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Covar, Kendall, Spearman
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Miha
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# QuanTAlib Indicators Status
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## Implementation Status
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| Category | Done | Todo | Total |
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|------------|------|------|-------|
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| Averages | 33 | 0 | 33 |
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| Momentum | 17 | 0 | 17 |
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| Oscillators| 24 | 5 | 29 |
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| Patterns | 0 | 8 | 8 |
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| Statistics | 21 | 2 | 23 |
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| Volatility | 31 | 4 | 35 |
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| Total | 126 | 19 | 145 |
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## Indicators by Category
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### Averages (33/33)
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✔️ AFIRMA - Adaptive FIR Moving Average
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✔️ ALMA - Arnaud Legoux Moving Average
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✔️ CONVOLUTION - 1D Convolution with sliding kernel
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✔️ DEMA - Double Exponential Moving Average
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✔️ DSMA - Dynamic Simple Moving Average
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✔️ DWMA - Dynamic Weighted Moving Average
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✔️ EMA - Exponential Moving Average
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✔️ EPMA - Endpoint Moving Average
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✔️ FRAMA - Fractal Adaptive Moving Average
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✔️ FWMA - Forward Weighted Moving Average
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✔️ GMA - Gaussian Moving Average
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✔️ HMA - Hull Moving Average
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✔️ HTIT - Hilbert Transform Instantaneous Trendline
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✔️ HWMA - Hann Weighted Moving Average
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✔️ JMA - Jurik Moving Average
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✔️ KAMA - Kaufman Adaptive Moving Average
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✔️ LTMA - Linear Time Moving Average
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✔️ MAAF - Moving Average Adaptive Filter
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✔️ MAMA - MESA Adaptive Moving Average (MAMA, FAMA)
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✔️ MGDI - McGinley Dynamic Indicator
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✔️ MMA - Modified Moving Average
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✔️ PWMA - Parabolic Weighted Moving Average
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✔️ QEMA - Quick Exponential Moving Average
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✔️ REMA - Regularized Exponential Moving Average
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✔️ RMA - Running Moving Average
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✔️ SINEMA - Sine-weighted Moving Average
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✔️ SMA - Simple Moving Average
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✔️ SMMA - Smoothed Moving Average
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✔️ T3 - Triple Exponential Moving Average (T3)
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✔️ TEMA - Triple Exponential Moving Average
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✔️ TRIMA - Triangular Moving Average
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✔️ VIDYA - Variable Index Dynamic Average
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✔️ WMA - Weighted Moving Average
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✔️ ZLEMA - Zero-Lag Exponential Moving Average
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### Momentum (17/17)
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✔️ ADX - Average Directional Movement Index
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✔️ ADXR - Average Directional Movement Index Rating
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✔️ APO - Absolute Price Oscillator
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✔️ DMI - Directional Movement Index (DI+, DI-)
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✔️ DMX - Jurik Directional Movement Index
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✔️ DPO - Detrended Price Oscillator
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✔️ MACD - Moving Average Convergence/Divergence (MACD, Signal, Histogram)
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✔️ MOM - Momentum
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✔️ PMO - Price Momentum Oscillator
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✔️ PO - Price Oscillator
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✔️ PPO - Percentage Price Oscillator
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✔️ PRS - Price Relative Strength
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✔️ ROC - Rate of Change
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✔️ TSI - True Strength Index
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✔️ TRIX - 1-day ROC of TEMA
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✔️ VEL - Jurik Signal Velocity
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✔️ VORTEX - Vortex Indicator (VI+, VI-)
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### Oscillators (24/29)
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✔️ AC - Acceleration Oscillator
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✔️ AO - Awesome Oscillator
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✔️ AROON - Aroon oscillator (Up, Down)
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✔️ BOP - Balance of Power
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✔️ CCI - Commodity Channel Index
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✔️ CFO - Chande Forcast Oscillator
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✔️ CHOP - Choppiness Index
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✔️ CMO - Chande Momentum Oscillator
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✔️ COG - Ehler's Center of Gravity
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✔️ COPPOCK - Coppock Curve
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✔️ CRSI - Connor RSI
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✔️ CTI - Ehler's Correlation Trend Indicator
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✔️ DOSC - Derivative Oscillator
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✔️ FISHER - Fisher Transform
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✔️ EFI - Elder Ray's Force Index
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✔️ RSI - Relative Strength Index
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✔️ RSX - Jurik Trend Strength Index
