XML Documentation

This commit is contained in:
Miha Kralj
2024-10-05 15:20:13 -07:00
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|**BASIC TRANSFORMS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|--|:--:|:--:|:--:|:--:|:--:|
|OC2 - Midpoint price|`.OC2`|`CandlePart.OC2`|`MidPoint`||
|HL2 - Median Price|`.HL2`|`CandlePart.HL2`|`MedPrice`||
|HLC3 - Typical Price|`.HLC3`|`CandlePart.HLC3`|`TypPrice`||
|OHL3 - Mean Price|`.OHL3`|`CandlePart.OHL3`|||
|OHLC4 - Average Price|`.OHLC4`|`CandlePart.OHLC4`|`AvgPrice`||
|HLCC4 - Weighted Price|`.HLCC4`||`WclPrice`||
|OC2 - Midpoint price|`.OC2`|CandlePart.OC2|MidPoint||
|HL2 - Median Price|`.HL2`|CandlePart.HL2|MedPrice||
|HLC3 - Typical Price|`.HLC3`|CandlePart.HLC3|TypPrice||
|OHL3 - Mean Price|`.OHL3`|CandlePart.OHL3`|||
|OHLC4 - Average Price|`.OHLC4`|CandlePart.OHLC4|AvgPrice||
|HLCC4 - Weighted Price|`.HLCC4`||WclPrice||
|<br>||||
|**STATISTICS AND NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|BETA - Beta coefficient|||||
|CORR - Correlation Coefficient|||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
|HUBER - Huber Loss|||||
|MAX - Maximum with exponential decay|`Max`||||
|MAE - Mean Absolute Error|||||
|MAPD - Mean Absolute Percentage Deviation|||||
|MAPE - Mean Absolute Percentage Error|||||
|MASE - Mean Absolute Scaled Error|||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|MPE - Pean Percentage Error|||||
|MSE - Mean Squared Error|||||
|MSLE - Mean Squared Logarithmic Error|||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|RAE - Relative Absolute Error|||||
|RMSE - Root Mean Squared Error|||||
|RSE - Relateive Squared Error|||||
|RMSLE - Root Mean Squared Logarithmic Error|||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|||||
|STDDEV - Standard Deviation, Measure of Spread|||||
|THEIL - Theil's U Statistics|||||
|VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`||||
|<br>|||||
|**AVERAGES & TRENDS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
@@ -57,84 +91,83 @@
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|<br>||||
|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|ADL - Chaikin Accumulation Distribution Line||`GetAdl`|`Ad`||
|ADOSC - Chaikin Accumulation Distribution Oscillator||`GetChaikinOsc`|`AdOsc`||
|ATR - Average True Range||`GetAtr`|`Atr`||
|ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad||
|ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc||
|ATR - Average True Range||GetAtr|Atr||
|ATRP - Average True Range Percent|||||
|ATRSTOP - ATR Trailing Stop ||`GetAtrStop`|||
|BETA - Beta coefficient|||||
|BBANDS - Bollinger Bands®||`BollingerBands`|||
|CHAND - Chandelier Exit||`GetChandelier`|||
|CRSI - Connor RSI||`GetConnorsRsi`|||
|ATRSTOP - ATR Trailing Stop ||GetAtrStop|||
|BBANDS - Bollinger Bands®||BollingerBands|||
|CHAND - Chandelier Exit||GetChandelier|||
|CRSI - Connor RSI||GetConnorsRsi|||
|CVI - Chaikins Volatility|||||
|DON - Donchian Channels||`GetDonchian`|||
|FCB - Fractal Chaos Bands||`GetFcb`|||
|DON - Donchian Channels||GetDonchian|||
|FCB - Fractal Chaos Bands||GetFcb|||
|FISHER - Fisher Transform|||||
|HV - Historical Volatility|||||
|ICH - Ichimoku Cloud||`GetIchimoku`|||
|KEL - Keltner Channels||`GetKeltner`|||
|NATR - Normalized Average True Range||`GetAtr`|||
|ICH - Ichimoku Cloud||GetIchimoku|||
|KEL - Keltner Channels||GetKeltner|||
|NATR - Normalized Average True Range||GetAtr|||
|CHN - Price Channel Indicator|||||
|RSI - Relative Strength Index||`GetRsi`|||
|SAR - Parabolic Stop and Reverse||`GetParabolicSar`|||
|SRSI - Stochastic RSI||`GetStochRsi`|||
|STARC - Starc Bands||`GetStarcBands`|||
|RSI - Relative Strength Index||GetRsi|||
|SAR - Parabolic Stop and Reverse||GetParabolicSar|||
|SRSI - Stochastic RSI||GetStochRsi|||
|STARC - Starc Bands||GetStarcBands|||
|TR - True Range|||||
|UI - Ulcer Index||`GetUlcerIndex`|||
|VSTOP - Volatility Stop||`GetVolatilityStop`|||
|UI - Ulcer Index||GetUlcerIndex|||
|VSTOP - Volatility Stop||GetVolatilityStop|||
|<br>||||
|**MOMENTUM INDICATORS & OSCILLATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|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`||
|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`|||
|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`|||
|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`|||
|GATOR - Gator oscillator||GetGator|||
|HURST - Hurst Exponent||GetHurst|||
|KRI - Kairi Relative Index|||||
|KVO - Klinger Volume Oscillator||`GetKvo`||||
|MFI - Money Flow Index||`GetMfi`|||
|KVO - Klinger Volume Oscillator||GetKvo||||
|MFI - Money Flow Index||GetMfi|||
|MOM - Momentum|||||
|NVI - Negative Volume Index|||||
|PO - Price Oscillator|||||
|PPO - Percentage Price Oscillator|||||
|PMO - Price Momentum Oscillator||`GetPmo`|||
|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||GetWillia`msR`|||
|WGAT - Williams Alligator||`GetAlligator`|||
|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|||
|<br>||||
|**VOLUME INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|AOBV - Archer On-Balance Volume|||||
|CMF - Chaikin Money Flow||`GetCmf`|||
|CMF - Chaikin Money Flow||GetCmf|||
|EOM - Ease of Movement|||||
|KVO - Klinger Volume Oscilaltor|||||
|OBV - On-Balance Volume||`GetObv`|||
|PRS - Price Relative Strength||`GetPrs`|||
|OBV - On-Balance Volume||GetObv|||
|PRS - Price Relative Strength||`GetPrs|||
|PVOL - Price-Volume|||||
|PVO - Percentage Volume Oscillator||`GetPvo`|||
|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`||||
|VWAP - Volume Weighted Average Price||GetVwap|||
|VWMA - Volume Weighted Moving Average||GetVwma||||