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Adr, Ap, Atrp, Atrs, Vp, Vwap, Vwma
This commit is contained in:
+6
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@@ -1,24 +1,24 @@
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* [Home](/)
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||||
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* [Available Indicators](indicators/indicators.md)
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* [List of Indicators](indicators/indicators.md)
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* Introduction
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* 🚧 Introduction
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* [Overview]()
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* [Features]()
|
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* [Historical vs Real-time analysis](essays/realtime.md)
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* Core Concepts
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* 🚧 Core Concepts
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* [Time Series Data Handling]()
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* [Calculation classes]()
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* [Presentation Classes]()
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* QuanTAlib C# Library
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* 🚧 QuanTAlib C# Library
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* [Installation]()
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* [Quick Start Guide]()
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* [Usage Examples]()
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* [Tests and Validation]()
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|
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* Quantower Charts
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* 🚧 Quantower Charts
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* [Installation]()
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* [Quick Start Guide]()
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* [Using VS Code for QuanTower coding](setup/vscode.md)
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@@ -26,7 +26,7 @@
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* [Creating Custom Indicators]()
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* [Inspecting Quantower Internals]()
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* [Available Indicators](indicators/indicators.md)
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* [🚧 Available Indicators](indicators/indicators.md)
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* Momentum
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* [ADX - Average Directional Index](indicators/momentum/adx/description.md)
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* [ADXR - Average Directional Index Rating](indicators/momentum/adxr/description.md)
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@@ -1,30 +1,27 @@
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# Indicators in QuanTAlib
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\* = Returns multiple values
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| **Category** | **Status** | **Completion** |
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|--------------|:----------:|:--------------:|
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| Basic Transforms | 6 of 6 | 100% |
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| Averages & Trends | 33 of 33 | 100% |
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| Momentum | 17 of 17 | 100% |
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| Oscillators | 12 of 29 | 41% |
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| Volatility | 15 of 35 | 43% |
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| Volume | 19 of 19 | 100% |
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| Numerical Analysis | 13 of 20 | 65% |
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| Errors | 16 of 16 | 100% |
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| **Total** | **131 of 175** | **75%** |
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**Implementation Status:**
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- Basic Transforms: 6 of 6 complete
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- Averages & Trends: 33 of 33 complete
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- Momentum: 17 of 17 complete
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- Oscillators: 11 of 29 complete
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- Volatility: 11 of 35 complete
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- Volume: 15 of 19 complete
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- Numerical Analysis: 13 of 20 complete
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- Errors: 16 of 16 complete
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- Total: 122 of 175 indicators implemented (70%)
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|**BASIC TRANSFORMS**|**Class Name**|
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|---|:--:|
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|Technical Indicator Name| Class Name|
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|-----------|:----------:|
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|**BASIC TRANSFORMS**||