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✔️ SMI - Stochastic Momentum Index
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✔️ SRSI - Stochastic RSI (SRSI, Signal)
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✔️ STC - Schaff Trend Cycle
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✔️ STOCH - Stochastic Oscillator (%K, %D)
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✔️ TSI - True Strength Index
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✔️ UO - Ultimate Oscillator
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✔️ WILLR - Larry Williams' %R
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FOSC - Forecast Oscillator
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GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
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KDJ - KDJ Indicator (K, D, J lines)
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KRI - Kairi Relative Index
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RVGI - Relative Vigor Index (RVGI, Signal)
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### Patterns (0/8)
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DOJI - Doji Candlestick Pattern
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ER - Elder Ray Pattern (Bull Power, Bear Power)
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MARU - Marubozu Candlestick Pattern
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PIV - Pivot Points (Support 1-3, Pivot, Resistance 1-3)
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PP - Price Pivots (Support 1-3, Pivot, Resistance 1-3)
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RPP - Rolling Pivot Points (Support 1-3, Pivot, Resistance 1-3)
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WF - Williams Fractal
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ZZ - Zig Zag Pattern
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### Statistics (21/23)
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✔️ BETA - Beta coefficient measuring volatility relative to market
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✔️ CORR - Correlation coefficient between two series
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✔️ COVAR - Covariance between two series
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✔️ CURVATURE - Curvature of a time series
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✔️ ENTROPY - Information entropy of a series
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✔️ HURST - Hurst exponent for trend strength
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✔️ KENDALL - Kendall rank correlation
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✔️ KURTOSIS - Kurtosis measuring tail extremity
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✔️ MAX - Maximum value over period
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✔️ MEDIAN - Median value over period
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✔️ MIN - Minimum value over period
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✔️ MODE - Mode (most frequent value)
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✔️ PERCENTILE - Percentile rank calculation
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✔️ SKEW - Skewness measuring distribution asymmetry
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✔️ SLOPE - Linear regression slope
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✔️ SPEARMAN - Spearman rank correlation
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✔️ STDDEV - Standard deviation
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✔️ THEIL - Theil's U statistics for forecast accuracy
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✔️ TSF - Time series forecast
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✔️ VARIANCE - Statistical variance
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✔️ ZSCORE - Z-score standardization
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COINTEGRATION - Test for cointegrated series
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GRANGER - Granger causality test
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### Volatility (31/35)
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✔️ ADR - Average Daily Range
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✔️ AP - Andrew's Pitchfork
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✔️ ATR - Average True Range
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✔️ ATRP - Average True Range Percent
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✔️ ATRS - ATR Trailing Stop
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✔️ BBAND - Bollinger Bands® (Upper, Middle, Lower)
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✔️ CCV - Close-to-Close Volatility
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✔️ CE - Chandelier Exit
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✔️ CV - Conditional Volatility (ARCH/GARCH)
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✔️ CVI - Chaikin's Volatility
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✔️ DCHN - Donchian Channels (Upper, Middle, Lower)
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✔️ EWMA - Exponential Weighted Moving Average Volatility
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✔️ FCB - Fractal Chaos Bands
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✔️ GKV - Garman-Klass Volatility
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✔️ HLV - High-Low Volatility
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✔️ HV - Historical Volatility
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✔️ JVOLTY - Jurik Volatility (Jvolty, Upper band, Lower band)
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✔️ NATR - Normalized Average True Range
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✔️ PCH - Price Channel Indicator
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✔️ PV - Parkinson Volatility
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✔️ RSV - Rogers-Satchell Volatility
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✔️ RV - Realized Volatility
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✔️ RVI - Relative Volatility Index
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✔️ SV - Stochastic Volatility
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✔️ TR - True Range
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✔️ UI - Ulcer Index
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✔️ VC - Volatility Cone (Mean, Upper Bound, Lower Bound)
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✔️ VOV - Volatility of Volatility
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✔️ VR - Volatility Ratio
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✔️ VS - Volatility Stop (Long Stop, Short Stop)
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✔️ YZV - Yang-Zhang Volatility
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ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)
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KC - Keltner Channels (Upper, Middle, Lower)
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PSAR - Parabolic Stop and Reverse (Value, Trend)
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STARC - Starc Bands (Upper, Middle, Lower)
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