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docs: update category index files and fix indicator implementations (#58)
This commit is contained in:
+178
-149
@@ -24,292 +24,321 @@
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| Indicator | Full Name | Category |
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| :--- | :--- | :--- |
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| [ABBER](lib/channels/abber/abber.md) | Aberration Bands | Channels |
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| AC | Acceleration Oscillator | Momentum |
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| [ACCBANDS](lib/channels/accbands/accbands.md) | Acceleration Bands | Channels |
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| ACCEL | Momentum change; 2nd derivative | Numerics |
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| [ABBER](lib/channels/abber/Abber.md) | Aberration Bands | Channels |
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| AC | Acceleration Oscillator | Oscillators |
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| [ACCBANDS](lib/channels/accbands/Accbands.md) | Acceleration Bands | Channels |
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| [ACCEL](lib/numerics/accel/Accel.md) | Acceleration | Numerics |
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| ACF | Autocorrelation Function | Statistics |
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| [ADL](lib/volume/adl/Adl.md) | Accumulation/Distribution Line | Volume |
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| [ADOSC](lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Volume |
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| [ADR](lib/volatility/adr/Adr.md) | Average Daily Range | Volatility |
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| [ADX](lib/dynamics/adx/Adx.md) | Average Directional Index | Dynamics |
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| [ADXR](lib/dynamics/adxr/Adxr.md) | Average Directional Movement Rating | Dynamics |
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| [AFIRMA](lib/forecasts/afirma/Afirma.md) | Adaptive FIR Moving Average | Forecasts |
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| ALLIGATOR | Williams Alligator | Trends (IIR) |
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| ALLIGATOR | Williams Alligator | Dynamics |
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| [ALMA](lib/trends_FIR/alma/Alma.md) | Arnaud Legoux MA | Trends (FIR) |
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| [AMAT](lib/dynamics/amat/Amat.md) | Archer Moving Averages Trends | Dynamics |
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| [AO](lib/oscillators/ao/Ao.md) | Awesome Oscillator | Oscillators |
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| AOBV | Archer On-Balance Volume | Volume |
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| APCHANNEL | Andrews' Pitchfork | Channels |
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| [APO](lib/oscillators/apo/Apo.md) | Absolute Price Oscillator | Oscillators |
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| [APZ](lib/channels/apz/apz.md) | Adaptive Price Zone | Channels |
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| [AOBV](lib/volume/aobv/Aobv.md) | Archer On-Balance Volume | Volume |
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| [APCHANNEL](lib/channels/apchannel/Apchannel.md) | Andrews' Pitchfork | Channels |
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| APO | Absolute Price Oscillator | Momentum |
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| [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Channels |
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| [AROON](lib/dynamics/aroon/Aroon.md) | Aroon | Dynamics |
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| [AROONOSC](lib/dynamics/aroonosc/AroonOsc.md) | Aroon Oscillator | Dynamics |
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| ATAN2 | Two-Argument Arctangent | Numerics |
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| [AROONOSC](lib/dynamics/aroonosc/Aroonosc.md) | Aroon Oscillator | Dynamics |
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| [ATR](lib/volatility/atr/Atr.md) | Average True Range | Volatility |
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| ATRBANDS | ATR Bands | Channels |
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| [ATRN](lib/volatility/atrn/Atrn.md) | Average True Range Normalized [0,1] | Volatility |
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| [ATRP](lib/volatility/atrp/Atrp.md) | Average True Range Percent | Volatility |
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| [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | Channels |
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| [ATRN](lib/volatility/atrn/Atrn.md) | ATR Normalized | Volatility |
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| [ATRP](lib/volatility/atrp/Atrp.md) | ATR Percent | Volatility |
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| BBI | Bulls Bears Index | Oscillators |
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| BBANDS | Bollinger Bands | Channels |
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| BBB | Bollinger %B | Momentum |
