gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-07-27 17:27:43 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
main
QuanTAlib/docs/validation.md
T
Miha Kralj 6f0a339c9b fix: resolve build and test errors 
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48)
- Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103)
- Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
2026-03-16 12:45:13 -07:00

569 lines
64 KiB
Markdown
Raw Permalink Blame History

# Validation Across TA Libraries
> "Trust, but verify." — Russian proverb (applicable to both Cold War diplomacy and technical indicator libraries)
Every indicator implementation makes implicit claims about correctness. QuanTAlib validates these claims by comparing outputs against established libraries: TA-Lib, Tulip, Skender.Stock.Indicators, OoplesFinance, and pandas-ta. Where implementations diverge, the differences get documented.
## Reading the Matrix
| Symbol | Meaning |
| :----: | :------ |
| ✔️ | Validated: outputs match within floating-point tolerance (1e-9) |
| ⚠️ | Partial match: minor discrepancies documented in indicator notes |
| ❔ | Implementation exists but not validated |
| - | No implementation in that library |
**Tolerance rationale:** Financial data uses double precision. Differences below 1e-9 stem from floating-point arithmetic order, not algorithmic divergence.
## Python Wrapper vs pandas-ta (Current Sweep)
Source: `python/tests/reports/pandas_ta_all_exported_report.md` (latest run)
- Total scanned: **134**
- Successful parity (✔️): **11**
- Non-comparable / intentionally skipped (⏭️): **80**
- Failing parity (⚠️): **43**
Recent wrapper/parity harness fixes completed:
- Hardened pandas-ta callable resolution and aliasing in `python/tests/run_all_exported_pandasta_validation.py`
- Added explicit **non-comparable** set instead of reporting these as hard failures
- Fixed mapping/signature adapters (for example `avgprice -> ohlc4`)
- Corrected Python bridge ABI signatures in `python/quantalib/_bridge.py` for:
- `qtl_alma` (period + offset + sigma)
- `qtl_dem` (requires period)
- `qtl_etherm` (requires period)
- Updated wrapper defaults/signatures in `python/quantalib/indicators.py`:
- `asi(limit=3.0)` (was invalid for native call path)
- `dem(..., length=14)`
- `etherm(..., length=14)`
- full ALMA native parameters (`alma_offset`, `sigma`)
Next parity targets (highest impact):
1. Reduce remaining **numeric mismatches** in mapped indicators (`alma`, `bbands`, `rsi`, `roc`, `ema`, `dema`, `tema`, `stddev`, `variance`, `zscore`, volume oscillators).
2. Expand/replace generic sweep with indicator-specific adapters where formulas/defaults are known to differ.
3. Keep the sweep split into:
- parity-comparable indicators
- non-comparable indicators (tracked, not failed)
## Technical Indicators
| Indicator | QuanTAlib | TA-Lib | Tulip | Skender | Ooples | pandas-ta |
| :-------- | :-------- | :----: | :---: | :-----: | :----: | :-------: |
| **Aberration Bands** | [Aberr](../lib/channels/aberr/aberr.md) | - | - | - | - | ⚠️ |
| **Absolute Price Oscillator** | [Apo](../lib/oscillators/apo/Apo.md) | [✔️](../lib/oscillators/apo/Apo.md#validation) | [✔️](../lib/oscillators/apo/Apo.md#validation) | - | [✔️](../lib/oscillators/apo/Apo.md#validation) | ✔️ |
| **Acceleration Bands** | [AccBands](../lib/channels/accbands/accbands.md) | [✔️](../lib/channels/accbands/accbands.md#validation) | - | - | - | ❔ |
| **Acceleration Oscillator** | [Ac](../lib/oscillators/ac/Ac.md) | - | - | - | - | - |
| **Accumulation/Distribution Line** | [Ad](../lib/volume/ad/ad.md) | [✔️](../lib/volume/ad/ad.md#validation) | [✔️](../lib/volume/ad/ad.md#validation) | [✔️](../lib/volume/ad/ad.md#validation) | [✔️](../lib/volume/ad/ad.md#validation) | ❔ |
| **Accumulation/Distribution Oscillator** | [Adosc](../lib/volume/adosc/adosc.md) | [✔️](../lib/volume/adosc/adosc.md#validation) | [✔️](../lib/volume/adosc/adosc.md#validation) | [✔️](../lib/volume/adosc/adosc.md#validation) | [✔️](../lib/volume/adosc/adosc.md#validation) | ❔ |
| **Accumulation Swing Index** | [Asi](../lib/momentum/asi/Asi.md) | - | - | - | - | - |
| **Adaptive Price Zone** | [Apz](../lib/channels/apz/apz.md) | - | - | - | - | - |
| **Andrews' Pitchfork** | [Apchannel](../lib/channels/apchannel/apchannel.md) | - | - | [✔️](../lib/channels/apchannel/apchannel.md#validation) | - | - |
| **Archer Moving Averages Trends** | [Amat](../lib/dynamics/amat/Amat.md) | - | - | [✔️](../lib/dynamics/amat/Amat.md#validation) | [✔️](../lib/dynamics/amat/Amat.md#validation) | ❔ |
| **Archer On-Balance Volume** | [Aobv](../lib/volume/aobv/Aobv.md) | - | - | - | - | ⚠️ |
| **Arnaud Legoux Moving Average** | [Alma](../lib/trends_FIR/alma/Alma.md) | - | - | [✔️](../lib/trends_FIR/alma/Alma.md#validation) | [✔️](../lib/trends_FIR/alma/Alma.md#validation) | ⚠️ |
| **Aroon** | [Aroon](../lib/dynamics/aroon/Aroon.md) | [✔️](../lib/dynamics/aroon/Aroon.md#validation) | [✔️](../lib/dynamics/aroon/Aroon.md#validation) | [✔️](../lib/dynamics/aroon/Aroon.md#validation) | - | ❔ |
| **Aroon Oscillator** | [AroonOsc](../lib/dynamics/aroonosc/AroonOsc.md) | [✔️](../lib/dynamics/aroonosc/AroonOsc.md#validation) | [✔️](../lib/dynamics/aroonosc/AroonOsc.md#validation) | [✔️](../lib/dynamics/aroonosc/AroonOsc.md#validation) | - | - |
| **ATR Bands** | [Atrbands](../lib/channels/atrbands/atrbands.md) | [✔️](../lib/channels/atrbands/atrbands.md#validation) | - | [✔️](../lib/channels/atrbands/atrbands.md#validation) | - | - |
| **Adaptive FIR Moving Average** | [Afirma](../lib/forecasts/afirma/Afirma.md) | - | - | - | - | - |
| **Ehlers Adaptive Laguerre Filter** | [ALaguerre](../lib/filters/alaguerre/ALaguerre.md) | - | - | - | - | - |
| **Ehlers Automatic Gain Control** | [Agc](../lib/filters/agc/Agc.md) | - | - | - | - | - |
| **Average Daily Range** | [Adr](../lib/volatility/adr/Adr.md) | - | - | - | - | - |
| **Average Directional Index** | [Adx](../lib/dynamics/adx/Adx.md) | [✔️](../lib/dynamics/adx/Adx.md#validation) | [✔️](../lib/dynamics/adx/Adx.md#validation) | [✔️](../lib/dynamics/adx/Adx.md#validation) | [✔️](../lib/dynamics/adx/Adx.md#validation) | ❔ |
| **Average Directional Movement Rating** | [Adxr](../lib/dynamics/adxr/Adxr.md) | [✔️](../lib/dynamics/adxr/Adxr.md#validation) | [✔️](../lib/dynamics/adxr/Adxr.md#validation) | - | - | - |
| **Average True Range** | [Atr](../lib/volatility/atr/atr.md) | [✔️](../lib/volatility/atr/atr.md#validation) | [✔️](../lib/volatility/atr/atr.md#validation) | [✔️](../lib/volatility/atr/atr.md#validation) | [✔️](../lib/volatility/atr/atr.md#validation) | ❔ |
| **Average True Range Normalized [0,1]** | [Atrn](../lib/volatility/atrn/Atrn.md) | - | - | [✔️](../lib/volatility/atrn/Atrn.md#validation) | - | - |
| **Average Price** | [Avgprice](../lib/core/avgprice/Avgprice.md) | [✔️](../lib/core/avgprice/Avgprice.md#validation) | - | - | - | - |
| **Awesome Oscillator** | [Ao](../lib/oscillators/ao/Ao.md) | - | [✔️](../lib/oscillators/ao/Ao.md#validation) | [✔️](../lib/oscillators/ao/Ao.md#validation) | [✔️](../lib/oscillators/ao/Ao.md#validation) | ❔ |
| **Balance of Power** | [Bop](../lib/momentum/bop/Bop.md) | [✔️](../lib/momentum/bop/Bop.md#validation) | [✔️](../lib/momentum/bop/Bop.md#validation) | [✔️](../lib/momentum/bop/Bop.md#validation) | [✔️](../lib/momentum/bop/Bop.md#validation) | ❔ |
| **Baxter-King Band-Pass Filter** | [BaxterKing](../lib/filters/baxterking/BaxterKing.md) | - | - | - | - | - |
| **Christiano-Fitzgerald Filter** | [Cfitz](../lib/filters/cfitz/Cfitz.md) | - | - | - | - | - |
| **Bollinger Bands** | [Bbands](../lib/channels/bbands/Bbands.md) | [✔️](../lib/channels/bbands/Bbands.md#validation) | [✔️](../lib/channels/bbands/Bbands.md#validation) | [✔️](../lib/channels/bbands/Bbands.md#validation) | [✔️](../lib/channels/bbands/Bbands.md#validation) | ⚠️ |
| **Bessel Filter** | [Bessel](../lib/filters/bessel/Bessel.md) | - | - | - | - | - |
| **Bessel-Weighted MA** | [Bwma](../lib/trends_FIR/bwma/Bwma.md) | - | - | - | - | - |
