Add TTM Scalper indicator implementation in C# and Pine Script; update Blma class for average calculation; remove missing indicators report and oscillator docs rewrite plans.

This commit is contained in:
Miha Kralj
2026-02-16 21:26:44 -08:00
parent b3a64f18fa
commit 63ae2c9ab2
68 changed files with 16069 additions and 587 deletions
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@@ -9,18 +9,18 @@ QuanTAlib provides technical indicators organized into mathematical families. Un
| [**Trends (FIR)**](../lib/trends_FIR/_index.md) | Trend direction via finite impulse response filters | SMA, WMA, ALMA, HMA, LSMA | Trend identification with predictable lag and finite memory. Output depends only on a fixed window of past prices. |
| [**Trends (IIR)**](../lib/trends_IIR/_index.md) | Trend direction via infinite impulse response filters | EMA, DEMA, TEMA, JMA, KAMA, MAMA | Trend identification with recursive calculation and theoretically infinite memory. More responsive per unit of smoothness. |
| [**Filters**](../lib/filters/_index.md) | Signal processing filters for noise reduction | Bessel, Butterworth, Super Smoother | Removing noise while preserving trend structure. Designed by engineers, borrowed by traders. |
| [**Oscillators**](../lib/oscillators/_index.md) | Cyclical movement around a baseline | RSI, MACD, AO, UltOsc | Identifying overbought/oversold conditions and potential reversals. Bounded indicators that oscillate. |
| [**Oscillators**](../lib/oscillators/_index.md) | Cyclical movement around a baseline | Stochastic, Fisher, UltOsc, Williams %R | Identifying overbought/oversold conditions and potential reversals. Bounded indicators that oscillate. |
| [**Dynamics**](../lib/dynamics/_index.md) | Trend strength and structural changes | ADX, Aroon, SuperTrend, Chop | Determining market regime (trending vs ranging) and measuring trend conviction. |
| [**Momentum**](../lib/momentum/_index.md) | Speed and magnitude of price changes | Momentum, ROC, Velocity | Measuring acceleration or deceleration in price. First derivative territory. |
| [**Volatility**](../lib/volatility/_index.md) | Size and variability of price movements | ATR, StdDev, Bollinger Bands | Position sizing, stop-loss placement, regime identification. How much prices move matters as much as direction. |
| [**Volume**](../lib/volume/_index.md) | Trading activity and price-volume relationships | OBV, VWAP, A/D | Confirming price movements with participation. Volume validates or contradicts price action. |
| [**Channels**](../lib/channels/_index.md) | Price boundaries and range definitions | Donchian, Keltner, Bollinger | Breakout strategies and range-bound trading. Defining "normal" so abnormal becomes visible. |
| [**Momentum**](../lib/momentum/_index.md) | Speed and magnitude of price changes | ROC, RSI, MACD, CMO | Measuring acceleration or deceleration in price. First derivative territory. |
| [**Volatility**](../lib/volatility/_index.md) | Size and variability of price movements | ATR, StdDev, HV, YZV | Position sizing, stop-loss placement, regime identification. How much prices move matters as much as direction. |
| [**Volume**](../lib/volume/_index.md) | Trading activity and price-volume relationships | OBV, VWAP, MFI, CMF | Confirming price movements with participation. Volume validates or contradicts price action. |
| [**Channels**](../lib/channels/_index.md) | Price boundaries and range definitions | Bollinger, Keltner, Donchian | Breakout strategies and range-bound trading. Defining "normal" so abnormal becomes visible. |
| [**Statistics**](../lib/statistics/_index.md) | Mathematical relationships between price series | Correlation, Covariance, Beta, Z-Score | Portfolio analysis, pairs trading, statistical arbitrage. Quantitative analysis beyond single instruments. |
| [**Numerics**](../lib/numerics/_index.md) | Mathematical transformations and signal processing | Convolution, Integration, Differentiation | Custom indicator development and advanced signal processing. Building blocks for novel indicators. |
| [**Errors**](../lib/errors/_index.md) | Measurement accuracy and model fit quality | MAE, RMSE, Residuals, R² | Model validation and forecast assessment. Quantifying wrongness before production quantifies losses. |
| [**Forecasts**](../lib/forecasts/_index.md) | Future price prediction and projection | Linear regression extrapolation, adaptive prediction | Projecting price based on historical patterns. Predictions that invite humility. |
| [**Cycles**](../lib/cycles/_index.md) | Periodic patterns and dominant frequencies | Hilbert Transform, Dominant Cycle | Identifying cyclical market behavior. Markets exhibit cycles; detecting them reliably remains hard. |
| [**Reversals**](../lib/reversals/_index.md) | Turning points and stop levels | Pivot Points, PSAR, Chande Kroll Stop | Identifying potential trend reversals, computing adaptive stops, and defining support/resistance. |
| [**Numerics**](../lib/numerics/_index.md) | Mathematical transformations and signal processing | Slope, Accel, Normalize, Sigmoid | Custom indicator development and advanced signal processing. Building blocks for novel indicators. |
| [**Errors**](../lib/errors/_index.md) | Measurement accuracy and model fit quality | MAE, RMSE, R², Huber | Model validation and forecast assessment. Quantifying wrongness before production quantifies losses. |
| [**Forecasts**](../lib/forecasts/_index.md) | Future price prediction and projection | AFIRMA | Projecting price based on historical patterns. Predictions that invite humility. |
| [**Cycles**](../lib/cycles/_index.md) | Periodic patterns and dominant frequencies | Hilbert Transform, EBSW, STC | Identifying cyclical market behavior. Markets exhibit cycles; detecting them reliably remains hard. |
| [**Reversals**](../lib/reversals/_index.md) | Turning points and stop levels | Pivot Points, PSAR, Chandelier, Swings | Identifying potential trend reversals, computing adaptive stops, and defining support/resistance. |
## Selection by Experience Level
@@ -47,7 +47,7 @@ Finite Impulse Response filters. Output depends only on a fixed window of inputs
| [**HAMMA**](../lib/trends_FIR/hamma/Hamma.md) | Hamming Weighted MA | Spectral analysis window |
| [**HANMA**](../lib/trends_FIR/hanma/Hanma.md) | Hanning Weighted MA | Cosine-based window |
| [**HMA**](../lib/trends_FIR/hma/Hma.md) | Hull MA | Reduced lag via WMA differencing |
| [**HWMA**](../lib/trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing |
| [**HWMA**](../lib/trends_FIR/hwma/Hwma.md) | Henderson Weighted MA | Henderson curve smoothing |
| [**LSMA**](../lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Linear regression endpoint |
| [**PWMA**](../lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Binomial coefficient weights |
| [**SGMA**](../lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Polynomial smoothing |
@@ -71,18 +71,20 @@ Infinite Impulse Response filters. Output depends on current input and past outp
| [**JMA**](../lib/trends_IIR/jma/Jma.md) | Jurik MA | Adaptive, low-lag, proprietary algorithm |
| [**KAMA**](../lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Efficiency ratio adaptation |
| [**MAMA**](../lib/trends_IIR/mama/Mama.md) | MESA Adaptive MA | Homodyne discriminator based |
| [**MMA**](../lib/trends_IIR/mma/Mma.md) | Modified MA | Smoothed EMA variant |
| [**MGDI**](../lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic | Market-speed tracking |
| [**MMA**](../lib/trends_IIR/mma/Mma.md) | Modified MA | Smoothed EMA variant |
| [**QEMA**](../lib/trends_IIR/qema/Qema.md) | Quad Exponential MA | Four-stage exponential |
| [**RGMA**](../lib/trends_IIR/rgma/Rgma.md) | Recursive Gaussian MA | Gaussian approximation |
| [**REMA**](../lib/trends_IIR/rema/Rema.md) | Regularized Exponential MA | Regularization for stability |