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| BBS | Bollinger Band Squeeze | Momentum |
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| BBB | Bollinger %B | Oscillators |
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| BBS | Bollinger Band Squeeze | Oscillators |
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| BBW | Bollinger Band Width | Volatility |
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| BBWN | Bollinger Band Width Normalized | Volatility |
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| BBWP | Bollinger Band Width Percentile | Volatility |
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| BBWN | BB Width Normalized | Volatility |
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| BBWP | BB Width Percentile | Volatility |
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| [BESSEL](lib/filters/bessel/Bessel.md) | Bessel Filter | Filters |
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| BETA | Beta Coefficient | Statistics |
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| [BETA](lib/statistics/beta/Beta.md) | Beta Coefficient | Statistics |
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| BETADIST | Beta Distribution | Numerics |
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| BIAS | Bias | Statistics |
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| [BILATERAL](lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Filters |
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| [BLMA](lib/trends_FIR/blma/Blma.md) | Blackman Window MA | Trends (FIR) |
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| BOP | Balance of Power | Momentum |
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| BPF | Ehlers Bandpass Filter | Filters |
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| BINOMDIST | Binomial Distribution | Numerics |
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| [BLMA](lib/trends_FIR/blma/Blma.md) | Blackman MA | Trends (FIR) |
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| [BOP](lib/momentum/bop/Bop.md) | Balance of Power | Momentum |
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| [BPF](lib/filters/bpf/Bpf.md) | BandPass Filter | Filters |
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| BRAR | BRAR | Oscillators |
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| [BUTTER](lib/filters/butter/Butter.md) | Butterworth Filter | Filters |
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| BWMA | Bessel-Weighted MA | Trends (FIR) |
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| [BWMA](lib/trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Trends (FIR) |
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| CCI | Commodity Channel Index | Momentum |
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| CCV | Close-to-Close Volatility | Volatility |
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| [CFB](lib/momentum/cfb/Cfb.md) | Jurik Composite Fractal Behavior | Cycles |
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| CFO | Chande Forecast Oscillator | Forecasts |
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| CG | Ehlers Center of Gravity | Cycles |
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| CHANGE | Percentage Change | Numerics |
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| [CHEBY1](lib/filters/cheby1/Cheby1.md) | Chebyshev Type I Filter | Filters |
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| CHEBY2 | Chebyshev Type II Filter | Filters |
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| [CFB](lib/momentum/cfb/Cfb.md) | Composite Fractal Behavior | Momentum |
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| CFO | Chande Forecast Oscillator | Oscillators |
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| CG | Center of Gravity | Cycles |
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| CHANDELIER | Chandelier Exit | Reversals |
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| [CHANGE](lib/numerics/change/Change.md) | Percentage Change | Numerics |
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| [CHEBY1](lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Filters |
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| [CHEBY2](lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Filters |
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| CHOP | Choppiness Index | Dynamics |
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| CKSTOP | Chande Kroll Stop | Reversals |
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| [CMA](lib/statistics/cma/Cma.md) | Cumulative Moving Average | Statistics |
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| CMF | Chaikin Money Flow | Volume |
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| CMO | Chande Momentum Oscillator | Oscillators |
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| CMO | Chande Momentum Oscillator | Momentum |
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| COINTEGRATION | Cointegration | Statistics |
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| [CONV](lib/trends_FIR/conv/Conv.md) | Convolution MA with any kernel | Trends (FIR) |
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| CORRELATION | Correlation (Pearson's) | Statistics |
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| COVARIANCE | Covariance | Statistics |