| **Beta Coefficient** | [Beta](../lib/statistics/beta/Beta.md) | [⚠️](../lib/statistics/beta/Beta.md#validation "TALib uses different return-series formula; diverges after warmup") | - | [✔️](../lib/statistics/beta/Beta.md#validation) | - | - |
| **Beta Distribution** | [Betadist](../lib/numerics/betadist/Betadist.md) | - | - | - | - | - |
| **Binomial Distribution** | [Binomdist](../lib/numerics/binomdist/Binomdist.md) | - | - | - | - | - |
| **Exponential Distribution** | [Expdist](../lib/numerics/expdist/Expdist.md) | - | - | - | - | - |
| **F-Distribution** | [Fdist](../lib/numerics/fdist/Fdist.md) | - | - | - | - | - |
| **Gamma Distribution** | [Gammadist](../lib/numerics/gammadist/Gammadist.md) | - | - | - | - | - |
| **Log-Normal Distribution** | [Lognormdist](../lib/numerics/lognormdist/Lognormdist.md) | - | - | - | - | - |
| **Normal Distribution** | [Normdist](../lib/numerics/normdist/Normdist.md) | - | - | - | - | - |
| **Poisson Distribution** | [Poissondist](../lib/numerics/poissondist/Poissondist.md) | - | - | - | - | - |
| **Student's t-Distribution** | [Tdist](../lib/numerics/tdist/Tdist.md) | - | - | - | - | - |
| **Weibull Distribution** | [Weibulldist](../lib/numerics/weibulldist/Weibulldist.md) | - | - | - | - | - |
| **Continuous Wavelet Transform** | [Cwt](../lib/numerics/cwt/Cwt.md) | - | - | - | - | - |
| **Discrete Wavelet Transform** | [Dwt](../lib/numerics/dwt/Dwt.md) | - | - | - | - | - |
| **Bias** | [Bias](../lib/momentum/bias/Bias.md) | - | - | - | - | ⚠️ |
| **Bilateral Filter** | [Bilateral](../lib/filters/bilateral/Bilateral.md) | - | - | - | - | - |
| **Blackman Window MA** | [Blma](../lib/trends_FIR/blma/Blma.md) | - | - | - | - | - |
| **Bollinger %B** | [Bbb](../lib/oscillators/bbb/Bbb.md) | - | - | [✔️](../lib/oscillators/bbb/Bbb.md#validation) | [⚠️](../lib/oscillators/bbb/Bbb.md#validation "structural test only; Ooples uses different %B band formula") | - |
| **Bollinger Band Squeeze** | [Bbs](../lib/oscillators/bbs/Bbs.md) | - | - | [✔️](../lib/oscillators/bbs/Bbs.md#validation) | [⚠️](../lib/oscillators/bbs/Bbs.md#validation "structural test only; Ooples measures different squeeze ratio") | - |
| **Bollinger Band Width** | [Bbw](../lib/volatility/bbw/Bbw.md) | - | - | [✔️](../lib/volatility/bbw/Bbw.md#validation) | [⚠️](../lib/volatility/bbw/Bbw.md#validation "structural test only; Ooples measures absolute width not ratio") | - |
| **Bollinger Band Width Normalized** | [Bbwn](../lib/volatility/bbwn/Bbwn.md) | - | - | - | - | - |
| **Bollinger Band Width Percentile** | [Bbwp](../lib/volatility/bbwp/Bbwp.md) | - | - | - | - | - |
| **BRAR** | [Brar](../lib/oscillators/brar/Brar.md) | - | - | - | - | ⚠️ |
| **Ehlers 2-Pole Butterworth Filter** | [Butter2](../lib/filters/butter2/Butter2.md) | - | - | - | [✔️](../lib/filters/butter2/Butter2.md#validation) | - |
| **Ehlers 3-Pole Butterworth Filter** | [Butter3](../lib/filters/butter3/Butter3.md) | - | - | - | - | - |
| **Camarilla Pivot Points** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | - | - |
| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | - | [✔️](../lib/reversals/chandelier/Chandelier.md#validation) | - | ❔ |
| **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - | ❔ |
| **Chaikin Money Flow** | [Cmf](../lib/volume/cmf/Cmf.md) | - | - | [✔️](../lib/volume/cmf/Cmf.md#validation) | [⚠️](../lib/volume/cmf/Cmf.md#validation "structural test only; Ooples uses different lookback period") | ⚠️ |
| **Chaikin Volatility** | [Cvi](../lib/volatility/cvi/Cvi.md) | - | [⚠️](../lib/volatility/cvi/Cvi.md#validation "Tulip implements Chande VIDA; QuanTAlib implements Chaikin volatility") | - | [⚠️](../lib/volatility/cvi/Cvi.md#validation "Ooples implements Chande VIDA; QuanTAlib implements Chaikin volatility") | - |
| **Chande Forecast Oscillator** | [Cfo](../lib/oscillators/cfo/Cfo.md) | - | - | [✔️](../lib/oscillators/cfo/Cfo.md#validation) | - | ✔️ |
| **Chande Momentum Oscillator** | [Cmo](../lib/momentum/cmo/Cmo.md) | [⚠️](../lib/momentum/cmo/Cmo.md#validation "TALib uses Wilder smoothing; QuanTAlib uses simple sum") | [✔️](../lib/momentum/cmo/Cmo.md#validation) | [✔️](../lib/momentum/cmo/Cmo.md#validation) | [✔️](../lib/momentum/cmo/Cmo.md#validation) | ✔️ |
| **Chebyshev Type I Filter** | [Cheby1](../lib/filters/cheby1/Cheby1.md) | - | - | - | - | - |
| **Chebyshev Type II Filter** | [Cheby2](../lib/filters/cheby2/Cheby2.md) | - | - | - | - | - |
| **Choppiness Index** | [Chop](../lib/dynamics/chop/Chop.md) | - | - | [✔️](../lib/dynamics/chop/Chop.md#validation) | [⚠️](../lib/dynamics/chop/Chop.md#validation "structural test only; Ooples uses different ATR normalization") | ❔ |
| **Close-to-Close Volatility** | [Ccv](../lib/volatility/ccv/Ccv.md) | - | - | - | - | - |
| **Cointegration** | [Cointegration](../lib/statistics/cointegration/Cointegration.md) | - | - | - | - | - |
| **Commodity Channel Index** | [Cci](../lib/momentum/cci/Cci.md) | [✔️](../lib/momentum/cci/Cci.md#validation) | [✔️](../lib/momentum/cci/Cci.md#validation) | [✔️](../lib/momentum/cci/Cci.md#validation) | - | ❔ |
| **Composite Fractal Behavior** | [Cfb](../lib/momentum/cfb/Cfb.md) | - | - | - | - | - |
| **Conditional Volatility** | [Cv](../lib/volatility/cv/Cv.md) | - | - | - | - | - |
| **Connor's RSI** | [Crsi](../lib/oscillators/crsi/Crsi.md) | - | - | - | - | ⚠️ |
| **Convolution Moving Average** | [Conv](../lib/trends_FIR/conv/Conv.md) | [✔️](../lib/trends_FIR/conv/Conv.md#validation) | [✔️](../lib/trends_FIR/conv/Conv.md#validation) | [✔️](../lib/trends_FIR/conv/Conv.md#validation) | [✔️](../lib/trends_FIR/conv/Conv.md#validation) | - |
| **Coppock Curve** | [Coppock](../lib/oscillators/coppock/Coppock.md) | - | - | - | - | ❔ |
| **Coral Trend Filter** | [Coral](../lib/trends_IIR/coral/Coral.md) | - | - | - | - | - |
| **Correlation** | [Correl](../lib/statistics/correl/Correl.md) | [✔️](../lib/statistics/correl/Correl.md#validation) | - | [✔️](../lib/statistics/correl/Correl.md#validation) | - | - |
| **Correlation Trend Indicator** | [Cti](../lib/oscillators/cti/Cti.md) | - | - | - | - | ⚠️ |
| **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - | - |
| **Decay Min-Max Channel** | [Decaychannel](../lib/channels/decaychannel/decaychannel.md) | - | - | - | - | - |
| **Ehlers Decycler** | [Decycler](../lib/trends_IIR/decycler/Decycler.md) | - | - | - | - | - |
| **DeMark Pivot Points** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | - | - |
| **DeMarker Oscillator** | [Dem](../lib/oscillators/dem/Dem.md) | - | - | - | [⚠️](../lib/oscillators/dem/Dem.md#validation "structural test only; Ooples DeMarker uses different smoothing") | - |
| **Detrended Price Oscillator** | [Dpo](../lib/oscillators/dpo/Dpo.md) | - | [⚠️](../lib/oscillators/dpo/Dpo.md#validation "Tulip shifts n/2+1 bars; QuanTAlib shifts period/2 bars") | [✔️](../lib/oscillators/dpo/Dpo.md#validation) | [⚠️](../lib/oscillators/dpo/Dpo.md#validation "structural test only; period alignment differs from Ooples") | ✔️ |
| **Ehlers Detrended Synthetic Price** | [Dsp](../lib/cycles/dsp/Dsp.md) | - | - | - | [⚠️](../lib/cycles/dsp/Dsp.md#validation "structural test only; Ooples DSP uses different detrending") | - |
| **Deviation-Scaled MA** | [Dsma](../lib/trends_IIR/dsma/Dsma.md) | - | - | - | [⚠️](../lib/trends_IIR/dsma/Dsma.md#validation "structural test only; Ooples uses different deviation scaling") | - |
| **Directional Movement** | [Dm](../lib/dynamics/dm/Dm.md) | - | - | - | - | ❔ |
| **Directional Movement Index** | [Dx](../lib/dynamics/dx/Dx.md) | [✔️](../lib/dynamics/dx/Dx.md#validation) | [✔️](../lib/dynamics/dx/Dx.md#validation) | [✔️](../lib/dynamics/dx/Dx.md#validation) | [✔️](../lib/dynamics/dx/Dx.md#validation) | - |
| **Directional Movement Index (Jurik)** | [Dmx](../lib/dynamics/dmx/Dmx.md) | - | - | - | - | - |
| **Dirty Data Detection** | Dirty | - | - | - | - | - |