| [**RGMA**](../lib/trends_IIR/rgma/Rgma.md) | Recursive Gaussian MA | Gaussian approximation |
| [**RMA**](../lib/trends_IIR/rma/Rma.md) | WildeR MA | Wilder's smoothing (1/n decay) |
| [**T3**](../lib/trends_IIR/t3/T3.md) | Tillson T3 MA | Six-stage DEMA variant |
| [**TEMA**](../lib/trends_IIR/tema/Tema.md) | Triple Exponential MA | Three-stage lag reduction |
| [**VAMA**](../lib/trends_IIR/vama/Vama.md) | Volatility Adjusted MA | ATR-based adaptation |
| [**VIDYA**](../lib/trends_IIR/vidya/Vidya.md) | Variable Index Dynamic | CMO-based adaptation |
| [**YZVAMA**](../lib/trends_IIR/yzvama/Yzvama.md) | Yang-Zhang Vol Adjusted | YZ volatility adaptation |
| [**YZVAMA**](../lib/trends_IIR/yzvama/Yzvama.md) | Yang-Zhang Vol Adjusted MA | YZ volatility adaptation |
| [**ZLDEMA**](../lib/trends_IIR/zldema/Zldema.md) | Zero-Lag Double Exponential MA | Momentum-compensated DEMA |
| [**ZLEMA**](../lib/trends_IIR/zlema/Zlema.md) | Zero-Lag Exponential MA | Momentum-compensated EMA |
| [**ZLTEMA**](../lib/trends_IIR/zltema/Zltema.md) | Zero-Lag Triple Exponential MA | Momentum-compensated TEMA |
### Filters
@@ -94,9 +96,20 @@ Signal processing filters adapted for financial time series. Designed to separat
| [**BILATERAL**](../lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing |
| [**BPF**](../lib/filters/bpf/Bpf.md) | BandPass Filter | Frequency band isolation |
| [**BUTTER**](../lib/filters/butter/Butter.md) | Butterworth Filter | Maximally flat passband |
| [**CHEBY1**](../lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper rolloff with ripple |
| [**CHEBY1**](../lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper rolloff with passband ripple |
| [**CHEBY2**](../lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Steeper rolloff with stopband ripple |
| [**ELLIPTIC**](../lib/filters/elliptic/Elliptic.md) | Elliptic (Cauer) Filter | Sharpest transition, both band ripple |
| [**GAUSS**](../lib/filters/gauss/Gauss.md) | Gaussian Filter | No overshoot, smooth response |
| [**HANN**](../lib/filters/hann/Hann.md) | Hann Filter | Raised cosine window filter |
| [**HP**](../lib/filters/hp/Hp.md) | Hodrick-Prescott Filter | Trend-cycle decomposition |
| [**HPF**](../lib/filters/hpf/Hpf.md) | High Pass Filter | Ehlers high-pass design |
| [**KALMAN**](../lib/filters/kalman/Kalman.md) | Kalman Filter | Optimal recursive estimation |
| [**LOESS**](../lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression |
| [**NOTCH**](../lib/filters/notch/Notch.md) | Notch Filter | Single frequency rejection |
| [**SGF**](../lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Polynomial least-squares fitting |
| [**SSF**](../lib/filters/ssf/Ssf.md) | Super Smooth Filter | Ehlers two-pole design |
| [**USF**](../lib/filters/usf/Usf.md) | Ultimate Smoother | Ehlers high-fidelity filter |
| [**WIENER**](../lib/filters/wiener/Wiener.md) | Wiener Filter | Minimum mean-square error denoising |
### Oscillators
@@ -120,10 +133,8 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
| [**STOCHF**](../lib/oscillators/stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic (%K/%D, SMA smoothing only) |
| [**STOCHRSI**](../lib/oscillators/stochrsi/Stochrsi.md) | Stochastic RSI | Stochastic applied to RSI (%K/%D) |
| [**TRIX**](../lib/oscillators/trix/Trix.md) | Triple Exponential Average | ROC of triple-smoothed EMA |
| [**MACD**](../lib/momentum/macd/Macd.md) | MACD | EMA crossover system |
| [**RSI**](../lib/momentum/rsi/Rsi.md) | Relative Strength Index | Bounded 0-100 momentum |
| [**ULTOSC**](../lib/oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Multi-timeframe weighted |
| [**TTM_WAVE**](../lib/oscillators/ttm_wave/TtmWave.md) | TTM Wave | Fibonacci-period MACD composite (A/B/C waves) |
| [**ULTOSC**](../lib/oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Multi-timeframe weighted buying pressure |
| [**WILLR**](../lib/oscillators/willr/Willr.md) | Williams %R | Inverse Stochastic (-100 to 0) |
### Dynamics
@@ -134,12 +145,22 @@ Indicators measuring trend strength, regime, and directional movement quality.
| :-------- | :-------- | :---- |
| [**ADX**](../lib/dynamics/adx/Adx.md) | Average Directional Index | Trend strength 0-100 |
| [**ADXR**](../lib/dynamics/adxr/Adxr.md) | ADX Rating | Smoothed ADX |
| [**ALLIGATOR**](../lib/dynamics/alligator/Alligator.md) | Williams Alligator | Three displaced SMAs for trend detection |
| [**AMAT**](../lib/dynamics/amat/Amat.md) | Archer MA Trends | MA-based trend detection |
| [**AROON**](../lib/dynamics/aroon/Aroon.md) | Aroon | High/low recency |
| [**AROONOSC**](../lib/dynamics/aroonosc/AroonOsc.md) | Aroon Oscillator | Aroon Up minus Down |
| [**CHOP**](../lib/dynamics/chop/Chop.md) | Choppiness Index | ATR sum vs range; trending vs choppy |
| [**DMX**](../lib/dynamics/dmx/Dmx.md) | Jurik DMX | Enhanced directional movement |
| [**DX**](../lib/dynamics/dx/Dx.md) | Directional Movement Index | Raw directional strength |
| [**HT_TRENDMODE**](../lib/dynamics/ht_trendmode/HtTrendmode.md) | Hilbert Transform Trend Mode | Cycle vs trend regime detection |
| [**ICHIMOKU**](../lib/dynamics/ichimoku/Ichimoku.md) | Ichimoku Cloud | Multi-component trend system |
| [**IMI**](../lib/dynamics/imi/Imi.md) | Intraday Momentum Index | Candlestick-based momentum |
| [**IMPULSE**](../lib/dynamics/impulse/Impulse.md) | Elder Impulse System | EMA + MACD-H trend/momentum fusion |
| [**QSTICK**](../lib/dynamics/qstick/Qstick.md) | Qstick | Average close-open difference |
| [**SUPER**](../lib/dynamics/super/Super.md) | SuperTrend | ATR-based trend bands |
| [**TTM_SQUEEZE**](../lib/dynamics/ttm_squeeze/TtmSqueeze.md) | TTM Squeeze | BB inside KC squeeze with momentum |
| [**TTM_TREND**](../lib/dynamics/ttm_trend/TtmTrend.md) | TTM Trend | Bar coloring by close vs midline |
| [**VORTEX**](../lib/dynamics/vortex/Vortex.md) | Vortex Indicator | Uptrend/downtrend movement comparison |
### Momentum
@@ -148,11 +169,18 @@ Rate of change and velocity measurements. First derivatives of price.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**BOP**](../lib/momentum/bop/Bop.md) | Balance of Power | Close position in range |
| [**CCI**](../lib/momentum/cci/Cci.md) | Commodity Channel Index | Mean deviation normalized |
| [**CFB**](../lib/momentum/cfb/Cfb.md) | Composite Fractal Behavior | Jurik fractal momentum |
| [**CMO**](../lib/momentum/cmo/Cmo.md) | Chande Momentum Oscillator | Up/down ratio oscillator |
| [**MACD**](../lib/momentum/macd/Macd.md) | Moving Average Convergence Divergence | EMA crossover system |
| [**MOM**](../lib/momentum/mom/Mom.md) | Momentum | Raw price difference over N periods |
| [**PMO**](../lib/momentum/pmo/Pmo.md) | Price Momentum Oscillator | Double-smoothed ROC |
| [**PPO**](../lib/momentum/ppo/Ppo.md) | Percentage Price Oscillator | Percentage EMA difference |
| [**PRS**](../lib/momentum/prs/Prs.md) | Price Relative Strength | Dual-input ratio comparison |
| [**ROC**](../lib/momentum/roc/Roc.md) | Rate of Change | Absolute price change over N periods |
| [**ROCP**](../lib/momentum/rocp/Rocp.md) | Rate of Change Percentage | Percentage price change over N periods |
| [**ROCR**](../lib/momentum/rocr/Rocr.md) | Rate of Change Ratio | Price ratio over N periods |
| [**PRS**](../lib/momentum/prs/Prs.md) | Price Relative Strength | Dual-input ratio comparison |
| [**RSI**](../lib/momentum/rsi/Rsi.md) | Relative Strength Index | Bounded 0-100 momentum |
| [**RSX**](../lib/momentum/rsx/Rsx.md) | Jurik RSX | Smoothed RSI variant |
| [**TSI**](../lib/momentum/tsi/Tsi.md) | True Strength Index | Double-smoothed momentum oscillator |
| [**VEL**](../lib/momentum/vel/Vel.md) | Jurik Velocity | Adaptive velocity |
@@ -165,7 +193,30 @@ Measures of price variability and range. Essential for position sizing and stop
| :-------- | :-------- | :---- |
| [**ADR**](../lib/volatility/adr/Adr.md) | Average Daily Range | Simple range averaging |
