# QuanTAlib Indicators ## Categories | Category | Description | | :--- | :--- | | [Trends (FIR)](lib/trends_FIR/_index.md) | Finite Impulse Response moving averages | | [Trends (IIR)](lib/trends_IIR/_index.md) | Infinite Impulse Response moving averages | | [Filters](lib/filters/_index.md) | Signal processing filters | | [Oscillators](lib/oscillators/_index.md) | Indicators that fluctuate around a center line | | [Dynamics](lib/dynamics/_index.md) | Trend strength and direction indicators | | [Momentum](lib/momentum/_index.md) | Momentum-based indicators | | [Volatility](lib/volatility/_index.md) | Volatility estimators and indicators | | [Volume](lib/volume/_index.md) | Volume-based indicators | | [Statistics](lib/statistics/_index.md) | Statistical measures and tests | | [Channels](lib/channels/_index.md) | Price channels and bands | | [Cycles](lib/cycles/_index.md) | Cycle analysis and signal processing | | [Reversals](lib/reversals/_index.md) | Pattern recognition and reversal detection | | [Forecasts](lib/forecasts/_index.md) | Predictive indicators | | [Errors](lib/errors/_index.md) | Error metrics and loss functions | | [Numerics](lib/numerics/_index.md) | Mathematical transformations | ## All Indicators | Indicator | Full Name | Category | | :--- | :--- | :--- | | [ABBER](lib/channels/abber/Abber.md) | Aberration Bands | Channels | | AC | Acceleration Oscillator | Oscillators | | [ACCBANDS](lib/channels/accbands/Accbands.md) | Acceleration Bands | Channels | | [ACCEL](lib/numerics/accel/Accel.md) | Acceleration | Numerics | | ACF | Autocorrelation Function | Statistics | | [ADL](lib/volume/adl/Adl.md) | Accumulation/Distribution Line | Volume | | [ADOSC](lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Volume | | [ADR](lib/volatility/adr/Adr.md) | Average Daily Range | Volatility | | [ADX](lib/dynamics/adx/Adx.md) | Average Directional Index | Dynamics | | [ADXR](lib/dynamics/adxr/Adxr.md) | Average Directional Movement Rating | Dynamics | | [AFIRMA](lib/forecasts/afirma/Afirma.md) | Adaptive FIR Moving Average | Forecasts | | ALLIGATOR | Williams Alligator | Dynamics | | [ALMA](lib/trends_FIR/alma/Alma.md) | Arnaud Legoux MA | Trends (FIR) | | [AMAT](lib/dynamics/amat/Amat.md) | Archer Moving Averages Trends | Dynamics | | [AO](lib/oscillators/ao/Ao.md) | Awesome Oscillator | Oscillators | | [AOBV](lib/volume/aobv/Aobv.md) | Archer On-Balance Volume | Volume | | [APCHANNEL](lib/channels/apchannel/Apchannel.md) | Andrews' Pitchfork | Channels | | APO | Absolute Price Oscillator | Momentum | | [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Channels | | [AROON](lib/dynamics/aroon/Aroon.md) | Aroon | Dynamics | | [AROONOSC](lib/dynamics/aroonosc/Aroonosc.md) | Aroon Oscillator | Dynamics | | [ATR](lib/volatility/atr/Atr.md) | Average True Range | Volatility | | [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | Channels | | [ATRN](lib/volatility/atrn/Atrn.md) | ATR Normalized | Volatility | | [ATRP](lib/volatility/atrp/Atrp.md) | ATR Percent | Volatility | | BBI | Bulls Bears Index | Oscillators | | BBANDS | Bollinger Bands | Channels | | BBB | Bollinger %B | Oscillators | | BBS | Bollinger Band Squeeze | Oscillators | | BBW | Bollinger Band