| **Donchian Channels** | [Dc](../lib/channels/dc/dc.md) | - | - | [✔️](../lib/channels/dc/dc.md#validation) | [⚠️](../lib/channels/dc/dc.md#validation "structural test only; Ooples Donchian uses different channel width") | ❔ |
| **Double Exponential Moving Average** | [Dema](../lib/trends_IIR/dema/Dema.md) | [✔️](../lib/trends_IIR/dema/Dema.md#validation) | [✔️](../lib/trends_IIR/dema/Dema.md#validation) | [✔️](../lib/trends_IIR/dema/Dema.md#validation) | [✔️](../lib/trends_IIR/dema/Dema.md#validation) | ⚠️ |
| **Double Weighted Moving Average** | [Dwma](../lib/trends_FIR/dwma/Dwma.md) | [✔️](../lib/trends_FIR/dwma/Dwma.md#validation) | [✔️](../lib/trends_FIR/dwma/Dwma.md#validation) | [✔️](../lib/trends_FIR/dwma/Dwma.md#validation) | - | - |
| **Dynamic Momentum Index** | [Dymi](../lib/oscillators/dymi/Dymi.md) | - | - | - | [⚠️](../lib/oscillators/dymi/Dymi.md#validation "structural test only; Ooples uses different dynamic period logic") | - |
| **Ease of Movement** | [Eom](../lib/volume/eom/Eom.md) | - | [✔️](../lib/volume/eom/Eom.md#validation) | - | - | ⚠️ |
| **Efficiency Ratio** | [Er](../lib/oscillators/er/Er.md) | - | - | - | - | ⚠️ |
| **Ehlers Autocorrelation Periodogram** | [Eacp](../lib/cycles/eacp/eacp.md) | - | - | - | - | - |
| **BandPass Filter** | [Bpf](../lib/filters/bpf/Bpf.md) | - | - | - | - | - |
| **Ehlers Center of Gravity** | [Cg](../lib/cycles/cg/Cg.md) | - | - | - | [⚠️](../lib/cycles/cg/Cg.md#validation "structural test only; Ooples CG uses different weighting scheme") | ⚠️ |
| **Ehlers Correlation Cycle** | [Ccor](../lib/cycles/ccor/Ccor.md) | - | - | - | - | - |
| **Ehlers Cyber Cycle** | [Ccyc](../lib/cycles/ccyc/Ccyc.md) | - | - | - | [⚠️](../lib/cycles/ccyc/Ccyc.md#validation "structural test only; Ooples Cyber Cycle uses different alpha") | - |
| **Ehlers Distance Coefficient Filter** | [Edcf](../lib/filters/edcf/Edcf.md) | - | - | - | - | - |
| **Ehlers Even Better Sinewave** | [Ebsw](../lib/cycles/ebsw/ebsw.md) | - | - | - | [⚠️](../lib/cycles/ebsw/ebsw.md#validation "structural test only; Ooples EBSW uses different pole filter") | - |
| **Ehlers Fractal Adaptive MA** | [Frama](../lib/trends_IIR/frama/Frama.md) | - | - | - | [⚠️](../lib/trends_IIR/frama/Frama.md#validation "structural test only; Ooples FRAMA uses different fractal calc") | - |
| **Ehlers Highpass Filter** | [Hpf](../lib/filters/hpf/Hpf.md) | - | - | - | [⚠️](../lib/filters/hpf/Hpf.md#validation "structural test only; Ooples HPF uses different cutoff mapping") | - |
| **Ehlers Phasor Analysis** | [Phasor](../lib/cycles/ht_phasor/HtPhasor.md) | - | - | - | - | - |
| **Ehlers Sine Wave** | [HtSine](../lib/cycles/ht_sine/HtSine.md) | [✔️](../lib/cycles/ht_sine/HtSine.md#validation) | - | - | - | - |
| **Ehlers SSF-Based Detrended Synthetic Price** | [Ssfdsp](../lib/cycles/ssfdsp/Ssfdsp.md) | - | - | - | - | - |
| **Ehlers 2-Pole Super Smooth Filter** | [Ssf2](../lib/filters/ssf2/Ssf2.md) | - | - | - | [✔️](../lib/filters/ssf2/Ssf2.md#validation) | ❔ |
| **Ehlers 3-Pole Super Smooth Filter** | [Ssf3](../lib/filters/ssf3/Ssf3.md) | - | - | - | - | ❔ |
| **Ehlers Ultrasmooth Filter** | [Usf](../lib/filters/usf/Usf.md) | - | - | - | - | - |
| **Elder Ray Index** | [Eri](../lib/oscillators/eri/Eri.md) | - | - | - | - | ❔ |
| **Elliptic (Cauer) Filter** | [Elliptic](../lib/filters/elliptic/Elliptic.md) | - | - | - | - | - |
| **Exponential Moving Average** | [Ema](../lib/trends_IIR/ema/Ema.md) | [✔️](../lib/trends_IIR/ema/Ema.md#validation) | [✔️](../lib/trends_IIR/ema/Ema.md#validation) | [✔️](../lib/trends_IIR/ema/Ema.md#validation) | [✔️](../lib/trends_IIR/ema/Ema.md#validation) | ⚠️ |
| **Exponential Transformation** | [Exptrans](../lib/numerics/exptrans/Exptrans.md) | - | - | - | - | - |
| **Exponential Weighted MA Volatility** | [Ewma](../lib/volatility/ewma/Ewma.md) | - | - | - | - | - |
| **Elder's Thermometer** | [Etherm](../lib/volatility/etherm/Etherm.md) | - | - | - | - | ⚠️ |
| **Elastic Volume Weighted MA** | [Evwma](../lib/volume/evwma/Evwma.md) | - | - | - | - | - |
| **Extended Traditional Pivots** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | - | - |
| **Fibonacci Pivot Points** | [Pivotfib](../lib/reversals/pivotfib/Pivotfib.md) | - | - | - | - | - |
| **Fibonacci Weighted MA** | [Fwma](../lib/trends_FIR/fwma/Fwma.md) | - | - | - | - | ❔ |
| **Ehlers Fisher Transform (2002)** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | [⚠️](../lib/oscillators/fisher/Fisher.md#validation "Tulip uses same Ehlers 2002 algorithm but takes high/low arrays; input type mismatch prevents numeric comparison") | [✔️](../lib/oscillators/fisher/Fisher.md#validation) | [⚠️](../lib/oscillators/fisher/Fisher.md#validation "Ooples uses same Ehlers 2002 algorithm but takes OHLCV; input type mismatch prevents numeric comparison") | ⚠️ |
| **Ehlers Fisher Transform (2004)** | [Fisher04](../lib/oscillators/fisher04/Fisher04.md) | - | - | - | - | - |
| **Force Index** | [Efi](../lib/volume/efi/Efi.md) | - | - | [✔️](../lib/volume/efi/Efi.md#validation) | [✔️](../lib/volume/efi/Efi.md#validation) | ⚠️ |
| **Fractal Chaos Bands** | [Fcb](../lib/channels/fcb/fcb.md) | - | - | [✔️](../lib/channels/fcb/fcb.md#validation) | [⚠️](../lib/channels/fcb/fcb.md#validation "structural test only; Ooples FCB uses different fractal width") | - |
| **Garman-Klass Volatility** | [Gkv](../lib/volatility/gkv/Gkv.md) | - | - | - | - | - |
| **Gator Oscillator** | [Gator](../lib/oscillators/gator/Gator.md) | - | - | - | - | - |
| **Gann High-Low Activator** | [Ghla](../lib/dynamics/ghla/Ghla.md) | - | - | - | - | ❔ |
| **Gaussian Filter** | [Gauss](../lib/filters/gauss/Gauss.md) | - | - | - | [⚠️](../lib/filters/gauss/Gauss.md#validation "structural test only; Ooples Gaussian uses different sigma mapping") | - |
| **Gaussian-Weighted MA** | [Gwma](../lib/trends_FIR/gwma/Gwma.md) | - | - | - | - | - |
| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | - | - | - | - | - |
| **Harmonic Mean** | [Harmean](../lib/statistics/harmean/Harmean.md) | - | - | - | - | - |
| **Granger Causality Test** | [Granger](../lib/statistics/granger/Granger.md) | - | - | - | - | - |
| **Hamming Window MA** | [Hamma](../lib/trends_FIR/hamma/Hamma.md) | - | - | - | - | - |
| **Hann FIR Filter** | [Hann](../lib/filters/hann/Hann.md) | - | - | - | - | - |
| **Hanning Window MA** | [Hanma](../lib/trends_FIR/hanma/Hanma.md) | - | - | - | - | - |
| **Heikin-Ashi** | [Ha](../lib/core/ha/Ha.md) | - | - | - | - | ❔ |
| **High-Low Volatility (Parkinson)** | [Hlv](../lib/volatility/hlv/Hlv.md) | - | - | - | - | - |
| **Highest value** | [Highest](../lib/numerics/highest/Highest.md) | [✔️](../lib/numerics/highest/Highest.md#validation) | [✔️](../lib/numerics/highest/Highest.md#validation) | - | - | - |
| **Ehlers Hilbert Transform Dominant Cycle Period** | [HtDcPeriod](../lib/cycles/ht_dcperiod/HtDcperiod.md) | [✔️](../lib/cycles/ht_dcperiod/HtDcperiod.md#validation) | - | - | - | - |
| **Ehlers Hilbert Transform Dominant Cycle Phase** | [HtDcPhase](../lib/cycles/ht_dcphase/HtDcphase.md) | [✔️](../lib/cycles/ht_dcphase/HtDcphase.md#validation) | - | - | - | - |
| **Ehlers Hilbert Transform Instantaneous Trend** | [HtTrendline](../lib/trends_IIR/ht_trendline/HtTrendline.md) | [✔️](../lib/trends_IIR/ht_trendline/HtTrendline.md#validation) | - | [✔️](../lib/trends_IIR/ht_trendline/HtTrendline.md#validation) | [✔️](../lib/trends_IIR/ht_trendline/HtTrendline.md#validation) | ❔ |
| **Ehlers Hilbert Transform Phasor Components** | [HtPhasor](../lib/cycles/ht_phasor/HtPhasor.md) | [✔️](../lib/cycles/ht_phasor/HtPhasor.md#validation) | - | - | - | - |
| **Ehlers Hilbert Transform SineWave** | [HtSine](../lib/cycles/ht_sine/HtSine.md) | [✔️](../lib/cycles/ht_sine/HtSine.md#validation) | - | - | - | - |
| **Ehlers Hilbert Transform Trend vs Cycle Mode** | [Ht_trendmode](../lib/dynamics/ht_trendmode/HtTrendmode.md) | [✔️](../lib/dynamics/ht_trendmode/HtTrendmode.md#validation) | - | - | - | - |
