mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
75bcc12529
- Full template: property table, tagline, key takeaways, historical context, architecture & physics with code references, mathematical foundation, interpretation & signal zones, related indicators, validation table, performance profile, common pitfalls, FAQ, references - Title changed from "Rocket RSI" to "Ehlers Rocket RSI" across all indexes - Updated _sidebar.md, lib/_index.md, lib/oscillators/_index.md
62 KiB
62 KiB
QuanTAlib Indicators
| Indicator | Full Name | Category |
|---|---|---|
| ABERR | Aberration Bands | Channels |
| AC | Acceleration Oscillator | Oscillators |
| ACCBANDS | Acceleration Bands | Channels |
| ACCEL | Acceleration | Numerics |
| ACF | Autocorrelation Function | Statistics |
| AD | Accumulation/Distribution Line | Volume |
| ADF | Augmented Dickey-Fuller Test | Statistics |
| ADOSC | Chaikin A/D Oscillator | Volume |
| ADR | Average Daily Range | Volatility |
| ADX | Average Directional Index | Dynamics |
| ADXR | Average Directional Movement Rating | Dynamics |
| ADXVMA | ADX Variable MA | Trends (IIR) |
| AFIRMA | Adaptive FIR Moving Average | Forecasts |
| AGC | Ehlers Automatic Gain Control | Filters |
| AHRENS | Ahrens MA | Trends (IIR) |
| ALAGUERRE | Ehlers Adaptive Laguerre Filter | Filters |
| ALLIGATOR | Williams Alligator | Dynamics |
| ALMA | Arnaud Legoux MA | Trends (FIR) |
| AMAT | Archer Moving Averages Trends | Dynamics |
| AO | Awesome Oscillator | Oscillators |
| AOBV | Archer On-Balance Volume | Volume |
| APCHANNEL | Andrews' Pitchfork | Channels |
| APO | Absolute Price Oscillator | Oscillators |
| APZ | Adaptive Price Zone | Channels |
| AROON | Aroon | Dynamics |
| AROONOSC | Aroon Oscillator | Dynamics |
| ATRSTOP | ATR Trailing Stop | Reversals |
| ASI | Accumulation Swing Index | Momentum |
| ATR | Average True Range | Volatility |
| ATRBANDS | ATR Bands | Channels |
| ATRN | ATR Normalized | Volatility |
| AVGPRICE | Average Price | Core |
| BAXTERKING | Baxter-King Band-Pass Filter | Filters |
| BBANDS | Bollinger Bands | Channels |
| BBB | Bollinger %B | Oscillators |
| BBI | Bulls Bears Index | Oscillators |
| BBS | Bollinger Band Squeeze | Oscillators |
| BBW | Bollinger Band Width | Volatility |
| BBWN | BB Width Normalized | Volatility |
| BBWP | BB Width Percentile | Volatility |
| BESSEL | Bessel Filter | Filters |
| BETA | Beta Coefficient | Statistics |
| BETADIST | Beta Distribution | Numerics |
| BIAS | Bias (also known as Disparity Index) | Momentum |
| BILATERAL | Bilateral Filter | Filters |
| BINOMDIST | Binomial Distribution | Numerics |
| BLMA | Blackman MA | Trends (FIR) |
| BOP | Balance of Power | Momentum |
| BPF | BandPass Filter | Filters |
| BRAR | Bull-Bear Power Ratio | Oscillators |
| BW_MFI | Bill Williams Market Facilitation Index | Oscillators |
| BUTTER2 | Ehlers 2-Pole Butterworth Filter | Filters |
| BUTTER3 | Ehlers 3-Pole Butterworth Filter | Filters |
| BWMA | Bessel-Weighted MA | Trends (FIR) |
| CCOR | Ehlers Correlation Cycle | Cycles |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| CCYC | Ehlers Cyber Cycle | Cycles |
| CFB | Composite Fractal Behavior | Momentum |
| CFITZ | Christiano-Fitzgerald Filter | Filters |
| CFO | Chande Forecast Oscillator | Oscillators |
| CG | Ehlers Center of Gravity | Cycles |
| CHANDELIER | Chandelier Exit | Reversals |
| CHANGE | Percentage Change | Numerics |
| CHEBY1 | Chebyshev Type I | Filters |
| CHEBY2 | Chebyshev Type II | Filters |
| CHOP | Choppiness Index | Dynamics |
| CKSTOP | Chande Kroll Stop | Reversals |
| CMA | Cumulative Moving Average | Statistics |
| CMF | Chaikin Money Flow | Volume |
