mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 21:47:43 +00:00
Documentation update
This commit is contained in:
Miha Kralj
+162
-153
@@ -1,155 +1,164 @@
|
||||
# Coverage of indicators
|
||||
|
||||
| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
|
||||
|--|:--:|:--:|:--:|:--:|
|
||||
| **Basics** |||||
|
||||
| OC2 - (Open+Close)/2 |✔️|||✔️|
|
||||
| HL2 - (High+Low)/2 |✔️|||✔️|
|
||||
| HLC3 - Typical Price |✔️|||✔️|
|
||||
| OHL3 - (Open+High+Low)/3 |✔️|||✔️|
|
||||
| OHLC4 - (O+H+L+C)/4 |✔️|||✔️|
|
||||
| HLCC4 - Weighted Price |✔️||✔️|✔️|
|
||||
| ZL - Zero Lag - De-lagged price |✔️|||✔️|
|
||||
| ADD - Addition |✔️|✔️|||
|
||||
| SUB - Subtraction |✔️|✔️|||
|
||||
| MUL - Multiplication |✔️|✔️|||
|
||||
| DIV - Division |✔️|✔️|||
|
||||
||||||
|
||||
| **Statistics** |||||
|
||||
| BETA - Beta coefficient |||✔️||
|
||||
| BIAS - Bias |✔️|||✔️|
|
||||
| ENTR - Entropy |✔️|||✔️|
|
||||
| KUR - Kurtosis |✔️|||✔️|
|
||||
| LINREG - Linear Regression |✔️|✔️|✔️||
|
||||
| MAD - Mean Absolute Deviation |✔️||✔️|✔️|
|
||||
| MAPE - Mean Absolute Percent Error |✔️||✔️||
|
||||
| MAX - Max value |✔️|✔️|||
|
||||
| MIN - Min value |✔️|✔️|||
|
||||
| MED - Median value |✔️|✔️||✔️|
|
||||
| MSE - Mean Squared Error |✔️||✔️||
|
||||
| PSDEV - Population Standard Deviation |✔️||||
|
||||
| PVAR - Population Variance |✔️||||
|
||||
| QUANTILE ||||✔️|
|
||||
| SKEW - Skewness ||||✔️|
|
||||
| SMAPE - Symmetric Mean Absolute Percent Error |✔️||||
|
||||
| SDEV - Sample Standard Deviation |✔️|✔️|✔️|✔️|
|
||||
| VAR - Sample Variance |✔️|||✔️|
|
||||
| WMAPE - Weighted Mean Absolute Percent Error |✔️||||
|
||||
| ZSCORE |||✔️|✔️|
|
||||
||||||
|
||||
| **Moving Averages** |||||
|
||||
| AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
|
||||
| ALMA - Arnaud Legoux Moving Average |✔️||✔️|✔️|
|
||||
| ARIMA - Autoregressive Integrated Moving Average |||||
|
||||
| ATR - Average True Range |✔️|✔️|✔️|✔️|
|
||||
| ATRP - Average True Range Percent |✔️||✔️||
|
||||
| DEMA - Double EMA |✔️|✔️|✔️|✔️|
|
||||
| EMA - Exponential Moving Average |✔️|✔️|✔️|✔️|
|
||||
| EPMA - Endpoint Moving Average |||✔️||
|
||||
| FWMA - Fibonacci's Weighted Moving Average ||||✔️|
|
||||
| HEMA - Hull Exponential Moving Average |✔️||||
|
||||
| HMA - Hull Moving Average |✔️||✔️|✔️|
|
||||
| HWMA - Holt-Winter Moving Average ||||✔️|
|
||||
| JMA - Jurik Moving Average |✔️|||✔️|
|
||||
| KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
|
||||
| LSMA - Least Squares Moving Average |||✔️||
|
||||
| MACD - Moving Average Convergence/Divergence |✔️|✔️|✔️|✔️|
|
||||
| MAMA - MESA Adaptive Moving Average ||✔️|✔️||
|
||||
| MMA - Modified Moving Average |||✔️||
|
||||
| NATR - Normalized Average True Range ||✔️|✔️|✔️|
|
||||
| PPMA - Pivot Point Moving Average |||✔️||
|
||||
| PWMA - Pascal's Weighted Moving Average ||||✔️|
|
||||
| RMA - WildeR's Moving Average |✔️|||✔️|
|
||||
| SINWMA - Sine Weighted Moving Average ||||✔️|
|
||||
| SMA - Simple Moving Average |✔️|✔️|✔️|✔️|
|
||||
| SMMA - Smoothed Moving Average |✔️||✔️||
|
||||
| STOCH - Stochastic Oscillator ||✔️|✔️|✔️|
