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Miha Kralj
2022-11-15 16:22:07 -08:00
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@@ -38,13 +38,13 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|--|:--:|:--:|:--:|:--:|
| ⭐ OC2 - (Open+Close)/2 |️ `.OC2` || CandlePart.OC2 ||
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 ||
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 ||
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 | hl2 |
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 | hlc3 |
| ⭐ OHL3 - (Open+High+Low)/3 | `.OHL3` || CandlePart.OHL3 ||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 ||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 | ohlc4 |
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE | CandlePart.HLCC4 ||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT |||
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE |||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT || midpoint |
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE || midprice |
| ⭐ MAX - Max value | `MAX_Series` | MAX |||
| ⭐ MIN - Min value | `MIN_Series` | MIN |||
| ⭐ SUM - Summation | `SUM_Series` | SUM |||
@@ -63,54 +63,54 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma | mad |
| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma ||
| ⭐ MED - Median value | `MED_Series` ||| median |
| ✔️ MSE - Mean Squared Error | `MSE_Series` || GetSma ||
| ⛔ SKEW - Skewness |||||
| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV |||
| ✔️ SSDEV - Sample Standard Deviation | `SSDEV_Series` ||||
| ⭐ MSE - Mean Squared Error | `MSE_Series` || GetSma ||
| ⛔ SKEW - Skewness |||| skew |
| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV | GetStdDev | stdev |
| ⭐ SSDEV - Sample Standard Deviation | `SSDEV_Series` ||| stdev |
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` ||||
| ⭐ VAR - Population Variance | `VAR_Series` | VAR || variance |
| ⭐ SVAR - Sample Variance | `SVAR_Series` ||| variance |
| ⛔ QUANT - Quantile |||||
| ⛔ QUANTILE - Quantile |||| quantile |
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
| ⛔ ZSCORE - Number of standard deviations from mean |||||
| ⭐ ZSCORE - Number of standard deviations from mean | ZSCORE_Series || GetStdDev | zscore |
||||||
| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma ||
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma | alma |
| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma | ema |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average |||||
| ⛔ HILO - Gann High-Low Activator |||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average |||| fwma |
| ⛔ HILO - Gann High-Low Activator |||| hilo |
| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` ||||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline ||
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma |
| ⛔ HWMA - Holt-Winter Moving Average |||||
| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||||
| ⛔ HWMA - Holt-Winter Moving Average |||| hwma |
| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||| jma |
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama |
| ⛔ KDJ - KDJ Indicator (trend reversal) |||||
| ⛔ KDJ - KDJ Indicator (trend reversal) |||| kdj |
| ⛔ LSMA - Least Squares Moving Average |||||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd ||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd | macd |
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama ||
| ⛔ MCGD - McGinley Dynamic |||||
| ⛔ MCGD - McGinley Dynamic |||| mcgd |
| ⛔ MMA - Modified Moving Average |||||
| ⛔ PPMA - Pivot Point Moving Average |||||
| ⛔ PWMA - Pascal's Weighted Moving Average |||||
| ⛔ PWMA - Pascal's Weighted Moving Average |||| pwma |
| ⭐ RMA - WildeR's Moving Average | `RMA_Series` ||| rma |
| ⛔ SINWMA - Sine Weighted Moving Average |||||
| ⛔ SINWMA - Sine Weighted Moving Average |||| sinwma |
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma | sma |
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` || GetSmma ||
| ⛔ SSF - Ehler's Super Smoother Filter |||||
| ⛔ SUP - Supertrend |||||
| ⛔ SWMA - Symmetric Weighted Moving Average |||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 ||
| ⛔ SSF - Ehler's Super Smoother Filter |||| ssf |
| ⛔ SUPERTREND - Supertrend |||| supertrend |
| ⛔ SWMA - Symmetric Weighted Moving Average |||| swma |
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 | t3 |
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema | tema |
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA |||
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA || trima |
| ⛔ TSF - Time Series Forecast || TSF |||
| ⛔ VIDYA - Variable Index Dynamic Average |||||
| ⛔ VOR - Vortex Indicator |||||
| ⛔ VIDYA - Variable Index Dynamic Average |||| vidya |
| ⛔ VORTEX - Vortex Indicator |||| vortex |
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma | wma |
| ⭐ ZLEMA - Zero Lag EMA Average | `ZLEMA_Series` ||| zlma |
||||||