QuanTAlib/archive/docs/indicators.md

# Coverage

⭐= Calculation is validated against several TA libraries

✔️= Validation tests passed

❌= Issue

|**BASIC TRANSFORMS**|**QuanTAlib**|**TA-LIB**|**Skender**|**Pandas TA**|**Tulip**|
|--|:--:|:--:|:--:|:--:|:--:|
|OC2 - (Open+Close)/2|️ `.OC2`||✔️CandlePart.OC2||
|⭐HL2 - Median Price|`.HL2`|✔️MEDPRICE|✔️CandlePart.HL2|✔️hl2|✔️medprice|
|⭐HLC3 - Typical Price|`.HLC3`|✔️TYPPRICE|✔️CandlePart.HLC3|✔️hlc3|✔️typprice|
|OHL3 - (Open+High+Low)/3|`.OHL3`||✔️CandlePart.OHL3||
|⭐OHLC4 - Average Price|`.OHLC4`|✔️AVGPRICE|️✔️CandlePart.OHLC4|✔️ohlc4|✔️avgprice|
|HLCC4 - Weighted Price|`.HLCC4`|✔️WCLPRICE|||✔️wcprice|
|MIDPOINT - Midpoint value|`MIDPOINT_Series`|✔️MIDPOINT||midpoint|
|MIDPRICE - Midpoint price|`MIDPRICE_Series`|✔️MIDPRICE||midprice|
|MAX - Max value|`MAX_Series`|✔️MAX|||✔️max|
|MIN - Min value|`MIN_Series`|✔️MIN|||✔️min|
|SUM - Summation|`SUM_Series`|✔️SUM|||✔️sum|
|ADD - Addition|`ADD_Series`|✔️ADD|||✔️add|
|SUB - Subtraction|`SUB_Series`|✔️SUB|||✔️sub|
|MUL - Multiplication|`MUL_Series`|✔️MUL|||✔️mul|
|DIV - Division|`DIV_Series`|✔️DIV|||✔️div|
|||||
|**STATISTICS & NUMERICAL ANALYSIS**|
||||||
|BIAS - Bias|`BIAS_Series`|||✔️bias|
|CORR - Pearson's Correlation Coefficient|`CORR_Series`|✔️CORREL|✔️GetCorrelation||
|COVAR - Covariance|`COVAR_Series`||✔️GetCorrelation||
|DECAY - Linear Decay|`DECAY_Series`|||decay|✔️decay|
|EDECAY - Exponential Decay|`DECAY_Series`|||decay|✔️edecay|
|ENTROPY - Entropy|`ENTROPY_Series`|||entropy||
|KURTOSIS - Kurtosis|`KURT_Series`|||✔️kurtosis|
|SLOPE - Slope of Linear Regression|`SLOPE_Series`||✔️GetSlope||✔️linregslope|
|MAD - Mean Absolute Deviation|`MAD_Series`||✔️GetSmaAnalysis|✔️mad|
|MAE - Mean Absolute Error|`MAE_Series`||||
|MAPE - Mean Absolute Percent Error|`MAPE_Series`||✔️GetSmaAnalysis||
|MEDIAN - Median value|`MEDIAN_Series`|||✔️median|
|MSE - Mean Squared Error|`MSE_Series`||✔️GetSmaAnalysis||
|SKEW - Skewness||||skew|
|⭐SDEV - Standard Deviation (Volatility)|`SDEV_Series`|✔️STDDEV|✔️GetStdDev|✔️stdev|✔️stddev|
|SSDEV - Sample Standard Deviation|`SSDEV_Series`|||✔️stdev|
|SMAPE - Symmetric Mean Absolute Percent Error|`SMAPE_Series`||||
|VAR - Population Variance|`VAR_Series`|✔️VAR||✔️variance|✔️var|
|SVAR - Sample Variance|`SVAR_Series`|||✔️variance|
|QUANTILE - Quantile||||quantile|
|WMAPE - Weighted Mean Absolute Percent Error|`WMAPE_Series`||||
|ZSCORE - Number of standard deviations from mean|`ZSCORE_Series`||✔️GetStdDev|✔️zscore|
||||||
|**TREND INDICATORS & AVERAGES**|
||||||
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|||||
|ALMA - Arnaud Legoux Moving Average|`ALMA_Series`||✔️GetAlma|alma|
|DEMA - Double EMA Average|`DEMA_Series`|✔️DEMA|✔️GetDema|✔️dema|✔️dema|