|
||||
| SSF - Ehler's Super Smoother Filter ||||✔️|
|
||||
| SUP - Supertrend |||✔️|✔️|
|
||||
| SWMA - Symmetric Weighted Moving Average ||||✔️|
|
||||
| T3 - Tillson T3 Moving Average ||✔️|✔️|✔️|
|
||||
| TEMA - Triple EMA |✔️|✔️|✔️|✔️|
|
||||
| TRIMA - Triangular Moving Average ||✔️||✔️|
|
||||
| VIDYA - Variable Index Dynamic Average ||||✔️|
|
||||
| VWAP - Volume Weighted Average Price |||✔️|✔️|
|
||||
| VWMA - Volume Weighted Moving Average |||✔️|✔️|
|
||||
| WMA - Weighted Moving Average |✔️|✔️|✔️|✔️|
|
||||
| ZLEMA - Zero Lag EMA |✔️|||✔️|
|
||||
||||||
|
||||
| **Oscillators and Indices** |||||
|
||||
| AC - Acceleration Oscillator ||||✔️|
|
||||
| AD - Chaikin Accumulation Distribution ||✔️|✔️|✔️|
|
||||
| ADOSC - Chaikin Accumulation Distribution Oscillator ||✔️|✔️||
|
||||
| ADX - Average Directional Movement Index ||✔️|✔️|✔️|
|
||||
| ADXR - Average Directional Movement Index Rating ||✔️|✔️||
|
||||
| AO - Awesome Oscillator |||✔️|✔️|
|
||||
| APO - Absolute Price Oscillator ||✔️||✔️|
|
||||
| AROON - Aroon oscillator ||✔️|✔️|✔️|
|
||||
| BBANDS - Bollinger Bands ||✔️|✔️|✔️|
|
||||
| BOP - Balance of Power ||✔️|✔️|✔️|
|
||||
| CCI - Commodity Channel Index |✔️|✔️|✔️|✔️|
|
||||
| CFO - Chande Forcast Oscillator ||||✔️|
|
||||
| CMF - Chaikin Money Flow |||✔️|✔️|
|
||||
| CMO - Chande Momentum Oscillator ||✔️||✔️|
|
||||
| COG - Center of Gravity ||||✔️|
|
||||
| CRSI - Connor RSI |||✔️||
|
||||
| CTI - Ehler's Correlation Trend Indicator ||||✔️|
|
||||
| DMI - Directional Movement Index ||✔️|✔️|✔️|
|
||||
| EFI - Elder Ray's Force Index |||✔️|✔️|
|
||||
| GAT - Alligator oscillator |||✔️||
|
||||
| KRI - Kairi Relative Index |||||
|
||||
| KVO - Klinger Volume Oscillator |||✔️|✔️|
|
||||
| MFI - Money Flow Index ||✔️|✔️|✔️|
|
||||
| MOM - Momentum |||✔️|✔️|
|
||||
| NVI - Negative Volume Index ||||✔️|
|
||||
| PO - Price Oscillator ||||✔️|
|
||||
| PPO - Percentage Price Oscillator ||✔️||✔️|
|
||||
| PVI - Positive Volume Index ||||✔️|
|
||||
| RSI - Relative Strength Index |✔️|✔️|✔️|✔️|
|
||||
| RVGI - Relative Vigor Index ||||✔️|
|
||||
| SRSI - Stochastic RSI |||✔️|✔️|
|
||||
| TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|
|
||||
| TSI - True Strength Index |||✔️|✔️|
|
||||
| UI - Ulcer Index |||✔️|✔️|
|
||||
| UO - Ultimate Oscillator ||✔️|✔️|✔️|
|
||||
| WGAT - Williams Alligator |||✔️||
|
||||
||||||
|
||||
| **Volume** |||||
|
||||
| AOBV - Archer On-Balance Volume ||||✔️|
|
||||
| OBV - On-Balance Volume ||✔️|✔️|✔️|
|
||||
| PRS - Price Relative Strength |||✔️||
|
||||
| PVOL - Price-Volume |||||
|
||||
| PVR - Price Volume Rank ||||✔️|
|
||||
| PVT - Price Volume Trend ||||✔️|
|
||||
| VP - Volume Profile ||||✔️|
|
||||
||||||
|
||||
|**Unsorted**|||||
|
||||
| CHN - Price Channel |||✔️||
|
||||
| COPPOCK - Coppock Curve ||||✔️|
|
||||
| CORREL - Pearson's Correlation Coefficient ||✔️|✔️||
|
||||
| EOM - Ease of Movement ||||✔️|
|
||||
| HILO - Gann High-Low Activator ||||✔️|
|
||||
| HV - Historical Volatility |||✔️||
|
||||
| HT - HT Trendline |||✔️||
|
||||
| ICH - Ichimoku |||✔️|✔️|
|
||||