| [**ATR**](../lib/volatility/atr/Atr.md) | Average True Range | Gap-adjusted range |
| [**ATRP**](../lib/volatility/atrp/Atrp.md) | ATR Percent | Normalized ATR |
| [**ATRN**](../lib/volatility/atrn/Atrn.md) | ATR Normalized | ATR scaled to [0,1] |
| [**ATRP**](../lib/volatility/atrp/Atrp.md) | ATR Percent | Percentage-based ATR |
| [**BBW**](../lib/volatility/bbw/Bbw.md) | Bollinger Band Width | Band width as percentage of middle band |
| [**BBWN**](../lib/volatility/bbwn/Bbwn.md) | BB Width Normalized | Band width normalized to [0,1] |
| [**BBWP**](../lib/volatility/bbwp/Bbwp.md) | BB Width Percentile | Band width historical percentile |
| [**CCV**](../lib/volatility/ccv/Ccv.md) | Close-to-Close Volatility | Log-return standard deviation |
| [**CV**](../lib/volatility/cv/Cv.md) | Coefficient of Variation | StdDev / Mean ratio |
| [**CVI**](../lib/volatility/cvi/Cvi.md) | Chaikin Volatility | EMA change of H-L range |
| [**EWMA**](../lib/volatility/ewma/Ewma.md) | EWMA Volatility | Exponentially weighted variance |
| [**GKV**](../lib/volatility/gkv/Gkv.md) | Garman-Klass Volatility | OHLC-based efficiency estimator |
| [**HLV**](../lib/volatility/hlv/Hlv.md) | High-Low Volatility | Parkinson range-based estimator |
| [**HV**](../lib/volatility/hv/Hv.md) | Historical Volatility | Annualized log-return StdDev |
| [**JVOLTY**](../lib/volatility/jvolty/Jvolty.md) | Jurik Volatility | Adaptive volatility measure |
| [**JVOLTYN**](../lib/volatility/jvoltyn/Jvoltyn.md) | Jurik Volatility Normalized | Jurik volatility scaled to [0,100] |
| [**MASSI**](../lib/volatility/massi/Massi.md) | Mass Index | EMA ratio of H-L range |
| [**NATR**](../lib/volatility/natr/Natr.md) | Normalized ATR | ATR as percentage of close |
| [**RSV**](../lib/volatility/rsv/Rsv.md) | Rogers-Satchell Volatility | Drift-independent OHLC estimator |
| [**RV**](../lib/volatility/rv/Rv.md) | Realized Volatility | Sum of squared returns |
| [**RVI**](../lib/volatility/rvi/Rvi.md) | Relative Volatility Index | RSI applied to StdDev |
| [**TR**](../lib/volatility/tr/Tr.md) | True Range | Max(H-L, H-prevC, prevC-L) |
| [**UI**](../lib/volatility/ui/Ui.md) | Ulcer Index | Downside deviation from highs |
| [**VOV**](../lib/volatility/vov/Vov.md) | Volatility of Volatility | Second-order volatility |
| [**VR**](../lib/volatility/vr/Vr.md) | Volatility Ratio | ATR-relative true range |
| [**YZV**](../lib/volatility/yzv/Yzv.md) | Yang-Zhang Volatility | Optimal OHLC estimator |
### Volume
@@ -173,13 +224,32 @@ Price-volume relationships and accumulation/distribution measurements.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ADL**](../lib/volume/adl/Adl.md) | Accumulation/Distribution | Volume-weighted close position |
| [**ADOSC**](../lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | ADL momentum |
| [**ADL**](../lib/volume/adl/Adl.md) | Accumulation/Distribution Line | Volume-weighted close position |
| [**ADOSC**](../lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | ADL momentum (fast EMA - slow EMA) |
| [**AOBV**](../lib/volume/aobv/Aobv.md) | Archer On-Balance Volume | OBV with signal line |
| [**CMF**](../lib/volume/cmf/Cmf.md) | Chaikin Money Flow | Volume-weighted close position over period |
| [**EFI**](../lib/volume/efi/Efi.md) | Elder's Force Index | Price change × volume |
| [**EOM**](../lib/volume/eom/Eom.md) | Ease of Movement | Price movement per unit volume |
| [**III**](../lib/volume/iii/Iii.md) | Intraday Intensity Index | Close position within H-L × volume |
| [**KVO**](../lib/volume/kvo/Kvo.md) | Klinger Volume Oscillator | Trend-volume force oscillator |
| [**MFI**](../lib/volume/mfi/Mfi.md) | Money Flow Index | Volume-weighted RSI |
| [**NVI**](../lib/volume/nvi/Nvi.md) | Negative Volume Index | Cumulative on low-volume days |
| [**OBV**](../lib/volume/obv/Obv.md) | On Balance Volume | Cumulative signed volume |
| [**PVD**](../lib/volume/pvd/Pvd.md) | Price Volume Divergence | Price-volume correlation divergence |
| [**PVI**](../lib/volume/pvi/Pvi.md) | Positive Volume Index | Cumulative on high-volume days |
| [**PVO**](../lib/volume/pvo/Pvo.md) | Percentage Volume Oscillator | Percentage volume MA difference |
| [**PVR**](../lib/volume/pvr/Pvr.md) | Price Volume Rank | Categorical price-volume classification |
| [**PVT**](../lib/volume/pvt/Pvt.md) | Price Volume Trend | ROC-weighted cumulative volume |
| [**TVI**](../lib/volume/tvi/Tvi.md) | Trade Volume Index | Tick-direction cumulative volume |
| [**TWAP**](../lib/volume/twap/Twap.md) | Time Weighted Average Price | Time-equal-weighted price average |
| [**VA**](../lib/volume/va/Va.md) | Volume Accumulation | Cumulative volume by close position |
| [**VF**](../lib/volume/vf/Vf.md) | Volume Force | EMA-smoothed price-volume force |
| [**VO**](../lib/volume/vo/Vo.md) | Volume Oscillator | Short vs long volume MA difference |
| [**VROC**](../lib/volume/vroc/Vroc.md) | Volume Rate of Change | Volume change over lookback period |
| [**VWAD**](../lib/volume/vwad/Vwad.md) | Volume Weighted A/D | Close-position cumulative volume |
| [**VWAP**](../lib/volume/vwap/Vwap.md) | Volume Weighted Average Price | Price × volume / total volume |
| [**VWMA**](../lib/volume/vwma/Vwma.md) | Volume Weighted MA | Volume-weighted moving average |
| [**WAD**](../lib/volume/wad/Wad.md) | Williams A/D | True range-based accumulation |
### Channels
@@ -189,17 +259,27 @@ Price envelope and boundary indicators for breakout and mean-reversion strategie
| :-------- | :-------- | :---- |
| [**ABBER**](../lib/channels/abber/abber.md) | Aberration Bands | Statistical deviation bands |
| [**ACCBANDS**](../lib/channels/accbands/accbands.md) | Acceleration Bands | Volatility-adjusted envelope |
| [**APCHANNEL**](../lib/channels/apchannel/apchannel.md) | Andrews' Pitchfork | Three-line channel from pivot points |
| [**APZ**](../lib/channels/apz/apz.md) | Adaptive Price Zone | EMA-based volatility zone |
| [**ATRBANDS**](../lib/channels/atrbands/Atrbands.md) | ATR Bands | ATR-based envelope around price |
| [**BBANDS**](../lib/channels/bbands/Bbands.md) | Bollinger Bands | SMA ± StdDev bands |
| [**DCHANNEL**](../lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest-high / lowest-low breakout bands |
| [**DECAYCHANNEL**](../lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponential decay toward midpoint |
| [**FCB**](../lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Williams fractal-based support/resistance |
| [**JBANDS**](../lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | Snap-to-extreme, decay-to-price volatility bands |
| [**JBANDS**](../lib/channels/jbands/Jbands.md) | Jurik Adaptive Bands | Snap-to-extreme, decay-to-price volatility bands |
| [**KCHANNEL**](../lib/channels/kchannel/kchannel.md) | Keltner Channel | EMA with ATR bands; smoother than Bollinger |
| [**MAENV**](../lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around selectable MA type |
| [**MMCHANNEL**](../lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low; O(1) monotonic deques |
| [**PCHANNEL**](../lib/channels/pchannel/pchannel.md) | Price Channel | Highest high / lowest low; identical to Donchian |
| [**REGCHANNEL**](../lib/channels/regchannel/regchannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands |
| [**SDCHANNEL**](../lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | Moving average with standard deviation bands |
| [**STARCHANNEL**](../lib/channels/starchannel/starchannel.md) | Stoller Average Range Channel | SMA with ATR bands; similar to Keltner but uses SMA |
| [**MAENV**](../lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around selectable MA |
| [**MMCHANNEL**](../lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low |
| [**PCHANNEL**](../lib/channels/pchannel/pchannel.md) | Price Channel | Highest high / lowest low with midline |
