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Cleanup of indicators

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Miha Kralj
2024-10-25 22:21:02 -07:00
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docs/indicators/indicators.md
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✔️= Validation tests passed<br> ✔️= Validation tests passed<br>
❌= Issue ❌= Issue
|**VOLATILITY INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|**MOMENTUM INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|--|:--:|:--:|:--:| |--|:--:|:--:|:--:|
|*DMI - Directional Movement Index|`?`|GetDmi||
|*DMX - Jurik Directional Movement Index|`?`|||
|*MOM - Momentum|`?`|||
|*VEL - Jurik Signal Velocity|`?`|||
|ADX - Average Directional Movement Index|`?`|GetAdx|Adx|
|ADXR - Average Directional Movement Index|`?`|Rating|Adxr|
|APO - Absolute Price Oscillator|`?`|Apo||
|DPO - Detrended Price Oscillator|`?`|GetDpo||
|MACD - Movign Average Convergence/Divergence|`?`|||
|PO - Price Oscillator|`?`|||
|PPO - Percentage Price Oscillator|`?`|||
|PMO - Price Momentum Oscillator|`?`|GetPmo||
|PRS - Price Relative Strength|`?`|GetPrs||
|ROC - Rate of Change|`?`|GetRoc||
|TRIX - 1-day ROC of TEMA|`?`|GetTrix||
|VORTEX - Vortex Indicator|`?`|||
<br>
|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|ADR - Average Daily Range||||
|ANDREW - Andrew's Pitchfork||||
|ATR - Average True Range|`Atr`|GetAtr|Atr|
|ATRP - Average True Range Percent||||
|ATRSTOP - ATR Trailing Stop ||GetAtrStop||
|BBANDS - Bollinger Bands®||BollingerBands||
|CHAND - Chandelier Exit||GetChandelier||
|CVI - Chaikins Volatility||||
|DON - Donchian Channels||GetDonchian||
|FCB - Fractal Chaos Bands||GetFcb||
|HV - Historical Volatility||||
|ICH - Ichimoku Cloud||GetIchimoku||
|KEL - Keltner Channels||GetKeltner||
|NATR - Normalized Average True Range||GetAtr||
|CHN - Price Channel Indicator||||
|SAR - Parabolic Stop and Reverse||GetParabolicSar||
|STARC - Starc Bands||GetStarcBands||
|TR - True Range||||
|UI - Ulcer Index||GetUlcerIndex||
|VSTOP - Volatility Stop||GetVolatilityStop||
<br>
|**OSCILLATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|RSI - Relative Strength Index|`Rsi`|GetRsi||
|RSX - Jurik Trend Strength Index|`Rsx`|||
|AC - Acceleration Oscillator|||||
|AO - Awesome Oscillator||GetAwesome|||
|AROON - Aroon oscillator||GetAroon|Aroon||
|BOP - Balance of Power||GetBop|Bop||
|CCI - Commodity Channel Index||GetCci|Cci||
|CFO - Chande Forcast Oscillator|||||
|CMO - Chande Momentum Oscillator||GetCmo|Cmo||
|CHOP - Choppiness Index||GetChop|||
|COG - Ehler's Center of Gravity|||||
|COPPOCK - Coppock Curve|||||
|CRSI - Connor RSI||GetConnorsRsi|||
|CTI - Ehler's Correlation Trend Indicator|||||
|DOSC - Derivative Oscillator|||||
|EFI - Elder Ray's Force Index||GetElderRay|||
|FISHER - Fisher Transform|||||
|FOSC - Forecast Oscillator||||||
|GATOR - Williams Alliator Oscillator||GetGator|||
|KDJ - KDJ Indicator (trend reversal)|||||
|KRI - Kairi Relative Index|||||
|RVGI - Relative Vigor Index|||||
|SMI - Stochastic Momentum Index||GetSmi|||
|SRSI - Stochastic RSI||GetStochRsi|||
|STC - Schaff Trend Cycle||GetStc|||
|STOCH - Stochastic Oscillator||`GetStoch|||
|TSI - True Strength Index||GetTsi|||
|UO - Ultimate Oscillator||GetUltimate|||
|WILLR - Larry Williams' %R||GetWilliamsR|||
<br>
|**VOLUME INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad|| |ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad||
|ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc|| |ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc||
|ATR - Average True Range|`Atr`|GetAtr|Atr|| |AOBV - Archer On-Balance Volume|||||
|ATRP - Average True Range Percent||||| |CMF - Chaikin Money Flow||GetCmf|||
|ATRSTOP - ATR Trailing Stop ||GetAtrStop||| |EOM - Ease of Movement|||||
|BBANDS - Bollinger Bands®||BollingerBands||| |KVO - Klinger Volume Oscillator||GetKvo||||
|CHAND - Chandelier Exit||GetChandelier||| |MFI - Money Flow Index||GetMfi|||
|CRSI - Connor RSI||GetConnorsRsi||| |NVI - Negative Volume Index|||||
|CVI - Chaikins Volatility||||| |OBV - On-Balance Volume||GetObv|||
|DON - Donchian Channels||GetDonchian||| |PVI - Positive Volume Index|||||
|FCB - Fractal Chaos Bands||GetFcb||| |PVOL - Price-Volume|||||
|FISHER - Fisher Transform||||| |PVO - Percentage Volume Oscillator||GetPvo|||
|HV - Historical Volatility||||| |PVR - Price Volume Rank|||||
|ICH - Ichimoku Cloud||GetIchimoku||| |PVT - Price Volume Trend|||||
|KEL - Keltner Channels||GetKeltner||| |TVI - Trade Volume Index|||||
|NATR - Normalized Average True Range||GetAtr||| |VP - Volume Profile|||||