| **Historical Volatility (Close-to-Close)** | [Hv](../lib/volatility/hv/Hv.md) | - | - | [✔️](../lib/volatility/hv/Hv.md#validation "validated on log-return series via GetStdDev with sample→population conversion; annualized and non-annualized") | - | - |
| **Hodrick-Prescott Filter** | [Hp](../lib/filters/hp/Hp.md) | - | - | - | - | - |
| **Holt Exponential Smoothing** | [Holt](../lib/trends_IIR/holt/Holt.md) | - | - | - | - | - |
| **Holt Weighted MA** | [Hwma](../lib/trends_IIR/hwma/Hwma.md) | - | - | - | - | ❔ |
| **Ehlers Homodyne Discriminator** | [Homod](../lib/cycles/homod/homod.md) | - | - | - | [⚠️](../lib/cycles/homod/homod.md#validation "structural test only; Ooples Homodyne uses different discriminator") | - |
| **Huber Loss** | [Huber](../lib/errors/huber/Huber.md) | - | - | - | - | - |
| **Hull Exponential MA** | [Hema](../lib/trends_IIR/hema/Hema.md) | - | - | - | - | - |
| **Hull Moving Average** | [Hma](../lib/trends_FIR/hma/Hma.md) | - | [✔️](../lib/trends_FIR/hma/Hma.md#validation) | [✔️](../lib/trends_FIR/hma/Hma.md#validation) | [⚠️](../lib/trends_FIR/hma/Hma.md#external-library-discrepancies) | ⚠️ |
| **Hurst Exponent** | [Hurst](../lib/statistics/hurst/Hurst.md) | - | - | [⚠️](../lib/statistics/hurst/Hurst.md#validation "structural test; different R/S subdivision strategies") | - | - |
| **Ichimoku Cloud** | [Ichimoku](../lib/dynamics/ichimoku/Ichimoku.md) | - | - | [✔️](../lib/dynamics/ichimoku/Ichimoku.md#validation) | [⚠️](../lib/dynamics/ichimoku/Ichimoku.md#validation "structural test only; Ooples cloud calc uses different shift period") | ❔ |
| **Impulse (Elder)** | [Impulse](../lib/dynamics/impulse/Impulse.md) | - | - | - | - | - |
| **Inertia** | [Inertia](../lib/oscillators/inertia/Inertia.md) | - | - | - | [⚠️](../lib/oscillators/inertia/Inertia.md#validation "structural test only; Ooples Inertia uses different regression length") | ⚠️ |
| **Interquartile Range** | [Iqr](../lib/statistics/iqr/Iqr.md) | - | - | - | - | - |
| **Intraday Intensity Index** | [Iii](../lib/volume/iii/Iii.md) | - | - | - | - | - |
| **Intraday Momentum Index** | Imi | - | - | - | - | - |
| **Jarque-Bera Test** | [Jb](../lib/statistics/jb/Jb.md) | - | - | - | - | - |
| **Jurik Moving Average** | [Jma](../lib/trends_IIR/jma/Jma.md) | - | - | - | [⚠️](../lib/trends_IIR/jma/Jma.md#validation "structural test only; Ooples JMA uses different phase parameter") | ❔ |
| **Jurik Volatility** | [Jvolty](../lib/volatility/jvolty/Jvolty.md) | - | - | - | - | - |
| **Jurik Adaptive Envelope Bands** | [Jbands](../lib/channels/jbands/Jbands.md) | - | - | - | - | - |
| **Jurik Volatility Normalized [0,100]** | [Jvoltyn](../lib/volatility/jvoltyn/Jvoltyn.md) | - | - | - | - | - |
| **Kalman Filter** | [Kalman](../lib/filters/kalman/Kalman.md) | - | - | - | - | - |
| **Kaufman Adaptive Moving Average** | [Kama](../lib/trends_IIR/kama/Kama.md) | [✔️](../lib/trends_IIR/kama/Kama.md#validation) | [✔️](../lib/trends_IIR/kama/Kama.md#validation) | [✔️](../lib/trends_IIR/kama/Kama.md#validation) | [✔️](../lib/trends_IIR/kama/Kama.md#validation) | ❔ |
| **KDJ Indicator** | [Kdj](../lib/oscillators/kdj/Kdj.md) | - | - | [⚠️](../lib/oscillators/kdj/Kdj.md#validation "structural test via GetStoch; KDJ uses RMA smoothing vs SMA") | - | ❔ |
| **Keltner Channel** | [Kc](../lib/channels/kc/kc.md) | - | - | [✔️](../lib/channels/kc/kc.md#validation) | [⚠️](../lib/channels/kc/kc.md#validation "structural test only; Ooples Keltner uses different ATR multiplier") | ❔ |
| **Kendall Rank Correlation** | [Kendall](../lib/statistics/kendall/Kendall.md) | - | - | - | - | - |
| **Klinger Volume Oscillator** | [Kvo](../lib/volume/kvo/Kvo.md) | - | [✔️](../lib/volume/kvo/Kvo.md#validation) | [✔️](../lib/volume/kvo/Kvo.md#validation) | [⚠️](../lib/volume/kvo/Kvo.md#validation "structural test only; Ooples KVO uses different volume weighting") | ❔ |
| **Know Sure Thing** | [Kst](../lib/oscillators/kst/Kst.md) | - | - | - | - | ❔ |
| **Kurtosis** | [Kurtosis](../lib/statistics/kurtosis/Kurtosis.md) | - | - | - | [✔️](../lib/statistics/kurtosis/Kurtosis.md#validation) | ❔ |
| **Ehlers Laguerre Filter** | [Laguerre](../lib/filters/laguerre/Laguerre.md) | - | - | - | - | - |
| **Ehlers Laguerre RSI** | [Lrsi](../lib/oscillators/lrsi/Lrsi.md) | - | - | - | [⚠️](../lib/oscillators/lrsi/Lrsi.md#validation "structural test only; Ooples Laguerre RSI uses different gamma") | - |
| **Least Mean Squares** | [Lms](../lib/filters/lms/Lms.md) | - | - | - | - | - |
| **Recursive Least Squares** | [Rls](../lib/filters/rls/Rls.md) | - | - | - | - | - |
| **Least Squares Moving Average** | [Lsma](../lib/trends_FIR/lsma/Lsma.md) | - | - | [✔️](../lib/trends_FIR/lsma/Lsma.md#validation) | [⚠️](../lib/trends_FIR/lsma/Lsma.md#validation "structural test only; Ooples LSMA uses different regression offset") | ⚠️ |
| **Linear Regression** | [LinReg](../lib/statistics/linreg/LinReg.md) | - | - | [✔️](../lib/statistics/linreg/LinReg.md#validation) | [⚠️](../lib/statistics/linreg/LinReg.md#validation) | - |
| **Linear Transformation** | [Lineartrans](../lib/numerics/lineartrans/Lineartrans.md) | - | - | - | - | - |
| **Linear Trend MA** | [Ltma](../lib/trends_IIR/ltma/Ltma.md) | - | - | - | - | - |
| **LOESS/LOWESS Smoothing** | [Loess](../lib/filters/loess/Loess.md) | - | - | - | - | - |
| **Logarithmic Transformation** | [Logtrans](../lib/numerics/logtrans/Logtrans.md) | - | - | - | - | - |
| **Logistic Function** | [Sigmoid](../lib/numerics/sigmoid/Sigmoid.md) | - | - | - | - | - |
| **Lowest value** | [Lowest](../lib/numerics/lowest/Lowest.md) | [✔️](../lib/numerics/lowest/Lowest.md#validation) | [✔️](../lib/numerics/lowest/Lowest.md#validation) | - | - | - |
| **Lunar Phase** | [Lunar](../lib/cycles/lunar/Lunar.md) | - | - | - | - | - |
| **MACD** | [Macd](../lib/momentum/macd/Macd.md) | [✔️](../lib/momentum/macd/Macd.md#validation) | [✔️](../lib/momentum/macd/Macd.md#validation) | [✔️](../lib/momentum/macd/Macd.md#validation) | [✔️](../lib/momentum/macd/Macd.md#validation) | ❔ |
| **Market Facilitation Index** | [Marketfi](../lib/oscillators/marketfi/Marketfi.md) | - | [✔️](../lib/oscillators/marketfi/Marketfi.md#validation) | - | - | - |
| **Mass Index** | [Massi](../lib/volatility/massi/Massi.md) | - | [⚠️](../lib/volatility/massi/Massi.md#validation "structural test only; Tulip Mass Index uses single EMA period vs dual") | [⚠️](../lib/volatility/massi/Massi.md#validation "structural test only; Skender Mass Index uses different EMA seeding") | [⚠️](../lib/volatility/massi/Massi.md#validation "structural test only; Ooples Mass Index uses different EMA seeding") | ❔ |
| **McGinley Dynamic** | [Mgdi](../lib/trends_IIR/mgdi/Mgdi.md) | - | - | [✔️](../lib/trends_IIR/mgdi/Mgdi.md#validation) | [✔️](../lib/trends_IIR/mgdi/Mgdi.md#validation) | ❔ |
| **Mean Absolute Error** | [Mae](../lib/errors/mae/Mae.md) | - | - | - | - | - |
| **Mean Absolute Percentage Difference** | [Mapd](../lib/errors/mapd/Mapd.md) | - | - | - | - | - |
| **Mean Absolute Percentage Error** | [Mape](../lib/errors/mape/Mape.md) | - | - | - | - | - |
| **Mean Absolute Scaled Error** | [Mase](../lib/errors/mase/Mase.md) | - | - | - | - | - |
| **Mean Error** | [Me](../lib/errors/me/Me.md) | - | - | - | - | - |
| **Mean Percentage Error** | [Mpe](../lib/errors/mpe/Mpe.md) | - | - | - | - | - |
| **Mean Squared Error** | [Mse](../lib/errors/mse/Mse.md) | - | - | - | - | - |
| **Mean Squared Logarithmic Error** | [Msle](../lib/errors/msle/Msle.md) | - | - | - | - | - |
| **Ehlers MESA Adaptive Moving Average** | [Mama](../lib/trends_IIR/mama/Mama.md) | [⚠️](../lib/trends_IIR/mama/Mama.md#validation "TALib uses Atan half-quadrant approximation; QuanTAlib uses Atan2 full-quadrant") | - | [✔️](../lib/trends_IIR/mama/Mama.md#validation) | [✔️](../lib/trends_IIR/mama/Mama.md#validation) | ❔ |
| **Median Price** | [Medprice](../lib/core/medprice/Medprice.md) | [✔️](../lib/core/medprice/Medprice.md#validation) | - | - | - | ⚠️ |
| **Mid Price** | [Midprice](../lib/core/midprice/Midprice.md) | [✔️](../lib/core/midprice/Midprice.md#validation) | - | - | - | ⚠️ |
