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docs/indicators/indicators.md
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✔️= Validation tests passed<br>
❌= Issue
|**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||
|<br>||||
|**STATISTICS, ERRORS 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|`Huberloss`||||
|MAX - Maximum with exponential decay|`Max`||||
|MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`||||
|MASE - Mean Absolute Scaled Error|`Mase`||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|`Me`||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|MPE - Pean Percentage Error|`Mpe`||||
|MSE - Mean Squared Error|`Mse`||||
|MSLE - Mean Squared Logarithmic Error|`Msle`||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|RAE - Relative Absolute Error|`Rae`||||
|RMSE - Root Mean Squared Error|`Rmse`||||
|RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|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`|`✔️`|||
|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
|DSMA - Deviation Scaled Moving Average|`Dsma`||||
|DWMA - Double WMA Average|`Dwma`||||
|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
|HILO - Gann High-Low Activator|||||
|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
|GMA - Gaussian-Weighted Moving Average|`Gma`||||
|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
|HWMA - Holt-Winter Moving Average|`Hwma`||||
|JMA - Jurik Moving Average|`Jma`||||
|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
|KDJ - KDJ Indicator (trend reversal)|||||
|LTMA - Laguerre Transform Moving Average|`Ltma`||||
|MAAF - Median-Average Adaptive Filter|`Maaf`||||
|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
|MMA - Modified Moving Average|`Mma`||||
|PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
|QEMA - Quad Exponential Moving Average|`Qema`||||
|RMA - WildeR's Moving Average|`Rma`||||
|SINEMA - Sine Weighted Moving Average|`Sinema`||||
|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
|SSF - Ehler's Super Smoother Filter|||||
|SUPERTREND - Supertrend||`✔️`|||
|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
|VORTEX - Vortex Indicator||`✔️`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|<br>||||
|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|**VOLATILITY INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|--|:--:|:--:|:--:|
|ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad||
|ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc||
|ATR - Average True Range||GetAtr|Atr||
|ATR - Average True Range|`Atr`|GetAtr|Atr||
|ATRP - Average True Range Percent|||||
|ATRSTOP - ATR Trailing Stop ||GetAtrStop|||
|BBANDS - Bollinger Bands®||BollingerBands|||
@@ -114,8 +30,82 @@
|TR - True Range|||||
|UI - Ulcer Index||GetUlcerIndex|||
|VSTOP - Volatility Stop||GetVolatilityStop|||
|<br>||||
|**MOMENTUM INDICATORS & OSCILLATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|**NUMERICAL ANALYSIS**|QuanTALib|Skender.Stock|TALib.NETCore|
|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|`Huberloss`||||
|MAX - Maximum with exponential decay|`Max`||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|THEIL - Theil's U Statistics|||||
|VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`||||
|**ERRORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`||||
|MASE - Mean Absolute Scaled Error|`Mase`||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|`Me`||||
|MPE - Pean Percentage Error|`Mpe`||||
|MSE - Mean Squared Error|`Mse`||||
|MSLE - Mean Squared Logarithmic Error|`Msle`||||
|RAE - Relative Absolute Error|`Rae`||||
|RMSE - Root Mean Squared Error|`Rmse`||||
|RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|**AVERAGES & TRENDS**QuanTALib|Skender.Stock|TALib.NETCore|
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
|DSMA - Deviation Scaled Moving Average|`Dsma`||||
|DWMA - Double WMA Average|`Dwma`||||
|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
|HILO - Gann High-Low Activator|||||
|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
|GMA - Gaussian-Weighted Moving Average|`Gma`||||
|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
|HWMA - Holt-Winter Moving Average|`Hwma`||||
|JMA - Jurik Moving Average|`Jma`||||
|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
|KDJ - KDJ Indicator (trend reversal)|||||
|LTMA - Laguerre Transform Moving Average|`Ltma`||||
|MAAF - Median-Average Adaptive Filter|`Maaf`||||
|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
|MMA - Modified Moving Average|`Mma`||||
|PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
|QEMA - Quad Exponential Moving Average|`Qema`||||
|RMA - WildeR's Moving Average|`Rma`||||
|SINEMA - Sine Weighted Moving Average|`Sinema`||||
|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
|SSF - Ehler's Super Smoother Filter|||||
|SUPERTREND - Supertrend||`✔️`|||
|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
|VORTEX - Vortex Indicator||`✔️`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|**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||
@@ -138,6 +128,7 @@
|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|||||
@@ -155,8 +146,7 @@
|UO - Ultimate Oscillator||GetUltimate|||
|WILLR - Larry Williams' %R||GetWilliamsR|||
|WGAT - Williams Alligator||GetAlligator|||
|<br>||||
|**VOLUME INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|**VOLUME INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|AOBV - Archer On-Balance Volume|||||
|CMF - Chaikin Money Flow||GetCmf|||
|EOM - Ease of Movement|||||
@@ -170,3 +160,10 @@
|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|
|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|
docs/styles.css
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--base-background-color: var(--mono-base);
--base-color: #d3d3d3;
--base-font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol";
--base-font-size: 16px;
--base-font-size: 14px;
--base-font-weight: normal;
--base-line-height: 1.7;
/* Modular Scale */
--modular-scale: 1.333;
--modular-scale: 1.0;
--modular-scale--2: calc(var(--modular-scale--1) / var(--modular-scale));
--modular-scale--1: calc(var(--modular-scale-1) / var(--modular-scale));
--modular-scale-1: 1rem;
@@ -313,10 +313,12 @@ body:not([data-platform^=Mac]) * ::-webkit-scrollbar-track{
background:hsla(var(--mono-hue), var(--mono-saturation), 50%, 0.1)
}
::-moz-selection{
background:var(--selection-color)
background: var(--selection-color, #0074d9);
color: #ffffff;
}
::selection{
background:var(--selection-color)
background: var(--selection-color, #0074d9);
color: #ffffff;
}
.emoji{
height:var(--emoji-size);
@@ -629,9 +631,6 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
border-spacing:0;
border-collapse:collapse
}
.markdown-section th,.markdown-section td{
padding:var(--table-cell-padding)
}
.markdown-section th:not([align]){
text-align:left
}
@@ -642,14 +641,30 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
background:var(--table-head-background)
}
.markdown-section th{
font-weight:var(--table-head-font-weight);
color:var(--strong-color)
font-weight:var(--table-head-font-weight, 700);
color:var(--strong-color);
}
.markdown-section td{
border-color:var(--table-cell-border-color);
border-style:solid;
border-width:var(--table-cell-border-width, 0)
}
.markdown-section td,
.markdown-section th {
padding:var(--table-cell-padding);
line-height: 1.1; /* Reduced from default 1.7 */
}
.markdown-section th strong,
.markdown-section th b,
.markdown-section th em,
.markdown-section td strong,
.markdown-section td b,
.markdown-section td em {
font-size: 1.2em;
font-weight: var(--table-head-font-weight, 700);
color: var(--strong-color);
line-height: 2.0;
}
.markdown-section tbody{
border-color:var(--table-body-border-color);
border-style:solid;