PercentAboveMa

Percent Above Moving Average — the percentage of symbols in a universe trading above their reference moving average. A bounded 0..=100 participation gauge.

Quick reference

Item	Value
Family	Market Breadth
Input type	CrossSection — the per-symbol state of the whole universe
Output type	f64 (a percentage in 0..=100)
Output range	0..=100
Default parameters	none
Warmup period	1
Interpretation	Trend participation

Formula

pct = 100 * above_ma_count / universe_size   # per tick

where above_ma_count is the number of members whose above_ma flag is set (the caller decides which MA — 50-day, 200-day — when it builds the tick). The universe is non-empty by construction, so the share is always defined. Stateless per tick and O(universe size). See crates/wickra-core/src/indicators/percent_above_ma.rs.

Parameters

None. Construct with PercentAboveMa::new(). (The moving-average length is a property of the caller-supplied above_ma flag, not of this indicator.)

Parameter	Type	Default	Source
—	—	—	None.

Inputs / Outputs

Indicator<Input = CrossSection, Output = f64>:

use wickra::{CrossSection, Indicator, PercentAboveMa};

const _: fn(&mut PercentAboveMa, CrossSection) -> Option<f64> =
    <PercentAboveMa as Indicator>::update;

This indicator reads the per-symbol above_ma flag, which is not part of the core four signals — so its bindings take a fifth array (above_ma). Build the members with Member::with_signals(change, volume, new_high, new_low, above_ma, on_buy_signal).

• Python: update(change, volume, new_high, new_low, above_ma); batch(...) takes five array groups per tick and returns a 1-D ndarray.
• Node: update(change, volume, newHigh, newLow, aboveMa); batch returns number[].
• WASM: update(change, volume, newHigh, newLow, aboveMa) only; every array is numeric (non-zero is true).

Warmup

warmup_period() == 1; defined from the first tick (tests accessors_and_metadata, first_tick_emits_percentage).

Edge cases

• All above / none above. Returns 100.0 / 0.0 (tests all_above_is_one_hundred, none_above_is_zero).
• Reset. reset() returns the indicator to not-ready (test reset_clears_state).
• Invalid / empty universe. Rejected at construction by CrossSection::new.
• Ragged arrays. The bindings reject a tick whose above_ma array length differs from the others.

Examples

Rust

use wickra::{CrossSection, Indicator, Member, PercentAboveMa};

let mut pct = PercentAboveMa::new();
// 3 of 4 symbols above their MA -> 75%.
let tick = CrossSection::new(
    vec![
        Member::with_signals(1.0, 10.0, false, false, true, false),
        Member::with_signals(1.0, 10.0, false, false, true, false),
        Member::with_signals(-1.0, 10.0, false, false, true, false),
        Member::with_signals(-1.0, 10.0, false, false, false, false),
    ],
    0,
)?;
assert_eq!(pct.update(tick), Some(75.0));

Python

import wickra as ta

pct = ta.PercentAboveMa()
# fifth array is the per-symbol above-MA flag.
print(pct.update([1.0, 1.0, 1.0, -1.0], [10.0] * 4, [False] * 4, [False] * 4, [True, True, True, False]))
# 75.0

Node

const { PercentAboveMa } = require('wickra');

const pct = new PercentAboveMa();
const flags = [false, false, false, false];
console.log(
  pct.update([1, 1, 1, -1], [10, 10, 10, 10], flags, flags, [true, true, true, false]),
);
// 75

Streaming

import wickra as ta

pct = ta.PercentAboveMa()
flags = [False] * 4
vol = [10.0] * 4
print(pct.update([1.0, 1.0, 1.0, -1.0], vol, flags, flags, [True, True, True, False]))  # 75.0
print(pct.update([1.0, 1.0, -1.0, -1.0], vol, flags, flags, [True, False, False, False]))  # 25.0

Interpretation

"Percent above the 50/200-day MA" is one of the most-watched participation gauges.

1. High readings (> 80). Almost the whole universe is in an uptrend — broad strength, but also a potential overbought extreme.
2. Low readings (< 20). Washout — most names are below their MA.
3. The 50 line. Crosses of 50 are read as bull/bear participation regime flips.

Common pitfalls

• Caller defines the MA. This indicator does not compute a moving average; it counts the above_ma flag you supply, so the MA length and definition are yours to keep consistent.
• Fifth array. Unlike most breadth indicators, the bindings require the extra above_ma array — a four-array call will not type-check.
• Universe must be stable. Changing membership makes the percentages incomparable.

References

• Colby, R. W. (2002). The Encyclopedia of Technical Market Indicators (2nd ed.) — Percent of Stocks Above Moving Average.

See also

• Indicator-BullishPercentIndex — the analogous point-and-figure participation gauge.
• Indicators-Overview — the full taxonomy.