| [**REGCHANNEL**](../lib/channels/regchannel/regchannel.md) | Regression Channel | Linear regression with StdDev bands |
| [**SDCHANNEL**](../lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | MA with standard deviation bands |
| [**STARCHANNEL**](../lib/channels/starchannel/starchannel.md) | Stoller Average Range Channel | SMA with ATR bands |
| [**STBANDS**](../lib/channels/stbands/Stbands.md) | Super Trend Bands | ATR-based SuperTrend envelope |
| [**TTM_LRC**](../lib/channels/ttm_lrc/TtmLrc.md) | TTM Linear Regression Channel | John Carter's regression channel |
| [**UBANDS**](../lib/channels/ubands/Ubands.md) | Ultimate Bands | Ehlers bandpass-based bands |
| [**UCHANNEL**](../lib/channels/uchannel/Uchannel.md) | Ultimate Channel | Ehlers smoothed channel |
| [**VWAPBANDS**](../lib/channels/vwapbands/Vwapbands.md) | VWAP Bands | VWAP with StdDev bands |
| [**VWAPSD**](../lib/channels/vwapsd/Vwapsd.md) | VWAP StdDev Bands | VWAP with standard deviation envelopes |
### Statistics
@@ -207,33 +287,36 @@ Mathematical and statistical computations on price series.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ACF**](../lib/statistics/acf/Acf.md) | Autocorrelation Function | Lagged self-correlation |
| [**BETA**](../lib/statistics/beta/Beta.md) | Beta Coefficient | Systematic risk measure |
| [**BIAS**](../lib/statistics/bias/Bias.md) | Bias | Percentage deviation from SMA |
| [**COINTEGRATION**](../lib/statistics/cointegration/Cointegration.md) | Cointegration | Engle-Granger two-step method with ADF test |
| [**CORRELATION**](../lib/statistics/correlation/Correlation.md) | Pearson Correlation | Linear relationship between two series [-1, +1] |
| [**CMA**](../lib/statistics/cma/Cma.md) | Cumulative Moving Average | Expanding window average |
| [**COVARIANCE**](../lib/statistics/covariance/Covariance.md) | Covariance | Joint variability |
| [**ENTROPY**](../lib/statistics/entropy/Entropy.md) | Shannon Entropy | Normalized information entropy via histogram binning |
| [**GEOMEAN**](../lib/statistics/geomean/Geomean.md) | Geometric Mean | Rolling geometric mean via log-sum approach |
| [**HARMEAN**](../lib/statistics/harmean/Harmean.md) | Harmonic Mean | Rolling harmonic mean via reciprocal-sum approach |
| [**HURST**](../lib/statistics/hurst/Hurst.md) | Hurst Exponent | Long-range dependence via Rescaled Range (R/S) analysis |
| [**IQR**](../lib/statistics/iqr/Iqr.md) | Interquartile Range | Robust dispersion measure (Q3 - Q1) |
| [**JB**](../lib/statistics/jb/Jb.md) | Jarque-Bera Test | Normality test combining skewness and kurtosis |
| [**KENDALL**](../lib/statistics/kendall/Kendall.md) | Kendall Tau-a | Rank-based ordinal association [-1, +1] |
| [**GRANGER**](../lib/statistics/granger/Granger.md) | Granger Causality | F-statistic testing if X helps predict Y |
| [**LINREG**](../lib/statistics/linreg/LinReg.md) | Linear Regression | Best-fit line |
| [**COINTEGRATION**](../lib/statistics/cointegration/Cointegration.md) | Cointegration | Engle-Granger two-step with ADF test |
| [**CORRELATION**](../lib/statistics/correlation/Correlation.md) | Pearson Correlation | Linear relationship [-1, +1] |
| [**COVARIANCE**](../lib/statistics/covariance/Covariance.md) | Covariance | Joint variability measure |
| [**ENTROPY**](../lib/statistics/entropy/Entropy.md) | Shannon Entropy | Information content via histogram binning |
| [**GEOMEAN**](../lib/statistics/geomean/Geomean.md) | Geometric Mean | Rolling geometric mean via log-sum |
| [**GRANGER**](../lib/statistics/granger/Granger.md) | Granger Causality | F-statistic testing if X predicts Y |
| [**HARMEAN**](../lib/statistics/harmean/Harmean.md) | Harmonic Mean | Rolling harmonic mean via reciprocal-sum |
| [**HURST**](../lib/statistics/hurst/Hurst.md) | Hurst Exponent | Long-range dependence via R/S analysis |
| [**IQR**](../lib/statistics/iqr/Iqr.md) | Interquartile Range | Robust dispersion (Q3 - Q1) |
| [**JB**](../lib/statistics/jb/Jb.md) | Jarque-Bera Test | Normality test (skewness + kurtosis) |
| [**KENDALL**](../lib/statistics/kendall/Kendall.md) | Kendall Tau-a | Rank-based ordinal association |
| [**KURTOSIS**](../lib/statistics/kurtosis/Kurtosis.md) | Kurtosis | Fourth-moment tail heaviness |
| [**LINREG**](../lib/statistics/linreg/LinReg.md) | Linear Regression | Best-fit line via least squares |
| [**MEDIAN**](../lib/statistics/median/Median.md) | Rolling Median | 50th percentile |
| [**MODE**](../lib/statistics/mode/Mode.md) | Mode | Most frequent value in rolling window |
| [**KURTOSIS**](../lib/statistics/kurtosis/Kurtosis.md) | Kurtosis | Fourth-moment excess kurtosis (sample/population) |
| [**PERCENTILE**](../lib/statistics/percentile/Percentile.md) | Percentile | Value at given percentile via linear interpolation (PERCENTILE.INC) |
| [**QUANTILE**](../lib/statistics/quantile/Quantile.md) | Quantile | Value at given quantile (01) via linear interpolation |
| [**MODE**](../lib/statistics/mode/Mode.md) | Mode | Most frequent value in window |
| [**PACF**](../lib/statistics/pacf/Pacf.md) | Partial Autocorrelation | Direct correlation at lag k |
| [**PERCENTILE**](../lib/statistics/percentile/Percentile.md) | Percentile | Value at given percentile rank |
| [**QUANTILE**](../lib/statistics/quantile/Quantile.md) | Quantile | Value at given quantile (0-1) |
| [**SKEW**](../lib/statistics/skew/Skew.md) | Skewness | Distribution asymmetry |
| [**SPEARMAN**](../lib/statistics/spearman/Spearman.md) | Spearman Rank Correlation | Pearson on ranks; monotonic association [-1, +1] |
| [**SPEARMAN**](../lib/statistics/spearman/Spearman.md) | Spearman Rank Correlation | Monotonic association [-1, +1] |
| [**STDDEV**](../lib/statistics/stddev/StdDev.md) | Standard Deviation | Dispersion measure |
| [**SUM**](../lib/statistics/sum/Sum.md) | Rolling Sum | Windowed sum |
| [**THEIL**](../lib/statistics/theil/Theil.md) | Theil T Index | Information-theoretic inequality/concentration measure |
| [**THEIL**](../lib/statistics/theil/Theil.md) | Theil T Index | Information-theoretic inequality |
| [**VARIANCE**](../lib/statistics/variance/Variance.md) | Variance | Squared deviation |
| [**ZSCORE**](../lib/statistics/zscore/Zscore.md) | Z-Score | Population standard deviations from rolling mean |
| [**ZTEST**](../lib/statistics/ztest/Ztest.md) | Z-Test | One-sample t-statistic against hypothesized mean |
| [**ZSCORE**](../lib/statistics/zscore/Zscore.md) | Z-Score | Standard deviations from rolling mean |
| [**ZTEST**](../lib/statistics/ztest/Ztest.md) | Z-Test | One-sample t-statistic |
### Forecasts
@@ -249,8 +332,20 @@ Periodic pattern detection and dominant frequency extraction. Markets exhibit cy
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**HT_SINE**](../lib/cycles/ht_sine/HtSine.md) | Hilbert Transform SineWave | Dominant cycle phase with 45° lead signal |
| [**SSFDSP**](../lib/cycles/ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Dual Super Smoother Filter oscillator |
| [**CG**](../lib/cycles/cg/Cg.md) | Center of Gravity | Ehlers cycle measurement |
| [**DSP**](../lib/cycles/dsp/Dsp.md) | Detrended Synthetic Price | Cycle-isolated price component |
| [**EACP**](../lib/cycles/eacp/Eacp.md) | Autocorrelation Periodogram | Ehlers dominant cycle detection |
| [**EBSW**](../lib/cycles/ebsw/Ebsw.md) | Even Better Sinewave | Ehlers improved cycle indicator |
| [**HOMOD**](../lib/cycles/homod/Homod.md) | Homodyne Discriminator | Dominant cycle period tracking |
| [**HT_DCPERIOD**](../lib/cycles/ht_dcperiod/HtDcperiod.md) | HT Dominant Cycle Period | Hilbert Transform period estimation |
| [**HT_DCPHASE**](../lib/cycles/ht_dcphase/HtDcphase.md) | HT Dominant Cycle Phase | Hilbert Transform phase angle |
| [**HT_PHASOR**](../lib/cycles/ht_phasor/HtPhasor.md) | HT Phasor Components | In-phase and quadrature components |
| [**HT_SINE**](../lib/cycles/ht_sine/HtSine.md) | HT SineWave | Dominant cycle phase with lead signal |
