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QuanTAlib/docs/coverage.md
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2022-11-06 17:20:57 -08:00

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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 ✔️