# QuanTAlib Indicators

## Categories

| Category | Description |
| :--- | :--- |
| [Trends](trends/_index.md) | Moving averages and trend indicators |
| [Momentum](momentum/_index.md) | Oscillators and momentum indicators |
| [Volatility](volatility/_index.md) | Volatility estimators and indicators |
| [Volume](volume/_index.md) | Volume-based indicators |
| [Statistics](statistics/_index.md) | Statistical measures and tests |
| [Channels](channels/_index.md) | Price channels and bands |
| [Cycles](cycles/_index.md) | Cycle analysis and signal processing |
| [Reversals](reversals/_index.md) | Pattern recognition and reversal detection |
| [Forecasts](forecasts/_index.md) | Predictive indicators |
| [Errors](errors/_index.md) | Error metrics and loss functions |
| [Numerics](numerics/_index.md) | Mathematical transformations |

## All Indicators

| Indicator | Full Name | Category |
| :--- | :--- | :--- |
| ABBER | Aberration | Channels |
| AC | Acceleration Oscillator | Momentum |
| ACCBANDS | Acceleration Bands | Channels |
| ACCEL | Momentum change; 2nd derivative | Numerics |
| [ADL](volume/adl/Adl.md) | Accumulation/Distribution Line | Volume |
| [ADOSC](volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Volume |
| ADR | Average Daily Range | Volatility |
| [ADX](momentum/adx/Adx.md) | Average Directional Index | Momentum |
| [ADXR](momentum/adxr/Adxr.md) | Average Directional Movement Rating | Momentum |
| AFIRMA | Autoregressive FIR MA | Forecasts |
| ALLIGATOR | Williams Alligator | Trends |
| [ALMA](trends/alma/Alma.md) | Arnaud Legoux MA | Trends |
| AMAT | Archer Moving Averages Trends | Trends |
| [AO](momentum/ao/Ao.md) | Awesome Oscillator | Momentum |
| AOBV | Archer On-Balance Volume | Volume |
| APCHANNEL | Andrews' Pitchfork | Channels |
| [APO](momentum/apo/Apo.md) | Absolute Price Oscillator | Momentum |
| APZ | Adaptive Price Zone | Channels |
| [AROON](momentum/aroon/Aroon.md) | Aroon | Momentum |
| [AROONOSC](momentum/aroonosc/AroonOsc.md) | Aroon Oscillator | Momentum |
| ATAN2 | Two-Argument Arctangent | Numerics |
| [ATR](volatility/atr/Atr.md) | Average True Range | Volatility |
| ATRBANDS | ATR Bands | Channels |
| ATRN | Average True Range Normalized [0,1] | Volatility |
| ATRP | 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](trends/bessel/Bessel.md) | Bessel Filter | Trends |
| BETA | Beta Coefficient | Statistics |
| BIAS | Bias | Statistics |
| [BILATERAL](trends/bilateral/Bilateral.md) | Bilateral Filter | Trends |
| [BLMA](trends/blma/Blma.md) | Blackman Window MA | Trends |
| BOP | Balance of Power | Momentum |
| BPF | Ehlers Bandpass Filter | Trends |
| BUTTER | Butterworth Filter | Trends |
| BWMA | Bessel-Weighted MA | Trends |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| [CFB](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 | Chebyshev Type I Filter | Trends |
| CHEBY2 | Chebyshev Type II Filter | Trends |
| CHOP | Choppiness Index | Momentum |
| CMF | Chaikin Money Flow | Volume |
| CMO | Chande Momentum Oscillator | Momentum |
| COINTEGRATION | Cointegration | Statistics |
| [CONV](trends/conv/Conv.md) | Convolution MA with any kernel | Trends |
| 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](trends/dema/Dema.md) | Double Exponential MA | Trends |
| DIRTY | Dirty Data Detection | Errors |
| [DMX](momentum/dmx/Dmx.md) | Jurik Directional Movement Index | Momentum |
| DPO | Detrended Price Oscillator | Momentum |
| DSMA | Deviation-Scaled MA | Trends |
| DSP | Detrended Synthetic Price | Cycles |
| [DWMA](trends/dwma/Dwma.md) | Double Weighted MA | Trends |
| DX | Directional Movement Index | Momentum |
| EACP | Ehlers Autocorrelation Periodogram | Cycles |
| EBSW | Ehlers Even Better Sinewave | Cycles |
| EFI | Elder's Force Index | Volume |
