# 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 | Momentum |
| [ACCBANDS](lib/channels/accbands/accbands.md) | Acceleration Bands | Channels |
| ACCEL | Momentum change; 2nd derivative | Numerics |
| [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 | Trends (IIR) |
| [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 | Archer On-Balance Volume | Volume |
| APCHANNEL | Andrews' Pitchfork | Channels |
| [APO](lib/oscillators/apo/Apo.md) | Absolute Price Oscillator | Oscillators |
| [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 |
| ATAN2 | Two-Argument Arctangent | Numerics |
| [ATR](lib/volatility/atr/Atr.md) | Average True Range | Volatility |
| ATRBANDS | ATR Bands | Channels |
| [ATRN](lib/volatility/atrn/Atrn.md) | Average True Range Normalized [0,1] | Volatility |
| [ATRP](lib/volatility/atrp/Atrp.md) | Average True Range Percent | Volatility |
| BBANDS | Bollinger Bands | Channels |
| BBB | Bollinger %B | Momentum |
| BBS | Bollinger Band Squeeze | Momentum |
| BBW | Bollinger Band Width | Volatility |
| BBWN | Bollinger Band Width Normalized | Volatility |
| BBWP | Bollinger Band Width Percentile | Volatility |
| [BESSEL](lib/filters/bessel/Bessel.md) | Bessel Filter | Filters |
| BETA | Beta Coefficient | Statistics |
| BIAS | Bias | Statistics |
| [BILATERAL](lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Filters |
| [BLMA](lib/trends_FIR/blma/Blma.md) | Blackman Window MA | Trends (FIR) |
| BOP | Balance of Power | Momentum |
| BPF | Ehlers Bandpass Filter | Filters |
| [BUTTER](lib/filters/butter/Butter.md) | Butterworth Filter | Filters |
| BWMA | Bessel-Weighted MA | Trends (FIR) |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| [CFB](lib/momentum/cfb/Cfb.md) | Jurik Composite Fractal Behavior | Cycles |
| CFO | Chande Forecast Oscillator | Forecasts |
| CG | Ehlers Center of Gravity | Cycles |
| CHANGE | Percentage Change | Numerics |
| [CHEBY1](lib/filters/cheby1/Cheby1.md) | Chebyshev Type I Filter | Filters |
| CHEBY2 | Chebyshev Type II Filter | Filters |
| CHOP | Choppiness Index | Dynamics |
| CMF | Chaikin Money Flow | Volume |
| CMO | Chande Momentum Oscillator | Oscillators |
| COINTEGRATION | Cointegration | Statistics |
| [CONV](lib/trends_FIR/conv/Conv.md) | Convolution MA with any kernel | Trends (FIR) |
| CORRELATION | Correlation (Pearson's) | Statistics |
| COVARIANCE | Covariance | Statistics |
| CUMMEAN | Cumulative Mean (Average) | Statistics |
| CV | Conditional Volatility | Volatility |
| CVI | Chaikin's Volatility | Volatility |
| DCHANNEL | Donchian Channels | Channels |
| DECAYCHANNEL | Decay Min-Max Channel | Channels |
| [DEMA](lib/trends_IIR/dema/Dema.md) | Double Exponential MA | Trends (IIR) |
| DIRTY | Dirty Data Detection | Errors |
| [DMX](lib/dynamics/dmx/Dmx.md) | Jurik Directional Movement Index | Dynamics |
| DPO | Detrended Price Oscillator | Oscillators |
| DSMA | Deviation-Scaled MA | Trends (IIR) |
| DSP | Detrended Synthetic Price | Cycles |
| [DWMA](lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | Trends (FIR) |
| DX | Directional Movement Index | Dynamics |
| EACP | Ehlers Autocorrelation Periodogram | Cycles |
| EBSW | Ehlers Even Better Sinewave | Cycles |
| EFI | Elder's Force Index | Volume |
| ELLIPTIC | Elliptic (Cauer) Filter | Filters |
| [EMA](lib/trends_IIR/ema/Ema.md) | Exponential MA | Trends (IIR) |
| ENTROPY | Normalized Shannon Entropy | Statistics |
| EOME | Ease of Movement | Volume |
| EPMA | Endpoint MA | Trends (FIR) |
| EWMA | Exponential Weighted MA Volatility | Volatility |
| EXP | Exponential Transformation | Numerics |
| FCB | Fractal Chaos Bands | Channels |
| FISHER | Ehlers Fisher Transform | Numerics |
| FRACTALS | Williams Fractals | Reversals |
| [FRAMA](lib/trends_IIR/frama/Frama.md) | Ehlers Fractal Adaptive MA | Trends (IIR) |
| GAUSS | Gaussian Filter | Filters |
| GEOMEAN | Geometric Mean | Statistics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality Test | Statistics |
| GWMA | Gaussian-Weighted MA | Trends (FIR) |
| HAMMA | Hamming Window MA | Trends (FIR) |
| HANMA | Hanning Window MA | Trends (FIR) |
| HANN | Hann FIR Filter | Filters |
| HARMEAN | Harmonic Mean | Statistics |