| [**LUNAR**](../lib/cycles/lunar/Lunar.md) | Lunar Phase | Moon phase cycle |
| [**SINE**](../lib/cycles/sine/Sine.md) | Sine Wave | Periodic sine oscillation |
| [**SOLAR**](../lib/cycles/solar/Solar.md) | Solar Activity Cycle | Solar activity periodicity |
| [**SSFDSP**](../lib/cycles/ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Dual Super Smoother oscillator |
| [**STC**](../lib/cycles/stc/Stc.md) | Schaff Trend Cycle | MACD-based cycle oscillator |
### Numerics
@@ -258,20 +353,21 @@ Mathematical transformations and derivative indicators. Building blocks for anal
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ACCEL**](../lib/numerics/accel/Accel.md) | Acceleration (2nd Derivative) | Change in slope; momentum |
| [**CHANGE**](../lib/numerics/change/Change.md) | Percentage Change | Relative price movement (current - past) / past |
| [**EXPTRANS**](../lib/numerics/exptrans/Exptrans.md) | Exponential Transform | e^x transform for log-space reversal |
| [**HIGHEST**](../lib/numerics/highest/Highest.md) | Rolling Maximum | O(1) amortized via monotonic deque |
| [**ACCEL**](../lib/numerics/accel/Accel.md) | Acceleration (2nd Derivative) | Change in slope |
| [**CHANGE**](../lib/numerics/change/Change.md) | Percentage Change | Relative price movement |
| [**EXPTRANS**](../lib/numerics/exptrans/Exptrans.md) | Exponential Transform | e^x for log-space reversal |
| [**HIGHEST**](../lib/numerics/highest/Highest.md) | Rolling Maximum | O(1) via monotonic deque |
| [**JERK**](../lib/numerics/jerk/Jerk.md) | Jerk (3rd Derivative) | Change in acceleration |
| [**LINEARTRANS**](../lib/numerics/lineartrans/Lineartrans.md) | Linear Transform | y = ax + b scaling transformation |
| [**LINEARTRANS**](../lib/numerics/lineartrans/Lineartrans.md) | Linear Transform | y = ax + b scaling |
| [**LOGTRANS**](../lib/numerics/logtrans/Logtrans.md) | Logarithmic Transform | Natural log for percentage analysis |
| [**LOWEST**](../lib/numerics/lowest/Lowest.md) | Rolling Minimum | O(1) amortized via monotonic deque |
| [**LOWEST**](../lib/numerics/lowest/Lowest.md) | Rolling Minimum | O(1) via monotonic deque |
| [**MIDPOINT**](../lib/numerics/midpoint/Midpoint.md) | Rolling Midpoint | (Highest + Lowest) / 2 |
| [**NORMALIZE**](../lib/numerics/normalize/Normalize.md) | Min-Max Normalization | Scale to [0,1] via rolling min/max |
| [**RELU**](../lib/numerics/relu/Relu.md) | Rectified Linear Unit | max(0, x); activation function |
| [**SIGMOID**](../lib/numerics/sigmoid/Sigmoid.md) | Logistic Function | 1/(1+e^-x); bounded [0,1] transform |
| [**RELU**](../lib/numerics/relu/Relu.md) | Rectified Linear Unit | max(0, x) activation |
| [**SIGMOID**](../lib/numerics/sigmoid/Sigmoid.md) | Logistic Function | 1/(1+e^-x) bounded [0,1] |
| [**SLOPE**](../lib/numerics/slope/Slope.md) | Slope (1st Derivative) | Rate of change; velocity |
| [**SQRTTRANS**](../lib/numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | √x; variance to standard deviation conversion |
| [**SQRTTRANS**](../lib/numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | √x variance-to-StdDev conversion |
| [**STANDARDIZE**](../lib/numerics/standardize/Standardize.md) | Z-Score Normalization | (x - mean) / StdDev scaling |
### Errors
@@ -279,7 +375,32 @@ Error metrics and loss functions for model evaluation, forecast assessment, and
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |
| [**HUBER**](../lib/errors/huber/Huber.md) | Huber Loss | Quadratic for small errors, linear for large |
| [**LOGCOSH**](../lib/errors/logcosh/LogCosh.md) | Log-Cosh Loss | Smooth Huber approximation |
| [**MAAPE**](../lib/errors/maape/Maape.md) | Mean Arctangent APE | Bounded percentage error |
| [**MAE**](../lib/errors/mae/Mae.md) | Mean Absolute Error | Average absolute deviation |
| [**MAPD**](../lib/errors/mapd/Mapd.md) | Mean Absolute % Deviation | Percentage deviation from mean |
| [**MAPE**](../lib/errors/mape/Mape.md) | Mean Absolute % Error | Percentage prediction error |
| [**MASE**](../lib/errors/mase/Mase.md) | Mean Absolute Scaled Error | Scale-independent accuracy |
| [**MDAE**](../lib/errors/mdae/Mdae.md) | Median Absolute Error | Robust central error |
| [**MDAPE**](../lib/errors/mdape/Mdape.md) | Median Absolute % Error | Robust percentage error |
| [**ME**](../lib/errors/me/Me.md) | Mean Error | Bias direction indicator |
| [**MPE**](../lib/errors/mpe/Mpe.md) | Mean Percentage Error | Percentage bias measure |
| [**MRAE**](../lib/errors/mrae/Mrae.md) | Mean Relative Absolute Error | Benchmark-relative error |
| [**MSE**](../lib/errors/mse/Mse.md) | Mean Squared Error | Variance of residuals |
| [**MSLE**](../lib/errors/msle/Msle.md) | Mean Squared Log Error | Ratio-sensitive error |
| [**PSEUDOHUBER**](../lib/errors/pseudohuber/PseudoHuber.md) | Pseudo-Huber Loss | Differentiable Huber approximation |
| [**QUANTILELOSS**](../lib/errors/quantile/QuantileLoss.md) | Quantile Loss | Asymmetric pinball loss |
| [**RAE**](../lib/errors/rae/Rae.md) | Relative Absolute Error | MAE relative to baseline |
| [**RMSE**](../lib/errors/rmse/Rmse.md) | Root Mean Squared Error | Standard error magnitude |
| [**RMSLE**](../lib/errors/rmsle/Rmsle.md) | Root Mean Squared Log Error | Ratio-sensitive RMSE |
| [**RSE**](../lib/errors/rse/Rse.md) | Relative Squared Error | MSE relative to baseline |
| [**RSQUARED**](../lib/errors/rsquared/Rsquared.md) | R² (Coefficient of Determination) | Explained variance fraction |
| [**SMAPE**](../lib/errors/smape/Smape.md) | Symmetric MAPE | Symmetric percentage error |
| [**THEILU**](../lib/errors/theilu/TheilU.md) | Theil's U Statistic | Forecast accuracy relative to naive |
| [**TUKEY**](../lib/errors/tukey/TukeyBiweight.md) | Tukey Biweight Loss | Robust regression loss |
| [**WMAPE**](../lib/errors/wmape/Wmape.md) | Weighted MAPE | Volume-weighted percentage error |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted RMSE | Observation-weighted RMSE |
### Reversals
@@ -289,3 +410,13 @@ Reversal indicators identify potential turning points, compute adaptive stop lev
| :-------- | :-------- | :---- |
| [**CHANDELIER**](../lib/reversals/chandelier/Chandelier.md) | Chandelier Exit | ATR-based trailing stops from HH/LL; dual ExitLong/ExitShort |
| [**CKSTOP**](../lib/reversals/ckstop/Ckstop.md) | Chande Kroll Stop | ATR-based adaptive trailing stops; dual StopLong/StopShort levels |
| [**FRACTALS**](../lib/reversals/fractals/Fractals.md) | Williams Fractals | Five-bar pattern detecting local highs/lows; dual UpFractal/DownFractal |
| [**PIVOT**](../lib/reversals/pivot/Pivot.md) | Classic Pivot Points | Floor trader pivots: 7 levels (PP, R1-R3, S1-S3) from previous bar's HLC |
| [**PIVOTCAM**](../lib/reversals/pivotcam/Pivotcam.md) | Camarilla Pivot Points | Close-centric pivots: 9 levels (PP, R1-R4, S1-S4); R3/S3 mean-reversion zones |
| [**PIVOTDEM**](../lib/reversals/pivotdem/Pivotdem.md) | DeMark Pivot Points | Conditional pivots: 3 levels (PP, R1, S1); weights OHLC by bar direction |
| [**PIVOTEXT**](../lib/reversals/pivotext/Pivotext.md) | Extended Traditional Pivots | Extended pivots: 11 levels (PP, R1-R5, S1-S5); classic formula with R4/R5/S4/S5 |
| [**PIVOTFIB**](../lib/reversals/pivotfib/Pivotfib.md) | Fibonacci Pivot Points | Fibonacci pivots: 7 levels (PP, R1-R3, S1-S3); ratios 0.382/0.618/1.000 applied to range |
| [**PIVOTWOOD**](../lib/reversals/pivotwood/Pivotwood.md) | Woodie's Pivot Points | Close-weighted pivots: 7 levels (PP, R1-R3, S1-S3); PP = (H+L+2C)/4 biased toward close |
| [**PSAR**](../lib/reversals/psar/Psar.md) | Parabolic Stop And Reverse | Accelerating trailing stop; SAR dots flip on reversal; Welles Wilder (1978) |
| [**SWINGS**](../lib/reversals/swings/Swings.md) | Swing High/Low Detection | Configurable-lookback pattern detector; dual SwingHigh/SwingLow with persistent levels |