| MCGD - McGinley Dynamic ||||✔️|
|
||||
| ROC - Rate of Change ||✔️|✔️|✔️|
|
||||
| SAR - Parabolic Stop and Reverse ||✔️|✔️|✔️|
|
||||
| STC - Schaff Trend Cycle |||✔️|✔️|
|
||||
| TR - True Range ||✔️|✔️|✔️|
|
||||
| WILLR - Larry Williams' %R ||✔️|✔️|✔️|
|
||||
| HURST - Hurst Exponent |||✔️||
|
||||
| VOR - Vortex Indicator |||✔️|✔️|
|
||||
| DON - Donchian Channels |||✔️|✔️|
|
||||
| FCB - Fractal Chaos Bands |||✔️||
|
||||
| KEL - Keltner Channels |||✔️|✔️|
|
||||
| PVT - Pivot Points |||✔️||
|
||||
| STARC - Starc Bands |||✔️||
|
||||
| DPO - De-trended Price Oscillator |||✔️|✔️|
|
||||
| KDJ - KDJ Index |||✔️|✔️|
|
||||
| SMI - Stochastic Momentum Index |||✔️|✔️|
|
||||
| CHAND - Chandelier Exit |||✔️||
|
||||
| VSTOP - Volatility Stop |||✔️||
|
||||
| PVO - Percentage Volume Oscillator |||✔️|✔️|
|
||||
| Hilbert Transform Instantaneous Trendline |||||
|
||||
| PMO - Price Momentum Oscillator |||✔️||
|
||||
✔️= Calculation exists in QuanTAlib
|
||||
|
||||
⭐= Calculation is validated against other TA libraries
|
||||
|
||||
⛔= Not implemented in QuanTAlib (yet)
|
||||
|
||||
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
|--|:--:|:--:|:--:|
|
||||
| ✔️ OC2 - (Open+Close)/2 |️ .OC2 || ️GetBaseQuote |
|
||||
| ⭐ HL2 - Median Price | .HL2 | MEDPRICE | ️GetBaseQuote |
|
||||
| ⭐ HLC3 - Typical Price | .HLC3 | TYPPRICE ||
|
||||
| ✔️ OHL3 - (Open+High+Low)/3 | .OHL3 |||
|
||||
| ⭐ OHLC4 - Average Price | .OHLC4 | AVGPRICE |️ GetBaseQuote |
|
||||
| ⭐ HLCC4 - Weighted Price | .HLCC4 | WCLPRICE ||
|
||||
| ✔️ ZL - De-lagged price (Zero-Lag) | ZL_Series |||
|
||||
| ⭐ MAX - Max value | MAX_Series | MAX ||
|
||||
| ⛔ MID - Midpoint value || MIDPOINT ||
|
||||
| ⛔ MIDP - Midpoint price || MIDPRICE ||
|
||||
| ⭐ MIN - Min value | MIN_Series | MIN ||
|
||||
| ⭐ ADD - Addition | ADD_Series | ADD ||
|
||||
| ⭐ SUB - Subtraction | SUB_Series | SUB ||
|
||||
| ⭐ MUL - Multiplication | MUL_Series | MUL ||
|
||||
| ⭐ DIV - Division | DIV_Series | DIV ||
|
||||
|||||
|
||||
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ✔️ BIAS - Bias | BIAS_Series |||
|
||||
| ⛔ CORREL - Pearson's Correlation Coefficient || CORREL | GetCorrelation |
|
||||
| ⛔ COVAR - Covariance ||| GetCorrelation |
|
||||
| ✔️ ENTP - Entropy | ENTP_Series |||
|
||||
| ✔️ KURT - Kurtosis | KURT_Series |||
|
||||
| ⭐ LINREG - Linear Regression | LINREG_Series || GetSlope |
|
||||
| ⭐ MAD - Mean Absolute Deviation | MAD_Series || GetSma |
|
||||
| ⭐ MAPE - Mean Absolute Percent Error | MAPE_Series || GetSma |
|
||||
| ✔️ MED - Median value | MED_Series |||
|
||||
| ✔️ MSE - Mean Squared Error | MSE_Series || GetSma |
|
||||
| ⛔ SKEW - Skewness ||||
|
||||
| ⭐ SDEV - Standard Deviation (Volatility) | SDEV_Series |||
|
||||
| ✔️ SSDEV - Sample Standard Deviation | SSDEV_Series |||
|
||||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | SMAPE_Series |||
|
||||
| ✔️ VAR - Population Variance | VAR_Series |||
|
||||
| ✔️ SVAR - Sample Variance | SVAR_Series |||
|
||||
| ⛔ QUANT - Quantile ||||
|
||||
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | WMAPE_Series |||
|
||||
