gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-18 02:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

validation and profiles

Browse Source
This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/indicators.md
+7
View File
@@ -154,12 +154,16 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
| [**BBS**](../lib/oscillators/bbs/Bbs.md) | Bollinger Band Squeeze | BB inside KC squeeze detection |
| [**CFO**](../lib/oscillators/cfo/Cfo.md) | Chande Forecast Oscillator | Forecast error percentage |
| [**DECO**](../lib/oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass cycle isolation |
| [**DEM**](../lib/oscillators/dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 oscillator comparing sequential highs/lows; DeMarker's demand pressure |
| [**DPO**](../lib/oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Displaced SMA trend removal |
| [**DYMOI**](../lib/oscillators/dymoi/Dymoi.md) | Dynamic Momentum Index | Volatility-adaptive RSI period; shorter in volatile markets, longer in quiet |
| [**FISHER**](../lib/oscillators/fisher/Fisher.md) | Ehlers Fisher Transform | Gaussian-normalized price reversal |
| [**GATOR**](../lib/oscillators/gator/Gator.md) | Williams Gator Oscillator | Alligator line difference histograms (upper/lower) |
| [**IMI**](../lib/oscillators/imi/Imi.md) | Intraday Momentum Index | Candlestick RSI (0-100 oscillator) |
| [**INERTIA**](../lib/oscillators/inertia/Inertia.md) | Inertia | Linear regression residual |
| [**KDJ**](../lib/oscillators/kdj/Kdj.md) | KDJ Indicator | Enhanced Stochastic (J = 3K − 2D) |
| [**LRSI**](../lib/oscillators/lrsi/Lrsi.md) | Ehlers Laguerre RSI | Laguerre filter-based RSI; single γ parameter trades lag vs smoothness; output [0,1] |
| [**MARKETFI**](../lib/oscillators/marketfi/Marketfi.md) | Market Facilitation Index | Bill Williams' price-range-per-unit-of-volume efficiency; no period; volume-required |
| [**PGO**](../lib/oscillators/pgo/Pgo.md) | Pretty Good Oscillator | ATR-normalized SMA displacement |
| [**REFLEX**](../lib/oscillators/reflex/Reflex.md) | Ehlers Reflex | Zero-centered reversal oscillator |
| [**REVERSEEMA**](../lib/oscillators/reverseema/ReverseEma.md) | Ehlers Reverse EMA | 8-stage cascaded Z-transform inversion oscillator |
@@ -208,6 +212,7 @@ Rate of change and velocity measurements. First derivatives of price.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ASI**](../lib/momentum/asi/Asi.md) | Accumulation Swing Index | Wilder's cumulative swing index; breakout confirmation via limit-adjusted bar values |
| [**BIAS**](../lib/momentum/bias/Bias.md) | Bias / Disparity Index | Percentage deviation from SMA |
| [**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 |
@@ -357,6 +362,8 @@ Mathematical and statistical computations on price series.
| [**SUM**](../lib/statistics/sum/Sum.md) | Rolling Sum | Windowed sum |
| [**THEIL**](../lib/statistics/theil/Theil.md) | Theil T Index | Information-theoretic inequality |
| [**VARIANCE**](../lib/statistics/variance/Variance.md) | Variance | Squared deviation |
| [**MEANDEV**](../lib/statistics/meandev/MeanDev.md) | Mean Absolute Deviation | Outlier-robust dispersion, CCI core |
| [**STDERR**](../lib/statistics/stderr/Stderr.md) | Standard Error of Regression | OLS residual scatter over rolling window |
| [**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 |