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QuanTAlib/lib/_list.md
2024-11-10 11:11:38 -08:00

6.7 KiB

QuanTAlib Indicators Status

Implementation Status

Category Done Todo Total
Averages 33 0 33
Momentum 17 0 17
Oscillators 24 5 29
Patterns 0 8 8
Statistics 22 1 23
Volatility 31 4 35
Total 127 18 145

Indicators by Category

Averages (33/33)

✔️ AFIRMA - Adaptive FIR Moving Average ✔️ ALMA - Arnaud Legoux Moving Average ✔️ CONVOLUTION - 1D Convolution with sliding kernel ✔️ DEMA - Double Exponential Moving Average ✔️ DSMA - Dynamic Simple Moving Average ✔️ DWMA - Dynamic Weighted Moving Average ✔️ EMA - Exponential Moving Average ✔️ EPMA - Endpoint Moving Average ✔️ FRAMA - Fractal Adaptive Moving Average ✔️ FWMA - Forward Weighted Moving Average ✔️ GMA - Gaussian Moving Average ✔️ HMA - Hull Moving Average ✔️ HTIT - Hilbert Transform Instantaneous Trendline ✔️ HWMA - Hann Weighted Moving Average ✔️ JMA - Jurik Moving Average ✔️ KAMA - Kaufman Adaptive Moving Average ✔️ LTMA - Linear Time Moving Average ✔️ MAAF - Moving Average Adaptive Filter ✔️ MAMA - MESA Adaptive Moving Average (MAMA, FAMA) ✔️ MGDI - McGinley Dynamic Indicator ✔️ MMA - Modified Moving Average ✔️ PWMA - Parabolic Weighted Moving Average ✔️ QEMA - Quick Exponential Moving Average ✔️ REMA - Regularized Exponential Moving Average ✔️ RMA - Running Moving Average ✔️ SINEMA - Sine-weighted Moving Average ✔️ SMA - Simple Moving Average ✔️ SMMA - Smoothed Moving Average ✔️ T3 - Triple Exponential Moving Average (T3) ✔️ TEMA - Triple Exponential Moving Average ✔️ TRIMA - Triangular Moving Average ✔️ VIDYA - Variable Index Dynamic Average ✔️ WMA - Weighted Moving Average ✔️ ZLEMA - Zero-Lag Exponential Moving Average

Momentum (17/17)

✔️ ADX - Average Directional Movement Index ✔️ ADXR - Average Directional Movement Index Rating ✔️ APO - Absolute Price Oscillator ✔️ DMI - Directional Movement Index (DI+, DI-) ✔️ DMX - Jurik Directional Movement Index ✔️ DPO - Detrended Price Oscillator ✔️ MACD - Moving Average Convergence/Divergence (MACD, Signal, Histogram) ✔️ MOM - Momentum ✔️ PMO - Price Momentum Oscillator ✔️ PO - Price Oscillator ✔️ PPO - Percentage Price Oscillator ✔️ PRS - Price Relative Strength ✔️ ROC - Rate of Change ✔️ TSI - True Strength Index ✔️ TRIX - 1-day ROC of TEMA ✔️ VEL - Jurik Signal Velocity ✔️ VORTEX - Vortex Indicator (VI+, VI-)

Oscillators (24/29)

✔️ AC - Acceleration Oscillator ✔️ AO - Awesome Oscillator ✔️ AROON - Aroon oscillator (Up, Down) ✔️ BOP - Balance of Power ✔️ CCI - Commodity Channel Index ✔️ CFO - Chande Forcast Oscillator ✔️ CHOP - Choppiness Index ✔️ CMO - Chande Momentum Oscillator ✔️ COG - Ehler's Center of Gravity ✔️ COPPOCK - Coppock Curve ✔️ CRSI - Connor RSI ✔️ CTI - Ehler's Correlation Trend Indicator ✔️ DOSC - Derivative Oscillator ✔️ FISHER - Fisher Transform ✔️ EFI - Elder Ray's Force Index ✔️ RSI - Relative Strength Index ✔️ RSX - Jurik Trend Strength Index ✔️ SMI - Stochastic Momentum Index ✔️ SRSI - Stochastic RSI (SRSI, Signal) ✔️ STC - Schaff Trend Cycle ✔️ STOCH - Stochastic Oscillator (%K, %D) ✔️ TSI - True Strength Index ✔️ UO - Ultimate Oscillator ✔️ WILLR - Larry Williams' %R FOSC - Forecast Oscillator GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth) KDJ - KDJ Indicator (K, D, J lines) KRI - Kairi Relative Index RVGI - Relative Vigor Index (RVGI, Signal)