Width | Volatility | | BBWN | BB Width Normalized | Volatility | | BBWP | BB Width Percentile | Volatility | | [BESSEL](lib/filters/bessel/Bessel.md) | Bessel Filter | Filters | | [BETA](lib/statistics/beta/Beta.md) | Beta Coefficient | Statistics | | BETADIST | Beta Distribution | Numerics | | BIAS | Bias | Statistics | | [BILATERAL](lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Filters | | BINOMDIST | Binomial Distribution | Numerics | | [BLMA](lib/trends_FIR/blma/Blma.md) | Blackman MA | Trends (FIR) | | [BOP](lib/momentum/bop/Bop.md) | Balance of Power | Momentum | | [BPF](lib/filters/bpf/Bpf.md) | BandPass Filter | Filters | | BRAR | BRAR | Oscillators | | [BUTTER](lib/filters/butter/Butter.md) | Butterworth Filter | Filters | | [BWMA](lib/trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Trends (FIR) | | CCI | Commodity Channel Index | Momentum | | CCV | Close-to-Close Volatility | Volatility | | [CFB](lib/momentum/cfb/Cfb.md) | Composite Fractal Behavior | Momentum | | CFO | Chande Forecast Oscillator | Oscillators | | CG | Center of Gravity | Cycles | | CHANDELIER | Chandelier Exit | Reversals | | [CHANGE](lib/numerics/change/Change.md) | Percentage Change | Numerics | | [CHEBY1](lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Filters | | [CHEBY2](lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Filters | | CHOP | Choppiness Index | Dynamics | | CKSTOP | Chande Kroll Stop | Reversals | | [CMA](lib/statistics/cma/Cma.md) | Cumulative Moving Average | Statistics | | CMF | Chaikin Money Flow | Volume | | CMO | Chande Momentum Oscillator | Momentum | | COINTEGRATION | Cointegration | Statistics | | [CONV](lib/trends_FIR/conv/Conv.md) | Convolution MA | Trends (FIR) | | COPPOCK | Coppock Curve | Oscillators | | CORRELATION | Correlation | Statistics | | [COVARIANCE](lib/statistics/covariance/Covariance.md) | Covariance | Statistics | | CRSI | Connors RSI | Oscillators | | CTI | Correlation Trend Indicator | Oscillators | | CUMMEAN | Cumulative Mean | Statistics | | CV | Conditional Volatility | Volatility | | CVI | Chaikin Volatility | Volatility | | CWT | Continuous Wavelet Transform | Numerics | | [DCHANNEL](lib/channels/dchannel/Dchannel.md) | Donchian Channels | Channels | | [DECAYCHANNEL](lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Channels | | [DEMA](lib/trends_IIR/dema/Dema.md) | Double Exponential MA | Trends (IIR) | | [DMX](lib/dynamics/dmx/Dmx.md) | Jurik Directional Movement Index | Dynamics | | DOSC | Derivative Oscillator | Oscillators | | DPO | Detrended Price Oscillator | Oscillators | | [DSMA](lib/trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Trends (IIR) | | DSP | Detrended Synthetic Price | Cycles | | [DWMA](lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | Trends (FIR) | | DWT | Discrete Wavelet Transform | Numerics | | DX | Directional Movement Index | Dynamics | | EACP | Autocorrelation Periodogram | Cycles | | EBSW | Even Better Sinewave | Cycles | | EFI | Elder's Force Index | Volume | | [ELLIPTIC](lib/filters/elliptic/Elliptic.md) | Elliptic Filter | Filters | | [EMA](lib/trends_IIR/ema/Ema.md) | Exponential MA | Trends (IIR) | | ENTROPY | Shannon Entropy | Statistics | | EOM | Ease of