mirror of
https://github.com/mihakralj/QuanTAlib.git
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6.8 KiB
6.8 KiB
Coverage of indicators
| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
|---|---|---|---|---|
| Basics | ||||
| OC2 - (Open+Close)/2 | ✔️ | ✔️ | ||
| HL2 - (High+Low)/2 | ✔️ | ✔️ | ||
| HLC3 - Typical Price | ✔️ | ✔️ | ||
| OHL3 - (Open+High+Low)/3 | ✔️ | ✔️ | ||
| OHLC4 - (O+H+L+C)/4 | ✔️ | ✔️ | ||
| HLCC4 - Weighted Price | ✔️ | ✔️ | ✔️ | |
| ZL - Zero Lag - De-lagged price | ✔️ | ✔️ | ||
| ADD - Addition | ✔️ | ✔️ | ||
| SUB - Subtraction | ✔️ | ✔️ | ||
| MUL - Multiplication | ✔️ | ✔️ | ||
| DIV - Division | ✔️ | ✔️ | ||
| Statistics | ||||
| BETA - Beta coefficient | ✔️ | |||
| BIAS - Bias | ✔️ | ✔️ | ||
| ENTR - Entropy | ✔️ | ✔️ | ||
| KUR - Kurtosis | ✔️ | ✔️ | ||
| LINREG - Linear Regression | ✔️ | ✔️ | ✔️ | |
| MAD - Mean Absolute Deviation | ✔️ | ✔️ | ✔️ | |
| MAPE - Mean Absolute Percent Error | ✔️ | ✔️ | ||
| MAX - Max value | ✔️ | ✔️ | ||
| MIN - Min value | ✔️ | ✔️ | ||
| MED - Median value | ✔️ | ✔️ | ✔️ | |
| MSE - Mean Squared Error | ✔️ | ✔️ | ||
| PSDEV - Population Standard Deviation | ✔️ | |||
| PVAR - Population Variance | ✔️ | |||
| QUANTILE | ✔️ | |||
| SKEW - Skewness | ✔️ | |||
| SMAPE - Symmetric Mean Absolute Percent Error | ✔️ | |||
| SDEV - Sample Standard Deviation | ✔️ | ✔️ | ✔️ | ✔️ |
| VAR - Sample Variance | ✔️ | ✔️ | ||
| WMAPE - Weighted Mean Absolute Percent Error | ✔️ | |||
| ZSCORE | ✔️ | ✔️ | ||
| Moving Averages | ||||
| AFIRMA - Autoregressive Finite Impulse Response Moving Average | ||||
| ALMA - Arnaud Legoux Moving Average | ✔️ | ✔️ | ✔️ | |
| ARIMA - Autoregressive Integrated Moving Average | ||||
| ATR - Average True Range | ✔️ | ✔️ | ✔️ | ✔️ |
| ATRP - Average True Range Percent | ✔️ | ✔️ | ||
| DEMA - Double EMA | ✔️ | ✔️ | ✔️ | ✔️ |
| EMA - Exponential Moving Average | ✔️ | ✔️ | ✔️ | ✔️ |
| EPMA - Endpoint Moving Average | ✔️ | |||
| FWMA - Fibonacci's Weighted Moving Average | ✔️ | |||
| HEMA - Hull Exponential Moving Average | ✔️ | |||
| HMA - Hull Moving Average | ✔️ | ✔️ | ✔️ | |
| HWMA - Holt-Winter Moving Average | ✔️ | |||
| JMA - Jurik Moving Average | ✔️ | ✔️ | ||
| KAMA - Kaufman's Adaptive Moving Average | ✔️ | ✔️ | ✔️ | ✔️ |
| LSMA - Least Squares Moving Average | ✔️ | |||
| MACD - Moving Average Convergence/Divergence | ✔️ | ✔️ | ✔️ | ✔️ |
| MAMA - MESA Adaptive Moving Average | ✔️ | ✔️ | ||
| MMA - Modified Moving Average | ✔️ | |||
| NATR - Normalized Average True Range | ✔️ | ✔️ | ✔️ | |
| PPMA - Pivot Point Moving Average | ✔️ | |||
| PWMA - Pascal's Weighted Moving Average | ✔️ | |||
| RMA - WildeR's Moving Average | ✔️ | ✔️ | ||
| SINWMA - Sine Weighted Moving Average | ✔️ | |||
| SMA - Simple Moving Average | ✔️ | ✔️ | ✔️ | ✔️ |
| SMMA - Smoothed Moving Average | ✔️ | ✔️ | ||
| STOCH - Stochastic Oscillator | ✔️ | ✔️ | ✔️ | |
| SSF - Ehler's Super Smoother Filter | ✔️ | |||
| SUP - Supertrend | ✔️ | ✔️ | ||
| SWMA - Symmetric Weighted Moving Average | ✔️ | |||
| T3 - Tillson T3 Moving Average | ✔️ | ✔️ | ✔️ | |
| TEMA - Triple EMA | ✔️ | ✔️ | ✔️ | ✔️ |
| TRIMA - Triangular Moving Average | ✔️ | ✔️ | ||
| VIDYA - Variable Index Dynamic Average | ✔️ | |||
| VWAP - Volume Weighted Average Price | ✔️ | ✔️ | ||
| VWMA - Volume Weighted Moving Average | ✔️ | ✔️ | ||