| ⛔ ZSCORE - Number of standard deviations from mean ||||
|
||||
|||||
|
||||
| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average ||||
|
||||
| ⭐ ALMA - Arnaud Legoux Moving Average | ALMA_Series || GetAlma |
|
||||
| ⛔ ARIMA - Autoregressive Integrated Moving Average ||||
|
||||
| ⭐ DEMA - Double EMA Average | DEMA_Series | DEMA | GetDema |
|
||||
| ⭐ EMA - Exponential Moving Average | EMA_Series || GetEma |
|
||||
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma |
|
||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average ||||
|
||||
| ✔️ HEMA - Hull/EMA Average | HEMA_Series |||
|
||||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline |
|
||||
| ⭐ HMA - Hull Moving Average | HMA_Series || GetHma |
|
||||
| ⛔ HWMA - Holt-Winter Moving Average ||||
|
||||
| ✔️ JMA - Jurik Moving Average | JMA_Series |||
|
||||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | KAMA_Series | KAMA | GetKama |
|
||||
| ⛔ LSMA - Least Squares Moving Average ||||
|
||||
| ⭐ MACD - Moving Average Convergence/Divergence | MACD_Series | MACD | GetMacd |
|
||||
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama |
|
||||
| ⛔ MMA - Modified Moving Average ||||
|
||||
| ⛔ PPMA - Pivot Point Moving Average ||||
|
||||
| ⛔ PWMA - Pascal's Weighted Moving Average ||||
|
||||
| ✔️ RMA - WildeR's Moving Average | RMA__Series |||
|
||||
| ⛔ SINWMA - Sine Weighted Moving Average ||||
|
||||
| ⭐ SMA - Simple Moving Average | SMA_Series |||
|
||||
| ⭐ SMMA - Smoothed Moving Average | SMMA_Series |||
|
||||
| ⛔ SSF - Ehler's Super Smoother Filter ||||
|
||||
| ⛔ SUP - Supertrend ||||
|
||||
| ⛔ SWMA - Symmetric Weighted Moving Average ||||
|
||||
| ⛔ T3 - Tillson T3 Moving Average ||||
|
||||
| ⭐ TEMA - Triple EMA Average | TEMA_Series |||
|
||||
| ⛔ TRIMA - Triangular Moving Average ||||
|
||||
| ⛔ VIDYA - Variable Index Dynamic Average ||||
|
||||
| ⭐ WMA - Weighted Moving Average | WMA_Series |||
|
||||
| ✔️ ZLEMA - Zero Lag EMA Average | ZLEMA_Series |||
|
||||
|||||
|
||||
| **VOLATILITY INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ⭐ ADL - Chaikin Accumulation Distribution Line | ADL_Series | AD | GetAdl |
|
||||
| ⭐ ADOSC - Chaikin Accumulation Distribution Oscillator | ADOSC_Series | ADOSC| GetAdl |
|
||||
| ⭐ ATR - Average True Range | ATR_Series | ATR | GetAtr |
|
||||
| ⭐ ATRP - Average True Range Percent | ATRP_Series || GetAtr |
|
||||
| ✔️ BETA - Beta coefficient || BETA | GetBeta |
|
||||
| ⭐ BBANDS - Bollinger Bands® | BBANDS_Series | BBANDS | GetBollingerBands |
|
||||
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi |
|
||||
| ⛔ DON - Donchian Channels ||| GetDonchian |
|
||||
| ⛔ FCB - Fractal Chaos Bands ||| GetFcb |
|
||||
| ⛔ HV - Historical Volatility ||||
|
||||
| ⛔ ICH - Ichimoku ||| GetIchimoku |
|
||||
| ⛔ KEL - Keltner Channels ||| GetKeltner |
|
||||
| ⛔ NATR - Normalized Average True Range || NATR | GetAtr |
|
||||
| ⭐ RSI - Relative Strength Index | RSI_Series ||
|
||||
| ⛔ SAR - Parabolic Stop and Reverse || SAR | GetParabolicSar |
|
||||
| ⛔ SRSI - Stochastic RSI ||||
|
||||
| ⛔ STARC - Starc Bands ||||
