new indicators

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Miha Kralj
2024-11-03 18:16:42 -08:00
parent 4f2772f130
commit 5d086a1473
23 changed files with 2100 additions and 201 deletions
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# Indicators in QuanTAlib
| **Category** | **Status** | **Completion** |
|--------------|:----------:|:--------------:|
| Basic Transforms | 6 of 6 | 100% |
| Averages & Trends | 33 of 33 | 100% |
| Momentum | 17 of 17 | 100% |
| Oscillators | 11 of 29 | 38% |
| Momentum | 16 of 16 | 100% |
| Oscillators | 20 of 29 | 69% |
| Volatility | 24 of 35 | 69% |
| Volume | 15 of 19 | 79% |
| Numerical Analysis | 13 of 19 | 68% |
| Errors | 16 of 16 | 100% |
| **Total** | **135 of 174** | **78%** |
| **Total** | **143 of 173** | **83%** |
|Technical Indicator Name| Class Name|
|-----------|:----------:|
@@ -71,7 +69,6 @@
|PPO - Percentage Price Oscillator|`Ppo`|
|PRS - Price Relative Strength|`Prs`|
|ROC - Rate of Change|`Roc`|
|TSI - True Strength Index|`Tsi`|
|TRIX - 1-day ROC of TEMA|`Trix`|
|VEL - Jurik Signal Velocity|`Vel`|
|VORTEX* - Vortex Indicator (VI+, VI-)|`Vortex`|
@@ -85,8 +82,8 @@
|CMO - Chande Momentum Oscillator|`Cmo`|
|CHOP - Choppiness Index|`Chop`|
|COG - Ehler's Center of Gravity|`Cog`|
|🚧 COPPOCK - Coppock Curve|`Coppock`|
|🚧 CRSI - Connor RSI|`Crsi`|
|COPPOCK - Coppock Curve|`Coppock`|
|CRSI - Connor RSI|`Crsi`|
|🚧 CTI - Ehler's Correlation Trend Indicator|`Cti`|
|🚧 DOSC - Derivative Oscillator|`Dosc`|
|🚧 EFI - Elder Ray's Force Index|`Efi`|
@@ -98,13 +95,13 @@
|RSI - Relative Strength Index|`Rsi`|
|RSX - Jurik Trend Strength Index|`Rsx`|
|🚧 RVGI* - Relative Vigor Index (RVGI, Signal)|`Rvgi`|
|🚧 SMI - Stochastic Momentum Index|`Smi`|
|🚧 SRSI* - Stochastic RSI (SRSI, Signal)|`Srsi`|
|🚧 STC - Schaff Trend Cycle|`Stc`|
|🚧 STOCH* - Stochastic Oscillator (%K, %D)|`Stoch`|
|🚧 TSI - True Strength Index|`Tsi`|
|🚧 UO - Ultimate Oscillator|`Uo`|
|🚧 WILLR - Larry Williams' %R|`Willr`|
|SMI - Stochastic Momentum Index|`Smi`|
|SRSI* - Stochastic RSI (SRSI, Signal)|`Srsi`|
|STC - Schaff Trend Cycle|`Stc`|
|STOCH* - Stochastic Oscillator (%K, %D)|`Stoch`|
|TSI - True Strength Index|`Tsi`|
|UO - Ultimate Oscillator|`Uo`|
|WILLR - Larry Williams' %R|`Willr`|
|**VOLATILITY INDICATORS**||
|ADR - Average Daily Range|`Adr`|
|AP - Andrew's Pitchfork|`Ap`|
@@ -122,7 +119,7 @@
|GKV - Garman-Klass Volatility|`Gkv`|
|HLV - High-Low Volatility|`Hlv`|
|HV - Historical Volatility|`Hv`|
|🚧 ICH* - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)|`Ich`|
|🚧 ICH* - Ichimoku Cloud (Conversion, Base, Span A, Span B, Lagging Span)|`Ich`|
|JVOLTY - Jurik Volatility|`Jvolty`|
|🚧 KC* - Keltner Channels (Upper, Middle, Lower)|`Kc`|
|🚧 NATR - Normalized Average True Range|`Natr`|