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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
875998b288
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface. - Created a new TODO file listing various indicators and their corresponding libraries. - Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality. - Implemented tests for handling new bars, ticks, and historical data updates across indicators. - Verified that indicators correctly compute values and handle different source types.
17 KiB
17 KiB
| Indicator Name | Libraries |
|---|---|
| Aroon – measures trend strength (Aroon Up/Down) | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Average True Range (ATR) – volatility measure | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Balance of Power (BOP) – momentum indicator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Bollinger Bands – volatility bands around moving average | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Chaikin Oscillator (Accumulation/Distribution Osc) – volume momentum | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Chande Momentum Oscillator (CMO) – momentum indicator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Commodity Channel Index (CCI) – deviation from mean price | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Double Exponential Moving Average (DEMA) – a smoother EMA | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Exponential Moving Average (EMA) – weighted moving average | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Linear Regression (Line of Best Fit) – trend line value | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Momentum (Rate of Change) – price change over period | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Money Flow Index (MFI) – volume-weighted RSI | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Moving Average Convergence Divergence (MACD) – trend/momentum oscillator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Normalized ATR (NATR) – ATR normalized to price | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Parabolic SAR – stop-and-reverse trend indicator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Relative Strength Index (RSI) – momentum oscillator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Simple Moving Average (SMA) – arithmetic moving average | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Stochastic Oscillator (Stoch) – %K and %D oscillators | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Stochastic RSI – RSI applied to stochastic formula | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Triple Exponential Moving Average (T3) – Tillson’s T3 MA | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| TRIX (Triple EMA Oscillator) – triple EMA rate-of-change | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| True Range (TR) – high/low range measure | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Ultimate Oscillator – multi-period oscillator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Weighted Moving Average (WMA) – volume/point-weighted MA | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Williams %R – Larry Williams overbought/oversold oscillator | TA-Lib, Tulip, Skender, PineScript, Pandas-TA |
| Indicator Name | Libraries |
|---|---|
| Arnaud Legoux Moving Average (ALMA) – smoothing MA | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Average Directional Index (ADX) – smoothed DMI oscillator | TA-Lib, Skender, PineScript (not in Tulip or Pandas-TA) |
| Average Directional Movement Index Rating (ADXR) – lagged ADX | TA-Lib, Tulip, PineScript (not in Skender or Pandas-TA) |
| Beta Coefficient – Beta (relative volatility vs market) | TA-Lib, Skender, PineScript (not in Tulip or Pandas-TA) |
| Chaikin Money Flow (CMF) – volume flow oscillator | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Choppiness Index – market choppiness (trend/no-trend) | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Ease of Movement (EMV) – price/volume change oscillator | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Hull Moving Average (HMA) – fast smoothing MA | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Kaufman’s Adaptive Moving Average (KAMA) – volatility-adaptive MA | TA-Lib, PineScript, Pandas-TA (not in Tulip or Skender) |