Patterns (0/8)

DOJI - Doji Candlestick Pattern ER - Elder Ray Pattern (Bull Power, Bear Power) MARU - Marubozu Candlestick Pattern PIV - Pivot Points (Support 1-3, Pivot, Resistance 1-3) PP - Price Pivots (Support 1-3, Pivot, Resistance 1-3) RPP - Rolling Pivot Points (Support 1-3, Pivot, Resistance 1-3) WF - Williams Fractal ZZ - Zig Zag Pattern

Statistics (22/23)

✔️ BETA - Beta coefficient measuring volatility relative to market ✔️ CORR - Correlation coefficient between two series ✔️ COVAR - Covariance between two series ✔️ CURVATURE - Curvature of a time series ✔️ ENTROPY - Information entropy of a series ✔️ GRANGER - Granger causality test ✔️ HURST - Hurst exponent for trend strength ✔️ KENDALL - Kendall rank correlation ✔️ KURTOSIS - Kurtosis measuring tail extremity ✔️ MAX - Maximum value over period ✔️ MEDIAN - Median value over period ✔️ MIN - Minimum value over period ✔️ MODE - Mode (most frequent value) ✔️ PERCENTILE - Percentile rank calculation ✔️ SKEW - Skewness measuring distribution asymmetry ✔️ SLOPE - Linear regression slope ✔️ SPEARMAN - Spearman rank correlation ✔️ STDDEV - Standard deviation ✔️ THEIL - Theil's U statistics for forecast accuracy ✔️ TSF - Time series forecast ✔️ VARIANCE - Statistical variance ✔️ ZSCORE - Z-score standardization COINTEGRATION - Test for cointegrated series

Volatility (31/35)

✔️ ADR - Average Daily Range ✔️ AP - Andrew's Pitchfork ✔️ ATR - Average True Range ✔️ ATRP - Average True Range Percent ✔️ ATRS - ATR Trailing Stop ✔️ BBAND - Bollinger Bands® (Upper, Middle, Lower) ✔️ CCV - Close-to-Close Volatility ✔️ CE - Chandelier Exit ✔️ CV - Conditional Volatility (ARCH/GARCH) ✔️ CVI - Chaikin's Volatility ✔️ DCHN - Donchian Channels (Upper, Middle, Lower) ✔️ EWMA - Exponential Weighted Moving Average Volatility ✔️ FCB - Fractal Chaos Bands ✔️ GKV - Garman-Klass Volatility ✔️ HLV - High-Low Volatility ✔️ HV - Historical Volatility ✔️ JVOLTY - Jurik Volatility (Jvolty, Upper band, Lower band) ✔️ NATR - Normalized Average True Range ✔️ PCH - Price Channel Indicator ✔️ PV - Parkinson Volatility ✔️ RSV - Rogers-Satchell Volatility ✔️ RV - Realized Volatility ✔️ RVI - Relative Volatility Index ✔️ SV - Stochastic Volatility ✔️ TR - True Range ✔️ UI - Ulcer Index ✔️ VC - Volatility Cone (Mean, Upper Bound, Lower Bound) ✔️ VOV - Volatility of Volatility ✔️ VR - Volatility Ratio ✔️ VS - Volatility Stop (Long Stop, Short Stop) ✔️ YZV - Yang-Zhang Volatility ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span) KC - Keltner Channels (Upper, Middle, Lower) PSAR - Parabolic Stop and Reverse (Value, Trend) STARC - Starc Bands (Upper, Middle, Lower)