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| CUMMEAN | Cumulative Mean (Average) | Statistics |
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| [CONV](lib/trends_FIR/conv/Conv.md) | Convolution MA | Trends (FIR) |
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| COPPOCK | Coppock Curve | Oscillators |
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| CORRELATION | Correlation | Statistics |
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| [COVARIANCE](lib/statistics/covariance/Covariance.md) | Covariance | Statistics |
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| CRSI | Connors RSI | Oscillators |
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| CTI | Correlation Trend Indicator | Oscillators |
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| CUMMEAN | Cumulative Mean | Statistics |
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| CV | Conditional Volatility | Volatility |
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| CVI | Chaikin's Volatility | Volatility |
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| CVI | Chaikin Volatility | Volatility |
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| CWT | Continuous Wavelet Transform | Numerics |
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| DCHANNEL | Donchian Channels | Channels |
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| DECAYCHANNEL | Decay Min-Max Channel | Channels |
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| [DEMA](lib/trends_IIR/dema/Dema.md) | Double Exponential MA | Trends (IIR) |
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| DIRTY | Dirty Data Detection | Errors |
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| [DMX](lib/dynamics/dmx/Dmx.md) | Jurik Directional Movement Index | Dynamics |
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| DOSC | Derivative Oscillator | Oscillators |
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| DPO | Detrended Price Oscillator | Oscillators |
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| DSMA | Deviation-Scaled MA | Trends (IIR) |
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| [DSMA](lib/trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Trends (IIR) |
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| DSP | Detrended Synthetic Price | Cycles |
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| [DWMA](lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | Trends (FIR) |
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| DWT | Discrete Wavelet Transform | Numerics |
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| DX | Directional Movement Index | Dynamics |
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| EACP | Ehlers Autocorrelation Periodogram | Cycles |
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| EBSW | Ehlers Even Better Sinewave | Cycles |
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| EACP | Autocorrelation Periodogram | Cycles |
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| EBSW | Even Better Sinewave | Cycles |
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| EFI | Elder's Force Index | Volume |
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| ELLIPTIC | Elliptic (Cauer) Filter | Filters |
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| [ELLIPTIC](lib/filters/elliptic/Elliptic.md) | Elliptic Filter | Filters |
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| [EMA](lib/trends_IIR/ema/Ema.md) | Exponential MA | Trends (IIR) |
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| ENTROPY | Normalized Shannon Entropy | Statistics |
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| EOME | Ease of Movement | Volume |
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| EPMA | Endpoint MA | Trends (FIR) |
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| EWMA | Exponential Weighted MA Volatility | Volatility |
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| EXP | Exponential Transformation | Numerics |
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| ENTROPY | Shannon Entropy | Statistics |
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| EOM | Ease of Movement | Volume |
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| ER | Efficiency Ratio | Oscillators |
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| ERI | Elder Ray Index | Oscillators |
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| EWMA | EWMA Volatility | Volatility |
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| EXPDIST | Exponential Distribution | Numerics |
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| [EXPTRANS](lib/numerics/exptrans/Exptrans.md) | Exponential Transform | Numerics |
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| FCB | Fractal Chaos Bands | Channels |
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| FISHER | Ehlers Fisher Transform | Numerics |
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| FDIST | F-Distribution | Numerics |
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| FFT | Fast Fourier Transform | Numerics |
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| FISHER | Fisher Transform | Oscillators |
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| FOSC | Forecast Oscillator | Oscillators |
