Below are popular indicators available, all of which we can quickly and easily backtest.

Category Name Description
Trends Moving Average An x period average of data points. It is "moving" because each new data point, the average is updated.
Fast Stochastic Computed as a value from 0 to 100. 75 means the price of the security closed above 75% of the previous prices. It is calculated as 100 x [ (Close minus period Low) / (Period High minus Period Low)]. Period is 14 by default.
RSI Computed as a value from 0 to 100, measuring the ratio of higher closes to lower closes. Specifically RS is calculated as the EMA (see "EMA" indicator in this table) of x Period Up Price Changes divided by EMA of Down Price Changes. RSI is then calculated as 100 – 100 / (1 + RS).
MACD Computed as the difference between an EMA of a shorter period of prices minus an EMA of a longer period of prices, with 12 and 26 day periods being the defaults if no other periods are supplied. This indicator is traditionally evaluated for crosses of its own 9 period trailing moving average.
DMI A value from 0 to 100 that represents the strength of a trend but not the direction. Calculated as the exponential moving average of the absolute value of the difference between average up moves and average down moves.
ADX The x period EMA of DMI (see above). The default period is 14 days.
Volatility Range The difference between the high and low of a period
Range Percent The difference between the high and low of a period divided by the midpoint
True Range The largest of 3 datapoints: 1) High minus Low, 2) Absolute Value of High minus Previous Period Close, 3) Absolute Value of Low Minus Previous Close
True Range Percent True Range above but each range is calculated as a percent
Average True Range An x period moving average of True Range. Default is 14 days if no period specified.
Bollinger Band 2 standard deviations of last x data points. An Upper Bollinger Band is +2 standard deviations, and a Lower Bollinger Band is -2 standard deviations.
Spread The difference of returns between two securities over a given time period. So for a daily frequency, if day 1 stock A = 100 and stock B = 10, and day 2 stock A = 99 and B = 8, the spread would be -3%.
Statistical Standard Deviation In probability theory, this measures the amount of variation from the average. In a normal distribution, 68% of values are within plus or minus 1 standard deviation from the average; 95% of values are within 2 standard deviations, and 99.7% of values are within 3 standard deviations.
Exponential Moving Average (EMA) An x period average of values where the weighting of each further ago period decreases at an exponential rate. The resulting average is more heavily weighted towards recent values.
Momentum or Mean Reversion Return Percent change from a previous closing price to now
Return After Hours Return from a previous Close to today's open
Intraday Pct Change from Close (or Open) Percent change from Yesterday Close to it's highest or lowest point today
Gap Overnight Amount the open is above yesterday's high (positive value), or below yesterday's low (negative value).
Key Levels Closing Price Price at end of period. For daily periods this is 3pm CST. For 5 minute bars, this is every 5 minutes, starting at 8:35 am CST.
Opening Price Price at beginning of period. For daily periods this is 8:30 am CST. For intraday bars (e.g. every 5 minutes) closing prices and opening prices are the same at almost every moment of time as bar ending at 1 pm has the same price as the bar starting at 1 pm, so the opening price vs closing price distinction is more important for daily frequency strategies.
Volume Number of shares traded in a period of time
High The highest price reach during a period. This can only be known for a past period, and you cannot enter at today's high for example because the high is only known at market close and the high is going to usually would have happened earlier in the day.
Low The lowest price reached during a period. Similar to high, it can only be known for a past period. It cannot be known if the price right now will be the high or low for the upcoming period.
Calendar Based Month The number of the current month (1-12)
Day of Month The number of business days since the start of the month (1=first business day). A negative number counts business days backwards from end of the month. (E.g. Day of Month = -1 would be last business day of the month.
Day of Option Month The number of business days starting each "option" month from the 1st day after option expirations (3rd Friday of the Month). So Day of Option Month = 1 would be the Monday following the 3rd Friday, and -1 would be the 3rd Friday of the Calendar Month
Day of Week The number of the current day of the week, with Monday=1 and Friday=5. Weekends (which have no prices) are: Sunday = 0 and Saturday = 6.
Hour The central time zone hour of the clock in military time format. So 8=8am and 15=3pm.
Minute The minute portion of the time. 9:15 = 15 and 2:01 = 1
Second The second portion of the time. 9:15:01 = 1