mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 21:17:44 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
20 KiB
20 KiB
-
Core concepts
-
Trends (FIR)
- Overview
- ALMA - Arnaud Legoux MA
- BLMA - Blackman Window MA
- BWMA - Blackman-Harris MA
- CONV - Convolution
- DWMA - Double Weighted MA
- GWMA - Gaussian Weighted MA
- HAMMA - Hamming MA
- HANMA - Hanning MA
- HMA - Hull MA
- HWMA - Henderson Weighted MA
- LSMA - Least Squares MA
- PWMA - Pascal Weighted MA
- SGMA - Savitzky-Golay MA
- SINEMA - Sine Weighted MA
- SMA - Simple MA
- TRIMA - Triangular MA
- WMA - Weighted MA
-
Trends (IIR)
- Overview
- DEMA - Double Exponential MA
- DSMA - Deviation-Scaled MA
- EMA - Exponential MA
- FRAMA - Fractal Adaptive MA
- HEMA - Hull Exponential MA
- HTIT - Hilbert Transform Instant Trendline
- JMA - Jurik MA
- KAMA - Kaufman Adaptive MA
- MAMA - MESA Adaptive MA
- MGDI - McGinley Dynamic
- MMA - Modified MA
- QEMA - Quadruple Exponential MA
- REMA - Regularized Exponential MA
- RGMA - Recursive Gaussian MA
- RMA - Rolling MA
- T3 - Tillson T3 MA
- TEMA - Triple Exponential MA
- VAMA - Volatility Adjusted MA
- VIDYA - Variable Index Dynamic Average
- YZVAMA - Yang-Zhang Volatility Adjusted MA
- ZLDEMA - Zero-Lag Double Exponential MA
- ZLEMA - Zero-Lag Exponential MA
- ZLTEMA - Zero-Lag Triple Exponential MA
-
Filters
- Overview
- AGC - Automatic Gain Control
- ALAGUERRE - Adaptive Laguerre Filter
- BAXTERKING - Baxter-King Band-Pass Filter
- CFITZ - Christiano-Fitzgerald Filter
- EDCF - Ehlers Distance Coefficient Filter
- BESSEL - Bessel Filter
- BILATERAL - Bilateral Filter
- BPF - Bandpass Filter
- BUTTER - Butterworth Filter
- CHEBY1 - Chebyshev Type I
- CHEBY2 - Chebyshev Type II
- ELLIPTIC - Elliptic Filter
- GAUSS - Gaussian Filter
- HANN - Hann Filter
- HP - Hodrick-Prescott Filter
- HPF - High Pass Filter
- KALMAN - Kalman Filter
- LAGUERRE - Laguerre Filter
- LMS - Least Mean Squares
- RLS - Recursive Least Squares
- LOESS - LOESS Smoothing
- NOTCH - Notch Filter
- ONEEURO - One Euro Filter
- ROOFING - Roofing Filter
- SGF - Savitzky-Golay Filter
- SPBF - Ehlers Super Passband Filter
- SSF - Ehlers Super Smooth Filter
- USF - Ehlers Ultimate Smoother Filter
- VOSS - Ehlers Voss Predictive Filter
- WAVELET - Wavelet Denoising Filter
- WIENER - Wiener Filter
-
Dynamics
- Overview
- ADX - Average Directional Index
- ADXR - Average Directional Movement Rating
- ALLIGATOR - Williams Alligator
- AMAT - Archer Moving Averages Trends
- AROON - Aroon
- AROONOSC - Aroon Oscillator
- CHOP - Choppiness Index
- DMX - Jurik Directional Movement Index
- DX - Directional Movement Index
- HT_TRENDMODE - Hilbert Transform Trend Mode
- ICHIMOKU - Ichimoku Cloud
- IMI - Intraday Momentum Index
- IMPULSE - Elder Impulse System
- QSTICK - Qstick Indicator
- SUPER - SuperTrend
- TTM_SQUEEZE - TTM Squeeze
- TTM_TREND - TTM Trend
- VORTEX - Vortex Indicator
-
Oscillators
- Overview
- AC - Acceleration Oscillator
- AO - Awesome Oscillator
- APO - Absolute Price Oscillator
- BBB - Bollinger %B
- BBS - Bollinger Band Squeeze
- CFO - Chande Forecast Oscillator
- DPO - Detrended Price Oscillator
- FISHER - Fisher Transform
- INERTIA - Inertia