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| FRACTALS | Williams Fractals | Reversals |
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| [FRAMA](lib/trends_IIR/frama/Frama.md) | Ehlers Fractal Adaptive MA | Trends (IIR) |
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| GAUSS | Gaussian Filter | Filters |
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| [FRAMA](lib/trends_IIR/frama/Frama.md) | Fractal Adaptive MA | Trends (IIR) |
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| GAMMADIST | Gamma Distribution | Numerics |
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| [GAUSS](lib/filters/gauss/Gauss.md) | Gaussian Filter | Filters |
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| GEOMEAN | Geometric Mean | Statistics |
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| GKV | Garman-Klass Volatility | Volatility |
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| GRANGER | Granger Causality Test | Statistics |
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| GWMA | Gaussian-Weighted MA | Trends (FIR) |
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| HAMMA | Hamming Window MA | Trends (FIR) |
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| HANMA | Hanning Window MA | Trends (FIR) |
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| HANN | Hann FIR Filter | Filters |
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| GRANGER | Granger Causality | Statistics |
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| [GWMA](lib/trends_FIR/gwma/Gwma.md) | Gaussian Weighted MA | Trends (FIR) |
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| [HAMMA](lib/trends_FIR/hamma/Hamma.md) | Hamming MA | Trends (FIR) |
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| [HANN](lib/filters/hann/Hann.md) | Hann Filter | Filters |
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| [HANMA](lib/trends_FIR/hanma/Hanma.md) | Hanning MA | Trends (FIR) |
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| HARMEAN | Harmonic Mean | Statistics |
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| [HEMA](lib/trends_IIR/hema/Hema.md) | Hull Exponential MA | Trends (IIR) |
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| HIGHEST | Highest value | Numerics |
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| HL2 | (High + Low) / 2 | Numerics |
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| HLC3 | (High + Low + Close) / 3 | Numerics |
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| HLCC4 | (High + Low + Close + Close) / 4 | Numerics |
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| [HIGHEST](lib/numerics/highest/Highest.md) | Rolling Maximum | Numerics |
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| HLV | High-Low Volatility | Volatility |
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| [HMA](lib/trends_FIR/hma/Hma.md) | Hull MA | Trends (FIR) |
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| HOMOD | Homodyne Discriminator Dominant Cycle | Cycles |
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| HP | Hodrick-Prescott Filter | Filters |
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| HPF | Ehlers Highpass Filter | Filters |
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| [HTIT](lib/trends_IIR/htit/Htit.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
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| HT_DCPERIOD | Ehlers Hilbert Transform Dominant Cycle Period | Cycles |
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| HT_DCPHASE | Ehlers Hilbert Transform Dominant Cycle Phase | Cycles |
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| HT_PHASOR | Ehlers Hilbert Transform Phasor Components | Cycles |
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| HT_SINE | Ehlers Hilbert Transform SineWave | Cycles |
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| HT_TRENDMODE | Ehlers Hilbert Transform Trend Mode | Dynamics |
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| HOMOD | Homodyne Discriminator | Cycles |
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| [HP](lib/filters/hp/Hp.md) | Hodrick-Prescott | Filters |
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| [HPF](lib/filters/hpf/Hpf.md) | High Pass Filter | Filters |
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| [HTIT](lib/trends_IIR/htit/Htit.md) | Hilbert Transform Instantaneous Trend | Trends (IIR) |
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| HT_DCPERIOD | HT Dominant Cycle Period | Cycles |
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| HT_DCPHASE | HT Dominant Cycle Phase | Cycles |
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| HT_PHASOR | HT Phasor Components | Cycles |
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| HT_SINE | HT SineWave | Cycles |
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| HT_TRENDMODE | HT Trend vs Cycle | Dynamics |
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| [HUBER](lib/errors/huber/Huber.md) | Huber Loss | Errors |
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| HURST | Hurst | Statistics |
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| HURST | Hurst Exponent | Statistics |
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| HV | Historical Volatility | Volatility |