|CHN - Price Channel Indicator||||| |VWAP - Volume Weighted Average Price||GetVwap|||
|RSI - Relative Strength Index|`Rsi`|GetRsi||| |VWMA - Volume Weighted Moving Average||GetVwma||||
|SAR - Parabolic Stop and Reverse||GetParabolicSar||| <br>
|SRSI - Stochastic RSI||GetStochRsi||| |**NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|STARC - Starc Bands||GetStarcBands|||
|TR - True Range|||||
|UI - Ulcer Index||GetUlcerIndex|||
|VSTOP - Volatility Stop||GetVolatilityStop|||
|**NUMERICAL ANALYSIS**|QuanTALib|Skender.Stock|TALib.NETCore|
|BETA - Beta coefficient||||| |BETA - Beta coefficient|||||
|CORR - Correlation Coefficient||||| |CORR - Correlation Coefficient|||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`|||| |CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`|||| |ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`|||| |KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
|HUBER - Huber Loss|`Huberloss`|||| |HUBER - Huber Loss|`Huberloss`||||
|HURST - Hurst Exponent||GetHurst|||
|MAX - Maximum with exponential decay|`Max`|||| |MAX - Maximum with exponential decay|`Max`||||
|MEDIAN - Middle value|`Median`|||| |MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`|||| |MIN - Minimum with exponential decay|`Min`||||
@@ -47,9 +115,11 @@
|SLOPE - Rate of Change, Linear Regression|`Slope`|||| |SLOPE - Rate of Change, Linear Regression|`Slope`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`|||| |STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|THEIL - Theil's U Statistics||||| |THEIL - Theil's U Statistics|||||
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VARIANCE - Average of Squared Deviations|`Variance`|||| |VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`|||| |ZSCORE - Standardized Score|`Zscore`||||
|**ERRORS**|QuanTALib|Skender.Stock|TALib.NETCore| <br>
|**ERRORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|MAE - Mean Absolute Error|`Mae`|||| |MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`|||| |MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`|||| |MAPE - Mean Absolute Percentage Error|`Mape`||||
@@ -64,13 +134,14 @@
|RSE - Relateive Squared Error|`Rse`|||| |RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`|||| |RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`|||| |SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|**AVERAGES & TRENDS**QuanTALib|Skender.Stock|TALib.NETCore| <br>
|**AVERAGES & TRENDS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`|||| |AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`||| |ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`||
|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`|| |DEMA - Double EMA Average|`Dema`|`✔️`|`✔️`|
|DSMA - Deviation Scaled Moving Average|`Dsma`|||| |DSMA - Deviation Scaled Moving Average|`Dsma`||||
|DWMA - Double WMA Average|`Dwma`|||| |DWMA - Double WMA Average|`Dwma`||||
|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`| |EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
|EPMA - Endpoint Moving Average|`Epma`|`✔️`||| |EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
|FRAMA - Fractal Adaptive Moving Average|`Frama`|||| |FRAMA - Fractal Adaptive Moving Average|`Frama`||||
|FWMA - Fibonacci Weighted Moving Average|`Fwma`|||| |FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
@@ -80,87 +151,31 @@
|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`| |HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
|HWMA - Holt-Winter Moving Average|`Hwma`|||| |HWMA - Holt-Winter Moving Average|`Hwma`||||
|JMA - Jurik Moving Average|`Jma`|||| |JMA - Jurik Moving Average|`Jma`||||
|JORDAN - Jordan Moving Average|||||
|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`| |KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
|KDJ - KDJ Indicator (trend reversal)|||||
|LTMA - Laguerre Transform Moving Average|`Ltma`|||| |LTMA - Laguerre Transform Moving Average|`Ltma`||||
|MAAF - Median-Average Adaptive Filter|`Maaf`|||| |MAAF - Median-Average Adaptive Filter|`Maaf`||||
|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`|| |MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`||| |MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
|MLMA - Minimal Lag Moving Average|||||
|MMA - Modified Moving Average|`Mma`|||| |MMA - Modified Moving Average|`Mma`||||
|PPMA - Pivot Point Moving Average||||| |PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average|`Pwma`|||| |PWMA - Pascal's Weighted Moving Average|`Pwma`||||