| [HEMA](lib/trends_IIR/hema/Hema.md) | Hull Exponential MA | Trends (IIR) |
| HIGHEST | Highest value | Numerics |
| HL2 | (High + Low) / 2 | Numerics |
| HLC3 | (High + Low + Close) / 3 | Numerics |
| HLCC4 | (High + Low + Close + Close) / 4 | Numerics |
| HLV | High-Low Volatility | Volatility |
| [HMA](lib/trends_FIR/hma/Hma.md) | Hull MA | Trends (FIR) |
| HOMOD | Homodyne Discriminator Dominant Cycle | Cycles |
| HP | Hodrick-Prescott Filter | Filters |
| HPF | Ehlers Highpass Filter | Filters |
| [HTIT](lib/trends_IIR/htit/Htit.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
| HT_DCPERIOD | Ehlers Hilbert Transform Dominant Cycle Period | Cycles |
| HT_DCPHASE | Ehlers Hilbert Transform Dominant Cycle Phase | Cycles |
| HT_PHASOR | Ehlers Hilbert Transform Phasor Components | Cycles |
| HT_SINE | Ehlers Hilbert Transform SineWave | Cycles |
| HT_TRENDMODE | Ehlers Hilbert Transform Trend Mode | Dynamics |
| [HUBER](lib/errors/huber/Huber.md) | Huber Loss | Errors |
| HURST | Hurst | Statistics |
| HV | Historical Volatility | Volatility |
| HWMA | Holt Weighted MA | Trends (IIR) |
| ICHIMOKU | Ichimoku Cloud | Trends (IIR) |
| III | Intraday Intensity Index | Volume |
| IMI | Intraday Momentum Index | Momentum |
| INERTIA | Inertia | Momentum |
| IQR | Interquartile Range | Statistics |
| JB | Jarque-Bera Test | Statistics |
| JBANDS | Jurik Volatility Bands | Channels |
| [JMA](lib/trends_IIR/jma/Jma.md) | Jurik MA | Trends (IIR) |
| JERK | Rate of acceleration; 3rd derivative | Numerics |
| JVOLTY | Jurik Volatility | Volatility |
| JVOLTYN | Jurik Volatility Normalized [0,1] | Volatility |
| [KAMA](lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Trends (IIR) |
| KCHANNEL | Keltner Channel | Channels |
| KDJ | KDJ Indicator | Momentum |
| KENDALL | Kendall Rank Correlation | Statistics |
| KF | Kalman Filter | Filters |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LINEAR | Linear Transformation | Numerics |
| [LOGCOSH](lib/errors/logcosh/LogCosh.md) | Log-Cosh Loss | Errors |
| LINREG | Linear Regression Curve | Statistics |
| LOESS | LOESS/LOWESS Smoothing | Filters |
| LOG | Logarithmic Transformation | Numerics |
| LOWEST | Lowest value | Numerics |
| [LSMA](lib/trends_FIR/lsma/Lsma.md) | Least Squares Moving Average | Trends (FIR) |
| LTMA | Linear Trend MA | Trends (FIR) |
| LUNAR | Lunar Phase | Cycles |
| [MAAPE](lib/errors/mape/Maape.md) | Mean Arctangent Absolute Percentage Error | Errors |
| MACD | Moving Average Convergence Divergence | Oscillators |
| [MAE](lib/errors/mae/Mae.md) | Mean Absolute Error | Errors |
| MAENV | Moving Average Envelope | Channels |
| [MAMA](lib/trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends (IIR) |
| [MAPD](lib/errors/mapd/Mapd.md) | Mean Absolute Percentage Deviation | Errors |
| [MAPE](lib/errors/mape/Mape.md) | Mean Absolute Percentage Error | Errors |
| [MASE](lib/errors/mase/Mase.md) | Mean Absolute Scaled Error | Errors |
| MASS | Mass Index | Volatility |
| [MDAE](lib/errors/mdae/Mdae.md) | Median Absolute Error | Errors |
| [MDAPE](lib/errors/mdape/Mdape.md) | Median Absolute Percentage Error | Errors |
| [ME](lib/errors/me/Me.md) | Mean Error | Errors |
| [MEDIAN](lib/statistics/median/Median.md) | Median (Statistical) | Statistics |
| MFI | Money Flow Index | Volume |
| [MGDI](lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic Indicator | Trends (IIR) |
| MIDPOINT | (Highest + Lowest) / 2 | Numerics |
| [MMA](lib/trends_IIR/mma/Mma.md) | Modified MA | Trends (IIR) |
| MMCHANNEL | Min-Max Channel | Channels |
| MODE | Mode (Most Frequent) | Statistics |
| MOM | Momentum | Momentum |
| MOON | Moon Phase | Cycles |
| [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 Logarithmic Error | Errors |
| NATR | Normalized Average True Range | Volatility |
| NORMALIZE | Min-Max Scaling (Normalization) | Numerics |
| NOTCH | Notch Filter | Filters |
| NVI | Negative Volume Index | Volume |
| OBV | On Balance Volume | Volume |
| OC2 | (Open + Close) / 2 | Numerics |
| OHL3 | (Open + High + Low) / 3 | Numerics |
| OHLC4 | (Open + High + Low + Close) / 4 | Numerics |
| PCHANNEL | Price Channel | Channels |
| PERCENTILE | Percentile | Statistics |
| PGO | Pretty Good Oscillator | Oscillators |