| [**TTM_SCALPER**](../lib/reversals/ttm_scalper/TtmScalper.md) | TTM Scalper Alert | 3-bar pivot high/low detection for scalping entries; John Carter |
+70 -65
View File
@@ -34,48 +34,48 @@ No external reference exists. Implementation verified through unit tests, edge c
| :-------- | :-------- | :----: | :---: | :-----: | :----: |
| **Aberration Bands** | [Abber](../lib/channels/abber/abber.md) | - | - | - | - |
| **Absolute Price Oscillator** | [Apo](../lib/momentum/apo/apo.md) | ✔️ | ✔️ | - | ✔️ |
| **Acceleration Bands** | [AccBands](../lib/channels/accbands/accbands.md) | - | - | - | - |
| **Acceleration Bands** | [AccBands](../lib/channels/accbands/accbands.md) | ✔️ | - | - | |
| **Acceleration Oscillator** | [Ac](../lib/oscillators/ac/Ac.md) | - | - | - | ❔ |
| **Accumulation/Distribution Line** | [Adl](../lib/volume/adl/adl.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Accumulation/Distribution Oscillator** | [Adosc](../lib/volume/adosc/adosc.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Adaptive Price Zone** | [Apz](../lib/channels/apz/apz.md) | - | - | - | ❔ |
| **Andrews' Pitchfork** | Apchannel | - | - | - | - |
| **Andrews' Pitchfork** | Apchannel | - | - | ✔️ | - |
| **Archer Moving Averages Trends** | [Amat](../lib/momentum/amat/Amat.md) | - | - | ✔️ | ✔️ |
| **Archer On-Balance Volume** | [Aobv](../lib/volume/aobv/Aobv.md) | - | - | - | - |
| **Arnaud Legoux Moving Average** | [Alma](../lib/trends/alma/alma.md) | - | - | ✔️ | ✔️ |
| **Aroon** | [Aroon](../lib/momentum/aroon/aroon.md) | ✔️ | ✔️ | ✔️ | - |
| **Aroon Oscillator** | [AroonOsc](../lib/momentum/aroonosc/AroonOsc.md) | ✔️ | ✔️ | ✔️ | - |
| **ATR Bands** | Atrbands | - | - | - | ❔ |
| **ATR Bands** | Atrbands | ✔️ | - | ✔️ | ❔ |
| **Adaptive FIR Moving Average** | [Afirma](../lib/forecasts/afirma/Afirma.md) | - | - | - | - |
| **Average Daily Range** | [Adr](../lib/volatility/adr/Adr.md) | - | - | - | - |
| **Average Directional Index** | [Adx](../lib/momentum/adx/adx.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Average Directional Movement Rating** | [Adxr](../lib/momentum/adxr/Adxr.md) | ✔️ | ✔️ | - | - |
| **Average True Range** | [Atr](../lib/volatility/atr/atr.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Average True Range Normalized [0,1]** | [Atrn](../lib/volatility/atrn/Atrn.md) | - | - | - | - |
| **Average True Range Normalized [0,1]** | [Atrn](../lib/volatility/atrn/Atrn.md) | - | - | ✔️ | - |
| **Average True Range Percent** | [Atrp](../lib/volatility/atrp/Atrp.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Awesome Oscillator** | [Ao](../lib/momentum/ao/ao.md) | - | ✔️ | ✔️ | ✔️ |
| **Balance of Power** | [Bop](../lib/momentum/bop/Bop.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Bollinger Bands** | [Bbands](../lib/channels/bbands/Bbands.md) | - | ✔️ | ✔️ | ✔️ |
| **Bollinger Bands** | [Bbands](../lib/channels/bbands/Bbands.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Bessel Filter** | [Bessel](../lib/trends/bessel/Bessel.md) | - | - | - | - |
| **Bessel-Weighted MA** | [Bwma](../lib/trends_FIR/bwma/Bwma.md) | - | - | - | - |
| **Beta Coefficient** | [Beta](../lib/statistics/beta/Beta.md) | ✔️ | - | ✔️ | - |
| **Beta Coefficient** | [Beta](../lib/statistics/beta/Beta.md) | | - | ✔️ | - |
| **Bias** | [Bias](../lib/statistics/bias/Bias.md) | - | - | - | - |
| **Bilateral Filter** | [Bilateral](../lib/trends/bilateral/Bilateral.md) | - | - | - | - |
| **Blackman Window MA** | [Blma](../lib/trends/blma/Blma.md) | - | - | - | - |
| **Bollinger %B** | [Bbb](../lib/oscillators/bbb/Bbb.md) | - | - | - | ❔ |
| **Bollinger Band Squeeze** | [Bbs](../lib/oscillators/bbs/Bbs.md) | - | - | - | ❔ |
| **Bollinger Band Width** | Bbw | - | - | - | ❔ |
| **Bollinger %B** | [Bbb](../lib/oscillators/bbb/Bbb.md) | - | - | ✔️ | ❔ |
| **Bollinger Band Squeeze** | [Bbs](../lib/oscillators/bbs/Bbs.md) | - | - | ✔️ | ❔ |
| **Bollinger Band Width** | Bbw | - | - | ✔️ | ❔ |
| **Bollinger Band Width Normalized** | Bbwn | - | - | - | - |
| **Bollinger Band Width Percentile** | Bbwp | - | - | - | - |
| **Bollinger Bands** | Bbands | ✔️ | ✔️ | ✔️ | ❔ |
| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **Camarilla Pivot Points** | Pivotcam | - | - | - | ❔ |
| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | ✔️ | - | - |
| **Camarilla Pivot Points** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | ❔ |
| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | - | ✔️ | - |
| **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - |
| **Chaikin Money Flow** | Cmf | - | - | ✔️ | ❔ |
| **Chaikin Volatility** | [Cvi](../lib/volatility/cvi/Cvi.md) | - | ✔️ | - | ❔ |
| **Chande Forecast Oscillator** | [Cfo](../lib/oscillators/cfo/Cfo.md) | - | ✔️ | - | ❔ |
| **Chande Momentum Oscillator** | Cmo | ✔️ | ✔️ | ✔️ | ❔ |
| **Chaikin Volatility** | [Cvi](../lib/volatility/cvi/Cvi.md) | - | | - | ❔ |
| **Chande Forecast Oscillator** | [Cfo](../lib/oscillators/cfo/Cfo.md) | - | - | ✔️ | ❔ |
| **Chande Momentum Oscillator** | Cmo | - | ✔️ | ✔️ | ❔ |
| **Chebyshev Type I Filter** | Cheby1 | - | - | - | - |
| **Chebyshev Type II Filter** | Cheby2 | - | - | - | - |
| **Choppiness Index** | Chop | - | - | ✔️ | ❔ |
@@ -85,22 +85,22 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Composite Fractal Behavior** | [Cfb](../lib/momentum/cfb/cfb.md) | - | - | - | - |
| **Conditional Volatility** | [Cv](../lib/volatility/cv/Cv.md) | - | - | - | - |
| **Convolution Moving Average** | [Conv](../lib/trends/conv/conv.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Correlation** | Correlation | ✔️ | - | ✔️ | - |
| **Correlation** | Correlation | - | - | ✔️ | - |
| **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - |
| **Decay Min-Max Channel** | [Decaychannel](../lib/channels/decaychannel/decaychannel.md) | - | - | - | - |
| **DeMark Pivot Points** | Pivotdem | - | - | - | ❔ |
| **DeMark Pivot Points** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | ❔ |
| **Detrended Price Oscillator** | [Dpo](../lib/oscillators/dpo/Dpo.md) | - | ⚠️ | - | ❔ |
| **Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
| **Deviation-Scaled MA** | Dsma | - | - | - | ❔ |
| **Directional Movement Index** | Dx | ✔️ | ✔️ | - | - |
| **Directional Movement Index** | Dx | ✔️ | ✔️ | ✔️ | ✔️ |
| **Directional Movement Index (Jurik)** | [Dmx](../lib/momentum/dmx/dmx.md) | - | - | - | - |
| **Dirty Data Detection** | Dirty | - | - | - | - |
| **Donchian Channels** | [Dchannel](../lib/channels/dchannel/Dchannel.md) | - | - | ✔️ | ❔ |
| **Double Exponential Moving Average** | [Dema](../lib/trends/dema/dema.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Double Weighted Moving Average** | [Dwma](../lib/trends/dwma/dwma.md) | - | - | - | - |
| **Ease of Movement** | [Eom](../lib/volume/eom/Eom.md) | - | - | - | - |
| **Double Weighted Moving Average** | [Dwma](../lib/trends/dwma/dwma.md) | ✔️ | ✔️ | ✔️ | - |
| **Ease of Movement** | [Eom](../lib/volume/eom/Eom.md) | - | ✔️ | - | - |
| **Ehlers Autocorrelation Periodogram** | [Eacp](../lib/cycles/eacp/eacp.md) | - | - | - | - |
| **BandPass Filter** | [Bpf](../lib/filters/bpf/Bpf.md) | ✔️ | - | - | - |
| **BandPass Filter** | [Bpf](../lib/filters/bpf/Bpf.md) | - | - | - | - |
| **Ehlers Center of Gravity** | Cg | - | - | - | ❔ |
| **Ehlers Even Better Sinewave** | [Ebsw](../lib/cycles/ebsw/ebsw.md) | - | - | - | ❔ |
| **Ehlers Fractal Adaptive MA** | [Frama](../lib/trends_IIR/frama/Frama.md) | - | - | - | ❔ |
@@ -113,11 +113,11 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Elliptic (Cauer) Filter** | [Elliptic](../lib/filters/elliptic/Elliptic.md) | - | - | - | ❔ |
| **Exponential Moving Average** | [Ema](../lib/trends/ema/ema.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Exponential Transformation** | Exptrans | - | - | - | - |
| **Exponential Weighted MA Volatility** | [Ewma](../lib/volatility/ewma/Ewma.md) | - | - | - | - |