|
||||
| ⭐ TR - True Range | TR_Series |||
|
||||
| ⛔ UI - Ulcer Index ||||
|
||||
| ⛔ VSTOP - Volatility Stop ||||
|
||||
|||||
|
||||
| **MOMENTUM INDICATORS & OSCILLATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ⛔ AC - Acceleration Oscillator ||||
|
||||
| ⛔ ADX - Average Directional Movement Index || ADX | GetAdx |
|
||||
| ⛔ ADXR - Average Directional Movement Index Rating || ADXR | GetAdx |
|
||||
| ⛔ AO - Awesome Oscillator ||| GetAwesome |
|
||||
| ⛔ APO - Absolute Price Oscillator || APO ||
|
||||
| ⛔ AROON - Aroon oscillator || AROON | GetAroon |
|
||||
| ⛔ BOP - Balance of Power || BOP | GetBop |
|
||||
| ⭐ CCI - Commodity Channel Index | CCI_Series | CCI | GetCci |
|
||||
| ⛔ CFO - Chande Forcast Oscillator ||||
|
||||
| ⛔ CMF - Chaikin Money Flow ||||
|
||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo |
|
||||
| ⛔ COG - Center of Gravity ||||
|
||||
| ⛔ CTI - Ehler's Correlation Trend Indicator ||||
|
||||
| ⛔ DPO - Detrended Price Oscillator ||| GetDpo |
|
||||
| ⛔ DMI - Directional Movement Index || DX | GetAdx |
|
||||
| ⛔ EFI - Elder Ray's Force Index ||| GetElderRay |
|
||||
| ⛔ GAT - Alligator oscillator ||| GetGator |
|
||||
| ⛔ HURST - Hurst Exponent ||| GetHurst |
|
||||
| ⛔ KRI - Kairi Relative Index ||||
|
||||
| ⛔ KVO - Klinger Volume Oscillator ||||
|
||||
| ⛔ MFI - Money Flow Index || MFI | GetMfi |
|
||||
| ⛔ ROC - Rate of Change (Momentum) || MOM | GetRoc |
|
||||
| ⛔ NVI - Negative Volume Index ||||
|
||||
| ⛔ PO - Price Oscillator ||||
|
||||
| ⛔ PPO - Percentage Price Oscillator || PPO ||
|
||||
| ⛔ PMO - Price Momentum Oscillator ||||
|
||||
| ⛔ PVI - Positive Volume Index ||||
|
||||
| ⛔ RVGI - Relative Vigor Index ||||
|
||||
| ⛔ SMI - Stochastic Momentum Index ||||
|
||||
| ⛔ STOCH - Stochastic Oscillator ||||
|
||||
| ⛔ TRIX - 1-day ROC of TEMA ||||
|
||||
| ⛔ TSI - True Strength Index ||||
|
||||
| ⛔ UO - Ultimate Oscillator ||||
|
||||
| ⛔ WGAT - Williams Alligator ||||
|
||||
|||||
|
||||
| **VOLUME INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ⛔ AOBV - Archer On-Balance Volume ||||
|
||||
| ⛔ OBV - On-Balance Volume || OBV | GetObv |
|
||||
| ⛔ PRS - Price Relative Strength |||
|
||||
| ⛔ PVOL - Price-Volume ||||
|
||||
| ⛔ PVO - Percentage Volume Oscillator ||||
|
||||
| ⛔ PVR - Price Volume Rank ||||
|
||||
| ⛔ PVT - Price Volume Trend ||||
|
||||
| ⛔ VP - Volume Profile ||||
|
||||
| ⛔ VWAP - Volume Weighted Average Price ||||
|
||||
| ⛔ VWMA - Volume Weighted Moving Average ||||
|
||||
|||||
|
||||
|**Unsorted** | **QuanTAlib** | **TA-LIB** | **Skender** |
|
||||
| ⛔ CHN - Price Channel ||||
|
||||
| ⛔ COPPOCK - Coppock Curve ||||
|
||||
| ⛔ EOM - Ease of Movement ||||
|
||||
| ⛔ HILO - Gann High-Low Activator ||||
|
||||
| ⛔ HT - HT Trendline ||||
|
||||
| ⛔ MCGD - McGinley Dynamic ||||
|
||||
| ⛔ STC - Schaff Trend Cycle ||||
|
||||
| ⛔ WILLR - Larry Williams' %R ||||
|
||||
| ⛔ VOR - Vortex Indicator ||||
|
||||
| ⛔ PVT - Pivot Points ||||
|
||||
| ⛔ KDJ - KDJ Index ||||
|
||||
| ⛔ CHAND - Chandelier Exit ||||
|
||||
|
||||
Reference in New Issue
Block a user