mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 13:58:04 +00:00
Miha Kralj
1084644a3d
- Implemented Aroon Indicator with constructor, initialization, and update methods. - Added unit tests for AroonIndicator to verify default settings, historical depth, short name, source code link, and processing of historical bars. - Created Aroon class for core calculations, including methods for updating with TBar and TBarSeries. - Added validation tests to ensure Aroon calculations match results from Skender and TA-Lib. - Updated documentation for Aroon Indicator with calculation methods and usage examples. - Refactored Dema and Wma classes to use Batch methods for calculations. - Enhanced performance benchmarks by increasing bar count and integrating OoplesFinance indicators. - Updated project dependencies to include OoplesFinance.StockIndicators.
50 lines
2.2 KiB
Markdown
50 lines
2.2 KiB
Markdown
# Momentum
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Momentum indicators measure the speed or strength of price movements. This includes classic oscillators and rate-of-change indicators.
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| Indicator | Full Name | Description |
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| AC | Acceleration Oscillator | |
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| [ADX](adx/Adx.md) | Average Directional Index | Measures the strength of a trend, regardless of its direction. |
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| ADXR | Average Directional Movement Rating | |
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| [AO](ao/Ao.md) | Awesome Oscillator | Measures market momentum using the difference between 34-period and 5-period SMAs of median price. |
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| APO | Absolute Price Oscillator | |
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| [AROON](aroon/Aroon.md) | Aroon | Identifies trend changes and strength using time since high/low. |
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| AROONOSC | Aroon Oscillator | |
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| BBB | Bollinger %B | |
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| BBS | Bollinger Band Squeeze | |
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| BOP | Balance of Power | |
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| CCI | Commodity Channel Index | |
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| [CFB](cfb/Cfb.md) | Jurik Composite Fractal Behavior | Trend Duration Index using fractal efficiency. |
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| CHOP | Choppiness Index | |
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| CMO | Chande Momentum Oscillator | |
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| [DMX](dmx/Dmx.md) | Jurik Directional Movement Index | Advanced replacement for DMI/ADX using JMA smoothing. |
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| DPO | Detrended Price Oscillator | |
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| DX | Directional Movement Index | |
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| FISHER | Ehlers Fisher Transform | |
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| IMI | Intraday Momentum Index | |
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| INERTIA | Inertia | |
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| KDJ | KDJ Indicator | |
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| MACD | Moving Average Convergence Divergence | |
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| MOM | Momentum | |
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| PGO | Pretty Good Oscillator | |
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| PMO | Price Momentum Oscillator | |
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| PPO | Percentage Price Oscillator | |
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| PRS | Price Relative Strength | |
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| QSTICK | Qstick Indicator | |
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| ROC | Rate of Change | |
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| ROCP | Rate of Change Percentage | |
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| ROCR | Rate of Change Ratio | |
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| RSI | Relative Strength Index | |
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| [RSX](rsx/Rsx.md) | Jurik Relative Strength X | Noise-free, zero-lag version of RSI |
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| SMI | Stochastic Momentum Index | |
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| STOCH | Stochastic Oscillator | |
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| STOCHF | Stochastic Fast | |
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| STOCHRSI | Stochastic RSI | |
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| TRIX | Triple Exponential Average | |
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| TSI | True Strength Index | |
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| ULTOSC | Ultimate Oscillator | |
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| [VEL](vel/Vel.md) | Jurik Velocity | Momentum oscillator calculated as the difference between Parabolic Weighted MA and Weighted MA. |
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| VORTEX | Vortex Indicator | |
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| WILLR | Williams %R | |
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