- KDJ - KDJ Indicator
- PGO - Pretty Good Oscillator
- SMI - Stochastic Momentum Index
- STOCH - Stochastic Oscillator
- STOCHF - Stochastic Fast
- STOCHRSI - Stochastic RSI
- TRIX - Triple Exponential Average
- TTM_WAVE - TTM Wave
- ULTOSC - Ultimate Oscillator
- WILLR - Williams %R
-
Momentum
- Overview
- APO - Absolute Price Oscillator
- BOP - Balance of Power
- CCI - Commodity Channel Index
- CFB - Jurik Composite Fractal Behavior
- CMO - Chande Momentum Oscillator
- MACD - Moving Average Convergence Divergence
- MOM - Momentum
- PMO - Price Momentum Oscillator
- PPO - Percentage Price Oscillator
- PRS - Price Relative Strength
- ROC - Rate of Change
- ROCP - Rate of Change Percentage
- ROCR - Rate of Change Ratio
- RSI - Relative Strength Index
- RSX - Jurik Relative Strength X
- TSI - True Strength Index
- VEL - Jurik Velocity
-
Volatility
- Overview
- ADR - Average Daily Range
- ATR - Average True Range
- ATRN - ATR Normalized
- ATRP - ATR Percent
- BBW - Bollinger Band Width
- BBWN - Bollinger Band Width Normalized
- BBWP - Bollinger Band Width Percentile
- CCV - Close-to-Close Volatility
- CV - Conditional Volatility
- CVI - Chaikin's Volatility
- EWMA - Exponential Weighted MA Volatility
- GKV - Garman-Klass Volatility
- HLV - High-Low Volatility
- HV - Historical Volatility
- JVOLTY - Jurik Volatility
- JVOLTYN - Jurik Volatility Normalized
- MASSI - Mass Index
- NATR - Normalized ATR
- RSV - Rogers-Satchell Volatility
- RV - Realized Volatility
- RVI - Relative Volatility Index
- TR - True Range
- UI - Ulcer Index
- VOV - Volatility of Volatility
- VR - Volatility Ratio
- YZV - Yang-Zhang Volatility
-
Volume
- Overview
- ADL - Accumulation/Distribution Line
- ADOSC - Chaikin A/D Oscillator
- AOBV - Archer On-Balance Volume
- CMF - Chaikin Money Flow
- EFI - Elder's Force Index
- EOM - Ease of Movement
- III - Intraday Intensity Index
- KVO - Klinger Volume Oscillator
- MFI - Money Flow Index
- NVI - Negative Volume Index
- OBV - On Balance Volume
- PVD - Price Volume Divergence
- PVI - Positive Volume Index
- PVO - Percentage Volume Oscillator
- PVR - Price Volume Rank
- PVT - Price Volume Trend
- TVI - Trade Volume Index
- TWAP - Time Weighted Average Price
- VA - Volume Accumulation
- VF - Volume Force
- VO - Volume Oscillator
- VROC - Volume Rate of Change
- VWAD - Volume Weighted A/D
- VWAP - Volume Weighted Average Price
- VWMA - Volume Weighted MA
- WAD - Williams A/D
-
Channels
- Overview
- ABBER - Aberration Bands
- ACCBANDS - Acceleration Bands
- APCHANNEL - Andrews' Pitchfork
- APZ - Adaptive Price Zone
- ATRBANDS - ATR Bands
- BBANDS - Bollinger Bands
- DCHANNEL - Donchian Channels
- DECAYCHANNEL - Decay Min-Max Channel
- FCB - Fractal Chaos Bands
- JBANDS - Jurik Volatility Bands
- KCHANNEL - Keltner Channel
- MAENV - Moving Average Envelope
- MMCHANNEL - Min-Max Channel
- PCHANNEL - Price Channel
- REGCHANNEL - Regression Channels
- SDCHANNEL - Standard Deviation Channel
- STARCHANNEL - Stoller Average Range Channel
- STBANDS - Super Trend Bands
- TTM_LRC - TTM Linear Regression Channel
- UBANDS - Ultimate Bands
- UCHANNEL - Ultimate Channel
- VWAPBANDS - VWAP Bands
- VWAPSD - VWAP with Standard Deviation Bands