| CMO | Chande Momentum Oscillator | Momentum |
| COINTEGRATION | Cointegration | Statistics |
| CONVEXITY | Beta Convexity | Statistics |
| CONV | Convolution MA | Trends (FIR) |
| COPPOCK | Coppock Curve | Oscillators |
| CORAL | Coral Trend Filter | Trends (IIR) |
| CORREL | Correlation | Statistics |
| COVARIANCE | Covariance | Statistics |
| CRMA | Cubic Regression MA | Trends (FIR) |
| CRSI | Connors RSI | Oscillators |
| CTI | Correlation Trend Indicator | Oscillators |
| CV | Coefficient of Variation | Volatility |
| CVI | Chaikin Volatility | Volatility |
| CWT | Continuous Wavelet Transform | Numerics |
| DC | Donchian Channels | Channels |
| DECAY | Linear Decay | Numerics |
| DECAYCHANNEL | Decay Min-Max Channel | Channels |
| DECO | Ehlers Decycler Oscillator | Oscillators |
| DECYCLER | Ehlers Decycler | Trends (IIR) |
| DEM | DeMarker Oscillator | Oscillators |
| DEMA | Double Exponential MA | Trends (IIR) |
| DMX | Jurik Directional Movement Index | Dynamics |
| DOSC | Derivative Oscillator | Oscillators |
| DPO | Detrended Price Oscillator | Oscillators |
| DSTOCH | Double Stochastic (Bressert) | Oscillators |
| DSMA | Deviation-Scaled MA | Trends (IIR) |
| DSP | Ehlers Detrended Synthetic Price | Cycles |
| DWMA | Double Weighted MA | Trends (FIR) |
| DWT | Discrete Wavelet Transform | Numerics |
| DX | Directional Movement Index | Dynamics |
| DYMI | Dynamic Momentum Index | Oscillators |
| EACP | Ehlers Autocorrelation Periodogram | Cycles |
| EBSW | Ehlers Even Better Sinewave | Cycles |
| EDCF | Ehlers Distance Coefficient Filter | Filters |
| EDECAY | Exponential Decay | Numerics |
| EFI | Elder's Force Index | Volume |
| ELLIPTIC | Elliptic Filter | Filters |
| EMA | Exponential MA | Trends (IIR) |
| ENTROPY | Shannon Entropy | Statistics |
| EOM | Ease of Movement | Volume |
| ER | Efficiency Ratio | Oscillators |
| ERI | Elder Ray Index | Oscillators |
| ETHERM | Elder's Thermometer | Volatility |
| EVWMA | Elastic Volume Weighted MA | Volume |
| EWMA | EWMA Volatility | Volatility |
| EXPDIST | Exponential Distribution | Numerics |
| EXPTRANS | Exponential Transform | Numerics |
| FCB | Fractal Chaos Bands | Channels |
| FDIST | F-Distribution | Numerics |
| FFT | Fast Fourier Transform | Numerics |
| FI | Force Index | Oscillators |
| FISHER | Ehlers Fisher Transform | Oscillators |
| FISHER04 | Ehlers Fisher Transform (2004) | Oscillators |
| FRACTALS | Williams Fractals | Reversals |
| FRAMA | Ehlers Fractal Adaptive MA | Trends (IIR) |
| FWMA | Fibonacci Weighted MA | Trends (FIR) |
| GAMMADIST | Gamma Distribution | Numerics |
| GATOR | Williams Gator Oscillator | Oscillators |
| GAUSS | Gaussian Filter | Filters |
| GDEMA | Generalized DEMA | Trends (IIR) |
| GEOMEAN | Geometric Mean | Statistics |
| GHLA | Gann High-Low Activator | Dynamics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality | Statistics |
| GWMA | Gaussian Weighted MA | Trends (FIR) |
| HA | Heikin-Ashi | Core |
| HAMMA | Hamming MA | Trends (FIR) |
| HANN | Hann Filter | Filters |
| HANMA | Hanning MA | Trends (FIR) |
| HARMEAN | Harmonic Mean | Statistics |
| HEMA | Hull Exponential MA | Trends (IIR) |
| HEND | Henderson Moving Average | Trends (FIR) |
| HIGHEST | Rolling Maximum | Numerics |
| HLV | High-Low Volatility | Volatility |
| HMA | Hull MA | Trends (FIR) |
| HOLT | Holt Exponential Smoothing | Trends (IIR) |
| HOMOD | Ehlers Homodyne Discriminator | Cycles |
| HP | Hodrick-Prescott | Filters |
| HPF | Ehlers Highpass Filter | Filters |
| HT_DCPERIOD | Ehlers HT Dominant Cycle Period | Cycles |
| HT_DCPHASE | Ehlers HT Dominant Cycle Phase | Cycles |