|DWMA - Double WMA Average|`DWMA_Series`|||||
|⭐[EMA - Exponential Moving Average](EMA.md)|`EMA_Series`|✔️EMA|✔️GetEma|✔️ema|✔️ema|
|EPMA - Endpoint Moving Average|||GetEpma||
|FRAMA - Fractal Adaptive Moving Average|||||
|FMA - Fibonacci's Weighted Moving Average|`FMA_Series`|||fwma|
|HILO - Gann High-Low Activator||||hilo|
|HEMA - Hull/EMA Average|`HEMA_Series`||||
|Hilbert Transform Instantaneous Trendline||HT_TRENDLINE|GetHtTrendline||
|⭐HMA - Hull  Moving Average|`HMA_Series`||✔️GetHma|✔️hma|✔️hma|
|HWMA - Holt-Winter Moving Average|`HWMA_Series`|||✔️hwma|
|JMA - Jurik Moving Average|`JMA_Series`|||jma||
|KAMA - Kaufman's Adaptive Moving Average|`KAMA_Series`|✔️KAMA|✔️GetKama|✔️kama|✔️kama|
|KDJ - KDJ Indicator (trend reversal)||||kdj|
|LSMA - Least Squares Moving Average|||GetEpma||
|⭐MACD - Moving Average Convergence/Divergence|`MACD_Series`|✔️MACD|✔️GetMacd|✔️macd|✔️macd|
|MAMA - MESA Adaptive Moving Average|`MAMA_Series`|✔️MAMA|✔️GetMama||
|MCGD - McGinley Dynamic||||mcgd|
|MMA - Modified Moving Average|||||
|PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average||||pwma|
|⭐RMA - WildeR's Moving Average|`RMA_Series`|||✔️rma|✔️rma|
|SINWMA - Sine Weighted Moving Average||||sinwma|
|⭐[SMA - Simple Moving Average](SMA.md)|`SMA_Series`|✔️SMA|✔️GetSma|✔️sma|✔️sma|
|SMMA - Smoothed Moving Average|`SMMA_Series`||✔️GetSmma||
|SSF - Ehler's Super Smoother Filter||||ssf|
|SUPERTREND - Supertrend||||supertrend|
|SWMA - Symmetric Weighted Moving Average||||swma|
|T3 - Tillson T3 Moving Average|`T3_Series`|✔️T3|✔️GetT3|✔️t3||
|⭐TEMA - Triple EMA Average|`TEMA_Series`|✔️TEMA|✔️GetTema|✔️tema|✔️tema|
|⭐TRIMA - Triangular Moving Average|`TRIMA_Series`|✔️TRIMA||✔️trima|✔️trima|
|TSF - Time Series Forecast||TSF|||
|VIDYA - Variable Index Dynamic Average||||vidya|vidya|
|VORTEX - Vortex Indicator||||vortex|
|⭐WMA - Weighted Moving Average|`WMA_Series`|✔️WMA|✔️GetWma|✔️wma|✔️wma|
|ZLEMA - Zero Lag EMA Average|`ZLEMA_Series`|||✔️zlma|❌zlema|
||||||
|**VOLATILITY INDICATORS**|
||||||
|⭐ADL - Chaikin Accumulation Distribution Line|`ADL_Series`|✔️AD|✔️GetAdl|✔️ad|✔️ad|
|⭐ADOSC - Chaikin Accumulation Distribution Oscillator|`ADOSC_Series`|✔️ADOSC||✔️adosc|✔️adosc|
|⭐ATR - Average True Range|`ATR_Series`|✔️ATR|✔️GetAtr|✔️atr|✔️atr|
|ATRP - Average True Range Percent|`ATRP_Series`||✔️GetAtr||
|BETA - Beta coefficient||BETA|GetBeta||
|⭐BBANDS - Bollinger Bands®|`BBANDS_Series`|✔️BBANDS|✔️GetBollingerBands|✔️bbands|✔️bbands|
|CHAND - Chandelier Exit|||GetChandelier||
|CRSI - Connor RSI|||GetConnorsRsi||
|CVI - Chaikins Volatility|||||cvi|
|DON - Donchian Channels|||GetDonchian||
|FCB - Fractal Chaos Bands|||GetFcb||
|FISHER - Fisher Transform|||GetFcb||fisher|
