QuanTAlib/lib/trends/_index.md

Trends

Trend indicators help identify the direction and strength of a market trend. Moving averages are the most common type of trend indicator, smoothing out price data to create a clearer picture of the underlying direction.

Indicator	Full Name	Description
ADX	Average Directional Index	Measures the strength of a trend, regardless of its direction.
ALLIGATOR	Williams Alligator
ALMA	Arnaud Legoux MA	Uses Gaussian distribution weights to balance smoothness and responsiveness.
AMAT	Archer Moving Averages Trends
BESSEL	Bessel Filter
BILATERAL	Bilateral Filter
BLMA	Blackman Window MA
BPF	Ehlers Bandpass Filter
BUTTER	Butterworth Filter
BWMA	Bessel-Weighted MA
CHEBY1	Chebyshev Type I Filter
CHEBY2	Chebyshev Type II Filter
CONV	Convolution MA with any kernel	Applies a custom kernel (weights) to the data window.
DEMA	Double Exponential MA	Reduces lag by placing more weight on recent data than a standard EMA.
DSMA	Deviation-Scaled MA
DWMA	Double Weighted MA	Applies WMA smoothing twice to reduce noise further.
ELLIPTIC	Elliptic (Cauer) Filter
EMA	Exponential MA	Weighted average giving more importance to recent price data.
EPMA	Endpoint MA
FRAMA	Ehlers Fractal Adaptive MA
GAUSS	Gaussian Filter
GWMA	Gaussian-Weighted MA
HAMMA	Hamming Window MA
HANMA	Hanning Window MA
HANN	Hann FIR Filter
HEMA	Hull Exponential MA
HMA	Hull MA	Developed by Alan Hull to reduce lag while improving smoothing.
HP	Hodrick-Prescott Filter
HPF	Ehlers Highpass Filter
HTIT	Ehlers Hilbert Transform Instantaneous Trend	Uses Hilbert Transform to measure the dominant cycle period and compute an instantaneous trendline.
HT_TRENDMODE	Ehlers Hilbert Transform Trend Mode
HWMA	Holt Weighted MA
ICHIMOKU	Ichimoku Cloud
JMA	Jurik Moving Average	Adaptive moving average that adjusts to market volatility for superior smoothing with minimal lag.
KAMA	Kaufman Adaptive MA	Adapts to market volatility by adjusting its smoothing factor based on an Efficiency Ratio.
KF	Kalman Filter
LOESS	LOESS/LOWESS Smoothing
LSMA	Least Squares Moving Average	Calculates the linear regression line for a specified period.
LTMA	Linear Trend MA
MAMA	Ehlers MESA Adaptive MA	Adapts to market cycles using Hilbert Transform phase measurement.
MGDI	McGinley Dynamic Indicator	A moving average that adjusts for shifts in market speed to minimize lag and whipsaws.
MMA	Modified MA
NOTCH	Notch Filter
PWMA	Parabolic Weighted MA	Uses parabolic weighting (i^2) to give more weight to recent data.
QEMA	Quadruple Exponential MA
REMA	Regularized Exponential MA
RGMA	Recursive Gaussian MA
RMA	wildeR MA (SMMA, MMA)	Exponential moving average with alpha = 1/N.
SGF	Savitzky-Golay Filter
SGMA	Savitzky-Golay MA
SINEMA	Sine-weighted MA
SMA	Simple MA	The unweighted mean of the previous n data.
SSF	Ehlers Super Smooth Filter
SUPER	SuperTrend
T3	Tillson T3 MA	A smooth moving average that uses a smoothing factor to reduce lag.
TEMA	Triple Exponential MA	Designed to smooth price fluctuations and filter out volatility.
TRIMA	Triangular MA	A double-smoothed SMA that gives more weight to the middle of the data window.
TTM	TTM Trend
USF	Ehlers Ultrasmooth Filter
VAMA	Volatility Adjusted Moving Average
VIDYA	Variable Index Dynamic Average	Adapts smoothing based on volatility using the Chande Momentum Oscillator (CMO).
WIENER	Wiener Filter
WMA	Weighted MA	Assigns a heavier weighting to more current data points since they are more relevant.
YZVAMA	Yang-Zhang Volatility Adjusted MA
ZLDEMA	Zero-Lag Double Exponential MA
ZLEMA	Zero-Lag Exponential MA
ZLTEMA	Zero-Lag Triple Exponential MA