| HT_PHASOR | Ehlers HT Phasor Components | Cycles |
| HT_SINE | Ehlers HT SineWave | Cycles |
| HT_TRENDLINE | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
| HT_TRENDMODE | Ehlers HT Trend vs Cycle | Dynamics |
| HUBER | Huber Loss | Errors |
| HURST | Hurst Exponent | Statistics |
| HV | Historical Volatility | Volatility |
| HWC | Holt-Winters Channel | Channels |
| HWMA | Holt-Winters MA | Trends (IIR) |
| ICHIMOKU | Ichimoku Cloud | Dynamics |
| IFFT | Inverse Fast Fourier Transform | Numerics |
| III | Intraday Intensity Index | Volume |
| ILRS | Integral of LinReg Slope | Trends (FIR) |
| IMI | Intraday Momentum Index | Oscillators |
| IMPULSE | Elder Impulse System | Dynamics |
| INERTIA | Inertia | Oscillators |
| IQR | Interquartile Range | Statistics |
| JB | Jarque-Bera Test | Statistics |
| JBANDS | Jurik Adaptive Envelope Bands | Channels |
| JERK | Jerk | Numerics |
| JMA | Jurik MA | Trends (IIR) |
| JVOLTY | Jurik Volatility | Volatility |
| JVOLTYN | Jurik Volatility Normalized | Volatility |
| KAISER | Kaiser Window MA | Trends (FIR) |
| KALMAN | Kalman Filter | Filters |
| KAMA | Kaufman Adaptive MA | Trends (IIR) |
| KC | Keltner Channel | Channels |
| KDJ | KDJ Indicator | Oscillators |
| KENDALL | Kendall Rank Correlation | Statistics |
| KRI | Kairi Relative Index | Oscillators |
| KST | Know Sure Thing Oscillator | Oscillators |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LAGUERRE | Ehlers Laguerre Filter | Filters |
| LANCZOS | Lanczos (sinc) Window MA | Trends (FIR) |
| LEMA | Leader EMA | Trends (IIR) |
| LINEARTRANS | Linear Transform | Numerics |
| LINREG | Linear Regression | Statistics |
| LMS | Least Mean Squares Adaptive Filter | Filters |
| LOESS | LOESS Smoothing | Filters |
| LOGCOSH | Log-Cosh Loss | Errors |
| LOGNORMDIST | Log-Normal Distribution | Numerics |
| LOGTRANS | Logarithmic Transform | Numerics |
| LOWEST | Rolling Minimum | Numerics |
| LRSI | Ehlers Laguerre RSI | Oscillators |
| LSMA | Least Squares MA | Trends (FIR) |
| LTMA | Linear Trend MA | Trends (IIR) |
| LUNAR | Lunar Phase | Cycles |
| MAAPE | Mean Arctangent APE | Errors |
| MACD | Moving Average Convergence Divergence | Momentum |
| MAE | Mean Absolute Error | Errors |
| MAENV | Moving Average Envelope | Channels |
| MAMA | Ehlers MESA Adaptive MA | Trends (IIR) |
| MAPD | Mean Absolute % Deviation | Errors |
| MAPE | Mean Absolute % Error | Errors |
| MARKETFI | Market Facilitation Index | Oscillators |
| MASE | Mean Absolute Scaled Error | Errors |
| MASSI | Mass Index | Volatility |
| MAVP | Moving Average Variable Period | Trends (IIR) |
| MAXINDEX | Rolling Maximum Index | Numerics |
| MCNMA | McNicholl EMA | Trends (IIR) |
| MDAE | Median Absolute Error | Errors |
| MDAPE | Median Absolute % Error | Errors |
| ME | Mean Error | Errors |
| MEANDEV | Mean Absolute Deviation | Statistics |
| MEDIAN | Median | Statistics |
| MEDPRICE | Median Price | Core |
| MFI | Money Flow Index | Volume |
| MGDI | McGinley Dynamic Indicator | Trends (IIR) |
| MIDBODY | Open-Close Average | Core |
| MIDPOINT | Rolling Range Midpoint | Core |
| MIDPRICE | Midpoint Price | Core |
| MININDEX | Rolling Minimum Index | Numerics |
| MINUS_DI | Minus Directional Indicator | Dynamics |
| MINUS_DM | Minus Directional Movement | Dynamics |
| MMA | Modified MA | Trends (IIR) |
| MMCHANNEL | Min-Max Channel | Channels |
| MODF | Modular Filter | Filters |
| MODE | Mode | Statistics |
| MOM | Momentum | Momentum |
| MPE | Mean Percentage Error | Errors |
| MRAE | Mean Relative Absolute Error | Errors |
| MSE | Mean Squared Error | Errors |
| MSLE | Mean Squared Log Error | Errors |