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|OC2 - Midpoint price|`.OC2`|
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|HL2 - Median Price|`.HL2`|
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|HLC3 - Typical Price|`.HLC3`|
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|OHL3 - Mean Price|`.OHL3`|
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|OHLC4 - Average Price|`.OHLC4`|
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|HLCC4 - Weighted Price|`.HLCC4`|
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|**AVERAGES & TRENDS**|**Class Name**|
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|--|:--:|
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|**AVERAGES & TRENDS**||
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|AFIRMA - Adaptive FIR Moving Average|`Afirma`|
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|ALMA - Arnaud Legoux Moving Average|`Alma`|
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|DEMA - Double Exponential Moving Average|`Dema`|
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@@ -58,9 +55,7 @@
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|VIDYA - Variable Index Dynamic Average|`Vidya`|
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|WMA - Weighted Moving Average|`Wma`|
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|ZLEMA - Zero-Lag Exponential Moving Average|`Zlema`|
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|**MOMENTUM INDICATORS**|**Class Name**|
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|--|:--:|
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|**MOMENTUM INDICATORS**||
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|ADX - Average Directional Movement Index|`Adx`|
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|ADXR - Average Directional Movement Index Rating|`Adxr`|
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|APO - Absolute Price Oscillator|`Apo`|
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@@ -78,79 +73,73 @@
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|TRIX - 1-day ROC of TEMA|`Trix`|
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|VEL - Jurik Signal Velocity|`Vel`|
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|VORTEX* - Vortex Indicator (VI+, VI-)|`Vortex`|
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|**OSCILLATORS**|**Class Name**|
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|--|:--:|
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|**OSCILLATORS**||
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|AC - Acceleration Oscillator|`Ac`|
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|AO - Awesome Oscillator|`Ao`|
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|AROON* - Aroon oscillator (Up, Down)|`Aroon`|
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|🚧 BOP - Balance of Power|`Bop`|
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|BOP - Balance of Power|`Bop`|
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|CCI - Commodity Channel Index|`Cci`|
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|CFO - Chande Forcast Oscillator|`Cfo`|
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|CMO - Chande Momentum Oscillator|`Cmo`|
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|CHOP - Choppiness Index|`Chop`|
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|COG - Ehler's Center of Gravity|`Cog`|
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|🚧 COPPOCK - Coppock Curve|`Coppock`|
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|🚧 CRSI - Connor RSI|`Crsi`|
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|🚧 CTI - Ehler's Correlation Trend Indicator|`Cti`|
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|🚧 DOSC - Derivative Oscillator|`Dosc`|
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|🚧 EFI - Elder Ray's Force Index|`Efi`|
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|🚧 FISHER - Fisher Transform|`Fisher`|
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|🚧 FOSC - Forecast Oscillator|`Fosc`|
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|🚧 GATOR* - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)|`Gator`|
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|🚧 KDJ* - KDJ Indicator (K, D, J lines)|`Kdj`|
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|🚧 KRI - Kairi Relative Index|`Kri`|
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|🚧 COPPOCK - Coppock Curve|`Coppock`|
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||||
|🚧 CRSI - Connor RSI|`Crsi`|
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||||
|🚧 CTI - Ehler's Correlation Trend Indicator|`Cti`|
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||||
|🚧 DOSC - Derivative Oscillator|`Dosc`|
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||||
|🚧 EFI - Elder Ray's Force Index|`Efi`|
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||||
|🚧 FISHER - Fisher Transform|`Fisher`|
|
||||
|🚧 FOSC - Forecast Oscillator|`Fosc`|
|
||||
|🚧 GATOR* - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)|`Gator`|
|
||||
|🚧 KDJ* - KDJ Indicator (K, D, J lines)|`Kdj`|
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||||
|🚧 KRI - Kairi Relative Index|`Kri`|
|
||||
|RSI - Relative Strength Index|`Rsi`|
|
||||
|RSX - Jurik Trend Strength Index|`Rsx`|
|
||||
|🚧 RVGI* - Relative Vigor Index (RVGI, Signal)|`Rvgi`|
|
||||
|🚧 SMI - Stochastic Momentum Index|`Smi`|
|
||||
|🚧 SRSI* - Stochastic RSI (SRSI, Signal)|`Srsi`|
|