| **Midpoint** | [Midpoint](../lib/core/midpoint/Midpoint.md) | [✔️](../lib/core/midpoint/Midpoint.md#validation) | - | - | - | ❔ |
| **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | - | - | [✔️](../lib/channels/mmchannel/mmchannel.md#validation) | - | - |
| **Min-Max Scaling (Normalization)** | [Normalize](../lib/numerics/normalize/Normalize.md) | - | - | - | - | - |
| **Mode (Most Frequent)** | [Mode](../lib/statistics/mode/Mode.md) | - | - | - | - | - |
| **Modified MA** | [Mma](../lib/trends_IIR/mma/Mma.md) | - | - | - | - | ❔ |
| **Modular Filter** | [Modf](../lib/filters/modf/Modf.md) | - | - | - | - | - |
| **Money Flow Index** | [Mfi](../lib/volume/mfi/Mfi.md) | [✔️](../lib/volume/mfi/Mfi.md#validation) | - | [✔️](../lib/volume/mfi/Mfi.md#validation) | [✔️](../lib/volume/mfi/Mfi.md#validation) | ✔️ |
| **Momentum** | [Mom](../lib/momentum/mom/Mom.md) | [✔️](../lib/momentum/mom/Mom.md#validation) | [✔️](../lib/momentum/mom/Mom.md#validation) | [✔️](../lib/momentum/mom/Mom.md#validation) | [⚠️](../lib/momentum/mom/Mom.md#validation "Ooples Mom = n-bar change multiplied by 100 vs absolute change") | ⚠️ |
| **Momentum change; 2nd derivative** | [Accel](../lib/numerics/accel/Accel.md) | - | - | - | - | - |
| **Moon Phase** | [Moon](../lib/cycles/moon/Moon.md) | - | - | - | - | - |
| **Moving Average Envelopes** | [Maenv](../lib/channels/maenv/maenv.md) | - | - | [✔️](../lib/channels/maenv/maenv.md#validation) | [⚠️](../lib/channels/maenv/maenv.md#validation "structural test only; Ooples MA Envelopes uses different percentage band") | - |
| **Natural Moving Average** | [Nma](../lib/trends_IIR/nma/Nma.md) | - | - | - | - | - |
| **Negative Volume Index** | [Nvi](../lib/volume/nvi/Nvi.md) | - | [✔️](../lib/volume/nvi/Nvi.md#validation) | - | - | ⚠️ |
| **Normalized Average True Range** | [Natr](../lib/volatility/natr/Natr.md) | [✔️](../lib/volatility/natr/Natr.md#validation) | [✔️](../lib/volatility/natr/Natr.md#validation) | [✔️](../lib/volatility/natr/Natr.md#validation) | [✔️](../lib/volatility/natr/Natr.md#validation) | ❔ |
| **Normalized Shannon Entropy** | [Entropy](../lib/statistics/entropy/Entropy.md) | - | - | - | - | ⚠️ |
| **Notch Filter** | [Notch](../lib/filters/notch/Notch.md) | - | - | - | - | - |
| **Nadaraya-Watson Estimator** | [Nw](../lib/filters/nw/Nw.md) | - | - | - | - | - |
| **Open-Close Average** | [Midbody](../lib/core/midbody/Midbody.md) | - | - | [✔️](../lib/core/midbody/Midbody.md#validation) | - | - |
| **One Euro Filter** | [OneEuro](../lib/filters/oneeuro/OneEuro.md) | - | - | - | - | - |
| **On Balance Volume** | [Obv](../lib/volume/obv/Obv.md) | [⚠️](../lib/volume/obv/Obv.md#validation) | [✔️](../lib/volume/obv/Obv.md#validation) | [✔️](../lib/volume/obv/Obv.md#validation) | [⚠️](../lib/volume/obv/Obv.md#validation) | ✔️ |
| **Parabolic SAR** | [Sar](../lib/reversals/sar/Sar.md) | [✔️](../lib/reversals/sar/Sar.md#validation) | - | [✔️](../lib/reversals/sar/Sar.md#validation) | [⚠️](../lib/reversals/sar/Sar.md#validation "minor SAR initialization differences prevent numeric match") | ❔ |
| **Pascal Weighted Moving Average** | [Pwma](../lib/trends_FIR/pwma/Pwma.md) | - | - | - | [✔️](../lib/trends_FIR/pwma/Pwma.md#validation) | ❔ |
| **Percentage Change** | [Change](../lib/numerics/change/Change.md) | - | [✔️](../lib/numerics/change/Change.md#validation) | - | - | - |
| **Percentage Price Oscillator** | [Ppo](../lib/momentum/ppo/Ppo.md) | [✔️](../lib/momentum/ppo/Ppo.md#validation) | [✔️](../lib/momentum/ppo/Ppo.md#validation) | - | [✔️](../lib/momentum/ppo/Ppo.md#validation) | ❔ |
| **Percentage Volume Oscillator** | [Pvo](../lib/volume/pvo/Pvo.md) | - | - | [✔️](../lib/volume/pvo/Pvo.md#validation) | [⚠️](../lib/volume/pvo/Pvo.md#validation "structural test only; Ooples PVO uses different EMA periods") | ✔️ |
| **Percentile** | [Percentile](../lib/statistics/percentile/Percentile.md) | - | - | - | - | - |
| **Polarized Fractal Efficiency** | [Pfe](../lib/dynamics/pfe/Pfe.md) | - | - | - | - | - |
| **Pivot Points** | [Pivot](../lib/reversals/pivot/Pivot.md) | - | - | - | - | ❔ |
| **Pivot Points (Camarilla)** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | - | - |
| **Pivot Points (DeMark)** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | - | - |
| **Pivot Points (Extended)** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | - | - |
| **Pivot Points (Fibonacci)** | [Pivotfib](../lib/reversals/pivotfib/Pivotfib.md) | - | - | - | - | - |
| **Positive Volume Index** | [Pvi](../lib/volume/pvi/Pvi.md) | - | [✔️](../lib/volume/pvi/Pvi.md#validation) | - | - | ⚠️ |
| **Pretty Good Oscillator** | [Pgo](../lib/oscillators/pgo/Pgo.md) | - | - | - | [⚠️](../lib/oscillators/pgo/Pgo.md#validation "structural test only; Ooples PGO uses different ATR normalization") | ❔ |
| **Price Channel** | [Pc](../lib/channels/pc/pc.md) | - | - | [✔️](../lib/channels/pc/pc.md#validation) | - | - |
| **Price Momentum Oscillator** | [Pmo](../lib/momentum/pmo/Pmo.md) | - | - | [✔️](../lib/momentum/pmo/Pmo.md#validation) | [✔️](../lib/momentum/pmo/Pmo.md#validation) | - |
| **Price Relative Strength** | [Rs](../lib/momentum/rs/Rs.md) | - | - | [✔️](../lib/momentum/rs/Rs.md#validation) | - | - |
| **Price Volume Divergence** | [Pvd](../lib/volume/pvd/Pvd.md) | - | - | - | - | - |
| **Price Volume Rank** | [Pvr](../lib/volume/pvr/Pvr.md) | - | - | - | - | ⚠️ |
| **Price Volume Trend** | [Pvt](../lib/volume/pvt/Pvt.md) | - | - | - | [✔️](../lib/volume/pvt/Pvt.md#validation) | ⚠️ |
| **Psychological Line** | [Psl](../lib/oscillators/psl/Psl.md) | - | - | - | - | ⚠️ |
| **Qstick Indicator** | [Qstick](../lib/dynamics/qstick/Qstick.md) | - | - | - | - | ❔ |
| **Quad Exponential MA** | [Qema](../lib/trends_IIR/qema/Qema.md) | - | - | - | - | - |
| **QQE Indicator** | [Qqe](../lib/oscillators/qqe/Qqe.md) | - | - | - | - | ❔ |
| **Quantile** | [Quantile](../lib/statistics/quantile/Quantile.md) | - | - | - | - | ❔ |
| **Range Action Verification Index** | [Ravi](../lib/dynamics/ravi/Ravi.md) | - | - | - | - | - |
| **Rate of acceleration; 3rd derivative** | [Jerk](../lib/numerics/jerk/Jerk.md) | - | - | - | - | - |
| **Rate of Change** | [Roc](../lib/momentum/roc/Roc.md) | [✔️](../lib/momentum/roc/Roc.md#validation) | [✔️](../lib/momentum/roc/Roc.md#validation) | [✔️](../lib/momentum/roc/Roc.md#validation) | [⚠️](../lib/momentum/roc/Roc.md#validation "Ooples ROC returns percentage; QuanTAlib ROC returns absolute change") | ⚠️ |
| **Rate of change; 1st derivative** | [Slope](../lib/statistics/linreg/LinReg.md) | - | - | [✔️](../lib/statistics/linreg/LinReg.md#validation) | - | ⚠️ |
| **Rate of Change Percentage** | [Rocp](../lib/momentum/rocp/Rocp.md) | [✔️](../lib/momentum/rocp/Rocp.md#validation) | - | - | - | - |
| **Rate of Change Ratio** | [Rocr](../lib/momentum/rocr/Rocr.md) | [✔️](../lib/momentum/rocr/Rocr.md#validation) | [✔️](../lib/momentum/rocr/Rocr.md#validation) | - | - | - |
| **Realized Volatility** | [Rv](../lib/volatility/rv/Rv.md) | - | - | - | - | - |
| **Rectified Linear Unit** | [Relu](../lib/numerics/relu/Relu.md) | - | - | - | - | - |
| **Recursive Gaussian MA** | [Rgma](../lib/trends_IIR/rgma/Rgma.md) | - | - | - | - | - |
| **Ehlers Recursive Median Filter** | [Rmed](../lib/filters/rmed/Rmed.md) | - | - | - | - | - |
| **Reflex** | [Reflex](../lib/oscillators/reflex/Reflex.md) | - | - | - | - | - |
| **Regression Channels** | [Regchannel](../lib/channels/regchannel/regchannel.md) | - | - | - | - | - |
| **Regularized Exponential MA** | [Rema](../lib/trends_IIR/rema/Rema.md) | - | - | - | [⚠️](../lib/trends_IIR/rema/Rema.md#validation "structural test only; Ooples REMA uses different regularization lambda") | - |
| **Relative Absolute Error** | [Rae](../lib/errors/rae/Rae.md) | - | - | - | - | - |
| **Relative Squared Error** | [Rse](../lib/errors/rse/Rse.md) | - | - | - | - | - |