| Klinger Volume Oscillator (KVO) – volume force oscillator | Tulip, Skender, PineScript (not in TA-Lib or Pandas-TA) |
| Mass Index – price range compression index | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Negative Volume Index (NVI) – volume-based index | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| On-Balance Volume (OBV) – cumulative volume | TA-Lib, Skender, Pandas-TA (not in Tulip or PineScript) |
| Positive Volume Index (PVI) – volume-based index | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Qstick – price change oscillator (candlestick average) | Tulip, PineScript, Skender (not in TA-Lib or Pandas-TA) |
| Schaff Trend Cycle – cycle oscillator by Schaff | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Smoothed Moving Average (SMMA) – Wilder’s smoothing (RMA) | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| SuperTrend – ATR-based trend indicator | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Volatility (Historical Volatility) – statistical volatility | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Volume Oscillator (PVO/VOSC) – difference in EMAs of volume | Tulip, PineScript, Pandas-TA (not in TA-Lib or Skender) |
| Williams Alligator – Bill Williams’ Alligator (3 MAs) | Skender, PineScript, Tulip (not in TA-Lib or Pandas-TA) |
| Williams Fractal – Bill Williams’ fractal pattern | Skender, PineScript, Pandas-TA (not in TA-Lib or Tulip) |
| Indicator Name | Libraries |
|---|---|
| ATR Trailing Stop – ATR-based stop indicator | Skender, PineScript |
| Aberration – trend-following band indicator | PineScript, Pandas-TA |
| Acceleration Bands – Bollinger-type bands by Price Headley | PineScript, Pandas-TA |
| Archer Moving Averages Trends (AMAT) – Archer’s composite trend MA | PineScript, Pandas-TA |
| Archer On-Balance Volume (AOBV) – Archer’s OBV variation | PineScript, Pandas-TA |
| BRAR – Bull Ratio & Bear Ratio indicator | PineScript, Pandas-TA |
| Bias (BIAS) – price bias from MA (percentage) | PineScript, Pandas-TA |
| Bull and Bear Power – Elder’s bull power and bear power | Skender, PineScript |
| Center of Gravity – Ehlers’ center-of-gravity oscillator | PineScript, Pandas-TA |
| Chande Forecast Oscillator (CFO) – deviation from linear regression forecast | PineScript, Pandas-TA |
| Chande Kroll Stop (CKSP) – volatility stop by Chande & Kroll | Skender, Pandas-TA |
| Chandelier Exit – ATR-based stop by Chuck LeBeau | Skender, PineScript |
| ConnorsRSI – Connors’ 3-component RSI | Skender, PineScript |
| Dominant Cycle Periods – dominant cycle period (Ehlers) | Skender, Pandas-TA |
| Elder-ray Index (ERI) – measures bull and bear pressure | Skender, Pandas-TA |
| Endpoint Moving Average (EPMA) – end-point linear regression MA | Skender, PineScript |
| Entropy – Shannon entropy of returns | PineScript, Pandas-TA |
| Even Better Sinewave (EBSW) – improved MESA cycle indicator | PineScript, Pandas-TA |
| Fractal Chaos Bands – price bands using fractal geometry | Skender, PineScript |
| Gator Oscillator – Bill Williams’ Gator (Alligator derivative) | Skender, PineScript |
| Gann High-Low Activator (HiLo) – trend indicator by Gann | PineScript, Pandas-TA |
| Heikin-Ashi (HA candles) – averaged candlestick values | Skender, Pandas-TA |
| Historical Volatility (HV) – statistical volatility (std dev) | Skender, PineScript |
| Holt-Winter Moving Average (HWMA) – Holt-Winters double EMA | PineScript, Pandas-TA |
| Inertia – RSI-based trend inertia indicator | PineScript, Pandas-TA |
| Increasing/Decreasing – price increase/decrease streak | PineScript, Pandas-TA |
| Ichimoku Cloud (Ichimoku Kinkō Hyō) – five-line system | Skender, Pandas-TA |
| Least Squares Moving Average (LSMA) – linear regression line as MA | Skender, PineScript |
| Long Run / Short Run – long-term and short-term trend lines | PineScript, Pandas-TA |
| Market Facilitation Index (MFI) – volume-price efficiency (Bill Williams) | Tulip, PineScript |