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| HWMA | Holt Weighted MA | Trends (IIR) |
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| ICHIMOKU | Ichimoku Cloud | Trends (IIR) |
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| [HWMA](lib/trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Trends (FIR) |
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| ICHIMOKU | Ichimoku Cloud | Dynamics |
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| IFFT | Inverse Fast Fourier Transform | Numerics |
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| III | Intraday Intensity Index | Volume |
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| IMI | Intraday Momentum Index | Momentum |
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| INERTIA | Inertia | Momentum |
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| IMI | Intraday Momentum Index | Dynamics |
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| IMPULSE | Elder Impulse System | Dynamics |
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| INERTIA | Inertia | Oscillators |
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| IQR | Interquartile Range | Statistics |
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| JB | Jarque-Bera Test | Statistics |
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| JBANDS | Jurik Volatility Bands | Channels |
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| [JERK](lib/numerics/jerk/Jerk.md) | Jerk | Numerics |
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| [JMA](lib/trends_IIR/jma/Jma.md) | Jurik MA | Trends (IIR) |
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| JERK | Rate of acceleration; 3rd derivative | Numerics |
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| JVOLTY | Jurik Volatility | Volatility |
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| JVOLTYN | Jurik Volatility Normalized [0,1] | Volatility |
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| JVOLTYN | Jurik Volatility Normalized | Volatility |
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| [KALMAN](lib/filters/kalman/Kalman.md) | Kalman Filter | Filters |
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| [KAMA](lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Trends (IIR) |
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| KCHANNEL | Keltner Channel | Channels |
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| KDJ | KDJ Indicator | Momentum |
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| KDJ | KDJ Indicator | Oscillators |
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| KENDALL | Kendall Rank Correlation | Statistics |
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| KF | Kalman Filter | Filters |
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| KRI | Kairi Relative Index | Oscillators |
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| KST | KST Oscillator | Oscillators |
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| KURTOSIS | Kurtosis | Statistics |
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| KVO | Klinger Volume Oscillator | Volume |
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| LINEAR | Linear Transformation | Numerics |
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| [LOGCOSH](lib/errors/logcosh/LogCosh.md) | Log-Cosh Loss | Errors |
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| LINREG | Linear Regression Curve | Statistics |
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| LOESS | LOESS/LOWESS Smoothing | Filters |
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| LOG | Logarithmic Transformation | Numerics |
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| LOWEST | Lowest value | Numerics |
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| [LSMA](lib/trends_FIR/lsma/Lsma.md) | Least Squares Moving Average | Trends (FIR) |
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| LTMA | Linear Trend MA | Trends (FIR) |
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| [LINEARTRANS](lib/numerics/lineartrans/Lineartrans.md) | Linear Transform | Numerics |
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| [LINREG](lib/statistics/linreg/LinReg.md) | Linear Regression | Statistics |
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| [LOESS](lib/filters/loess/Loess.md) | LOESS Smoothing | Filters |
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| [LOGCOSH](lib/errors/logcosh/Logcosh.md) | Log-Cosh Loss | Errors |
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| LOGNORMDIST | Log-normal Distribution | Numerics |
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| [LOGTRANS](lib/numerics/logtrans/Logtrans.md) | Logarithmic Transform | Numerics |
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| [LOWEST](lib/numerics/lowest/Lowest.md) | Rolling Minimum | Numerics |
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| [LSMA](lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Trends (FIR) |
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| LTMA | Linear Trend MA | Trends (IIR) |
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| LUNAR | Lunar Phase | Cycles |
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| [MAAPE](lib/errors/mape/Maape.md) | Mean Arctangent Absolute Percentage Error | Errors |