Movement | Volume | | ER | Efficiency Ratio | Oscillators | | ERI | Elder Ray Index | Oscillators | | EWMA | EWMA Volatility | Volatility | | EXPDIST | Exponential Distribution | Numerics | | [EXPTRANS](lib/numerics/exptrans/Exptrans.md) | Exponential Transform | Numerics | | FDIST | F-Distribution | Numerics | | FFT | Fast Fourier Transform | Numerics | | FISHER | Fisher Transform | Oscillators | | FOSC | Forecast Oscillator | Oscillators | | FRACTALS | Williams Fractals | Reversals | | [FCB](lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Channels | | [FRAMA](lib/trends_IIR/frama/Frama.md) | Fractal Adaptive MA | Trends (IIR) | | GAMMADIST | Gamma Distribution | Numerics | | [GAUSS](lib/filters/gauss/Gauss.md) | Gaussian Filter | Filters | | GEOMEAN | Geometric Mean | Statistics | | GKV | Garman-Klass Volatility | Volatility | | GRANGER | Granger Causality | Statistics | | [GWMA](lib/trends_FIR/gwma/Gwma.md) | Gaussian Weighted MA | Trends (FIR) | | [HAMMA](lib/trends_FIR/hamma/Hamma.md) | Hamming MA | Trends (FIR) | | [HANN](lib/filters/hann/Hann.md) | Hann Filter | Filters | | [HANMA](lib/trends_FIR/hanma/Hanma.md) | Hanning MA | Trends (FIR) | | HARMEAN | Harmonic Mean | Statistics | | [HEMA](lib/trends_IIR/hema/Hema.md) | Hull Exponential MA | Trends (IIR) | | [HIGHEST](lib/numerics/highest/Highest.md) | Rolling Maximum | Numerics | | HLV | High-Low Volatility | Volatility | | [HMA](lib/trends_FIR/hma/Hma.md) | Hull MA | Trends (FIR) | | HOMOD | Homodyne Discriminator | Cycles | | [HP](lib/filters/hp/Hp.md) | Hodrick-Prescott | Filters | | [HPF](lib/filters/hpf/Hpf.md) | High Pass Filter | Filters | | [HTIT](lib/trends_IIR/htit/Htit.md) | Hilbert Transform Instantaneous Trend | Trends (IIR) | | HT_DCPERIOD | HT Dominant Cycle Period | Cycles | | HT_DCPHASE | HT Dominant Cycle Phase | Cycles | | HT_PHASOR | HT Phasor Components | Cycles | | HT_SINE | HT SineWave | Cycles | | HT_TRENDMODE | HT Trend vs Cycle | Dynamics | | [HUBER](lib/errors/huber/Huber.md) | Huber Loss | Errors | | HURST | Hurst Exponent | Statistics | | HV | Historical Volatility | Volatility | | [HWMA](lib/trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Trends (FIR) | | ICHIMOKU | Ichimoku Cloud | Dynamics | | IFFT | Inverse Fast Fourier Transform | Numerics | | III | Intraday Intensity Index | Volume | | IMI | Intraday Momentum Index | Dynamics | | IMPULSE | Elder Impulse System | Dynamics | | INERTIA | Inertia | Oscillators | | IQR | Interquartile Range | Statistics | | JB | Jarque-Bera Test | Statistics | | [JBANDS](lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | Channels | | [JERK](lib/numerics/jerk/Jerk.md) | Jerk | Numerics | | [JMA](lib/trends_IIR/jma/Jma.md) | Jurik MA | Trends (IIR) | | JVOLTY | Jurik Volatility | Volatility | | JVOLTYN | Jurik Volatility Normalized | Volatility | | [KALMAN](lib/filters/kalman/Kalman.md) | Kalman Filter | Filters | | [KAMA](lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Trends (IIR) | | [KCHANNEL](lib/channels/kchannel/kchannel.md) | Keltner Channel | Channels | | KDJ | KDJ Indicator | Oscillators | | KENDALL | Kendall Rank Correlation | Statistics | | KRI | Kairi Relative Index | Oscillators | | KST | KST Oscillator | Oscillators | | KURTOSIS | Kurtosis | Statistics | | KVO | Klinger Volume Oscillator | Volume | | [LINEARTRANS](lib/numerics/lineartrans/Lineartrans.md) | Linear Transform | Numerics | | [LINREG](lib/statistics/linreg/LinReg.md) | Linear Regression | Statistics | | [LOESS](lib/filters/loess/Loess.md) | LOESS Smoothing | Filters | | [LOGCOSH](lib/errors/logcosh/Logcosh.md) | Log-Cosh Loss | Errors | | LOGNORMDIST | Log-normal Distribution | Numerics | | [LOGTRANS](lib/numerics/logtrans/Logtrans.md) | Logarithmic Transform | Numerics | | [LOWEST](lib/numerics/lowest/Lowest.md) | Rolling Minimum | Numerics | | [LSMA](lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Trends (FIR) | | LTMA | Linear Trend MA | Trends (IIR) | | LUNAR | Lunar Phase | Cycles | | [MAAPE](lib/errors/maape/Maape.md) | Mean Arctangent APE | Errors | | [MACD](lib/momentum/macd/Macd.md) | Moving Average Convergence Divergence | Momentum | | [MAE](lib/errors/mae/Mae.md) | Mean Absolute Error | Errors | | [MAENV](lib/channels/maenv/maenv.md) | Moving Average Envelope | Channels | | [MAMA](lib/trends_IIR/mama/Mama.md) | MESA Adaptive MA | Trends (IIR) | | [MAPD](lib/errors/mapd/Mapd.md) | Mean Absolute % Deviation | Errors | | [MAPE](lib/errors/mape/Mape.md) | Mean Absolute % Error | Errors | | [MASE](lib/errors/mase/Mase.md) | Mean Absolute Scaled Error | Errors | | MASSI | Mass Index | Volatility | | [MDAE](lib/errors/mdae/Mdae.md) | Median Absolute Error | Errors | | [MDAPE](lib/errors/mdape/Mdape.md) | Median Absolute % Error | Errors | | [ME](lib/errors/me/Me.md) | Mean Error | Errors | | [MEDIAN](lib/statistics/median/Median.md) | Median | Statistics | | MFI | Money Flow Index | Volume | | [MGDI](lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic Indicator | Trends (IIR) | | [MIDPOINT](lib/numerics/midpoint/Midpoint.md) | Midrange | Numerics | | MLP | Multilayer Perceptron | Forecasts | | [MMA](lib/trends_IIR/mma/Mma.md) | Modified MA | Trends (IIR) | | MMCHANNEL | Min-Max Channel | Channels | | MODE | Mode | Statistics | | MOM | Momentum | Momentum | | [MPE](lib/errors/mpe/Mpe.md) | Mean Percentage Error | Errors | | [MRAE](lib/errors/mrae/Mrae.md) | Mean Relative Absolute Error | Errors | | [MSE](lib/errors/mse/Mse.md) | Mean Squared Error | Errors | | [MSLE](lib/errors/msle/Msle.md) | Mean Squared Log Error | Errors | | NATR | Normalized ATR | Volatility | | NORMDIST | Normal Distribution | Numerics | | [NORMALIZE](lib/numerics/normalize/Normalize.md) | Min-Max Normalization | Numerics | | [NOTCH](lib/filters/notch/Notch.md) | Notch Filter | Filters | | NVI | Negative Volume Index | Volume | | OBV | On Balance Volume | Volume | | PACF | Partial Autocorrelation | Statistics | | PCHANNEL | Price Channel | Channels | | PERCENTILE | Percentile | Statistics | | PGO | Pretty Good Oscillator | Oscillators | | PHASOR | Phasor Analysis | Cycles | | PIVOT | Pivot Points (Classic) | Reversals | | PIVOTCAM | Camarilla Pivot Points | Reversals | | PIVOTDEM | DeMark Pivot Points | Reversals | | PIVOTEXT | Extended Traditional Pivots | Reversals | | PIVOTFIB | Fibonacci Pivot Points | Reversals | | PIVOTWOOD | Woodie's Pivot Points | Reversals | | PMO | Price Momentum Oscillator | Momentum | | POISSONDIST | Poisson Distribution | Numerics | | POLYFIT | Polynomial Fitting | Statistics | | PPO | Percentage Price Oscillator | Momentum | | PRS | Price Relative Strength | Momentum | | PSAR | Parabolic Stop And Reverse | Reversals | | PSL | Psychological Line | Oscillators | | [PSEUDOHUBER](lib/errors/pseudohuber/Pseudohuber.md) | Pseudo-Huber Loss | Errors | | PV | Parkinson Volatility | Volatility | | PVD | Price Volume Divergence | Volume | | PVI | Positive Volume Index | Volume | | PVO | Percentage Volume Oscillator | Volume | | PVR | Price Volume Rank | Volume | | PVT | Price Volume Trend | Volume | | [PWMA](lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Trends (FIR) | | [QEMA](lib/trends_IIR/qema/Qema.md) | Quad Exponential MA | Trends (IIR) | | QQE | Quantitative Qualitative Estimation | Oscillators | | QSTICK | Qstick | Dynamics | | QUANTILE | Quantile | Statistics | | [QUANTILELOSS](lib/errors/quantile/Quantile.md) | Quantile Loss | Errors | | [RAE](lib/errors/rae/Rae.md) | Relative Absolute Error | Errors | | REGCHANNEL | Regression Channels | Channels | | [RELU](lib/numerics/relu/Relu.md) | Rectified Linear Unit | Numerics | | [REMA](lib/trends_IIR/rema/Rema.md) | Regularized Exponential MA | Trends (IIR) | | [RGMA](lib/trends_IIR/rgma/Rgma.md) | Recursive Gaussian MA | Trends (IIR) | | [RMA](lib/trends_IIR/rma/Rma.md) | wildeR MA | Trends (IIR) | | [RMSE](lib/errors/rmse/Rmse.md) | Root Mean Squared Error | Errors | | [RMSLE](lib/errors/rmsle/Rmsle.md) | Root Mean Squared Log Error | Errors | | [ROC](lib/momentum/roc/Roc.md) | Rate of Change | Momentum | | ROCP | Rate of Change Percentage | Momentum | | ROCR | Rate of Change Ratio | Momentum | | [RSE](lib/errors/rse/Rse.md) | Relative Squared Error | Errors | | [RSI](lib/momentum/rsi/Rsi.md) | Relative Strength Index | Momentum | | [RSQUARED](lib/errors/rsquared/Rsquared.md) | R² (Coefficient of Determination) | Errors | | RSV | Rogers-Satchell Volatility | Volatility | | [RSX](lib/momentum/rsx/Rsx.md) | Relative Strength Quality Index | Momentum | | RV | Realized Volatility | Volatility | | RVI | Relative Volatility Index | Volatility | | RVGI | Relative Vigor Index | Oscillators | | SDCHANNEL | Standard Deviation Channel | Channels | | [SGF](lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Filters | | [SGMA](lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) | | [SIGMOID](lib/numerics/sigmoid/Sigmoid.md) | Logistic Function | Numerics | | SINE | Sine Wave | Cycles | | [SINEMA](lib/trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Trends (FIR) | | [SKEW](lib/statistics/skew/Skew.md) | Skewness | Statistics | | [SLOPE](lib/numerics/slope/Slope.md) | Rate of Change | Numerics | | [SMA](lib/trends_FIR/sma/Sma.md) | Simple MA | Trends (FIR) | | [SMAPE](lib/errors/smape/Smape.md) | Symmetric MAPE | Errors | | SMI | Stochastic Momentum Index | Oscillators | | SOLAR | Solar Activity Cycle | Cycles | | SPEARMAN | Spearman Rank Correlation | Statistics | | SQUEEZE | Squeeze | Oscillators | | [SQRTTRANS](lib/numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | Numerics | | [SSF](lib/filters/ssf/Ssf.md) | Super Smoother | Filters | | SSFDSP | SSF Detrended Synthetic Price | Cycles | | STANDARDIZE | Z-Score Normalization | Numerics | | STARCHANNEL | Stoller Average Range Channel | Channels | | STBANDS | Super Trend Bands | Channels | | STC | Schaff Trend Cycle | Cycles | | [STDDEV](lib/statistics/stddev/StdDev.md) | Standard Deviation | Statistics | | STOCH | Stochastic Oscillator | Oscillators | | STOCHF | Stochastic Fast | Oscillators | | STOCHRSI | Stochastic RSI | Oscillators | | [SUM](lib/statistics/sum/Sum.md) | Rolling Sum | Statistics | | SUPER | SuperTrend | Dynamics | | SWINGS | Swing High/Low Detection | Reversals | | [T3](lib/trends_IIR/t3/T3.md) | Tillson T3 MA | Trends (IIR) | | TDIST | Student's t-Distribution | Numerics | | TD_SEQ | TD Sequential | Oscillators | | [TEMA](lib/trends_IIR/tema/Tema.md) | Triple Exponential MA | Trends (IIR) | | THEIL | Theil Index | Statistics | | [THEILU](lib/errors/theilu/Theilu.md) | Theil's U Statistic | Errors | | TR | True Range | Volatility | | [TRIMA](lib/trends_FIR/trima/Trima.md) | Triangular MA | Trends (FIR) | | TRIX | Triple Exponential Average | Oscillators | | TSF | Time Series Forecast | Statistics | | TSI | True Strength Index | Momentum | | TTM | TTM Trend | Dynamics | | [TUKEY](lib/errors/tukey/Tukey.md) | Tukey Biweight Loss | Errors | | TVI | Trade Volume Index | Volume | | TWAP | Time Weighted Average Price | Volume | | UBANDS | Ultimate Bands | Channels | | UCHANNEL | Ultimate Channel | Channels | | UI | Ulcer Index | Volatility | | [ULTOSC](lib/oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Oscillators | | [USF](lib/filters/usf/Usf.md) | Ultra Smoother | Filters | | VA | Volume Accumulation | Volume | | [VAMA](lib/trends_IIR/vama/Vama.md) | Volatility Adjusted MA | Trends (IIR) | | [VARIANCE](lib/statistics/variance/Variance.md) | Variance | Statistics | | [VEL](lib/momentum/vel/Vel.md) | Jurik Velocity | Momentum | | VF | Volume Force | Volume | | [VIDYA](lib/trends_IIR/vidya/Vidya.md) | Variable Index Dynamic Average | Trends (IIR) | | VO | Volume Oscillator | Volume | | VORTEX | Vortex Indicator | Dynamics | | VOV | Volatility of Volatility | Volatility | | VR | Volatility Ratio | Volatility | | VROC | Volume Rate of Change | Volume | | VWAD | Volume Weighted A/D | Volume | | VWAP | Volume Weighted Average Price | Volume | | VWAPBANDS | VWAP Bands | Channels | | VWAPSD | VWAP Standard Deviation Bands | Channels | | VWMA | Volume Weighted MA | Volume | | WAD | Williams A/D | Volume | | WAVG | Weighted Average | Statistics | | WEIBULLDIST | Weibull Distribution | Numerics | | [WIENER](lib/filters/wiener/Wiener.md) | Wiener Filter | Filters | | WILLR | Williams %R | Oscillators | | [WMA](lib/trends_FIR/wma/Wma.md) | Weighted MA | Trends (FIR) | | [WMAPE](lib/errors/wmape/Wmape.md) | Weighted MAPE | Errors | | [WRMSE](lib/errors/wrmse/Wrmse.md) | Weighted RMSE | Errors | | YZV | Yang-Zhang Volatility | Volatility | | [YZVAMA](lib/trends_IIR/yzvama/Yzvama.md) | Yang-Zhang Volatility Adjusted MA | Trends (IIR) | | ZLDEMA | Zero-Lag Double Exponential MA | Trends (IIR) | | [ZLEMA](lib/trends_IIR/zlema/Zlema.md) | Zero-Lag Exponential MA | Trends (IIR) | | ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) | | ZSCORE | Z-Score | Statistics | | ZTEST | Z-Test | Statistics |