| McGinley Dynamic – adaptive moving average by McGinley | Skender, Pandas-TA |
| Median Price – (High+Low)/2 series | TA-Lib, Tulip |
| Modified Moving Average (MMA) – arithmetic moving average variant | Skender, PineScript |
| Momentum Oscillator (alternate term for Momentum) | See Momentum above |
| Pretty Good Oscillator (PGO) – distance from EMA in std dev | PineScript, Pandas-TA |
| Price Channels – highest high/lowest low channel | Skender, PineScript |
| Price Distance (PDIST) – distance of price from MA | PineScript, Pandas-TA |
| Price Momentum Oscillator (PMO) – Tushar Chande’s momentum osc | Skender, PineScript |
| Price Relative Strength (PRS) – ratio of asset to benchmark | Skender, PineScript |
| Pivot Points (Floor pivots) – support/resistance levels | Skender, PineScript |
| Rolling Pivot Points – continuously updated pivots | Skender, PineScript |
| Rescaled Range (R/S) Analysis – Hurst exponent calculation | Skender, PineScript |
| Relative Vigor Index (RVI) – oscillator of confirmation | PineScript, Pandas-TA |
| Schaff Trend Cycle – (see above in 3-library list) | |
| Sine Weighted MA (SINWMA) – sine-weighted moving average | PineScript, Pandas-TA |
| Slope (Linear Regression Slope) – slope of trendline | TA-Lib, Pandas-TA |
| Standard Error (of price) – std error over period | Tulip, Pandas-TA |
| Super Smoother Filter (SSF) – Ehlers’ low-pass filter | PineScript, Pandas-TA |
| Summation (SUM) – cumulative sum over period | TA-Lib, Tulip |
| TTM Trend – Trend indicator from TradeTheMarkets | PineScript, Pandas-TA |
| Typical Price – (H+L+C)/3 series | TA-Lib, Tulip |
| Ulcer Index (UI) – drawdown volatility measure | Skender, Pandas-TA |
| Vertical Horizontal Filter (VHF) – trend noise filter | Tulip, PineScript |
| Volatility Stop – ATR-based stop indicator | Skender, PineScript |
| Volume Weighted Average Price (VWAP) – price weighted by volume | Skender, Pandas-TA |
| Volume Profile (VP) – volume distribution by price (histogram) | PineScript, Pandas-TA |
| Williams %R (percent Range) – listed above in 5-library list | |
| Zig Zag – filtered price swings (visual aid) | Skender, PineScript |
| Indicator Name | Library |
|---|---|
| Hilbert Transform Dominant Cycle Period – Ehlers’ cycle period | TA-Lib (only) |
| Hilbert Transform Dominant Cycle Phase – Ehlers’ cycle phase | TA-Lib (only) |
| Hilbert Transform Phasor Components – In-phase/quadrature components | TA-Lib (only) |
| Hilbert Transform SineWave – Ehlers’ sine/cosine of cycle | TA-Lib (only) |
| Hilbert Transform Instantaneous Trendline – Ehlers’ IMAT | TA-Lib (only) |
| Hilbert Transform Trend vs Cycle Mode – cycle/trend discrimination | TA-Lib (only) |
| Highest/Lowest values over period (MIN/MAX) – period extrema | TA-Lib (only) |
| Index of Highest/Lowest value (MININDEX/MAXINDEX) – extrema index | TA-Lib (only) |
| Lowest & Highest values (MINMAX) – both extrema in one output | TA-Lib (only) |
| Pearson’s Correlation Coefficient (CORREL) – correlation of two series | TA-Lib (only) |
| Linear Regression Intercept – intercept of best-fit line | TA-Lib (only) |
| Linear Regression Angle – angle of best-fit line | TA-Lib (only) |
| Time Series Forecast (TSF) – forecast of next value via LR | TA-Lib (only) |
| Vector Trigonometric Functions (SIN, COS, TAN, etc) – elementwise math | Tulip (only) |
| Vector Arithmetic Ops (ADD, SUB, MUL, DIV, etc) – elementwise math | Tulip (only) |
| Vector Log, Exp, etc – elementwise transforms (LN, EXP, etc) | Tulip (only) |
| Crossovers (Crossany/Crossover) – series cross above/below logic | Tulip (only) |
| Mean Deviation (MD) – mean absolute deviation | Tulip (only) |
| Standard Error (STDERR) – std error of values | Tulip (only) |
| Decay (Linear/Exponential) – value decay over time | Tulip (only) |
| Moving Average Envelopes – percentage envelopes around MA | Skender (only) |
| Donchian Channels – high/low channel over n periods | Skender (only) |
| Fractal Chaos Bands – (also listed in 2-library category: Pine) | |
| Schaff Trend Cycle – (also listed in 3-library category) | |
| ConnorsRSI – (if PineScript not included; otherwise 2 libraries) |