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| MACD | Moving Average Convergence Divergence | Oscillators |
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| [MAAPE](lib/errors/maape/Maape.md) | Mean Arctangent APE | Errors |
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| [MACD](lib/momentum/macd/Macd.md) | Moving Average Convergence Divergence | Momentum |
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| [MAE](lib/errors/mae/Mae.md) | Mean Absolute Error | Errors |
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| MAENV | Moving Average Envelope | Channels |
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| [MAMA](lib/trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends (IIR) |
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| [MAPD](lib/errors/mapd/Mapd.md) | Mean Absolute Percentage Deviation | Errors |
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| [MAPE](lib/errors/mape/Mape.md) | Mean Absolute Percentage Error | Errors |
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| [MAMA](lib/trends_IIR/mama/Mama.md) | MESA Adaptive MA | Trends (IIR) |
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| [MAPD](lib/errors/mapd/Mapd.md) | Mean Absolute % Deviation | Errors |
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| [MAPE](lib/errors/mape/Mape.md) | Mean Absolute % Error | Errors |
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| [MASE](lib/errors/mase/Mase.md) | Mean Absolute Scaled Error | Errors |
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| MASS | Mass Index | Volatility |
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| MASSI | Mass Index | Volatility |
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| [MDAE](lib/errors/mdae/Mdae.md) | Median Absolute Error | Errors |
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| [MDAPE](lib/errors/mdape/Mdape.md) | Median Absolute Percentage Error | Errors |
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| [MDAPE](lib/errors/mdape/Mdape.md) | Median Absolute % Error | Errors |
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| [ME](lib/errors/me/Me.md) | Mean Error | Errors |
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| [MEDIAN](lib/statistics/median/Median.md) | Median (Statistical) | Statistics |
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| [MEDIAN](lib/statistics/median/Median.md) | Median | Statistics |
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| MFI | Money Flow Index | Volume |
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| [MGDI](lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic Indicator | Trends (IIR) |
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| MIDPOINT | (Highest + Lowest) / 2 | Numerics |
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| [MIDPOINT](lib/numerics/midpoint/Midpoint.md) | Midrange | Numerics |
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| MLP | Multilayer Perceptron | Forecasts |
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| [MMA](lib/trends_IIR/mma/Mma.md) | Modified MA | Trends (IIR) |
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| MMCHANNEL | Min-Max Channel | Channels |
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| MODE | Mode (Most Frequent) | Statistics |
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| MODE | Mode | Statistics |
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| MOM | Momentum | Momentum |
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| MOON | Moon Phase | Cycles |
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| [MPE](lib/errors/mpe/Mpe.md) | Mean Percentage Error | Errors |
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| [MRAE](lib/errors/mrae/Mrae.md) | Mean Relative Absolute Error | Errors |
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| [MSE](lib/errors/mse/Mse.md) | Mean Squared Error | Errors |
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| [MSLE](lib/errors/msle/Msle.md) | Mean Squared Logarithmic Error | Errors |
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| NATR | Normalized Average True Range | Volatility |
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| NORMALIZE | Min-Max Scaling (Normalization) | Numerics |
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| NOTCH | Notch Filter | Filters |
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| [MSLE](lib/errors/msle/Msle.md) | Mean Squared Log Error | Errors |
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| NATR | Normalized ATR | Volatility |
|
||||
| NORMDIST | Normal Distribution | Numerics |
|
||||
| [NORMALIZE](lib/numerics/normalize/Normalize.md) | Min-Max Normalization | Numerics |
|
||||
| [NOTCH](lib/filters/notch/Notch.md) | Notch Filter | Filters |
|
||||
| NVI | Negative Volume Index | Volume |
|
||||
| OBV | On Balance Volume | Volume |
|
||||
| OC2 | (Open + Close) / 2 | Numerics |
|
||||
| OHL3 | (Open + High + Low) / 3 | Numerics |
|
||||
| OHLC4 | (Open + High + Low + Close) / 4 | Numerics |
|
||||
| PACF | Partial Autocorrelation | Statistics |
|
||||
| PCHANNEL | Price Channel | Channels |
|
||||
| PERCENTILE | Percentile | Statistics |
|
||||
| PGO | Pretty Good Oscillator | Oscillators |
|
||||
| PHASOR | Ehlers Phasor Analysis | Cycles |
|
||||
| PHASOR | Phasor Analysis | Cycles |
|
||||
| PIVOT | Pivot Points (Classic) | Reversals |