| **Relative Strength Index** | [Rsi](../lib/momentum/rsi/Rsi.md) | [✔️](../lib/momentum/rsi/Rsi.md#validation) | [✔️](../lib/momentum/rsi/Rsi.md#validation) | [✔️](../lib/momentum/rsi/Rsi.md#validation) | [✔️](../lib/momentum/rsi/Rsi.md#validation) | ⚠️ |
| **Relative Strength Quality Index** | [Rsx](../lib/momentum/rsx/Rsx.md) | - | - | - | [⚠️](../lib/momentum/rsx/Rsx.md#validation "structural test only; Ooples RSX uses different smoothing constants") | ✔️ |
| **Relative Volatility Index** | [Rvi](../lib/volatility/rvi/Rvi.md) | - | - | - | - | ❔ |
| **RVGI** | [Rvgi](../lib/oscillators/rvgi/Rvgi.md) | - | - | - | - | ❔ |
| **Renko** | - | - | - | ✔️ | - | - |
| **Rogers-Satchell Volatility** | [Rsv](../lib/volatility/rsv/Rsv.md) | - | - | - | - | - |
| **Ehlers Roofing Filter** | [Roofing](../lib/filters/roofing/Roofing.md) | - | - | - | [✔️](../lib/filters/roofing/Roofing.md#validation) | - |
| **Root Mean Squared Error** | [Rmse](../lib/errors/rmse/Rmse.md) | - | - | - | - | - |
| **Root Mean Squared Logarithmic Error** | [Rmsle](../lib/errors/rmsle/Rmsle.md) | - | - | - | - | - |
| **R-Squared** | [RSquared](../lib/statistics/linreg/LinReg.md) | - | - | [✔️](../lib/statistics/linreg/LinReg.md#validation) | - | - |
| **Savitzky-Golay Filter** | [Sgf](../lib/filters/sgf/Sgf.md) | - | - | - | - | - |
| **Savitzky-Golay MA** | [Sgma](../lib/trends_FIR/sgma/Sgma.md) | - | - | - | - | - |
| **Schaff Trend Cycle** | [Stc](../lib/oscillators/stc/stc.md) | - | - | [✔️](../lib/oscillators/stc/stc.md#validation) | [⚠️](../lib/oscillators/stc/stc.md#validation "structural test only; Ooples STC uses different stochastic smoothing") | ❔ |
| **Simple Moving Average** | [Sma](../lib/trends_FIR/sma/Sma.md) | [✔️](../lib/trends_FIR/sma/Sma.md#validation) | [✔️](../lib/trends_FIR/sma/Sma.md#validation) | [✔️](../lib/trends_FIR/sma/Sma.md#validation) | [✔️](../lib/trends_FIR/sma/Sma.md#validation) | ⚠️ |
| **Sine-weighted MA** | [Sinema](../lib/trends_FIR/sinema/Sinema.md) | - | - | - | - | ⚠️ |
| **Smoothed Adaptive Momentum** | [Sam](../lib/momentum/sam/Sam.md) | - | - | - | - | - |
| **Smoothed Moving Average** | [Rma](../lib/trends_IIR/rma/Rma.md) | - | - | [✔️](../lib/trends_IIR/rma/Rma.md#validation) | [✔️](../lib/trends_IIR/rma/Rma.md#validation) | ❔ |
| **SMI** | [Smi](../lib/oscillators/smi/Smi.md) | - | - | [⚠️](../lib/oscillators/smi/Smi.md#validation "structural test; different smoothing parameters") | [⚠️](../lib/oscillators/smi/Smi.md#validation "structural test only; Ooples SMI uses different double-smoothing") | ❔ |
| **Solar Activity Cycle** | [Solar](../lib/cycles/solar/Solar.md) | - | - | - | - | - |
| **Spearman Rank Correlation** | [Spearman](../lib/statistics/spearman/Spearman.md) | - | - | - | [⚠️](../lib/statistics/spearman/Spearman.md#validation "structural test only; Ooples Spearman uses different rank-tie handling") | - |
| **Ehlers Super Passband Filter** | [Spbf](../lib/filters/spbf/Spbf.md) | - | - | - | - | - |
| **Squeeze** | [Squeeze](../lib/oscillators/squeeze/Squeeze.md) | - | - | - | - | ❔ |
| **Square Root Transformation** | [Sqrttrans](../lib/numerics/sqrttrans/Sqrttrans.md) | - | - | - | - | - |
| **Standard Deviation Channel** | [Sdchannel](../lib/channels/sdchannel/sdchannel.md) | - | - | - | [⚠️](../lib/channels/sdchannel/sdchannel.md#validation "structural test only; Ooples SD Channel uses different multiplier") | - |
| **Standardization (Z-score)** | [Zscore](../lib/statistics/zscore/Zscore.md) | - | - | - | [⚠️](../lib/statistics/zscore/Zscore.md#validation "structural test only; Ooples Z-Score uses population vs sample stddev") | ⚠️ |
| **Starc Bands** | Starc | - | - | - | - | - |
| **Stochastic Fast** | [Stochf](../lib/oscillators/stochf/Stochf.md) | [✔️](../lib/oscillators/stochf/Stochf.md#validation) | - | [✔️](../lib/oscillators/stochf/Stochf.md#validation) | [⚠️](../lib/oscillators/stochf/Stochf.md#validation "structural test only; Ooples StochFast uses different smoothing period") | ❔ |
| **Stochastic Momentum Index** | [Smi](../lib/oscillators/smi/Smi.md) | - | - | [⚠️](../lib/oscillators/smi/Smi.md#validation "structural test; different smoothing parameters") | [⚠️](../lib/oscillators/smi/Smi.md#validation "structural test only; Ooples SMI uses different double-smoothing") | ❔ |
| **Stochastic Oscillator** | [Stoch](../lib/oscillators/stoch/Stoch.md) | [✔️](../lib/oscillators/stoch/Stoch.md#validation) | - | [✔️](../lib/oscillators/stoch/Stoch.md#validation) | - | ❔ |
| **Stochastic RSI** | [Stochrsi](../lib/oscillators/stochrsi/Stochrsi.md) | [✔️](../lib/oscillators/stochrsi/Stochrsi.md#validation) | - | [✔️](../lib/oscillators/stochrsi/Stochrsi.md#validation) | [✔️](../lib/oscillators/stochrsi/Stochrsi.md#validation) | ❔ |
| **Stoller Average Range Channel** | [Starchannel](../lib/channels/starchannel/starchannel.md) | - | - | [✔️](../lib/channels/starchannel/starchannel.md#validation) | [⚠️](../lib/channels/starchannel/starchannel.md#validation "structural test only; Ooples STARC uses different ATR multiplier") | - |
| **Super Trend Bands** | [Stbands](../lib/channels/stbands/Stbands.md) | - | - | - | - | - |
| **SuperTrend** | [Super](../lib/dynamics/super/Super.md) | - | - | [✔️](../lib/dynamics/super/Super.md#validation) | - | ❔ |
| **Swing High/Low Detection** | [Swings](../lib/reversals/swings/Swings.md) | - | - | - | - | - |
| **Symmetric Mean Absolute Percentage Error** | [Smape](../lib/errors/smape/Smape.md) | - | - | - | - | - |
| **Symmetric Weighted Moving Average** | [Swma](../lib/trends_FIR/swma/Swma.md) | - | - | - | - | ⚠️ |
| **T3 Moving Average** | [T3](../lib/trends_IIR/t3/T3.md) | [✔️](../lib/trends_IIR/t3/T3.md#validation) | - | [✔️](../lib/trends_IIR/t3/T3.md#validation) | [✔️](../lib/trends_IIR/t3/T3.md#validation) | ❔ |
| **Theil Index** | [Theil](../lib/statistics/theil/Theil.md) | - | - | - | - | - |
| **Time Series Forecast** | [Tsf](../lib/trends_FIR/tsf/Tsf.md) | [✔️](../lib/trends_FIR/tsf/Tsf.md#validation) | [✔️](../lib/trends_FIR/tsf/Tsf.md#validation) | [✔️](../lib/trends_FIR/tsf/Tsf.md#validation) | [⚠️](../lib/trends_FIR/tsf/Tsf.md#validation "bar alignment differs; Ooples default period=500 shifts output") | - |
| **Time Weighted Average Price** | [Twap](../lib/volume/twap/Twap.md) | - | - | - | - | - |
| **Trade Volume Index** | [Tvi](../lib/volume/tvi/Tvi.md) | - | - | - | [⚠️](../lib/volume/tvi/Tvi.md#validation "structural test only; Ooples TVI uses different tick threshold") | - |
| **TrendFlex** | [Trendflex](../lib/oscillators/trendflex/Trendflex.md) | - | - | - | - | ⚠️ |
| **Triangular Moving Average** | [Trima](../lib/trends_FIR/trima/Trima.md) | [✔️](../lib/trends_FIR/trima/Trima.md#validation) | [✔️](../lib/trends_FIR/trima/Trima.md#validation) | [✔️](../lib/trends_FIR/trima/Trima.md#validation) | [⚠️](../lib/trends_FIR/trima/Trima.md#validation "structural test only; Ooples TRIMA uses different triangle weighting") | ⚠️ |
| **Triple Exponential Average** | [Trix](../lib/oscillators/trix/Trix.md) | [✔️](../lib/oscillators/trix/Trix.md#validation) | [✔️](../lib/oscillators/trix/Trix.md#validation) | [✔️](../lib/oscillators/trix/Trix.md#validation) | [⚠️](../lib/oscillators/trix/Trix.md#validation "structural test only; Ooples TRIX uses different signal smoothing") | ✔️ |
| **Triple Exponential Moving Average** | [Tema](../lib/trends_IIR/tema/Tema.md) | [✔️](../lib/trends_IIR/tema/Tema.md#validation) | [✔️](../lib/trends_IIR/tema/Tema.md#validation) | [✔️](../lib/trends_IIR/tema/Tema.md#validation) | [⚠️](../lib/trends_IIR/tema/Tema.md#validation "diverges for large periods; Ooples uses different EMA initialization") | ⚠️ |
| **Trend Regularity Adaptive MA** | [Trama](../lib/trends_IIR/trama/Trama.md) | - | - | - | - | - |
| **True Range** | [Tr](../lib/volatility/tr/Tr.md) | [✔️](../lib/volatility/tr/Tr.md#validation) | [✔️](../lib/volatility/tr/Tr.md#validation) | [✔️](../lib/volatility/tr/Tr.md#validation) | - | ✔️ |
| **True Strength Index** | [Tsi](../lib/momentum/tsi/Tsi.md) | - | - | [✔️](../lib/momentum/tsi/Tsi.md#validation) | [✔️](../lib/momentum/tsi/Tsi.md#validation) | ⚠️ |
