QuanTAlib/lib/oscillators/_index.md

Oscillators

"Oscillators tell you when to act, not which direction to trade." Unknown

Oscillators fluctuate above and below a centerline or within bounded ranges. Useful for identifying overbought/oversold conditions, momentum shifts, and divergences. Best in ranging markets; trend-following indicators work better in trending markets.

Indicator	Full Name	Description
AC	Acceleration Oscillator	Second derivative of AO. Measures acceleration of market driving force.
AO	Awesome Oscillator	5-period SMA minus 34-period SMA of bar midpoint. Bill Williams creation.
APO	Absolute Price Oscillator	Raw currency difference between fast and slow EMAs. Unbounded.
BBB	Bollinger %B	Position within Bollinger Bands. 0=lower band, 1=upper band.
BBS	Bollinger Band Squeeze	BB width < KC width indicates consolidation. Breakout imminent.
CFO	Chande Forecast Oscillator	Percentage difference between price and linear regression forecast.
DPO	Detrended Price Oscillator	Removes trend via displaced SMA. Reveals cycles.
FISHER	Fisher Transform	Converts prices to Gaussian distribution. Sharp reversals.
INERTIA	Inertia	Trend strength from distance to linear regression line.
KDJ	KDJ Indicator	Enhanced Stochastic. J = 3K - 2D provides leading signal.
PGO	Pretty Good Oscillator	Distance from SMA normalized by ATR. Units: ATR multiples.
SMI	Stochastic Momentum Index	Distance from range midpoint. More sensitive than classic Stochastic.
STOCH	Stochastic Oscillator	Close position within N-period high-low range. Classic overbought/oversold.
STOCHF	Stochastic Fast	Unsmoothed Stochastic. Faster but noisier.
STOCHRSI	Stochastic RSI	Stochastic applied to RSI. More sensitive than either alone.
TRIX	Triple Exponential Average	ROC of triple EMA. Filters noise through three smoothings.
ULTOSC	Ultimate Oscillator	Multi-timeframe oscillator. Combines 7, 14, 28 period buying pressure.
WILLR	Williams %R	Inverse Stochastic. -100 to 0 range. Overbought/oversold.
BBI	Bulls Bears Index	Measures relative strength of bulls and bears based on price action.
BOP	Balance of Power	Measures strength of buyers vs. sellers by relating price change to trading range.
BRAR	BRAR	Combines AR (sentiment) and BR (momentum) indicators to gauge market mood.
CCI	Commodity Channel Index	Measures price deviation from statistical mean, identifies cyclical turns.
COPPOCK	Coppock Curve	Long-term momentum oscillator for identifying major market bottoms.
CRSI	Connors RSI	Composite indicator combining RSI, Up/Down Streak Length, and Rate-of-Change.
CTI	Correlation Trend Indicator	Measures correlation between price and time to determine trend strength.
DOSC	Derivative Oscillator	Measures difference between double-smoothed RSI and its signal line.
ER	Efficiency Ratio	Measures price efficiency by comparing net to total price movement.
ERI	Elder Ray Index	Measures buying (Bull Power) and selling (Bear Power) pressure relative to EMA.
FOSC	Forecast Oscillator	Percentage difference between forecast price and actual price.
KRI	Kairi Relative Index	Measures deviation of current price from its simple moving average.
KST	KST Oscillator	Smoothed, weighted Rate-of-Change combining multiple timeframes.
PSL	Psychological Line	Percentage of days closing up over period, gauges sentiment.
QQE	Quantitative Qualitative Estimation	Smoothing technique applied to RSI with signal line crossovers.
RVGI	Relative Vigor Index	Compares closing price to trading range.
SQUEEZE	Squeeze	Identifies low volatility when BB inside KC for potential breakouts.
TD_SEQ	TD Sequential	Identifies price exhaustion points and reversals via bar counting.