|QEMA - Quad Exponential Moving Average|`Qema`|||| |QEMA - Quad Exponential Moving Average|`Qema`||||
|RMA - WildeR's Moving Average|`Rma`|||| |RMA - WildeR's Moving Average|`Rma`||||
|SINEMA - Sine Weighted Moving Average|`Sinema`|||| |SINEMA - Sine Weighted Moving Average|`Sinema`||||
|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`| |SMA - Simple Moving Average|`Sma`|||
|SMMA - Smoothed Moving Average|`Smma`|`✔️`||| |SMMA - Smoothed Moving Average|`Smma`|`✔️`||
|SSF - Ehler's Super Smoother Filter||||| |SSF - Ehler's Super Smoother Filter||||
|SUPERTREND - Supertrend||`✔️`||| |SUPERTREND - Supertrend||`✔️`||
|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`|| |T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`|
|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`| |TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|
|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`| |TRIMA - Triangular Moving Average|`Trima`|`✔️`||
|TSF - Time Series Forecast|||`✔️`|`✔️`| |VIDYA - Variable Index Dynamic Average|`Vidya`|||
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`| |WMA - Weighted Moving Average|`Wma`|`✔️`||
|VORTEX - Vortex Indicator||`✔️`||| |ZLEMA - Zero Lag EMA Average|`Zlema`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`| <br>
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`| |**BASIC TRANSFORMS**|**QuanTALib**|Skender.Stock|TALib.NETCore|
|**MOMENTUM INDICATORS & OSCILLATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|AC - Acceleration Oscillator|||||
|ADX - Average Directional Movement Index||GetAdx|Adx||
|ADXR - Average Directional Movement Index||Rating|Adxr||
|AO - Awesome Oscillator||GetAwesome|||
|APO - Absolute Price Oscillator||Apo|||
|AROON - Aroon oscillator||GetAroon|Aroon||
|BOP - Balance of Power||GetBop|Bop||
|CCI - Commodity Channel Index||GetCci|Cci||
|CFO - Chande Forcast Oscillator|||||
|CMO - Chande Momentum Oscillator||GetCmo|Cmo||
|CHOP - Choppiness Index||GetChop|||
|COG - Center of Gravity|||||
|COPPOCK - Coppock Curve|||||
|CTI - Ehler's Correlation Trend Indicator|||||
|DPO - Detrended Price Oscillator||GetDpo|||
|DMI - Directional Movement Index||GetDmi|||
|EFI - Elder Ray's Force Index||GetElderRay|||
|FOSC - Forecast oscillator||||||
|GATOR - Gator oscillator||GetGator|||
|HURST - Hurst Exponent||GetHurst|||
|KRI - Kairi Relative Index|||||
|KVO - Klinger Volume Oscillator||GetKvo||||
|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
|MFI - Money Flow Index||GetMfi|||
|MOM - Momentum|||||
|NVI - Negative Volume Index|||||
|PO - Price Oscillator|||||
|PPO - Percentage Price Oscillator|||||
|PMO - Price Momentum Oscillator||GetPmo|||
|PVI - Positive Volume Index|||||
|ROC - Rate of Change||GetRoc|||
|RVGI - Relative Vigor Index|||||
|SMI - Stochastic Momentum Index||GetSmi|||
|STC - Schaff Trend Cycle||GetStc|||
|STOCH - Stochastic Oscillator||`GetStoch|||
|TRIX - 1-day ROC of TEMA||GetTrix||trix.Run|
|TSI - True Strength Index||GetTsi|||
|UO - Ultimate Oscillator||GetUltimate|||
|WILLR - Larry Williams' %R||GetWilliamsR|||
|WGAT - Williams Alligator||GetAlligator|||
|**VOLUME INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|AOBV - Archer On-Balance Volume|||||
|CMF - Chaikin Money Flow||GetCmf|||
|EOM - Ease of Movement|||||
|KVO - Klinger Volume Oscilaltor|||||
|OBV - On-Balance Volume||GetObv|||
|PRS - Price Relative Strength||`GetPrs|||
|PVOL - Price-Volume|||||
|PVO - Percentage Volume Oscillator||GetPvo|||
|PVR - Price Volume Rank|||||
|PVT - Price Volume Trend|||||
|VP - Volume Profile|||||
|VWAP - Volume Weighted Average Price||GetVwap|||
|VWMA - Volume Weighted Moving Average||GetVwma||||
|**BASIC TRANSFORMS**|QuanTALib|Skender.Stock|TALib.NETCore|
|OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint| |OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint|
|HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice| |HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice|
|HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice| |HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice|
docs/styles.css
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--table-row-odd-background: var(--mono-shade2); --table-row-odd-background: var(--mono-shade2);
/* Layout */ /* Layout */
--content-max-width: 100em; --content-max-width: 75em;
/* Cover */ /* Cover */
--cover-margin: 0 auto; --cover-margin: 0 auto;
lib/volatility/Cmo.cs → lib/oscillators/Cmo.cs
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using System;
using System.Collections.Generic;
namespace QuanTAlib; namespace QuanTAlib;
/// <summary> /// <summary>