OBV, TRIMA

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Miha Kralj
2022-11-11 21:15:18 -08:00
parent 3fb447f4c1
commit f6c82ff151
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@@ -37,90 +37,90 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|--|:--:|:--:|:--:|
| ✔️ OC2 - (Open+Close)/2 | `.OC2` || `GetBaseQuote` |
| ⭐ HL2 - Median Price | `.HL2` | `MEDPRICE` | `GetBaseQuote` |
| ⭐ HLC3 - Typical Price | `.HLC3` | `TYPPRICE` ||
| ✔️ 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` ||
| ⭐ MAX - Max value | `MAX_Series` | `MAX` ||
| ⭐ MIN - Min value | `MIN_Series` | `MIN` ||
| ⛔ MID - Midpoint value || `MIDPOINT` ||
| ⛔ MIDP - Midpoint price || `MIDPRICE` ||
| ⛔ SUM - Summation || `SUM` ||
| ⭐ ADD - Addition | `ADD_Series` | `ADD` ||
| ⭐ SUB - Subtraction | `SUB_Series` | `SUB` ||
| ⭐ MUL - Multiplication | `MUL_Series` | `MUL` ||
| ⭐ DIV - Division | `DIV_Series` | `DIV` ||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE | GetBaseQuote |
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE ||
| ⭐ MAX - Max value | `MAX_Series` | MAX ||
| ⭐ MIN - Min value | `MIN_Series` | MIN ||
| ⛔ MID - Midpoint value || MIDPOINT ||
| ⛔ MIDP - Midpoint price || MIDPRICE ||
| ⛔ SUM - Summation || SUM ||
| ⭐ 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 |||
| ✔️ 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 |
| ✔️ 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 | STDDEV ||
| ✔️ SSDEV - Sample Standard Deviation | SSDEV_Series |||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | SMAPE_Series |||
| ✔️ VAR - Population Variance | VAR_Series | VAR ||
| ✔️ SVAR - Sample Variance | SVAR_Series |||
| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV ||
| ✔️ SSDEV - Sample Standard Deviation | `SSDEV_Series` |||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` |||
| ✔️ VAR - Population Variance | `VAR_Series` | VAR ||
| ✔️ SVAR - Sample Variance | `SVAR_Series` |||
| ⛔ QUANT - Quantile ||||
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | WMAPE_Series |||
| ✔️ 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 |
| ⭐ 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 |
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma |
| ⛔ FRAMA - Fractal Adaptive Moving Average ||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average ||||
| ⛔ HILO - Gann High-Low Activator ||||
| ✔️ HEMA - Hull/EMA Average | HEMA_Series |||
| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` |||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline |
| ⭐ HMA - Hull Moving Average | HMA_Series || GetHma |
| ⭐ 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 |
| ✔️ JMA - Jurik Moving Average | `JMA_Series` |||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama |
| ⛔ KDJ - KDJ Indicator (trend reversal) ||||
| ⛔ LSMA - Least Squares Moving Average ||||
| ⭐ MACD - Moving Average Convergence/Divergence | MACD_Series | MACD | GetMacd |
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd |
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama |
| ⛔ MCGD - McGinley Dynamic ||||
| ⛔ MMA - Modified Moving Average ||||
| ⛔ PPMA - Pivot Point Moving Average ||||
| ⛔ PWMA - Pascal's Weighted Moving Average ||||
| ✔️ RMA - WildeR's Moving Average | RMA__Series |||
| ✔️ RMA - WildeR's Moving Average | `RMA_Series` |||
| ⛔ SINWMA - Sine Weighted Moving Average ||||
| ⭐ SMA - Simple Moving Average | SMA_Series |||
| ⭐ SMMA - Smoothed Moving Average | SMMA_Series |||
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma |
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` |||
| ⛔ SSF - Ehler's Super Smoother Filter ||||
| ⛔ SUP - Supertrend ||||
| ⛔ SWMA - Symmetric Weighted Moving Average ||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 |
| ⭐ TEMA - Triple EMA Average | TEMA_Series | TEMA | GetTema |
| TRIMA - Triangular Moving Average || TRIMA ||
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema |
| TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA ||
| ⛔ TSF - Time Series Forecast || TSF ||
| ⛔ VIDYA - Variable Index Dynamic Average ||||
| ⛔ VOR - Vortex Indicator ||||
| ⭐ WMA - Weighted Moving Average | WMA_Series | WMA | GetWma |
| ✔️ ZLEMA - Zero Lag EMA Average | ZLEMA_Series |||
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma |
| ✔️ 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 |
| ⭐ 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 |
| ⭐ BBANDS - Bollinger Bands® | `BBANDS_Series` | BBANDS | GetBollingerBands |
| ⛔ CHAND - Chandelier Exit ||| GetChandelier |
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi |
| ⛔ DON - Donchian Channels ||| GetDonchian |
@@ -130,11 +130,11 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ KEL - Keltner Channels ||| GetKeltner |
| ⛔ NATR - Normalized Average True Range || NATR | GetAtr |
| ⛔ CHN - Price Channel Indicator ||||
| ⭐ RSI - Relative Strength Index | RSI_Series | RSI | GetRsi |
| ⭐ RSI - Relative Strength Index | `RSI_Series` | RSI | GetRsi |
| ⛔ SAR - Parabolic Stop and Reverse || SAR | GetParabolicSar |
| ⛔ SRSI - Stochastic RSI || STOCHRSI | GetStochRsi |
| ⛔ STARC - Starc Bands ||||
| ⭐ TR - True Range | TR_Series | TRANGE | GetTr |
| ⭐ TR - True Range | `TR_Series` | TRANGE | GetTr |
| ⛔ UI - Ulcer Index ||||
| ⛔ VSTOP - Volatility Stop ||||
|||||
@@ -146,7 +146,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ APO - Absolute Price Oscillator || APO ||
| ⛔ AROON - Aroon oscillator || AROON | GetAroon |
| ⛔ BOP - Balance of Power || BOP | GetBop |
| ⭐ CCI - Commodity Channel Index | CCI_Series | CCI | GetCci |
| ⭐ CCI - Commodity Channel Index | `CCI_Series` | CCI | GetCci |
| ⛔ CFO - Chande Forcast Oscillator ||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo |
| ⛔ COG - Center of Gravity ||||
@@ -181,7 +181,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ AOBV - Archer On-Balance Volume ||||
| ⛔ CMF - Chaikin Money Flow ||||
| ⛔ EOM - Ease of Movement ||||
| OBV - On-Balance Volume || OBV | GetObv |
| OBV - On-Balance Volume | `OBV_Series` | OBV | GetObv |
| ⛔ PRS - Price Relative Strength |||
| ⛔ PVOL - Price-Volume ||||
| ⛔ PVO - Percentage Volume Oscillator ||||