|HV - Historical Volatility|||||
|ICH - Ichimoku|||GetIchimoku||
|KEL - Keltner Channels|||GetKeltner||
|NATR - Normalized Average True Range||NATR|GetAtr||
|CHN - Price Channel Indicator|||||
|RSI - Relative Strength Index|`RSI_Series`|✔️RSI|✔️GetRsi|✔️rsi|✔️rsi|
|SAR - Parabolic Stop and Reverse||SAR|GetParabolicSar||
|SRSI - Stochastic RSI||STOCHRSI|GetStochRsi||
|STARC - Starc Bands|||||
|TR - True Range|`TR_Series`|✔️TRANGE|✔️GetTr|✔️true_range|✔️tr|
|UI - Ulcer Index|||||
|VSTOP - Volatility Stop|||||
||||||
|**MOMENTUM INDICATORS & OSCILLATORS**|
||||||
|AC - Acceleration Oscillator|||||
|ADX - Average Directional Movement Index||ADX|GetAdx||adx|
|ADXR - Average Directional Movement Index Rating||ADXR|GetAdx||adxr|
|AO - Awesome Oscillator|||GetAwesome||ao|
|APO - Absolute Price Oscillator||APO|||apo|
|AROON - Aroon oscillator||AROON|GetAroon||aroon|
|BOP - Balance of Power||BOP|GetBop||bop|
|CCI - Commodity Channel Index|`CCI_Series`|✔️CCI|✔️GetCci||❌cci|
|CFO - Chande Forcast Oscillator|||||
|CMO - Chande Momentum Oscillator|`CMO_Series`|❌CMO|✔️GetCmo|❌cmo|✔️cmo|
|COG - Center of Gravity|||||
|COPPOCK - Coppock Curve|||||
|CTI - Ehler's Correlation Trend Indicator|||||
|DPO - Detrended Price Oscillator|||GetDpo||
|DMI - Directional Movement Index||DX|GetAdx||
|EFI - Elder Ray's Force Index|||GetElderRay||
|FOSC - Forecast oscillator|||||fosc|
|GAT - Alligator oscillator|||GetGator||
|HURST - Hurst Exponent|||GetHurst||
|KRI - Kairi Relative Index|||||
|KVO - Klinger Volume Oscillator||||||
|MFI - Money Flow Index||MFI|GetMfi||
|MOM - Momentum||MOM|||
|NVI - Negative Volume Index|||||
|PO - Price Oscillator|||||
|PPO - Percentage Price Oscillator||PPO|||
|PMO - Price Momentum Oscillator|||||
|PVI - Positive Volume Index|||||
|ROC - Rate of Change||MOM|GetRoc||
|RVGI - Relative Vigor Index|||||
|SMI - Stochastic Momentum Index|||||
|STC - Schaff Trend Cycle|||||
|STOCH - Stochastic Oscillator||STOCH|GetStoch||
|TRIX - 1-day ROC of TEMA|`TRIX_Series`|✔️TRIX|✔️GetTrix|✔️trix|❌trix|
|TSI - True Strength Index|||||
|UO - Ultimate Oscillator||ULTOSC|GetUltimate||ultosc|
|WILLR - Larry Williams' %R||WILLR|GetWilliamsR||willr|
|WGAT - Williams Alligator|||||
||||||
|**VOLUME INDICATORS**|
||||||
|AOBV - Archer On-Balance Volume|||||
|CMF - Chaikin Money Flow|||||
|EOM - Ease of Movement|||||emv|
|KVO - Klinger Volume Oscilaltor|||||kvo|
|OBV - On-Balance Volume|`OBV_Series`|✔️OBV|✔️GetObv|✔️obv|❌obv|
|PRS - Price Relative Strength||||
|PVOL - Price-Volume|||||
|PVO - Percentage Volume Oscillator|||||
|PVR - Price Volume Rank|||||
|PVT - Price Volume Trend|||||
|VP - Volume Profile|||||
|VWAP - Volume Weighted Average Price|||||
|VWMA - Volume Weighted Moving Average|||||vwma|