| **Extended Traditional Pivots** | Pivotext | - | - | - | - |
| **Exponential Weighted MA Volatility** | [Ewma](../lib/volatility/ewma/Ewma.md) | - | - | - | |
| **Extended Traditional Pivots** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | - |
| **Fibonacci Pivot Points** | Pivotfib | - | - | - | ❔ |
| **Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | ✔️ | ✔️ | ❔ |
| **Force Index** | [Efi](../lib/volume/efi/Efi.md) | - | - | - | - |
| **Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | | | ❔ |
| **Force Index** | [Efi](../lib/volume/efi/Efi.md) | - | - | ✔️ | ✔️ |
| **Fractal Chaos Bands** | [Fcb](../lib/channels/fcb/fcb.md) | - | - | ✔️ | ❔ |
| **Garman-Klass Volatility** | [Gkv](../lib/volatility/gkv/Gkv.md) | - | - | - | - |
| **Gaussian Filter** | [Gauss](../lib/filters/gauss/Gauss.md) | - | - | - | ❔ |
@@ -143,7 +143,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Huber Loss** | Huber | - | - | - | - |
| **Hull Exponential MA** | [Hema](../lib/trends_IIR/hema/Hema.md) | - | - | - | - |
| **Hull Moving Average** | [Hma](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
| **Hurst Exponent** | Hurst | - | - | ✔️ | ❔ |
| **Hurst Exponent** | Hurst | - | - | - | ❔ |
| **Ichimoku Cloud** | Ichimoku | - | - | ✔️ | ❔ |
| **Impulse (Elder)** | [Impulse](../lib/dynamics/impulse/Impulse.md) | - | - | - | - |
| **Inertia** | [Inertia](../lib/oscillators/inertia/Inertia.md) | - | - | - | ❔ |
@@ -162,8 +162,8 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Kendall Rank Correlation** | [Kendall](../lib/statistics/kendall/Kendall.md) | - | - | - | - |
| **Klinger Volume Oscillator** | [Kvo](../lib/volume/kvo/Kvo.md) | - | ✔️ | ✔️ | ❔ |
| **Kurtosis** | [Kurtosis](../lib/statistics/kurtosis/Kurtosis.md) | - | - | - | [✔️](../lib/statistics/kurtosis/Kurtosis.md#validation) |
| **Least Squares Moving Average** | [Lsma](../lib/trends/lsma/lsma.md) | ✔️ | - | ✔️ | ❔ |
| **Linear Regression** | [LinReg](../lib/statistics/linreg/LinReg.md) | ✔️ | ✔️ | ✔️ | [⚠️](../lib/statistics/linreg/LinReg.md#validation) |
| **Least Squares Moving Average** | [Lsma](../lib/trends/lsma/lsma.md) | - | - | ✔️ | ❔ |
| **Linear Regression** | [LinReg](../lib/statistics/linreg/LinReg.md) | - | - | ✔️ | [⚠️](../lib/statistics/linreg/LinReg.md#validation) |
| **Linear Transformation** | Lineartrans | - | - | - | - |
| **Linear Trend MA** | Ltma | - | - | - | - |
| **LOESS/LOWESS Smoothing** | [Loess](../lib/filters/loess/Loess.md) | - | - | - | - |
@@ -173,7 +173,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Lunar Phase** | Lunar | - | - | - | - |
| **Lowest value** | [Lowest](../lib/numerics/lowest/Lowest.md) | ✔️ | ✔️ | - | - |
| **Lunar Phase** | Lunar | - | - | - | - |
| **Mass Index** | [Massi](../lib/volatility/massi/Massi.md) | - | ✔️ | - | ❔ |
| **Mass Index** | [Massi](../lib/volatility/massi/Massi.md) | - | - | - | ❔ |
| **McGinley Dynamic** | [Mgdi](../lib/trends/mgdi/mgdi.md) | - | - | ✔️ | ✔️ |
| **Mean Absolute Error** | Mae | - | - | - | - |
| **Mean Absolute Percentage Difference** | Mapd | - | - | - | - |
@@ -183,44 +183,48 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Mean Percentage Error** | Mpe | - | - | - | - |
| **Mean Squared Error** | Mse | - | - | - | - |
| **Mean Squared Logarithmic Error** | Msle | - | - | - | - |
| **MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | ✔️ | - | ✔️ | ✔️ |
| **MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | - | - | ✔️ | ✔️ |
| **Midpoint** | [Midpoint](../lib/numerics/midpoint/Midpoint.md) | ✔️ | - | - | - |
| **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | ✔️ | ✔️ | ✔️ | - |
| **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | - | - | ✔️ | - |
| **Min-Max Scaling (Normalization)** | [Normalize](../lib/numerics/normalize/Normalize.md) | - | - | - | - |
| **Mode (Most Frequent)** | Mode | - | - | - | - |
| **Modified MA** | [Mma](../lib/trends_IIR/mma/Mma.md) | - | - | - | - |
| **Momentum** | Mom | ✔️ | ✔️ | - | ❔ |
| **Momentum** | Mom | ✔️ | ✔️ | ✔️ | ❔ |
| **Momentum change; 2nd derivative** | Accel | - | - | - | - |
| **Money Flow Index** | [Mfi](../lib/volume/mfi/Mfi.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Money Flow Index** | [Mfi](../lib/volume/mfi/Mfi.md) | - | - | ✔️ | ✔️ |
| **Moon Phase** | Moon | - | - | - | - |
| **Moving Average Convergence/Divergence** | [Macd](../lib/momentum/macd/Macd.md) | ✔️ | ✔️ | ✔️ | |
| **Moving Average Convergence/Divergence** | [Macd](../lib/momentum/macd/Macd.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Moving Average Envelopes** | [Maenv](../lib/channels/maenv/maenv.md) | - | - | ✔️ | ❔ |
| **Negative Volume Index** | [Nvi](../lib/volume/nvi/Nvi.md) | - | ✔️ | - | - |
| **Normalized Average True Range** | Natr | ✔️ | ✔️ | - | - |
| **Normalized Average True Range** | Natr | ✔️ | ✔️ | ✔️ | ✔️ |
| **Normalized Shannon Entropy** | Entropy | - | - | - | - |
| **Notch Filter** | [Notch](../lib/filters/notch/Notch.md) | - | - | - | - |
| **On Balance Volume** | [Obv](../lib/volume/obv/Obv.md) | [⚠️](../lib/volume/obv/Obv.md#validation) | ✔️ | ✔️ | [⚠️](../lib/volume/obv/Obv.md#validation) |
| **Parabolic SAR** | Psar | ✔️ | ✔️ | ✔️ | ❔ |
| **Pascal Weighted Moving Average** | [Pwma](../lib/trends/pwma/pwma.md) | - | - | - | - |
| **Percentage Change** | [Change](../lib/numerics/change/Change.md) | ✔️ | - | - | - |
| **Percentage Price Oscillator** | Ppo | ✔️ | ✔️ | - | |
| **Percentage Volume Oscillator** | [Pvo](../lib/volume/pvo/Pvo.md) | - | - | ✔️ | ❔ |
| **Parabolic SAR** | [Psar](../lib/reversals/psar/Psar.md) | - | - | ✔️ | ❔ |
| **Pascal Weighted Moving Average** | [Pwma](../lib/trends/pwma/pwma.md) | - | - | - | ✔️ |
| **Percentage Change** | [Change](../lib/numerics/change/Change.md) | - | ✔️ | - | - |
| **Percentage Price Oscillator** | Ppo | ✔️ | ✔️ | - | ✔️ |
| **Percentage Volume Oscillator** | [Pvo](../lib/volume/pvo/Pvo.md) | - | - | - | ❔ |
| **Percentile** | Percentile | - | - | - | - |
| **Pivot Points** | Pivot | - | - | ✔️ | ❔ |
| **Pivot Points** | [Pivot](../lib/reversals/pivot/Pivot.md) | - | - | - | ❔ |
| **Pivot Points (Camarilla)** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | ❔ |
| **Pivot Points (DeMark)** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | ❔ |
| **Pivot Points (Extended)** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | ❔ |
| **Pivot Points (Fibonacci)** | [Pivotfib](../lib/reversals/pivotfib/Pivotfib.md) | - | - | - | ❔ |
| **Positive Volume Index** | [Pvi](../lib/volume/pvi/Pvi.md) | - | ✔️ | - | - |
| **Pretty Good Oscillator** | [Pgo](../lib/oscillators/pgo/Pgo.md) | - | - | - | ❔ |
| **Price Channel** | [Pchannel](../lib/channels/pchannel/pchannel.md) | - | - | - | ✔️ |
| **Price Momentum Oscillator** | Pmo | - | - | ✔️ | |
| **Price Channel** | [Pchannel](../lib/channels/pchannel/pchannel.md) | - | - | ✔️ | - |
| **Price Momentum Oscillator** | Pmo | - | - | ✔️ | ✔️ |
| **Price Relative Strength** | Prs | - | - | ✔️ | - |
| **Price Volume Divergence** | [Pvd](../lib/volume/pvd/Pvd.md) | - | - | - | - |
| **Price Volume Rank** | [Pvr](../lib/volume/pvr/Pvr.md) | - | - | - | ✔️ |
| **Price Volume Trend** | [Pvt](../lib/volume/pvt/Pvt.md) | - | - | ✔️ | ✔️ |
| **Price Volume Rank** | [Pvr](../lib/volume/pvr/Pvr.md) | - | - | - | - |
| **Price Volume Trend** | [Pvt](../lib/volume/pvt/Pvt.md) | - | - | - | ✔️ |
| **Qstick Indicator** | Qstick | - | - | - | ❔ |
| **Quad Exponential MA** | [Qema](../lib/trends_IIR/qema/Qema.md) | - | - | - | - |
| **Quantile** | Quantile | - | - | - | - |
| **Rate of acceleration; 3rd derivative** | [Jerk](../lib/numerics/jerk/Jerk.md) | - | - | - | - |
| **Rate of Change** | [Roc](../lib/momentum/roc/Roc.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Rate of change; 1st derivative** | [Slope](../lib/statistics/linreg/LinReg.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Rate of Change** | [Roc](../lib/momentum/roc/Roc.md) | - | ✔️ | ✔️ | ❔ |