| MSTOCH | Ehlers MESA Stochastic | Oscillators |
| NATR | Normalized ATR | Volatility |
| NLMA | Non-Lag Moving Average | Trends (FIR) |
| NMA | Natural Moving Average | Trends (IIR) |
| NORMDIST | Normal Distribution | Numerics |
| NORMALIZE | Min-Max Normalization | Numerics |
| NOTCH | Notch Filter | Filters |
| NVI | Negative Volume Index | Volume |
| NW | Nadaraya-Watson Kernel Regression | Filters |
| NYQMA | Nyquist MA | Trends (FIR) |
| OBV | On Balance Volume | Volume |
| ONEEURO | One Euro Filter | Filters |
| PACF | Partial Autocorrelation Function | Statistics |
| PARZEN | Parzen Window MA | Trends (FIR) |
| PC | Price Channel | Channels |
| PERCENTILE | Percentile | Statistics |
| PFE | Polarized Fractal Efficiency | Dynamics |
| PGO | Pretty Good Oscillator | Oscillators |
| 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 |
| PLUS_DI | Plus Directional Indicator | Dynamics |
| PLUS_DM | Plus Directional Movement | Dynamics |
| PMA | Predictive Moving Average | Trends (FIR) |
| PMO | Price Momentum Oscillator | Momentum |
| POISSONDIST | Poisson Distribution | Numerics |
| POLYFIT | Polynomial Fitting | Statistics |
| PPO | Percentage Price Oscillator | Momentum |
| PSEUDOHUBER | Pseudo-Huber Loss | Errors |
| PSL | Psychological Line | Oscillators |
| 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 | Pascal Weighted MA | Trends (FIR) |
| QEMA | Quad Exponential MA | Trends (IIR) |
| QQE | Quantitative Qualitative Estimation | Oscillators |
| QRMA | Quadratic Regression MA | Trends (FIR) |
| QSTICK | Qstick | Dynamics |
| QUANTILE | Quantile | Statistics |
| QUANTILELOSS | Quantile Loss | Errors |
| RAE | Relative Absolute Error | Errors |
| RAIN | Rainbow MA | Trends (FIR) |
| RAVI | Chande Range Action Verification Index | Dynamics |
| REFLEX | Ehlers Reflex Indicator | Oscillators |
| REGCHANNEL | Regression Channels | Channels |
| RELU | Rectified Linear Unit | Numerics |
| REMA | Regularized Exponential MA | Trends (IIR) |
| REVERSEEMA | Reverse EMA | Oscillators |
| RGMA | Recursive Gaussian MA | Trends (IIR) |
| RLS | Recursive Least Squares Adaptive Filter | Filters |
| RMA | wildeR MA | Trends (IIR) |
| RMED | Ehlers Recursive Median Filter | Filters |
| RMSE | Root Mean Squared Error | Errors |
| RMSLE | Root Mean Squared Log Error | Errors |
| ROC | Rate of Change | Momentum |
| ROCP | Rate of Change Percentage | Momentum |
| ROCR | Rate of Change Ratio | Momentum |
| ROOFING | Ehlers Roofing Filter | Filters |
| RS | Price Relative Strength | Momentum |
| RSE | Relative Squared Error | Errors |
| RSI | Relative Strength Index | Momentum |
| RSQUARED | R² (Coefficient of Determination) | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| RSX | Relative Strength Quality Index | Momentum |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| RVGI | Relative Vigor Index | Oscillators |
| RRSI | Ehlers Rocket RSI | Oscillators |
| RWMA | Range Weighted MA | Trends (FIR) |
| SAK | Ehlers Swiss Army Knife | Filters |
| SAM | Smoothed Adaptive Momentum | Momentum |
| SAR | Parabolic Stop And Reverse | Reversals |
| SAREXT | Parabolic SAR Extended | Reversals |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Filters |
| SGMA | Savitzky-Golay MA | Trends (FIR) |
| SIGMOID | Logistic Function | Numerics |
| SINEMA | Sine-Weighted MA | Trends (FIR) |
| SKEW | Skewness | Statistics |
| SLOPE | First Derivative | Numerics |
| SMA | Simple MA | Trends (FIR) |
| SMAPE | Symmetric MAPE | Errors |
| SMI | Stochastic Momentum Index | Oscillators |
| SOLAR | Solar Activity Cycle | Cycles |
| SP15 | Spencer's 15-point MA | Trends (FIR) |