| PHASOR | Ehlers 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 | Oscillators |
| PPO | Percentage Price Oscillator | Oscillators |
| PRS | Price Relative Strength | Momentum |
| PSAR | Parabolic Stop And Reverse | Trends (IIR) |
| PV | Parkinson Volatility | Volatility |
| PVD | Price Volume Divergence | Volume |
| PVI | Positive Volume Index | Volume |
| PVO | Percentage Volume Oscillator | Oscillators |
| PVR | Price Volume Rank | Volume |
| [PSEUDOHUBER](lib/errors/pseudohuber/PseudoHuber.md) | Pseudo-Huber Loss | Errors |
| PVT | Price Volume Trend | Volume |
| [PWMA](lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Trends (FIR) |
| [QEMA](lib/trends_IIR/qema/Qema.md) | Quadruple Exponential MA | Trends (IIR) |
| QSTICK | Qstick Indicator | Momentum |
| QUANTILE | Quantile | Statistics |
| [QUANTILELOSS](lib/errors/quantile/QuantileLoss.md) | Quantile Loss | Errors |
| [RAE](lib/errors/rae/Rae.md) | Relative Absolute Error | Errors |
| REGCHANNEL | Regression Channels | Channels |
| RELU | 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 (SMMA, MMA) | Trends (IIR) |
| [RMSE](lib/errors/rmse/Rmse.md) | Root Mean Squared Error | Errors |
| [RMSLE](lib/errors/rmsle/Rmsle.md) | Root Mean Squared Logarithmic 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 | Relative Strength Index | Oscillators |
| [RSQUARED](lib/errors/rsquared/Rsquared.md) | Coefficient of Determination (R²) | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| [RSX](lib/momentum/rsx/Rsx.md) | Jurik Relative Strength Quality Index | Oscillators |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Filters |
| [SGMA](lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) |
| SIGMOID | Logistic Function | Numerics |
| SINE | Ehlers Sine Wave | Cycles |
| SINEMA | Sine-weighted MA | Trends (FIR) |
| SKEW | Skewness | Statistics |
| SLOPE | Rate of change; 1st derivative | Numerics |
| [SMA](lib/trends_FIR/sma/Sma.md) | Simple MA | Trends (FIR) |
| [SMAPE](lib/errors/smape/Smape.md) | Symmetric Mean Absolute Percentage Error | Errors |
| SMI | Stochastic Momentum Index | Oscillators |
| SOLAR | Solar Activity Cycle | Cycles |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQRT | Square Root Transformation | Numerics |
| [SSF](lib/filters/ssf/Ssf.md) | Ehlers Super Smooth Filter | Filters |
| SSFDSP | Ehlers SSF-Based Detrended Synthetic Price | Cycles |
| STANDARDIZE | Standardization (Z-score) | Numerics |
| STARC | Starc Bands | Channels |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Oscillators |
| STDDEV | Standard Deviation | Statistics |
| STOCH | Stochastic Oscillator | Oscillators |
| STOCHF | Stochastic Fast | Oscillators |
| STOCHRSI | Stochastic RSI | Oscillators |
| [SUPER](lib/dynamics/super/Super.md) | SuperTrend | Dynamics |
| SWINGS | Swing High/Low Detection | Reversals |
| [T3](lib/trends_IIR/t3/T3.md) | Tillson T3 MA | Trends (IIR) |
| TANH | Hyperbolic Tangent | Numerics |
| [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 | Forecasts |
| TSI | True Strength Index | Oscillators |
| TTM | TTM Trend | Trends (FIR) |
| [TUKEY](lib/errors/tukey/TukeyBiweight.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) | Ehlers Ultrasmooth Filter | Filters |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted Moving Average | Trends (IIR) |
| VARIANCE | 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 | Oscillators |
| VORTEX | Vortex Indicator | Dynamics |
| VOV | Volatility of Volatility | Volatility |
| VR | Volatility Ratio | Volatility |
| VROC | Volume Rate of Change | Volume |
| VWAD | Volume Weighted Accumulation/Distribution | Volume |
| VWAP | Volume Weighted Average Price | Volume |
| VWAPBANDS | VWAP Bands | Channels |
| VWAPSD | VWAP with Standard Deviation Bands | Channels |
| VWMA | Volume Weighted MA | Trends (FIR) |
| WAD | Williams Accumulation/Distribution | Volume |
| WIENER | 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 Mean Absolute Percentage Error | 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 | Zero-Lag Exponential MA | Trends (IIR) |
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) |
| ZSCORE | Z-score standardization | Statistics |
| ZTEST | Z-Test | Statistics |