| WMA - Weighted Moving Average | ✔️ | ✔️ | ✔️ | ✔️ |
| ZLEMA - Zero Lag EMA | ✔️ | ✔️ | ||
| Oscillators and Indices | ||||
| AC - Acceleration Oscillator | ✔️ | |||
| AD - Chaikin Accumulation Distribution | ✔️ | ✔️ | ✔️ | |
| ADOSC - Chaikin Accumulation Distribution Oscillator | ✔️ | ✔️ | ||
| ADX - Average Directional Movement Index | ✔️ | ✔️ | ✔️ | |
| ADXR - Average Directional Movement Index Rating | ✔️ | ✔️ | ||
| AO - Awesome Oscillator | ✔️ | ✔️ | ||
| APO - Absolute Price Oscillator | ✔️ | ✔️ | ||
| AROON - Aroon oscillator | ✔️ | ✔️ | ✔️ | |
| BBANDS - Bollinger Bands | ✔️ | ✔️ | ✔️ | |
| BOP - Balance of Power | ✔️ | ✔️ | ✔️ | |
| CCI - Commodity Channel Index | ✔️ | ✔️ | ✔️ | ✔️ |
| CFO - Chande Forcast Oscillator | ✔️ | |||
| CMF - Chaikin Money Flow | ✔️ | ✔️ | ||
| CMO - Chande Momentum Oscillator | ✔️ | ✔️ | ||
| COG - Center of Gravity | ✔️ | |||
| CRSI - Connor RSI | ✔️ | |||
| CTI - Ehler's Correlation Trend Indicator | ✔️ | |||
| DMI - Directional Movement Index | ✔️ | ✔️ | ✔️ | |
| EFI - Elder Ray's Force Index | ✔️ | ✔️ | ||
| GAT - Alligator oscillator | ✔️ | |||
| KRI - Kairi Relative Index | ||||
| KVO - Klinger Volume Oscillator | ✔️ | ✔️ | ||
| MFI - Money Flow Index | ✔️ | ✔️ | ✔️ | |
| MOM - Momentum | ✔️ | ✔️ | ||
| NVI - Negative Volume Index | ✔️ | |||
| PO - Price Oscillator | ✔️ | |||
| PPO - Percentage Price Oscillator | ✔️ | ✔️ | ||
| PVI - Positive Volume Index | ✔️ | |||
| RSI - Relative Strength Index | ✔️ | ✔️ | ✔️ | ✔️ |
| RVGI - Relative Vigor Index | ✔️ | |||
| SRSI - Stochastic RSI | ✔️ | ✔️ | ||
| TRIX - 1-day ROC of TEMA | ✔️ | ✔️ | ✔️ | |
| TSI - True Strength Index | ✔️ | ✔️ | ||
| UI - Ulcer Index | ✔️ | ✔️ | ||
| UO - Ultimate Oscillator | ✔️ | ✔️ | ✔️ | |
| WGAT - Williams Alligator | ✔️ | |||
| Volume | ||||
| AOBV - Archer On-Balance Volume | ✔️ | |||
| OBV - On-Balance Volume | ✔️ | ✔️ | ✔️ | |
| PRS - Price Relative Strength | ✔️ | |||
| PVOL - Price-Volume | ||||
| PVR - Price Volume Rank | ✔️ | |||
| PVT - Price Volume Trend | ✔️ | |||
| VP - Volume Profile | ✔️ | |||
| Unsorted | ||||
| CHN - Price Channel | ✔️ | |||
| COPPOCK - Coppock Curve | ✔️ | |||
| CORREL - Pearson's Correlation Coefficient | ✔️ | ✔️ | ||
| EOM - Ease of Movement | ✔️ | |||
| HILO - Gann High-Low Activator | ✔️ | |||
| HV - Historical Volatility | ✔️ | |||
| HT - HT Trendline | ✔️ | |||
| ICH - Ichimoku | ✔️ | ✔️ | ||
| MCGD - McGinley Dynamic | ✔️ | |||
| ROC - Rate of Change | ✔️ | ✔️ | ✔️ | |
| SAR - Parabolic Stop and Reverse | ✔️ | ✔️ | ✔️ | |
| STC - Schaff Trend Cycle | ✔️ | ✔️ | ||
| TR - True Range | ✔️ | ✔️ | ✔️ | |
| WILLR - Larry Williams' %R | ✔️ | ✔️ | ✔️ | |
| HURST - Hurst Exponent | ✔️ | |||
| VOR - Vortex Indicator | ✔️ | ✔️ | ||
| DON - Donchian Channels | ✔️ | ✔️ | ||
| FCB - Fractal Chaos Bands | ✔️ | |||
| KEL - Keltner Channels | ✔️ | ✔️ | ||
| PVT - Pivot Points | ✔️ | |||
| STARC - Starc Bands | ✔️ | |||
| DPO - De-trended Price Oscillator | ✔️ | ✔️ | ||
| KDJ - KDJ Index | ✔️ | ✔️ | ||
| SMI - Stochastic Momentum Index | ✔️ | ✔️ | ||
| CHAND - Chandelier Exit | ✔️ | |||
| VSTOP - Volatility Stop | ✔️ | |||
| PVO - Percentage Volume Oscillator | ✔️ | ✔️ | ||
| Hilbert Transform Instantaneous Trendline | ||||
| PMO - Price Momentum Oscillator | ✔️ |