mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 05:57:43 +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.
23 KiB
23 KiB
QuanTAlib Indicators
Categories
| Category | Count | Description |
|---|---|---|
| Trends (FIR) | 17 | Finite Impulse Response moving averages |
| Trends (IIR) | 23 | Infinite Impulse Response moving averages |
| Filters | 26 | Signal processing filters |
| Oscillators | 19 | Indicators that fluctuate around a center line |
| Dynamics | 18 | Trend strength and direction indicators |
| Momentum | 16 | Momentum-based indicators |
| Volatility | 26 | Volatility estimators and indicators |
| Volume | 26 | Volume-based indicators |
| Statistics | 30 | 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 | 15 | Mathematical transformations |
| Total | 292 |
All Indicators
| Indicator | Full Name | Category |
|---|---|---|
| ABBER | 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 |
| AFIRMA | Adaptive FIR Moving Average | Forecasts |
| AGC | Automatic Gain Control | Filters |
| ALAGUERRE | 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 |
| BAXTERKING | Baxter-King Band-Pass Filter | Filters |
| CFITZ | Christiano-Fitzgerald Filter | Filters |
| BBANDS | Bollinger Bands | Channels |
| ATRN | ATR Normalized | Volatility |
| ATRP | ATR Percent | Volatility |
| BBI | Bulls Bears Index | Oscillators |
| BBB | Bollinger %B | 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 | Statistics |
| BILATERAL | Bilateral Filter | Filters |
| BINOMDIST | Binomial Distribution | Numerics |
| BLMA | Blackman MA | Trends (FIR) |
| BOP | Balance of Power | Momentum |
| BPF | BandPass Filter | Filters |
| BRAR | BRAR | Oscillators |
| BUTTER | Butterworth Filter | Filters |
| BWMA | Bessel-Weighted MA | Trends (FIR) |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| CFB | Composite Fractal Behavior | Momentum |
| CFO | Chande Forecast Oscillator | Oscillators |
| CG | 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 |
| CORRELATION | Correlation | Statistics |
| COVARIANCE | Covariance | Statistics |
| 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 |
| DEMA | Double Exponential MA | Trends (IIR) |
| DMX | Jurik Directional Movement Index | Dynamics |
| DOSC | Derivative Oscillator | Oscillators |
| DPO | Detrended Price Oscillator | Oscillators |
| DSMA | Deviation-Scaled MA | Trends (IIR) |
| DSP | Detrended Synthetic Price | Cycles |
| DWMA | Double Weighted MA | Trends (FIR) |
| DWT | Discrete Wavelet Transform | Numerics |
| DX | Directional Movement Index | Dynamics |
| EACP | Autocorrelation Periodogram | Cycles |
| EBSW | 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 |
| EWMA | EWMA Volatility | Volatility |
| EXPDIST | Exponential Distribution | Numerics |
| EXPTRANS | Exponential Transform | Numerics |
| FDIST | F-Distribution | Numerics |
| FFT | Fast Fourier Transform | Numerics |
| FISHER | Fisher Transform | Oscillators |
| FOSC | Forecast Oscillator | Oscillators |
| FRACTALS | Williams Fractals | Reversals |
| FCB | Fractal Chaos Bands | Channels |
| FRAMA | Fractal Adaptive MA | Trends (IIR) |
| GAMMADIST | Gamma Distribution | Numerics |
| GAUSS | Gaussian Filter | Filters |
| GEOMEAN | Geometric Mean | Statistics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality | Statistics |
| GWMA | Gaussian Weighted MA | Trends (FIR) |
| HAMMA | Hamming MA | Trends (FIR) |
| HANN | Hann Filter | Filters |
| HANMA | Hanning MA | Trends (FIR) |
| HARMEAN | Harmonic Mean | Statistics |
| HEMA | Hull Exponential MA | Trends (IIR) |
| HIGHEST | Rolling Maximum | Numerics |
| HLV | High-Low Volatility | Volatility |
| HMA | Hull MA | Trends (FIR) |
| HOMOD | Homodyne Discriminator | Cycles |
| HP | Hodrick-Prescott | Filters |
| HPF | High Pass Filter | Filters |
| HTIT | Hilbert Transform Instantaneous Trend | Trends (IIR) |
| HT_DCPERIOD | HT Dominant Cycle Period | Cycles |
| HT_DCPHASE | HT Dominant Cycle Phase | Cycles |
| HT_PHASOR | HT Phasor Components | Cycles |
| HT_SINE | HT SineWave | Cycles |
| HT_TRENDMODE | HT Trend vs Cycle | Dynamics |
| HUBER | Huber Loss | Errors |
| HURST | Hurst Exponent | Statistics |
| HV | Historical Volatility | Volatility |
| HWMA | Holt-Winters MA | Trends (FIR) |
| ICHIMOKU | Ichimoku Cloud | Dynamics |
| IFFT | Inverse Fast Fourier Transform | Numerics |
| III | Intraday Intensity Index | Volume |
| IMI | Intraday Momentum Index | Dynamics |