|
||||
| PIVOTCAM | Camarilla Pivot Points | Reversals |
|
||||
| PIVOTDEM | DeMark Pivot Points | Reversals |
|
||||
| PIVOTEXT | Extended Traditional Pivots | Reversals |
|
||||
| PIVOTFIB | Fibonacci Pivot Points | Reversals |
|
||||
| PIVOTWOOD | Woodie's Pivot Points | Reversals |
|
||||
| PMO | Price Momentum Oscillator | Oscillators |
|
||||
| PPO | Percentage Price Oscillator | Oscillators |
|
||||
| PMO | Price Momentum Oscillator | Momentum |
|
||||
| POISSONDIST | Poisson Distribution | Numerics |
|
||||
| POLYFIT | Polynomial Fitting | Statistics |
|
||||
| PPO | Percentage Price Oscillator | Momentum |
|
||||
| PRS | Price Relative Strength | Momentum |
|
||||
| PSAR | Parabolic Stop And Reverse | Trends (IIR) |
|
||||
| PSAR | Parabolic Stop And Reverse | Reversals |
|
||||
| PSL | Psychological Line | Oscillators |
|
||||
| [PSEUDOHUBER](lib/errors/pseudohuber/Pseudohuber.md) | Pseudo-Huber Loss | Errors |
|
||||
| PV | Parkinson Volatility | Volatility |
|
||||
| PVD | Price Volume Divergence | Volume |
|
||||
| PVI | Positive Volume Index | Volume |
|
||||
| PVO | Percentage Volume Oscillator | Oscillators |
|
||||
| PVO | Percentage Volume Oscillator | Volume |
|
||||
| PVR | Price Volume Rank | Volume |
|
||||
| [PSEUDOHUBER](lib/errors/pseudohuber/PseudoHuber.md) | Pseudo-Huber Loss | Errors |
|
||||
| PVT | Price Volume Trend | Volume |
|
||||
| [PWMA](lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Trends (FIR) |
|
||||
| [QEMA](lib/trends_IIR/qema/Qema.md) | Quadruple Exponential MA | Trends (IIR) |
|
||||
| QSTICK | Qstick Indicator | Momentum |
|
||||
| [QEMA](lib/trends_IIR/qema/Qema.md) | Quad Exponential MA | Trends (IIR) |
|
||||
| QQE | Quantitative Qualitative Estimation | Oscillators |
|
||||
| QSTICK | Qstick | Dynamics |
|
||||
| QUANTILE | Quantile | Statistics |
|
||||
| [QUANTILELOSS](lib/errors/quantile/QuantileLoss.md) | Quantile Loss | Errors |
|
||||
| [QUANTILELOSS](lib/errors/quantile/Quantile.md) | Quantile Loss | Errors |
|
||||
| [RAE](lib/errors/rae/Rae.md) | Relative Absolute Error | Errors |
|
||||
| REGCHANNEL | Regression Channels | Channels |
|
||||
| RELU | Rectified Linear Unit | Numerics |
|
||||
| [RELU](lib/numerics/relu/Relu.md) | Rectified Linear Unit | Numerics |
|
||||
| [REMA](lib/trends_IIR/rema/Rema.md) | Regularized Exponential MA | Trends (IIR) |
|
||||
| [RGMA](lib/trends_IIR/rgma/Rgma.md) | Recursive Gaussian MA | Trends (IIR) |
|
||||
| [RMA](lib/trends_IIR/rma/Rma.md) | wildeR MA (SMMA, MMA) | Trends (IIR) |
|
||||
| [RMA](lib/trends_IIR/rma/Rma.md) | wildeR MA | Trends (IIR) |
|
||||
| [RMSE](lib/errors/rmse/Rmse.md) | Root Mean Squared Error | Errors |
|
||||
| [RMSLE](lib/errors/rmsle/Rmsle.md) | Root Mean Squared Logarithmic Error | Errors |
|
||||
| [RMSLE](lib/errors/rmsle/Rmsle.md) | Root Mean Squared Log Error | Errors |
|
||||
| [ROC](lib/momentum/roc/Roc.md) | Rate of Change | Momentum |
|
||||
| ROCP | Rate of Change Percentage | Momentum |
|
||||
| ROCR | Rate of Change Ratio | Momentum |
|
||||
| [RSE](lib/errors/rse/Rse.md) | Relative Squared Error | Errors |
|
||||
| RSI | Relative Strength Index | Oscillators |
|
||||
| [RSQUARED](lib/errors/rsquared/Rsquared.md) | Coefficient of Determination (R²) | Errors |
|
||||
| [RSI](lib/momentum/rsi/Rsi.md) | Relative Strength Index | Momentum |
|
||||
| [RSQUARED](lib/errors/rsquared/Rsquared.md) | R² (Coefficient of Determination) | Errors |
|
||||
| RSV | Rogers-Satchell Volatility | Volatility |
|
||||
| [RSX](lib/momentum/rsx/Rsx.md) | Jurik Relative Strength Quality Index | Oscillators |
|
||||
| [RSX](lib/momentum/rsx/Rsx.md) | Relative Strength Quality Index | Momentum |
|
||||
| RV | Realized Volatility | Volatility |
|
||||
| RVI | Relative Volatility Index | Volatility |
|
||||
| RVGI | Relative Vigor Index | Oscillators |
|
||||
| SDCHANNEL | Standard Deviation Channel | Channels |
|
||||
| SGF | Savitzky-Golay Filter | Filters |
|
||||
| [SGF](lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Filters |
|
||||
| [SGMA](lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) |
|
||||
| SIGMOID | Logistic Function | Numerics |
|
||||
| SINE | Ehlers Sine Wave | Cycles |
|
||||
| SINEMA | Sine-weighted MA | Trends (FIR) |
|
||||
| SKEW | Skewness | Statistics |
|
||||
| SLOPE | Rate of change; 1st derivative | Numerics |
|
||||
| [SIGMOID](lib/numerics/sigmoid/Sigmoid.md) | Logistic Function | Numerics |
|
||||
| SINE | Sine Wave | Cycles |
|
||||
| [SINEMA](lib/trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Trends (FIR) |
|
||||
| [SKEW](lib/statistics/skew/Skew.md) | Skewness | Statistics |
|
||||
| [SLOPE](lib/numerics/slope/Slope.md) | Rate of Change | Numerics |
|
||||
| [SMA](lib/trends_FIR/sma/Sma.md) | Simple MA | Trends (FIR) |
|
||||
| [SMAPE](lib/errors/smape/Smape.md) | Symmetric Mean Absolute Percentage Error | Errors |
|
||||
| [SMAPE](lib/errors/smape/Smape.md) | Symmetric MAPE | Errors |
|
||||
| SMI | Stochastic Momentum Index | Oscillators |
|
||||
| SOLAR | Solar Activity Cycle | Cycles |
|
||||
| SPEARMAN | Spearman Rank Correlation | Statistics |
|
||||
| SQRT | Square Root Transformation | Numerics |
|
||||
| [SSF](lib/filters/ssf/Ssf.md) | Ehlers Super Smooth Filter | Filters |
|
||||
| SSFDSP | Ehlers SSF-Based Detrended Synthetic Price | Cycles |
|
||||
