QuanTAlib/lib/_index.md

QuanTAlib Indicators

Categories

Category	Count	Description
Core	8	Price transforms and fundamental building blocks
Trends (FIR)	33	Finite Impulse Response moving averages
Trends (IIR)	36	Infinite Impulse Response moving averages
Filters	37	Signal processing filters
Oscillators	48	Indicators that fluctuate around a center line
Dynamics	21	Trend strength and direction indicators
Momentum	19	Momentum-based indicators
Volatility	26	Volatility estimators and indicators
Volume	27	Volume-based indicators
Statistics	35	Statistical measures and tests
Channels	23	Price channels and bands
Cycles	14	Cycle analysis and signal processing
Reversals	12	Pattern recognition and reversal detection
Forecasts	1	Predictive indicators
Errors	26	Error metrics and loss functions
Numerics	27	Mathematical transformations
Total	393

All Indicators

Indicator	Full Name	Category
ABERR	Aberration Bands	Channels
AC	Acceleration Oscillator	Oscillators
ACCBANDS	Acceleration Bands	Channels
ACCEL	Acceleration	Numerics
ACF	Autocorrelation Function	Statistics
ADL	Accumulation/Distribution Line	Volume
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)
ASI	Accumulation Swing Index	Momentum
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
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
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
CONV	Convolution MA	Trends (FIR)
COPPOCK	Coppock Curve	Oscillators
CORAL	Coral Trend Filter	Trends (IIR)
CORRELATION	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
DCHANNEL	Donchian Channels	Channels
DECAYCHANNEL	Decay Min-Max Channel	Channels
DECO	Ehlers Decycler Oscillator	Oscillators
DEM	DeMarker Oscillator	Oscillators
DECYCLER	Ehlers Decycler	Trends (IIR)
DEMA	Double Exponential MA	Trends (IIR)
DMX	Jurik Directional Movement Index	Dynamics
DOSC	Derivative Oscillator	Oscillators
DPO	Detrended Price Oscillator	Oscillators
DYMOI	Dynamic Momentum Index	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
EACP	Ehlers Autocorrelation Periodogram	Cycles
EBSW	Ehlers Even Better Sinewave	Cycles
EDCF	Ehlers Distance Coefficient Filter	Filters
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
HTIT	Ehlers Hilbert Transform Instantaneous Trend (aka HT_TRENDLINE)	Trends (IIR)
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_TRENDMODE	Ehlers HT Trend vs Cycle	Dynamics
HUBER	Huber Loss	Errors
HURST	Hurst Exponent	Statistics
HV	Historical Volatility	Volatility
HWMA	Holt-Winters MA	Trends (IIR)
ICHIMOKU	Ichimoku Cloud	Dynamics
IFFT	Inverse Fast Fourier Transform	Numerics
ILRS	Integral of LinReg Slope	Trends (FIR)
III	Intraday Intensity Index	Volume
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)
KCHANNEL	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)
LRSI	Ehlers Laguerre RSI	Oscillators
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
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
MASE	Mean Absolute Scaled Error	Errors
MASSI	Mass Index	Volatility
MAVP	Moving Average Variable Period	Trends (IIR)
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)
MIDPOINT	Rolling Range Midpoint	Core
MIDPRICE	Midpoint Price	Core
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)
PCHANNEL	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
PMA	Predictive Moving Average	Trends (FIR)
PMO	Price Momentum Oscillator	Momentum
POISSONDIST	Poisson Distribution	Numerics
POLYFIT	Polynomial Fitting	Statistics
PPO	Percentage Price Oscillator	Momentum
PRS	Price Relative Strength	Momentum
PSAR	Parabolic Stop And Reverse	Reversals
PSL	Psychological Line	Oscillators
PSEUDOHUBER	Pseudo-Huber Loss	Errors
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
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
RWMA	Range Weighted MA	Trends (FIR)
SAK	Ehlers Swiss Army Knife	Filters
SAM	Smoothed Adaptive Momentum	Momentum
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
STDERR	Standard Error of Regression	Statistics
SQUEEZE	Squeeze Momentum	Oscillators
SQRTTRANS	Square Root Transform	Numerics
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
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
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
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