QuanTAlib/lib/class_types.md

QuanTAlib Class Types by Input Requirements

Two TValues Required

• Huber
• Mae
• Mapd
• Mape
• Mase
• Mda
• Me
• Mpe
• Mse
• Msle
• Rae
• Rmse
• Rmsle
• Rse
• Rsquared
• Smape
• Beta (asset vs market returns)
• Corr (correlation between two series)
• Covar (covariance between two series)
• Granger (Granger causality test)
• Kendall (Kendall rank correlation)
• Spearman (Spearman rank correlation)
• Theil (Theil's U statistic)

One TValue Required

• Curvature
• Entropy
• Hurst
• Kurtosis
• Max
• Median
• Min
• Mode
• Percentile
• Skew
• Slope
• Stddev
• Tsf
• Variance
• Zscore
• Apo
• Dpo
• Macd
• Mom
• Pmo
• Po
• Ppo
• Roc
• Trix
• Vel
• Ac
• Ao
• Bop
• Cci
• Cfo
• Chop
• Cmo
• Cog
• Coppock
• Crsi
• Cti
• Dosc
• Efi
• Fisher
• Rsi
• Rsx
• Smi
• Srsi
• Stc
• Stoch
• Tsi
• Uo
• Willr

One TBar Required

• Aroon (uses high/low)
• Vortex (uses high/low/close)

Two TBars Required

• Adx (requires two bars for true range calculation)
• Adxr (requires two bars for directional movement)
• Dmi (requires two bars for directional movement)
• Dmx (requires two bars for directional comparison)