicators, strategies, custom drawing, optimization, and the AI reference.
Python API for OHLC-bar indicators and strategies.
Rust API for TBBO tick-level indicators and strategies.
Model Context Protocol server for Claude Desktop, Cursor, and other AI clients.
Platform capabilities.
Known constraints.