Technical market indicators are tools used by technical an- alysts to understand trends in trading markets. Technical (market) indicators are often calculated in real-time, as trading progresses. This paper presents a mathematically- founded framework for calculating technical indicators. Our framework consists of a domain specific language for the un- ambiguous specification of technical indicators, and a run- time system based on Click, for computing the indicators. We argue that our solution enhances the ease of program- ming due to aligning our domain-specific language to the mathematical description of technical indicators, and that it enables executing programs in kernel space for decreased latency, without exposing the system to users’ programming errors.
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