-
Statistics
- Overview
- ACF - Autocorrelation Function
- BETA - Beta Coefficient
- BIAS - Bias
- CMA - Cumulative MA
- COINTEGRATION - Cointegration
- CORRELATION - Correlation
- COVARIANCE - Covariance
- ENTROPY - Shannon Entropy
- GEOMEAN - Geometric Mean
- GRANGER - Granger Causality
- HARMEAN - Harmonic Mean
- HURST - Hurst Exponent
- IQR - Interquartile Range
- JB - Jarque-Bera Test
- KENDALL - Kendall Rank Correlation
- KURTOSIS - Kurtosis
- LINREG - Linear Regression Curve
- MEDIAN - Rolling Median
- PACF - Partial Autocorrelation Function
- MODE - Mode
- PERCENTILE - Percentile
- QUANTILE - Quantile
- SKEW - Skewness
- SPEARMAN - Spearman Rank Correlation
- STDDEV - Standard Deviation
- SUM - Rolling Sum
- THEIL - Theil Index
- VARIANCE - Population and Sample Variance
- ZSCORE - Z-score
- ZTEST - Z-Test
-
Numerics
- Overview
- ACCEL - Acceleration
- CHANGE - Percentage Change
- EXPTRANS - Exponential Transform
- HIGHEST - Rolling Maximum
- JERK - Jerk
- LINEARTRANS - Linear Transform
- LOGTRANS - Logarithmic Transform
- LOWEST - Rolling Minimum
- MIDPOINT - Midrange
- NORMALIZE - Min-Max Normalization
- RELU - Rectified Linear Unit
- SIGMOID - Logistic Function
- SLOPE - Rate of Change
- SQRTTRANS - Square Root Transform
- STANDARDIZE - Z-Score Normalization
-
Errors
- Overview
- HUBER - Huber Loss
- LOGCOSH - Log-Cosh Loss
- MAE - Mean Absolute Error
- MAAPE - Mean Arctangent Absolute Percentage Error
- MAPD - Mean Absolute Percentage Deviation
- MAPE - Mean Absolute Percentage Error
- MASE - Mean Absolute Scaled Error
- MDAE - Median Absolute Error
- MDAPE - Median Absolute Percentage Error
- ME - Mean Error
- MPE - Mean Percentage Error
- MRAE - Mean Relative Absolute Error
- MSE - Mean Squared Error
- MSLE - Mean Squared Logarithmic Error
- PSEUDOHUBER - Pseudo-Huber Loss
- QUANTILE - Quantile Loss
- RAE - Relative Absolute Error
- RMSE - Root Mean Squared Error
- RMSLE - Root Mean Squared Logarithmic Error
- RSE - Relative Squared Error
- RSQUARED - Coefficient of Determination
- SMAPE - Symmetric Mean Absolute Percentage Error
- THEILU - Theil's U Statistic
- TUKEY - Tukey Biweight Loss
- WMAPE - Weighted Mean Absolute Percentage Error
- WRMSE - Weighted RMSE
-
Forecasts
-
Cycles
- Overview
- CG - Center of Gravity
- DSP - Detrended Synthetic Price
- EACP - Ehlers Autocorrelation Periodogram
- EBSW - Ehlers Even Better Sinewave
- HOMOD - Homodyne Discriminator
- HT_DCPERIOD - Hilbert Transform Dominant Cycle Period
- HT_DCPHASE - Hilbert Transform Dominant Cycle Phase
- HT_PHASOR - Hilbert Transform Phasor
- HT_SINE - Hilbert Transform SineWave
- LUNAR - Lunar Phase
- SINE - Sine Wave
- SOLAR - Solar Activity Cycle
- SSFDSP - SSF-Based Detrended Synthetic Price
- STC - Schaff Trend Cycle
-
Reversals
- Overview
- CHANDELIER - Chandelier Exit
- CKSTOP - Chande Kroll Stop
- FRACTALS - Williams Fractals
- PIVOT - Pivot Points
- PIVOTCAM - Camarilla Pivot Points
- PIVOTDEM - DeMark Pivot Points
- PIVOTEXT - Extended Traditional Pivots
- PIVOTFIB - Fibonacci Pivot Points
- PIVOTWOOD - Woodie's Pivot Points
- PSAR - Parabolic Stop And Reverse
- SWINGS - Swing High/Low Detection
- TTM_SCALPER - TTM Scalper Alert