| **Rate of change; 1st derivative** | [Slope](../lib/statistics/linreg/LinReg.md) | - | - | ✔️ | ❔ |
| **Rate of Change Percentage** | Rocp | ✔️ | - | - | - |
| **Rate of Change Ratio** | Rocr | ✔️ | ✔️ | - | - |
| **Realized Volatility** | [Rv](../lib/volatility/rv/Rv.md) | - | - | - | - |
@@ -243,21 +247,21 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Schaff Trend Cycle** | [Stc](../lib/cycles/stc/Stc.md) | - | - | ✔️ | ❔ |
| **Simple Moving Average** | [Sma](../lib/trends/sma/sma.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Sine-weighted MA** | [Sinema](../lib/trends_FIR/sinema/Sinema.md) | - | - | - | - |
| **Smoothed Moving Average** | [Rma](../lib/trends/rma/rma.md) | - | ✔️ | ✔️ | ✔️ |
| **Smoothed Moving Average** | [Rma](../lib/trends/rma/rma.md) | - | - | ✔️ | ✔️ |
| **Solar Activity Cycle** | Solar | - | - | - | - |
| **Spearman Rank Correlation** | Spearman | - | - | - | ❔ |
| **Square Root Transformation** | [Sqrttrans](../lib/numerics/sqrttrans/Sqrttrans.md) | - | - | - | - |
| **Standard Deviation Channel** | [Sdchannel](../lib/channels/sdchannel/sdchannel.md) | - | - | - | ❔ |
| **Standardization (Z-score)** | Standardize | - | - | - | ❔ |
| **Starc Bands** | Starc | - | - | - | - |
| **Stochastic Fast** | [Stochf](../lib/oscillators/stochf/Stochf.md) | ✔️ | - | - | ❔ |
| **Stochastic Momentum Index** | [Smi](../lib/oscillators/smi/Smi.md) | - | - | ✔️ | ❔ |
| **Stochastic Fast** | [Stochf](../lib/oscillators/stochf/Stochf.md) | ✔️ | - | ✔️ | ❔ |
| **Stochastic Momentum Index** | [Smi](../lib/oscillators/smi/Smi.md) | - | - | - | ❔ |
| **Stochastic Oscillator** | [Stoch](../lib/oscillators/stoch/Stoch.md) | - | - | ✔️ | - |
| **Stochastic RSI** | [Stochrsi](../lib/oscillators/stochrsi/Stochrsi.md) | ✔️ | ✔️ | ✔️ | |
| **Stoller Average Range Channel** | [Starchannel](../lib/channels/starchannel/starchannel.md) | - | - | - | ❔ |
| **Stochastic RSI** | [Stochrsi](../lib/oscillators/stochrsi/Stochrsi.md) | ✔️ | - | ✔️ | ✔️ |
| **Stoller Average Range Channel** | [Starchannel](../lib/channels/starchannel/starchannel.md) | - | - | ✔️ | ❔ |
| **Super Trend Bands** | [Stbands](../lib/channels/stbands/Stbands.md) | - | - | - | - |
| **SuperTrend** | [Super](../lib/trends/super/super.md) | - | - | ✔️ | ❔ |
| **Swing High/Low Detection** | Swings | - | - | - | - |
| **Swing High/Low Detection** | [Swings](../lib/reversals/swings/Swings.md) | - | - | - | |
| **Symmetric Mean Absolute Percentage Error** | Smape | - | - | - | - |
| **T3 Moving Average** | [T3](../lib/trends/t3/t3.md) | ✔️ | - | ✔️ | ✔️ |
| **Theil Index** | Theil | - | - | - | - |
@@ -267,41 +271,42 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Triangular Moving Average** | [Trima](../lib/trends/trima/trima.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Triple Exponential Average** | [Trix](../lib/oscillators/trix/Trix.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Triple Exponential Moving Average** | [Tema](../lib/trends/tema/tema.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **True Range** | Tr | ✔️ | ✔️ | ✔️ | - |
| **True Strength Index** | Tsi | - | - | ✔️ | |
| **True Range** | Tr | ✔️ | ✔️ | - | - |
| **True Strength Index** | Tsi | - | - | ✔️ | ✔️ |
| **TTM Trend** | Ttm | - | - | - | - |
| **TTM Scalper Alert** | [TtmScalper](../lib/reversals/ttm_scalper/TtmScalper.md) | - | - | - | - |
| **TTM Wave** | [TtmWave](../lib/oscillators/ttm_wave/TtmWave.md) | - | - | - | - |
| **Two-Argument Arctangent** | Atan2 | - | - | - | - |
| **Ulcer Index** | Ui | - | - | ✔️ | ❔ |
| **Ulcer Index** | Ui | - | - | - | ❔ |
| **Ultimate Bands (Ehlers)** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - |
| **Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - |
| **Ultimate Oscillator** | [Ultosc](../lib/momentum/ultosc/Ultosc.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variable Index Dynamic Average** | [Vidya](../lib/trends/vidya/vidya.md) | - | ✔️ | - | ❔ |
| **Variable Index Dynamic Average** | [Vidya](../lib/trends/vidya/vidya.md) | - | - | - | ❔ |
| **Velocity (Jurik)** | [Vel](../lib/momentum/vel/vel.md) | - | - | - | - |
| **Volatility Adjusted Moving Average** | [Vama](../lib/trends_IIR/vama/Vama.md) | - | - | - | ❔ |
| **Volatility of Volatility** | [Vov](../lib/volatility/vov/Vov.md) | - | - | - | - |
| **Volatility Ratio** | [Vr](../lib/volatility/vr/Vr.md) | - | - | - | - |
| **Volume Accumulation** | Va | - | - | - | ❔ |
| **Volume Force** | Vf | - | - | - | - |
| **Volume Oscillator** | Vo | - | ✔️ | - | - |
| **Volume Oscillator** | Vo | - | - | - | - |
| **Volume Rate of Change** | Vroc | - | - | - | - |
| **Volume Weighted Accumulation/Distribution** | [Vwad](../lib/volume/vwad/Vwad.md) | - | - | - | - |
| **Volume Weighted Average Price** | [Vwap](../lib/volume/vwap/Vwap.md) | - | - | ✔️ | ✔️ |
| **Volume Weighted Average Price** | [Vwap](../lib/volume/vwap/Vwap.md) | - | - | - | - |
| **Volume Weighted Moving Average** | [Vwma](../lib/volume/vwma/Vwma.md) | - | - | ✔️ | - |
| **Vortex Indicator** | Vortex | - | - | ✔️ | ❔ |
| **VWAP Bands** | [Vwapbands](../lib/channels/vwapbands/Vwapbands.md) | - | - | - | - |
| **VWAP with Standard Deviation Bands** | [Vwapsd](../lib/channels/vwapsd/Vwapsd.md) | - | - | - | - |
| **Weighted Moving Average** | [Wma](../lib/trends/wma/wma.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Weighted Moving Average** | [Wma](../lib/trends/wma/wma.md) | ✔️ | ✔️ | ✔️ | - |
| **Wiener Filter** | Wiener | - | - | - | - |
| **Williams %R** | [Willr](../lib/oscillators/willr/Willr.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Williams Accumulation/Distribution** | [Wad](../lib/volume/wad/Wad.md) | - | - | - | [⚠️](../lib/volume/wad/Wad.md#validation) |
| **Williams Accumulation/Distribution** | [Wad](../lib/volume/wad/Wad.md) | - | ✔️ | - | [⚠️](../lib/volume/wad/Wad.md#validation) |
| **Williams Alligator** | Alligator | - | - | ✔️ | ❔ |
| **Williams Fractal** | Fractals | - | - | ✔️ | ❔ |
| **Woodie's Pivot Points** | Pivotwood | - | - | - | ❔ |
| **Williams Fractal** | [Fractals](../lib/reversals/fractals/Fractals.md) | - | - | ✔️ | ❔ |
| **Woodie's Pivot Points** | [Pivotwood](../lib/reversals/pivotwood/Pivotwood.md) | - | - | - | ❔ |
| **Yang-Zhang Volatility** | Yzv | - | - | - | - |
| **Yang-Zhang Volatility Adjusted MA** | [Yzvama](../lib/trends_IIR/yzvama/Yzvama.md) | - | - | - | - |
| **Zero-Lag Double Exponential MA** | Zldema | - | - | - | - |
| **Zero-Lag Exponential Moving Average** | [Zlema](../lib/trends_IIR/zlema/Zlema.md) | - | ✔️ | - | ❔ |
| **Zero-Lag Exponential Moving Average** | [Zlema](../lib/trends_IIR/zlema/Zlema.md) | - | - | - | ❔ |
| **Zero-Lag Triple Exponential MA** | Zltema | - | - | - | ❔ |
| **ZigZag** | - | - | - | ✔️ | - |
| **Z-score standardization** | Zscore | - | - | - | ✔️ Manual + Standardize cross-validation |
@@ -314,8 +319,8 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Autocorrelation Function** | [Acf](../lib/statistics/acf/Acf.md) | - | - | - | - |
| **Covariance** | [Covariance](../lib/statistics/covariance/Covariance.md) | - | - | - | - |
| **Entropy (Shannon)** | [Entropy](../lib/statistics/entropy/Entropy.md) | - | - | - | - |
| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | ✔️ | - | - | - |
| **Harmonic Mean** | [Harmean](../lib/statistics/harmean/Harmean.md) | ✔️ | - | - | - |
| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | - | - | - | - |
| **Harmonic Mean** | [Harmean](../lib/statistics/harmean/Harmean.md) | - | - | - | - |
| **Hurst Exponent** | [Hurst](../lib/statistics/hurst/Hurst.md) | - | - | - | - |
| **Interquartile Range** | [Iqr](../lib/statistics/iqr/Iqr.md) | - | - | - | - |
| **Granger Causality** | [Granger](../lib/statistics/granger/Granger.md) | - | - | - | - |