# Indicators in QuanTAlib

\* = Returns multiple values

**Implementation Status:**
- Basic Transforms: 6 of 6 complete
- Averages & Trends: 33 of 33 complete
- Momentum: 16 of 17 complete
- Oscillators: 6 of 29 complete
- Volatility: 11 of 35 complete
- Volume: 15 of 19 complete
- Numerical Analysis: 13 of 20 complete
- Errors: 16 of 16 complete
- **Total: 116 of 175 indicators implemented (66%)**

|**BASIC TRANSFORMS**|**Class Name**|
|--|:--:|
|OC2 - Midpoint price|`.OC2`|
|HL2 - Median Price|`.HL2`|
|HLC3 - Typical Price|`.HLC3`|
|OHL3 - Mean Price|`.OHL3`|
|OHLC4 - Average Price|`.OHLC4`|
|HLCC4 - Weighted Price|`.HLCC4`|

|**AVERAGES & TRENDS**|**Class Name**|
|--|:--:|
|AFIRMA - Adaptive FIR Moving Average|`Afirma`|
|ALMA - Arnaud Legoux Moving Average|`Alma`|
|DEMA - Double Exponential Moving Average|`Dema`|
|DSMA - Dynamic Simple Moving Average|`Dsma`|
|DWMA - Dynamic Weighted Moving Average|`Dwma`|
|EMA - Exponential Moving Average|`Ema`|
|EPMA - Endpoint Moving Average|`Epma`|
|FRAMA - Fractal Adaptive Moving Average|`Frama`|
|FWMA - Forward Weighted Moving Average|`Fwma`|
|GMA - Gaussian Moving Average|`Gma`|
|HMA - Hull Moving Average|`Hma`|
|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|
|HWMA - Hann Weighted Moving Average|`Hwma`|
|JMA - Jurik Moving Average|`Jma`|
|KAMA - Kaufman Adaptive Moving Average|`Kama`|
|LTMA - Linear Time Moving Average|`Ltma`|
|MAAF - Moving Average Adaptive Filter|`Maaf`|
|MAMA* - MESA Adaptive Moving Average (MAMA, FAMA)|`Mama`|
|MGDI - McGinley Dynamic Indicator|`Mgdi`|
|MMA - Modified Moving Average|`Mma`|
|PWMA - Parabolic Weighted Moving Average|`Pwma`|
|QEMA - Quick Exponential Moving Average|`Qema`|
|REMA - Regularized Exponential Moving Average|`Rema`|
|RMA - Running Moving Average|`Rma`|
|SINEMA - Sine-weighted Moving Average|`Sinema`|
|SMA - Simple Moving Average|`Sma`|
|SMMA - Smoothed Moving Average|`Smma`|
|T3 - Triple Exponential Moving Average (T3)|`T3`|
|TEMA - Triple Exponential Moving Average|`Tema`|
|TRIMA - Triangular Moving Average|`Trima`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|
|WMA - Weighted Moving Average|`Wma`|
|ZLEMA - Zero-Lag Exponential Moving Average|`Zlema`|

|**MOMENTUM INDICATORS**|**Class Name**|
|--|:--:|
|ADX - Average Directional Movement Index|`Adx`|
|ADXR - Average Directional Movement Index Rating|`Adxr`|
|APO - Absolute Price Oscillator|`Apo`|
|DMI* - Directional Movement Index (DI+, DI-)|`Dmi`|
|DMX - Jurik Directional Movement Index|`Dmx`|
|DPO - Detrended Price Oscillator|`Dpo`|
|🚧  MACD* - Moving Average Convergence/Divergence|`Macd`|
|MOM - Momentum|`Mom`|
|PMO - Price Momentum Oscillator|`Pmo`|
|PO - Price Oscillator|`Po`|
|PPO - Percentage Price Oscillator|`Ppo`|
|PRS - Price Relative Strength|`Prs`|
|ROC - Rate of Change|`Roc`|
|TSI - True Strength Index|`Tsi`|
|TRIX - 1-day ROC of TEMA|`Trix`|
|VEL - Jurik Signal Velocity|`Vel`|
|VORTEX* - Vortex Indicator (VI+, VI-)|`Vortex`|

|**OSCILLATORS**|**Class Name**|
|--|:--:|
|AC - Acceleration Oscillator|`Ac`|
|AO - Awesome Oscillator|`Ao`|
|AROON* - Aroon oscillator (Up, Down)|`Aroon`|
|🚧  BOP - Balance of Power|`Bop`|
|🚧  CCI - Commodity Channel Index|`Cci`|
|🚧  CFO - Chande Forcast Oscillator|`Cfo`|
|CMO - Chande Momentum Oscillator|`Cmo`|
|🚧  CHOP - Choppiness Index|`Chop`|
|🚧  COG - Ehler's Center of Gravity|`Cog`|
|🚧  COPPOCK - Coppock Curve|`Coppock`|
|🚧  CRSI - Connor RSI|`Crsi`|
|🚧  CTI - Ehler's Correlation Trend Indicator|`Cti`|
|🚧  DOSC - Derivative Oscillator|`Dosc`|
|🚧  EFI - Elder Ray's Force Index|`Efi`|
|🚧  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`|
|🚧  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`|
|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`|
|HV - Historical Volatility|`Hv`|
|🚧  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`|
|RV - Realized Volatility|`Rv`|
|RVI - Relative Volatility Index|`Rvi`|
|🚧  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**|
|--|:--:|
|ADL - Chaikin Accumulation Distribution Line|`Adl`|
|ADOSC - Chaikin Accumulation Distribution Oscillator|`Adosc`|
|AOBV - Archer On-Balance Volume|`Aobv`|
|CMF - Chaikin Money Flow|`Cmf`|
|EOM - Ease of Movement|`Eom`|
|KVO - Klinger Volume Oscillator|`Kvo`|
|MFI - Money Flow Index|`Mfi`|
|NVI - Negative Volume Index|`Nvi`|
|OBV - On-Balance Volume|`Obv`|
|PVI - Positive Volume Index|`Pvi`|
|PVOL - Price-Volume|`Pvol`|
|PVO - Percentage Volume Oscillator|`Pvo`|
|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`|
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`|
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`|
|🚧  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`|
|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`|
|VARIANCE - Average of Squared Deviations|`Variance`|
|ZSCORE - Standardized Score|`Zscore`|

|**ERRORS**|**Class Name**|
|--|:--:|
|HUBER - Huber Loss|`Huber`|
|MAE - Mean Absolute Error|`Mae`|
|MAPD - Mean Absolute Percentage Deviation|`Mapd`|
|MAPE - Mean Absolute Percentage Error|`Mape`|
|MASE - Mean Absolute Scaled Error|`Mase`|
|MDA - Mean Directional Accuracy|`Mda`|
|ME - Mean Error|`Me`|
|MPE - Mean Percentage Error|`Mpe`|
|MSE - Mean Squared Error|`Mse`|
|MSLE - Mean Squared Logarithmic Error|`Msle`|
|RAE - Relative Absolute Error|`Rae`|
|RMSE - Root Mean Squared Error|`Rmse`|
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`|
|RSE - Relative Squared Error|`Rse`|
|RSQUARED - R-Squared (Coefficient of Determination)|`Rsquared`|
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`|