| ELLIPTIC | Elliptic (Cauer) Filter | Trends |
| [EMA](trends/ema/Ema.md) | Exponential MA | Trends |
| ENTROPY | Normalized Shannon Entropy | Statistics |
| EOME | Ease of Movement | Volume |
| EPMA | Endpoint MA | Trends |
| EWMA | Exponential Weighted MA Volatility | Volatility |
| EXP | Exponential Transformation | Numerics |
| FCB | Fractal Chaos Bands | Channels |
| FISHER | Ehlers Fisher Transform | Momentum |
| FRACTALS | Williams Fractals | Reversals |
| FRAMA | Ehlers Fractal Adaptive MA | Trends |
| GAUSS | Gaussian Filter | Trends |
| GEOMEAN | Geometric Mean | Statistics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality Test | Statistics |
| GWMA | Gaussian-Weighted MA | Trends |
| HAMMA | Hamming Window MA | Trends |
| HANMA | Hanning Window MA | Trends |
| HANN | Hann FIR Filter | Trends |
| HARMEAN | Harmonic Mean | Statistics |
| HEMA | Hull Exponential MA | Trends |
| 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](trends/hma/Hma.md) | Hull MA | Trends |
| HOMOD | Homodyne Discriminator Dominant Cycle | Cycles |
| HP | Hodrick-Prescott Filter | Trends |
| HPF | Ehlers Highpass Filter | Trends |
| [HTIT](trends/htit/Htit.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends |
| 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 | Trends |
| HUBER | Huber Loss | Errors |
| HURST | Hurst | Statistics |
| HV | Historical Volatility | Volatility |
| HWMA | Holt Weighted MA | Trends |
| ICHIMOKU | Ichimoku Cloud | Trends |
| 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](trends/jma/Jma.md) | Jurik MA | Trends |
| JOLT | Rate of acceleration; 3rd derivative | Numerics |
| JVOLTY | Jurik Volatility | Volatility |
| JVOLTYN | Jurik Volatility Normalized [0,1] | Volatility |
| [KAMA](trends/kama/Kama.md) | Kaufman Adaptive MA | Trends |
| KCHANNEL | Keltner Channel | Channels |
| KDJ | KDJ Indicator | Momentum |
| KENDALL | Kendall Rank Correlation | Statistics |
| KF | Kalman Filter | Trends |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LINEAR | Linear Transformation | Numerics |
| LINREG | Linear Regression Curve | Statistics |
| LOESS | LOESS/LOWESS Smoothing | Trends |
| LOG | Logarithmic Transformation | Numerics |
| LOWEST | Lowest value | Numerics |
| [LSMA](trends/lsma/Lsma.md) | Least Squares Moving Average | Trends |
| LTMA | Linear Trend MA | Trends |
| LUNAR | Lunar Phase | Cycles |
| MACD | Moving Average Convergence Divergence | Momentum |
| MAE | Mean Absolute Error | Errors |
| MAENV | Moving Average Envelope | Channels |
| [MAMA](trends/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends |
| MAPD | Mean Absolute Percentage Difference | Errors |
| MAPE | Mean Absolute Percentage Error | Errors |
| MASE | Mean Absolute Scaled Error | Errors |
| MASS | Mass Index | Volatility |
| ME | Mean Error | Errors |
| [MEDIAN](statistics/median/Median.md) | Median (Statistical) | Statistics |
| MFI | Money Flow Index | Volume |
| MGDI | McGinley Dynamic Indicator | Trends |
| MIDPOINT | (Highest + Lowest) / 2 | Numerics |
| MMA | Modified MA | Trends |
| MMCHANNEL | Min-Max Channel | Channels |
| MODE | Mode (Most Frequent) | Statistics |
| MOM | Momentum | Momentum |
| MOON | Moon Phase | Cycles |
| MPE | Mean Percentage Error | Errors |
| MSE | Mean Squared Error | Errors |
| MSLE | Mean Squared Logarithmic Error | Errors |
| NATR | Normalized Average True Range | Volatility |
| NORMALIZE | Min-Max Scaling (Normalization) | Numerics |
| NOTCH | Notch Filter | Trends |
| 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 | Momentum |
| 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 | Momentum |
| PPO | Percentage Price Oscillator | Momentum |
| PRS | Price Relative Strength | Momentum |
| PSAR | Parabolic Stop And Reverse | Reversals |