| STANDARDIZE | Standardization (Z-score) | Numerics |
|
||||
| STARC | Starc Bands | Channels |
|
||||
| SQUEEZE | Squeeze | Oscillators |
|
||||
| [SQRTTRANS](lib/numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | Numerics |
|
||||
| [SSF](lib/filters/ssf/Ssf.md) | Super Smoother | Filters |
|
||||
| SSFDSP | SSF Detrended Synthetic Price | Cycles |
|
||||
| STANDARDIZE | Z-Score Normalization | Numerics |
|
||||
| STARCHANNEL | Stoller Average Range Channel | Channels |
|
||||
| STBANDS | Super Trend Bands | Channels |
|
||||
| STC | Schaff Trend Cycle | Oscillators |
|
||||
| STDDEV | Standard Deviation | Statistics |
|
||||
| STC | Schaff Trend Cycle | Cycles |
|
||||
| [STDDEV](lib/statistics/stddev/StdDev.md) | Standard Deviation | Statistics |
|
||||
| STOCH | Stochastic Oscillator | Oscillators |
|
||||
| STOCHF | Stochastic Fast | Oscillators |
|
||||
| STOCHRSI | Stochastic RSI | Oscillators |
|
||||
| [SUPER](lib/dynamics/super/Super.md) | SuperTrend | Dynamics |
|
||||
| [SUM](lib/statistics/sum/Sum.md) | Rolling Sum | Statistics |
|
||||
| SUPER | SuperTrend | Dynamics |
|
||||
| SWINGS | Swing High/Low Detection | Reversals |
|
||||
| [T3](lib/trends_IIR/t3/T3.md) | Tillson T3 MA | Trends (IIR) |
|
||||
| TANH | Hyperbolic Tangent | Numerics |
|
||||
| TDIST | Student's t-Distribution | Numerics |
|
||||
| TD_SEQ | TD Sequential | Oscillators |
|
||||
| [TEMA](lib/trends_IIR/tema/Tema.md) | Triple Exponential MA | Trends (IIR) |
|
||||
| THEIL | Theil Index | Statistics |
|
||||
| [THEILU](lib/errors/theilu/TheilU.md) | Theil's U Statistic | Errors |
|
||||
| [THEILU](lib/errors/theilu/Theilu.md) | Theil's U Statistic | Errors |
|
||||
| TR | True Range | Volatility |
|
||||
| [TRIMA](lib/trends_FIR/trima/Trima.md) | Triangular MA | Trends (FIR) |
|
||||
| TRIX | Triple Exponential Average | Oscillators |
|
||||
| TSF | Time Series Forecast | Forecasts |
|
||||
| TSI | True Strength Index | Oscillators |
|
||||
| TTM | TTM Trend | Trends (FIR) |
|
||||
| [TUKEY](lib/errors/tukey/TukeyBiweight.md) | Tukey Biweight Loss | Errors |
|
||||
| TSF | Time Series Forecast | Statistics |
|
||||
| TSI | True Strength Index | Momentum |
|
||||
| TTM | TTM Trend | Dynamics |
|
||||
| [TUKEY](lib/errors/tukey/Tukey.md) | Tukey Biweight Loss | Errors |
|
||||
| TVI | Trade Volume Index | Volume |
|
||||
| TWAP | Time Weighted Average Price | Volume |
|
||||
| UBANDS | Ultimate Bands | Channels |
|
||||
| UCHANNEL | Ultimate Channel | Channels |
|
||||
| UI | Ulcer Index | Volatility |
|
||||
| [ULTOSC](lib/oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Oscillators |
|
||||
| [USF](lib/filters/usf/Usf.md) | Ehlers Ultrasmooth Filter | Filters |
|
||||
| [USF](lib/filters/usf/Usf.md) | Ultra Smoother | Filters |
|
||||
| VA | Volume Accumulation | Volume |
|
||||
| VAMA | Volatility Adjusted Moving Average | Trends (IIR) |
|
||||
| VARIANCE | Variance | Statistics |
|
||||
| [VAMA](lib/trends_IIR/vama/Vama.md) | Volatility Adjusted MA | Trends (IIR) |
|
||||
| [VARIANCE](lib/statistics/variance/Variance.md) | Variance | Statistics |
|
||||
| [VEL](lib/momentum/vel/Vel.md) | Jurik Velocity | Momentum |
|
||||
| VF | Volume Force | Volume |
|
||||
| [VIDYA](lib/trends_IIR/vidya/Vidya.md) | Variable Index Dynamic Average | Trends (IIR) |
|
||||
| VO | Volume Oscillator | Oscillators |
|
||||
| VO | Volume Oscillator | Volume |
|
||||
| VORTEX | Vortex Indicator | Dynamics |
|
||||
| VOV | Volatility of Volatility | Volatility |
|
||||
| VR | Volatility Ratio | Volatility |
|
||||
| VROC | Volume Rate of Change | Volume |
|
||||
| VWAD | Volume Weighted Accumulation/Distribution | Volume |
|
||||
| VWAD | Volume Weighted A/D | Volume |
|
||||
| VWAP | Volume Weighted Average Price | Volume |
|
||||
| VWAPBANDS | VWAP Bands | Channels |
|
||||
| VWAPSD | VWAP with Standard Deviation Bands | Channels |
|
||||
| VWMA | Volume Weighted MA | Trends (FIR) |
|
||||
| WAD | Williams Accumulation/Distribution | Volume |
|
||||
| WIENER | Wiener Filter | Filters |
|
||||
| VWAPSD | VWAP Standard Deviation Bands | Channels |
|
||||
| VWMA | Volume Weighted MA | Volume |
|
||||
| WAD | Williams A/D | Volume |
|
||||
| WAVG | Weighted Average | Statistics |
|
||||
| WEIBULLDIST | Weibull Distribution | Numerics |
|
||||
| [WIENER](lib/filters/wiener/Wiener.md) | Wiener Filter | Filters |
|
||||
| WILLR | Williams %R | Oscillators |
|
||||
| [WMA](lib/trends_FIR/wma/Wma.md) | Weighted MA | Trends (FIR) |
|
||||
| [WMAPE](lib/errors/wmape/Wmape.md) | Weighted Mean Absolute Percentage Error | Errors |
|
||||
| [WMAPE](lib/errors/wmape/Wmape.md) | Weighted MAPE | Errors |
|
||||
| [WRMSE](lib/errors/wrmse/Wrmse.md) | Weighted RMSE | Errors |
|
||||
| YZV | Yang-Zhang Volatility | Volatility |
|
||||
| [YZVAMA](lib/trends_IIR/yzvama/Yzvama.md) | Yang-Zhang Volatility Adjusted MA | Trends (IIR) |
|
||||
| ZLDEMA | Zero-Lag Double Exponential MA | Trends (IIR) |
|
||||
| ZLEMA | Zero-Lag Exponential MA | Trends (IIR) |
|
||||
| [ZLEMA](lib/trends_IIR/zlema/Zlema.md) | Zero-Lag Exponential MA | Trends (IIR) |
|
||||
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) |
|
||||
| ZSCORE | Z-score standardization | Statistics |
|
||||
| ZSCORE | Z-Score | Statistics |
|
||||
| ZTEST | Z-Test | Statistics |
|
||||
|
||||
Reference in New Issue
Block a user