| SPBF | Ehlers Super Passband Filter | Filters |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQRTTRANS | Square Root Transform | Numerics |
| SQUEEZE | Squeeze Momentum | Oscillators |
| SSF2 | Ehlers 2-Pole Super Smoother | Filters |
| SSF3 | Ehlers 3-Pole Super Smoother | Filters |
| SSFDSP | Ehlers SSF Detrended Synthetic Price | Cycles |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Oscillators |
| STDDEV | Standard Deviation | Statistics |
| STDERR | Standard Error of Regression | Statistics |
| STOCH | Stochastic Oscillator | Oscillators |
| STOCHF | Stochastic Fast | Oscillators |
| STOCHRSI | Stochastic RSI | Oscillators |
| SUM | Rolling Sum | Statistics |
| SUPER | SuperTrend | Dynamics |
| SWMA | Symmetric Weighted MA | Trends (FIR) |
| SWINGS | Swing High/Low Detection | Reversals |
| T3 | Tillson T3 MA | Trends (IIR) |
| TD_SEQ | TD Sequential | Oscillators |
| TDIST | Student's t-Distribution | Numerics |
| TEMA | Triple Exponential MA | Trends (IIR) |
| THEIL | Theil Index | Statistics |
| THEILU | Theil's U Statistic | Errors |
| TR | True Range | Volatility |
| TRAMA | Trend Regularity Adaptive MA | Trends (IIR) |
| TRENDFLEX | Ehlers Trendflex | Oscillators |
| TRIM | Trimmed Mean MA | Statistics |
| TRIMA | Triangular MA | Trends (FIR) |
| TRIX | Triple Exponential Average | Oscillators |
| TSF | Time Series Forecast | Trends (FIR) |
| TSI | True Strength Index | Momentum |
| TTM_LRC | TTM Linear Regression Channel | Channels |
| TTM_SCALPER | TTM Scalper Alert | Reversals |
| TTM_SQUEEZE | TTM Squeeze | Dynamics |
| TTM_TREND | TTM Trend | Dynamics |
| TTM_WAVE | TTM Wave | Oscillators |
| TUKEY | Tukey Biweight Loss | Errors |
| TUKEY_W | Tukey (Tapered Cosine) Window MA | Trends (FIR) |
| TVI | Trade Volume Index | Volume |
| TWAP | Time Weighted Average Price | Volume |
| TYPPRICE | Typical Price | Core |
| UBANDS | Ehlers Ultimate Bands | Channels |
| UCHANNEL | Ehlers Ultimate Channel | Channels |
| UI | Ulcer Index | Volatility |
| ULTOSC | Ultimate Oscillator | Oscillators |
| USF | Ehlers Ultimate Smoother | Filters |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted MA | Trends (IIR) |
| VARIANCE | Variance | Statistics |
| VEL | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| VHF | Vertical Horizontal Filter | Dynamics |
| VIDYA | Variable Index Dynamic Average | Trends (IIR) |
| VO | Volume Oscillator | Volume |
| VORTEX | Vortex Indicator | Dynamics |
| VOSS | Ehlers Voss Predictive Filter | Filters |
| VSTOP | Volatility Stop | Reversals |
| VOV | Volatility of Volatility | Volatility |
| VR | Volatility Ratio | Volatility |
| VROC | Volume Rate of Change | Volume |
| VWAD | Volume Weighted A/D | Volume |
| VWAP | Volume Weighted Average Price | Volume |
| VWAPBANDS | VWAP Bands | Channels |
| VWAPSD | VWAP Standard Deviation Bands | Channels |
| VWMA | Volume Weighted MA | Volume |
| VWMACD | Volume-Weighted MACD | Momentum |
| WAD | Williams A/D | Volume |
| WAVELET | Wavelet Denoising Filter | Filters |
| WAVG | Weighted Average | Statistics |
| WCLPRICE | Weighted Close Price | Core |
| WEIBULLDIST | Weibull Distribution | Numerics |
| WIENER | Wiener Filter | Filters |
| WILLR | Williams %R | Oscillators |
| WINS | Winsorized Mean MA | Statistics |
| WMA | Weighted MA | Trends (FIR) |
| WMAPE | Weighted MAPE | Errors |
| WRMSE | Weighted RMSE | Errors |
| YZV | Yang-Zhang Volatility | Volatility |
| YZVAMA | Yang-Zhang Volatility Adjusted MA | Trends (IIR) |
| ZLDEMA | Zero-Lag Double Exponential MA | Trends (IIR) |
| ZLEMA | Zero-Lag Exponential MA | Trends (IIR) |
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) |
| ZSCORE | Z-Score | Statistics |
| ZTEST | Z-Test | Statistics |