| **Typical Price** | [Typprice](../lib/core/typprice/Typprice.md) | [✔️](../lib/core/typprice/Typprice.md#validation) | - | - | - | ⚠️ |
| **TTM Trend** | [Ttm](../lib/dynamics/ttm_trend/TtmTrend.md) | - | - | - | - | ❔ |
| **TTM Scalper Alert** | [TtmScalper](../lib/reversals/ttm_scalper/TtmScalper.md) | - | - | - | - | - |
| **TTM Wave** | [TtmWave](../lib/oscillators/ttm_wave/TtmWave.md) | - | - | - | - | - |
| **Ulcer Index** | [Ui](../lib/volatility/ui/Ui.md) | - | - | - | [⚠️](../lib/volatility/ui/Ui.md#validation "structural test only; Ooples Ulcer Index uses different drawdown calc") | ❔ |
| **Ehlers Ultimate Bands** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - | - |
| **Ehlers Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - | - |
| **Ultimate Oscillator** | [Ultosc](../lib/oscillators/ultosc/Ultosc.md) | [✔️](../lib/oscillators/ultosc/Ultosc.md#validation) | [✔️](../lib/oscillators/ultosc/Ultosc.md#validation) | [✔️](../lib/oscillators/ultosc/Ultosc.md#validation) | [✔️](../lib/oscillators/ultosc/Ultosc.md#validation) | ❔ |
| **Variable Index Dynamic Average** | [Vidya](../lib/trends_IIR/vidya/Vidya.md) | - | - | - | - | ❔ |
| **Velocity (Jurik)** | [Vel](../lib/momentum/vel/Vel.md) | - | - | - | - | - |
| **Vertical Horizontal Filter** | [Vhf](../lib/dynamics/vhf/Vhf.md) | - | - | [⚠️](../lib/dynamics/vhf/Vhf.md#validation "Tulip window = n+1 bars; QuanTAlib window = n bars (~5% divergence)") | - | ❔ |
| **Volatility Adjusted Moving Average** | [Vama](../lib/trends_IIR/vama/Vama.md) | - | - | - | - | - |
| **Volatility of Volatility** | [Vov](../lib/volatility/vov/Vov.md) | - | - | - | - | - |
| **Volatility Ratio** | [Vr](../lib/volatility/vr/Vr.md) | - | - | - | - | - |
| **Volume Accumulation** | [Va](../lib/volume/va/Va.md) | - | - | - | - | - |
| **Volume Force** | [Vf](../lib/volume/vf/Vf.md) | - | - | - | - | - |
| **Volume Oscillator** | [Vo](../lib/volume/vo/Vo.md) | - | [✔️](../lib/volume/vo/Vo.md#validation) | - | - | - |
| **Volume Rate of Change** | [Vroc](../lib/volume/vroc/Vroc.md) | - | - | - | - | - |
| **Volume Weighted Accumulation/Distribution** | [Vwad](../lib/volume/vwad/Vwad.md) | - | - | - | - | - |
| **Volume Weighted Average Price** | [Vwap](../lib/volume/vwap/Vwap.md) | - | - | - | - | ❔ |
| **Volume Weighted Moving Average** | [Vwma](../lib/volume/vwma/Vwma.md) | - | - | [✔️](../lib/volume/vwma/Vwma.md#validation) | [✔️](../lib/volume/vwma/Vwma.md#validation) | ⚠️ |
| **Vortex Indicator** | [Vortex](../lib/dynamics/vortex/Vortex.md) | - | - | [✔️](../lib/dynamics/vortex/Vortex.md#validation) | [⚠️](../lib/dynamics/vortex/Vortex.md#validation "structural test only; Ooples Vortex uses different ATR normalization") | ❔ |
| **Ehlers Voss Predictive Filter** | [Voss](../lib/filters/voss/Voss.md) | - | - | - | [✔️](../lib/filters/voss/Voss.md#validation) | - |
| **VWAP Bands** | [Vwapbands](../lib/channels/vwapbands/Vwapbands.md) | - | - | - | - | - |
| **VWAP with Standard Deviation Bands** | [Vwapsd](../lib/channels/vwapsd/Vwapsd.md) | - | - | - | - | - |
| **Wavelet Denoising Filter** | [Wavelet](../lib/filters/wavelet/Wavelet.md) | - | - | - | - | - |
| **Weighted Close Price** | [Wclprice](../lib/core/wclprice/Wclprice.md) | [✔️](../lib/core/wclprice/Wclprice.md#validation) | - | - | - | ⚠️ |
| **Weighted Moving Average** | [Wma](../lib/trends_FIR/wma/Wma.md) | [✔️](../lib/trends_FIR/wma/Wma.md#validation) | [✔️](../lib/trends_FIR/wma/Wma.md#validation) | [✔️](../lib/trends_FIR/wma/Wma.md#validation) | - | ⚠️ |
| **Wiener Filter** | [Wiener](../lib/filters/wiener/Wiener.md) | - | - | - | - | - |
| **Williams %R** | [Willr](../lib/oscillators/willr/Willr.md) | [✔️](../lib/oscillators/willr/Willr.md#validation) | [✔️](../lib/oscillators/willr/Willr.md#validation) | [✔️](../lib/oscillators/willr/Willr.md#validation) | [⚠️](../lib/oscillators/willr/Willr.md#validation "structural test only; Ooples %R uses different lookback period") | ❔ |
| **Williams Accumulation/Distribution** | [Wad](../lib/volume/wad/Wad.md) | - | [✔️](../lib/volume/wad/Wad.md#validation) | - | [⚠️](../lib/volume/wad/Wad.md#validation) | - |
| **Williams Alligator** | [Alligator](../lib/dynamics/alligator/Alligator.md) | - | - | [✔️](../lib/dynamics/alligator/Alligator.md#validation) | [⚠️](../lib/dynamics/alligator/Alligator.md#validation "structural test only; Ooples Alligator uses different SMMA seeding") | ❔ |
| **Williams Fractal** | [Fractals](../lib/reversals/fractals/Fractals.md) | - | - | [✔️](../lib/reversals/fractals/Fractals.md#validation) | - | - |
| **Woodie's Pivot Points** | [Pivotwood](../lib/reversals/pivotwood/Pivotwood.md) | - | - | - | - | - |
| **Yang-Zhang Volatility** | [Yzv](../lib/volatility/yzv/Yzv.md) | - | - | - | - | - |
| **Yang-Zhang Volatility Adjusted MA** | [Yzvama](../lib/trends_IIR/yzvama/Yzvama.md) | - | - | - | - | - |
| **Zero-Lag Double Exponential MA** | [Zldema](../lib/trends_IIR/zldema/Zldema.md) | - | - | - | - | - |
| **Zero-Lag Exponential Moving Average** | [Zlema](../lib/trends_IIR/zlema/Zlema.md) | - | - | [⚠️](../lib/trends_IIR/zlema/Zlema.md#validation "structural test only; Tulip ZLEMA period alignment differs") | - | ❔ |
| **Zero-Lag Triple Exponential MA** | [Zltema](../lib/trends_IIR/zltema/Zltema.md) | - | - | - | [⚠️](../lib/trends_IIR/zltema/Zltema.md#validation "structural test only; Ooples ZLTEMA uses different lag compensation") | - |
| **ZigZag** | - | - | - | ✔️ | - | ❔ |
| **Z-score standardization** | [Zscore](../lib/statistics/zscore/Zscore.md) | - | - | - | [✔️](../lib/statistics/zscore/Zscore.md#validation) | ⚠️ |
| **Z-Test** | [Ztest](../lib/statistics/ztest/Ztest.md) | - | - | - | - | - |
## Statistical Indicators
| Indicator | QuanTAlib | MathNet | TA-Lib | Tulip | Skender | pandas-ta |
| :-------- | :-------- | :-----: | :----: | :---: | :-----: | :-------: |
| **Autocorrelation Function** | [Acf](../lib/statistics/acf/Acf.md) | - | - | - | - | - |
| **Covariance** | [Covariance](../lib/statistics/covariance/Covariance.md) | - | - | - | - | - |
| **Entropy (Shannon)** | [Entropy](../lib/statistics/entropy/Entropy.md) | - | - | - | - | ⚠️ |
| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | - | - | - | - | - |
| **Harmonic Mean** | [Harmean](../lib/statistics/harmean/Harmean.md) | - | - | - | - | - |
| **Hurst Exponent** | [Hurst](../lib/statistics/hurst/Hurst.md) | - | - | [⚠️](../lib/statistics/hurst/Hurst.md#validation "structural test; different R/S subdivision strategies") | - | - |
| **Interquartile Range** | [Iqr](../lib/statistics/iqr/Iqr.md) | - | - | - | - | - |
| **Granger Causality** | [Granger](../lib/statistics/granger/Granger.md) | - | - | - | - | - |
| **Jarque-Bera Test** | [Jb](../lib/statistics/jb/Jb.md) | - | - | - | - | - |
| **Kendall Rank Correlation** | [Kendall](../lib/statistics/kendall/Kendall.md) | - | - | - | - | - |
| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | [✔️](../lib/statistics/median/Median.md#validation) | - | - | - | ❔ |
| **Mode** | [Mode](../lib/statistics/mode/Mode.md) | - | - | - | - | - |
| **Percentile** | [Percentile](../lib/statistics/percentile/Percentile.md) | - | - | - | - | - |
| **Quantile** | [Quantile](../lib/statistics/quantile/Quantile.md) | - | - | - | - | ❔ |
| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | [✔️](../lib/statistics/skew/Skew.md#validation) | - | - | - | ❔ |
| **Spearman Rank Correlation** | [Spearman](../lib/statistics/spearman/Spearman.md) | - | - | - | - | - |
| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | [✔️](../lib/statistics/stddev/StdDev.md#validation) | [✔️](../lib/statistics/stddev/StdDev.md#validation) | [✔️](../lib/statistics/stddev/StdDev.md#validation) | [✔️](../lib/statistics/stddev/StdDev.md#validation) | ⚠️ |
| **Sum (Rolling)** | [Sum](../lib/statistics/sum/Sum.md) | - | [✔️](../lib/statistics/sum/Sum.md#validation) | [✔️](../lib/statistics/sum/Sum.md#validation) | - | - |
