Bband, Ccv, Ce, Cv, Cvi, Ewma, Fcb, Gkv, Hlv

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Miha Kralj
2024-11-03 10:47:10 -08:00
parent 4b5724d5bc
commit caa0d31dbe
22 changed files with 1595 additions and 129 deletions
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# Indicators in QuanTAlib
| **Category** | **Status** | **Completion** |
|--------------|:----------:|:--------------:|
| Basic Transforms | 6 of 6 | 100% |
| Averages & Trends | 33 of 33 | 100% |
| Momentum | 17 of 17 | 100% |
| Oscillators | 12 of 29 | 41% |
| Volatility | 15 of 35 | 43% |
| Volume | 19 of 19 | 100% |
| Numerical Analysis | 13 of 20 | 65% |
| Oscillators | 11 of 29 | 38% |
| Volatility | 24 of 35 | 69% |
| Volume | 15 of 19 | 79% |
| Numerical Analysis | 13 of 19 | 68% |
| Errors | 16 of 16 | 100% |
| **Total** | **131 of 175** | **75%** |
| **Total** | **135 of 174** | **78%** |
|Technical Indicator Name| Class Name|
|-----------|:----------:|
@@ -109,16 +111,16 @@
|ATR - Average True Range|`Atr`|
|ATRP - Average True Range Percent|`Atrp`|
|ATRS - ATR Trailing Stop|`Atrs`|
|🚧 BB* - Bollinger Bands® (Upper, Middle, Lower)|`Bb`|
|🚧 CCV - Close-to-Close Volatility|`Ccv`|
|🚧 CE - Chandelier Exit|`Ce`|
|🚧 CV - Conditional Volatility (ARCH/GARCH)|`Cv`|
|🚧 CVI - Chaikin's Volatility|`Cvi`|
|BB* - Bollinger Bands® (Upper, Middle, Lower)|`Bb`|
|CCV - Close-to-Close Volatility|`Ccv`|
|CE - Chandelier Exit|`Ce`|
|CV - Conditional Volatility (ARCH/GARCH)|`Cv`|
|CVI - Chaikin's Volatility|`Cvi`|
|🚧 DC* - Donchian Channels (Upper, Middle, Lower)|`Dc`|
|🚧 EWMA - Exponential Weighted Moving Average Volatility|`Ewma`|
|🚧 FCB - Fractal Chaos Bands|`Fcb`|
|🚧 GKV - Garman-Klass Volatility|`Gkv`|
|🚧 HLV - High-Low Volatility|`Hlv`|
|EWMA - Exponential Weighted Moving Average Volatility|`Ewma`|
|FCB - Fractal Chaos Bands|`Fcb`|
|GKV - Garman-Klass Volatility|`Gkv`|
|HLV - High-Low Volatility|`Hlv`|
|HV - Historical Volatility|`Hv`|
|🚧 ICH* - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)|`Ich`|
|JVOLTY - Jurik Volatility|`Jvolty`|