mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 11:47:44 +00:00
Miha
39 lines
1.5 KiB
Markdown
39 lines
1.5 KiB
Markdown
# Volatility indicators
|
|
Done: 31, Todo: 4
|
|
|
|
✔️ 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)
|