| **Theil T Index** | [Theil](../lib/statistics/theil/Theil.md) | - | - | - | - | - |
| **Partial Autocorrelation Function** | [Pacf](../lib/statistics/pacf/Pacf.md) | - | - | - | - | - |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | [✔️](../lib/statistics/variance/Variance.md#validation) | [✔️](../lib/statistics/variance/Variance.md#validation) | [✔️](../lib/statistics/variance/Variance.md#validation) | [✔️](../lib/statistics/variance/Variance.md#validation) | ⚠️ |
| **Mean Absolute Deviation** | [MeanDev](../lib/statistics/meandev/MeanDev.md) | - | - | [✔️](../lib/statistics/meandev/MeanDev.md#validation) | - | ❔ |
| **Standard Error of Regression** | [Stderr](../lib/statistics/stderr/Stderr.md) | - | - | [⚠️](../lib/statistics/stderr/Stderr.md#validation "Tulip stderr = StdDev/sqrt(n) (SE of mean); QuanTAlib = sqrt(SSR/(n-2)) (SE of OLS regression)") | - | - |
| **Z-Score** | [Zscore](../lib/statistics/zscore/Zscore.md) | - | - | [⚠️](../lib/statistics/zscore/Zscore.md#validation "structural test via GetStdDev; no native GetZScore in Skender v2") | - | ⚠️ |
| **Z-Test** | [Ztest](../lib/statistics/ztest/Ztest.md) | - | - | - | - | - |
## Error Metrics
| Indicator | QuanTAlib | MathNet | Notes |
| :-------- | :-------- | :-----: | :---- |
| **Mean Absolute Error** | [Mae](../lib/errors/mae/Mae.md) | ✔️ | Validated via `Distance.MAE()` |
| **Mean Squared Error** | [Mse](../lib/errors/mse/Mse.md) | ✔️ | Validated via `Distance.MSE()` |
| **Root Mean Squared Error** | [Rmse](../lib/errors/rmse/Rmse.md) | ✔️ | Validated via `sqrt(Distance.MSE())` |
| **R-Squared** | [Rsquared](../lib/errors/rsquared/Rsquared.md) | - | Uses streaming-optimized TSS calculation |
| **Huber Loss** | [Huber](../lib/errors/huber/Huber.md) | - | No external validation available |
| **Pseudo-Huber Loss** | [PseudoHuber](../lib/errors/pseudohuber/PseudoHuber.md) | - | No external validation available |
| **Log-Cosh Loss** | [LogCosh](../lib/errors/logcosh/LogCosh.md) | - | No external validation available |
| **Tukey Loss** | [Tukey](../lib/errors/tukeybiweight/TukeyBiweight.md) | - | No external validation available |
| **Quantile Loss** | [Quantile](../lib/errors/quantileloss/QuantileLoss.md) | - | No external validation available |
| **MAPE** | [Mape](../lib/errors/mape/Mape.md) | - | No external validation available |
| **SMAPE** | [Smape](../lib/errors/smape/Smape.md) | - | No external validation available |
| **MAAPE** | [Maape](../lib/errors/maape/Maape.md) | - | No external validation available |
| **MASE** | [Mase](../lib/errors/mase/Mase.md) | - | No external validation available |
| **MSLE** | [Msle](../lib/errors/msle/Msle.md) | - | No external validation available |
| **RMSLE** | [Rmsle](../lib/errors/rmsle/Rmsle.md) | - | No external validation available |
| **Theil U** | [TheilU](../lib/errors/theilu/TheilU.md) | - | No external validation available |
| **Mean Error** | [Me](../lib/errors/me/Me.md) | - | No external validation available |
| **MPE** | [Mpe](../lib/errors/mpe/Mpe.md) | - | No external validation available |
| **RSE** | [Rse](../lib/errors/rse/Rse.md) | - | No external validation available |
| **RAE** | [Rae](../lib/errors/rae/Rae.md) | - | No external validation available |
| **MRAE** | [Mrae](../lib/errors/mrae/Mrae.md) | - | No external validation available |
| **MdAE** | [MdAE](../lib/errors/mdae/MdAE.md) | - | No external validation available |
| **MdAPE** | [MdAPE](../lib/errors/mdape/MdAPE.md) | - | No external validation available |
| **MAPD** | [Mapd](../lib/errors/mapd/Mapd.md) | - | No external validation available |
| **WMAPE** | [Wmape](../lib/errors/wmape/Wmape.md) | - | No external validation available |
| **WRMSE** | [Wrmse](../lib/errors/wrmse/Wrmse.md) | - | Validated via internal RMSE equivalence (uniform weights) |
## pandas-ta Indicators Not in QuanTAlib
The following 30 indicators are available in [pandas-ta](https://github.com/twopirllc/pandas_ta) but have no equivalent implementation in the QuanTAlib C# library. These represent potential future additions.
### Candle Patterns (5)
| pandas-ta | Description |
| :-------- | :---------- |
| `cdl` | Candlestick pattern detection (multi-pattern) |
| `cdl_doji` | Doji candle detection |
| `cdl_inside` | Inside bar detection |
| `cdl_pattern` | Named candlestick pattern matching |
| `cdl_z` | Z-score candle analysis |
### Performance (3)
| pandas-ta | Description |
| :-------- | :---------- |
| `drawdown` | Maximum drawdown analysis |
| `log_return` | Logarithmic returns |
| `percent_return` | Percentage returns |
### Momentum (5)
| pandas-ta | Description |
| :-------- | :---------- |
| `exhc` | Exhaustion candles |
| `smc` | Squeeze Momentum Composite |
| `squeeze_pro` | TTM Squeeze Pro (extended) |
| `tmo` | True Momentum Oscillator |
| `dm` | Directional Movement (+DI/-DI separate) |
### Trend (8)
| pandas-ta | Description |
| :-------- | :---------- |
| `decay` | Linear decay function |
| `decreasing` | Decreasing trend detection |
| `increasing` | Increasing trend detection |
| `long_run` | Long run length analysis |
| `short_run` | Short run length analysis |
| `rwi` | Random Walk Index |
| `zigzag` | ZigZag pivot detection |
| `alphatrend` | Alpha Trend |
### Volatility (4)
| pandas-ta | Description |
| :-------- | :---------- |
| `atrts` | ATR Trailing Stop |
| `hwc` | Holt-Winter Channel |
| `pdist` | Price Distance |
| `thermo` | Thermometer indicator |
### Volume (4)
| pandas-ta | Description |
| :-------- | :---------- |
| `pvol` | Price Volume oscillator |
| `tsv` | Time Segmented Volume |
| `vhm` | Volume Heat Map |
| `vp` | Volume Profile |
### Statistics (1)
| pandas-ta | Description |
| :-------- | :---------- |
| `tos_stdevall` | ThinkOrSwim StdDev All |
## Validation Libraries
| Library | Language | License | Notes |
| :------ | :------- | :------ | :---- |
| [TA-Lib](https://ta-lib.org/) | C (via .NET wrapper) | BSD | Industry standard. C implementation, battle-tested. |
| [Tulip](https://tulipindicators.org/) | C (via .NET wrapper) | LGPL | Lightweight, well-documented. |
| [Skender.Stock.Indicators](https://dotnet.stockindicators.dev/) | C# | MIT | Pure .NET. Active development. |
| [OoplesFinance](https://github.com/ooples/OoplesFinance.StockIndicators) | C# | Apache 2.0 | Large indicator collection. Validation coverage varies. |
| [MathNet.Numerics](https://numerics.mathdotnet.com/) | C# | MIT | Statistical functions, not TA-specific. |
| [pandas-ta](https://github.com/twopirllc/pandas-ta) | Python | MIT | 130+ indicators. Python-native with optional TA-Lib acceleration. |
## Validation Philosophy
Three levels of confidence:
**Level 1: Cross-Library Agreement**
Multiple independent implementations produce identical results. Highest confidence. Most mainstream indicators (SMA, EMA, RSI, MACD) fall here.
**Level 2: Original Source Agreement**
No cross-library validation available, but implementation matches original research paper or patent description. JMA, various proprietary indicators fall here.
**Level 3: Mathematical Correctness Only**
No external reference exists. Implementation verified through unit tests, edge case handling, and mathematical properties (e.g., filter stability, energy preservation). Novel or obscure indicators fall here.
## Discrepancy Investigation
When validation fails:
1. **Check parameter mapping.** TA-Lib uses 0-based indexing for some parameters. Skender uses 1-based.
2. **Check warmup handling.** Different libraries handle the first N values differently.
3. **Check smoothing assumptions.** Some libraries use SMA for initial EMA seed. Others use the first value.
4. **Check edge cases.** NaN handling, zero division, and boundary conditions vary.
Discrepancies are documented in the indicator's markdown file under a "Validation Notes" section. The goal is not to match every library exactly. The goal is to understand why differences exist and document them.
Reference in New Issue View Git Blame Copy Permalink