||||
|🚧 STC - Schaff Trend Cycle|`Stc`|
|
||||
|🚧 STOCH* - Stochastic Oscillator (%K, %D)|`Stoch`|
|
||||
|🚧 TSI - True Strength Index|`Tsi`|
|
||||
|🚧 UO - Ultimate Oscillator|`Uo`|
|
||||
|🚧 WILLR - Larry Williams' %R|`Willr`|
|
||||
|
||||
|**VOLATILITY INDICATORS**|**Class Name**|
|
||||
|--|:--:|
|
||||
|🚧 ADR - Average Daily Range|`Adr`|
|
||||
|🚧 AP - Andrew's Pitchfork|`Ap`|
|
||||
|🚧 RVGI* - Relative Vigor Index (RVGI, Signal)|`Rvgi`|
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||||
|🚧 SMI - Stochastic Momentum Index|`Smi`|
|
||||
|🚧 SRSI* - Stochastic RSI (SRSI, Signal)|`Srsi`|
|
||||
|🚧 STC - Schaff Trend Cycle|`Stc`|
|
||||
|🚧 STOCH* - Stochastic Oscillator (%K, %D)|`Stoch`|
|
||||
|🚧 TSI - True Strength Index|`Tsi`|
|
||||
|🚧 UO - Ultimate Oscillator|`Uo`|
|
||||
|🚧 WILLR - Larry Williams' %R|`Willr`|
|
||||
|**VOLATILITY INDICATORS**||
|
||||
|ADR - Average Daily Range|`Adr`|
|
||||
|AP - Andrew's Pitchfork|`Ap`|
|
||||
|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`|
|
||||
|🚧 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`|
|
||||
|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`|
|
||||
|🚧 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`|
|
||||
|HV - Historical Volatility|`Hv`|
|
||||
|🚧 ICH* - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)|`Ich`|
|
||||
|🚧 ICH* - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)|`Ich`|
|
||||
|JVOLTY - Jurik Volatility|`Jvolty`|
|
||||
|🚧 KC* - Keltner Channels (Upper, Middle, Lower)|`Kc`|
|
||||
|🚧 NATR - Normalized Average True Range|`Natr`|
|
||||
|🚧 PCH - Price Channel Indicator|`Pch`|
|
||||
|🚧 PSAR* - Parabolic Stop and Reverse (Value, Trend)|`Psar`|
|
||||
|🚧 PV - Parkinson Volatility|`Pv`|
|
||||
|🚧 RSV - Rogers-Satchell Volatility|`Rsv`|
|
||||
|🚧 KC* - Keltner Channels (Upper, Middle, Lower)|`Kc`|
|
||||
|🚧 NATR - Normalized Average True Range|`Natr`|
|
||||
|🚧 PCH - Price Channel Indicator|`Pch`|
|
||||
|🚧 PSAR* - Parabolic Stop and Reverse (Value, Trend)|`Psar`|
|
||||
|🚧 PV - Parkinson Volatility|`Pv`|
|
||||
|🚧 RSV - Rogers-Satchell Volatility|`Rsv`|
|
||||
|RV - Realized Volatility|`Rv`|
|
||||
|RVI - Relative Volatility Index|`Rvi`|
|
||||
|🚧 STARC* - Starc Bands (Upper, Middle, Lower)|`Starc`|
|
||||
|🚧 SV - Stochastic Volatility|`Sv`|
|
||||
|🚧 STARC* - Starc Bands (Upper, Middle, Lower)|`Starc`|
|
||||
|🚧 SV - Stochastic Volatility|`Sv`|
|
||||
|TR - True Range|`Tr`|
|
||||
|UI - Ulcer Index|`Ui`|
|
||||
|VC* - Volatility Cone (Mean, Upper Bound, Lower Bound)|`Vc`|
|
||||
|VOV - Volatility of Volatility|`Vov`|
|
||||
|VR - Volatility Ratio|`Vr`|
|
||||
|VS* - Volatility Stop (Long Stop, Short Stop)|`Vs`|
|
||||
|🚧 YZV - Yang-Zhang Volatility|`Yzv`|
|
||||
|
||||
|**VOLUME INDICATORS**|**Class Name**|
|
||||
|--|:--:|
|
||||
|🚧 YZV - Yang-Zhang Volatility|`Yzv`|
|
||||
|**VOLUME INDICATORS**||
|
||||
|ADL - Chaikin Accumulation Distribution Line|`Adl`|
|
||||
|ADOSC - Chaikin Accumulation Distribution Oscillator|`Adosc`|
|
||||
|AOBV - Archer On-Balance Volume|`Aobv`|
|
||||
@@ -166,36 +155,32 @@
|
||||
|PVR - Price Volume Rank|`Pvr`|
|
||||
|PVT - Price Volume Trend|`Pvt`|
|
||||
|TVI - Trade Volume Index|`Tvi`|
|
||||
|🚧 VF - Volume Force|`Vf`|
|
||||
|🚧 VP - Volume Profile|`Vp`|
|
||||
|🚧 VWAP - Volume Weighted Average Price|`Vwap`|
|
||||
|🚧 VWMA - Volume Weighted Moving Average|`Vwma`|
|
||||
|
||||
|**NUMERICAL ANALYSIS**|**Class Name**|
|
||||
|--|:--:|
|
||||
|🚧 BETA* - Beta coefficient (Beta, R-squared)|`Beta`|
|
||||
|🚧 CORR* - Correlation Coefficient (Correlation, P-value)|`Corr`|
|
||||
|VF - Volume Force|`Vf`|
|
||||
|VP - Volume Profile|`Vp`|
|
||||
|VWAP - Volume Weighted Average Price|`Vwap`|
|
||||
|VWMA - Volume Weighted Moving Average|`Vwma`|
|
||||
|**NUMERICAL ANALYSIS**||
|
||||
|🚧 BETA* - Beta coefficient (Beta, R-squared)|`Beta`|
|
||||
|🚧 CORR* - Correlation Coefficient (Correlation, P-value)|`Corr`|
|
||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`|
|
||||
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`|
|
||||
|🚧 HUBER - Huber Loss|`Huber`|
|
||||
|🚧 HURST - Hurst Exponent|`Hurst`|
|
||||
|🚧 HUBER - Huber Loss|`Huber`|
|
||||
|🚧 HURST - Hurst Exponent|`Hurst`|
|
||||
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`|
|
||||
|MAX - Maximum with exponential decay|`Max`|
|
||||
|MEDIAN - Middle value|`Median`|
|
||||
|MIN - Minimum with exponential decay|`Min`|
|
||||
|MODE - Most Frequent Value|`Mode`|
|
||||
|PERCENTILE - Rank Order|`Percentile`|
|
||||
|🚧 RSQUARED* - Coefficient of Determination (R-squared, Adjusted R-squared)|`Rsquared`|
|
||||
|🚧 RSQUARED* - Coefficient of Determination (R-squared, Adjusted R-squared)|`Rsquared`|
|
||||
|SKEW - Skewness, asymmetry of distribution|`Skew`|
|
||||
|SLOPE - Rate of Change, Linear Regression|`Slope`|
|
||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`|
|
||||
|🚧 THEIL* - Theil's U Statistics (U1, U2)|`Theil`|
|
||||
|🚧 TSF* - Time Series Forecast (Forecast, Confidence Interval)|`Tsf`|
|
||||
|🚧 THEIL* - Theil's U Statistics (U1, U2)|`Theil`|
|
||||
|🚧 TSF* - Time Series Forecast (Forecast, Confidence Interval)|`Tsf`|
|
||||
|VARIANCE - Average of Squared Deviations|`Variance`|
|
||||
|ZSCORE - Standardized Score|`Zscore`|
|
||||
|
||||
|**ERRORS**|**Class Name**|
|
||||
|--|:--:|
|
||||
|**ERRORS**||
|
||||
|HUBER - Huber Loss|`Huber`|
|
||||
|MAE - Mean Absolute Error|`Mae`|
|
||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`|
|
||||
|
||||
Reference in New Issue
Block a user