| 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 |
| KALMAN | Kalman Filter | Filters |
| LAGUERRE | Laguerre Filter | Filters |
| LMS | Least Mean Squares Adaptive Filter | Filters |
| RLS | Recursive Least Squares Adaptive 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 | KST Oscillator | Oscillators |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LINEARTRANS | Linear Transform | Numerics |
| LINREG | Linear Regression | Statistics |
| 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 | 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 |
| MDAE | Median Absolute Error | Errors |
| MDAPE | Median Absolute % Error | Errors |
| ME | Mean Error | Errors |
| MEDIAN | Median | Statistics |
| MFI | Money Flow Index | Volume |
| MGDI | McGinley Dynamic Indicator | Trends (IIR) |
| MIDPOINT | Midrange | Numerics |
| MLP | Multilayer Perceptron | Forecasts |
| MMA | Modified MA | Trends (IIR) |
| MMCHANNEL | Min-Max Channel | Channels |
| 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 |
| NATR | Normalized ATR | Volatility |
| NORMDIST | Normal Distribution | Numerics |
| NORMALIZE | Min-Max Normalization | Numerics |
| NOTCH | Notch Filter | Filters |
| ONEEURO | One Euro Filter | Filters |
| NVI | Negative Volume Index | Volume |
| OBV | On Balance Volume | Volume |
| PACF | Partial Autocorrelation Function | Statistics |
| PCHANNEL | Price Channel | Channels |
| PERCENTILE | Percentile | Statistics |
| PGO | Pretty Good Oscillator | Oscillators |
| PHASOR | Phasor Analysis | Cycles |
| 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 |
| 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 |
| QSTICK | Qstick | Dynamics |
| QUANTILE | Quantile | Statistics |
| QUANTILELOSS | Quantile Loss | Errors |
| RAE | Relative Absolute Error | Errors |
| REGCHANNEL | Regression Channels | Channels |
| RELU | Rectified Linear Unit | Numerics |
| REMA | Regularized Exponential MA | Trends (IIR) |
| RGMA | Recursive Gaussian MA | Trends (IIR) |
| RMA | wildeR MA | Trends (IIR) |
| 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 | 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 |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Filters |
| SGMA | Savitzky-Golay MA | Trends (FIR) |
| SIGMOID | Logistic Function | Numerics |
| SINE | Sine Wave | Cycles |
| SINEMA | Sine-Weighted MA | Trends (FIR) |
| SKEW | Skewness | Statistics |
| SLOPE | Rate of Change | Numerics |
| SMA | Simple MA | Trends (FIR) |
| SMAPE | Symmetric MAPE | Errors |
| SMI | Stochastic Momentum Index | Oscillators |
| SOLAR | Solar Activity Cycle | Cycles |
| SPBF | Super Passband Filter | Filters |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQUEEZE | Squeeze | Oscillators |
| SQRTTRANS | Square Root Transform | Numerics |
| SSF | Super Smoother | Filters |
| SSFDSP | SSF Detrended Synthetic Price | Cycles |
| STANDARDIZE | Z-Score Normalization | Numerics |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Cycles |
| STDDEV | Standard Deviation | Statistics |
| STOCH | Stochastic Oscillator | Oscillators |
| STOCHF | Stochastic Fast | Oscillators |
| STOCHRSI | Stochastic RSI | Oscillators |
| SUM | Rolling Sum | Statistics |
| SUPER | SuperTrend | Dynamics |
| SWINGS | Swing High/Low Detection | Reversals |
| T3 | Tillson T3 MA | Trends (IIR) |
| TDIST | Student's t-Distribution | Numerics |
| TD_SEQ | TD Sequential | Oscillators |
| TEMA | Triple Exponential MA | Trends (IIR) |
| THEIL | Theil Index | Statistics |
| THEILU | Theil's U Statistic | Errors |
| TR | True Range | Volatility |
| 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 |
| TVI | Trade Volume Index | Volume |
| TWAP | Time Weighted Average Price | Volume |
| UBANDS | Ultimate Bands | Channels |
| UCHANNEL | Ultimate Channel | Channels |
| UI | Ulcer Index | Volatility |
| ULTOSC | Ultimate Oscillator | Oscillators |
| USF | Ultra Smoother | Filters |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted MA | Trends (IIR) |
| VARIANCE | Variance | Statistics |
| VEL | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| VIDYA | Variable Index Dynamic Average | Trends (IIR) |
| VO | Volume Oscillator | Volume |
| VORTEX | Vortex Indicator | Dynamics |
| VOSS | 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 |
| WEIBULLDIST | Weibull Distribution | Numerics |
| WIENER | Wiener Filter | Filters |
| WILLR | Williams %R | Oscillators |
| 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 |