| 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](trends/pwma/Pwma.md) | Pascal Weighted MA | Trends |
| QEMA | Quadruple Exponential MA | Trends |
| QSTICK | Qstick Indicator | Momentum |
| QUANTILE | Quantile | Statistics |
| RAE | Relative Absolute Error | Errors |
| REGCHANNEL | Regression Channels | Channels |
| RELU | Rectified Linear Unit | Numerics |
| REMA | Regularized Exponential MA | Trends |
| RGMA | Recursive Gaussian MA | Trends |
| [RMA](trends/rma/Rma.md) | wildeR MA (SMMA, MMA) | Trends |
| RMSE | Root Mean Squared Error | Errors |
| RMSLE | Root Mean Squared Logarithmic Error | Errors |
| ROC | Rate of Change | Momentum |
| ROCP | Rate of Change Percentage | Momentum |
| ROCR | Rate of Change Ratio | Momentum |
| RSE | Relative Squared Error | Errors |
| RSI | Relative Strength Index | Momentum |
| RSQUARED | R-Squared | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| [RSX](momentum/rsx/Rsx.md) | Jurik Relative Strength Quality Index | Momentum |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Trends |
| SGMA | Savitzky-Golay MA | Trends |
| SIGMOID | Logistic Function | Numerics |
| SINE | Ehlers Sine Wave | Cycles |
| SINEMA | Sine-weighted MA | Trends |
| SKEW | Skewness | Statistics |
| SLOPE | Rate of change; 1st derivative | Numerics |
| [SMA](trends/sma/Sma.md) | Simple MA | Trends |
| SMAPE | Symmetric Mean Absolute Percentage Error | Errors |
| SMI | Stochastic Momentum Index | Momentum |
| SOLAR | Solar Activity Cycle | Cycles |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQRT | Square Root Transformation | Numerics |
| SSF | Ehlers Super Smooth Filter | Trends |
| SSFDSP | Ehlers SSF-Based Detrended Synthetic Price | Cycles |
| STANDARDIZE | Standardization (Z-score) | Numerics |
| STARC | Starc Bands | Volatility |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Cycles |
| STDDEV | Standard Deviation | Statistics |
| STOCH | Stochastic Oscillator | Momentum |
| STOCHF | Stochastic Fast | Momentum |
| STOCHRSI | Stochastic RSI | Momentum |
| [SUPER](trends/super/Super.md) | SuperTrend | Trends |
| SWINGS | Swing High/Low Detection | Reversals |
| [T3](trends/t3/T3.md) | Tillson T3 MA | Trends |
| TANH | Hyperbolic Tangent | Numerics |
| [TEMA](trends/tema/Tema.md) | Triple Exponential MA | Trends |
| THEIL | Theil Index | Statistics |
| TR | True Range | Volatility |
| [TRIMA](trends/trima/Trima.md) | Triangular MA | Trends |
| TRIX | Triple Exponential Average | Momentum |
| TSF | Time Series Forecast | Forecasts |
| TSI | True Strength Index | Momentum |
| TTM | TTM Trend | Trends |
| TVI | Trade Volume Index | Volume |
| TWAP | Time Weighted Average Price | Volume |
| UBANDS | Ultimate Bands | Channels |
| UCHANNEL | Ultimate Channel | Channels |
| UI | Ulcer Index | Volatility |
| ULTOSC | Ultimate Oscillator | Momentum |
| USF | Ehlers Ultrasmooth Filter | Trends |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted Moving Average | Trends |
| VARIANCE | Variance | Statistics |
| [VEL](momentum/vel/Vel.md) | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| [VIDYA](trends/vidya/Vidya.md) | Variable Index Dynamic Average | Trends |
| VO | Volume Oscillator | Volume |
| VORTEX | Vortex Indicator | Momentum |
| 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 | Volume |
| WAD | Williams Accumulation/Distribution | Volume |
| WIENER | Wiener Filter | Trends |
| WILLR | Williams %R | Momentum |
| [WMA](trends/wma/Wma.md) | Weighted MA | Trends |
| YZV | Yang-Zhang Volatility | Volatility |
| YZVAMA | Yang-Zhang Volatility Adjusted MA | Trends |
| ZLDEMA | Zero-Lag Double Exponential MA | Trends |
| ZLEMA | Zero-Lag Exponential MA | Trends |
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends |
| ZSCORE | Z-score standardization | Statistics |
| ZTEST | Z-Test | Statistics |