mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
6.2 KiB
6.2 KiB
Indicators in QuanTAlib
⭐= Validation against several TA libraries
✔️= Validation tests passed
❌= Issue
| BASIC TRANSFORMS | QuanTALib | Skender.Stock | TALib.NETCore | Tulip.NETCore | Trady |
|---|---|---|---|---|---|
| OC2 - Midpoint price | ️.OC2 |
CandlePart.OC2 |
MidPoint |
||
| HL2 - Median Price | ️.HL2 |
CandlePart.HL2 |
MedPrice |
||
| HLC3 - Typical Price | ️.HLC3 |
CandlePart.HLC3 |
TypPrice |
||
| OHL3 - Mean Price | ️.OHL3 |
CandlePart.OHL3 |
|||
| OHLC4 - Average Price | ️.OHLC4 |
CandlePart.OHLC4 |
AvgPrice |
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| HLCC4 - Weighted Price | ️.HLCC4 |
WclPrice |
|||
| AVERAGES & TRENDS | QuanTALib | Skender.Stock | TALib.NETCore | Tulip.NETCore | Trady |
| AFIRMA - Autoregressive Finite Impulse Response Moving Average | ✔️ |
||||
| ALMA - Arnaud Legoux Moving Average | Alma |
✔️ |
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| ⭐DEMA - Double EMA Average | Dema |
⭐ |
⭐ |
⭐ |
|
| DSMA - Deviation Scaled Moving Average | Dsma |
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| DWMA - Double WMA Average | Dwma |
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| ⭐EMA - Exponential Moving Average | Ema |
⭐ |
⭐ |
⭐ |
⭐ |
| EPMA - Endpoint Moving Average | Epma |
✔️ |
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| FRAMA - Fractal Adaptive Moving Average | Frama |
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| FWMA - Fibonacci Weighted Moving Average | Fwma |
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| HILO - Gann High-Low Activator | |||||
| HTIT - Hilbert Transform Instantaneous Trendline | Htit |
✔️ |
✔️ |
||
| GMA - Gaussian-Weighted Moving Average | Gma |
||||
| HMA - Hull Moving Average | Hma |
✔️ |
✔️ |
||
| HWMA - Holt-Winter Moving Average | Hwma |
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| JMA - Jurik Moving Average | Jma |
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| KAMA - Kaufman's Adaptive Moving Average | Kama |
✔️ |
✔️ |
✔️ |
|
| KDJ - KDJ Indicator (trend reversal) | |||||
| LTMA - Laguerre Transform Moving Average | Ltma |
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| MAAF - Median-Average Adaptive Filter | Maaf |
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| MACD - Movign Average Convergence/Divergence | ✔️ |
✔️ |
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| MAMA - MESA Adaptive Moving Average | Mama |
✔️ |
✔️ |
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| MGDI - McGinley Dynamic Indicator | Mgdi |
✔️ |
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| MMA - Modified Moving Average | Mma |
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| PPMA - Pivot Point Moving Average | |||||
| PWMA - Pascal's Weighted Moving Average | |||||
| QEMA - Quad Exponential Moving Average | Qema |
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| RMA - WildeR's Moving Average | Rma |
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| SINEMA - Sine Weighted Moving Average | Sinema |
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| ⭐SMA - Simple Moving Average | Sma |
⭐ |
⭐ |
⭐ |
⭐ |
| SMMA - Smoothed Moving Average | Smma |
✔️ |
|||
| SSF - Ehler's Super Smoother Filter | |||||
| SUPERTREND - Supertrend | ✔️ |
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| SWMA - Symmetric Weighted Moving Average | |||||
| T3 - Tillson T3 Moving Average | T3 |
✔️ |
✔️ |
||
| TEMA - Triple EMA Average | Tema |
✔️ |
✔️ |
✔️ |
|
| TRIMA - Triangular Moving Average | Trima |
✔️ |
✔️ |
||
| TSF - Time Series Forecast | ✔️ |
✔️ |
|||
| VIDYA - Variable Index Dynamic Average | Vidya |
✔️ |
|||
| VORTEX - Vortex Indicator | ✔️ |
||||
| WMA - Weighted Moving Average | Wma |
✔️ |
✔️ |
✔️ |
|
| ZLEMA - Zero Lag EMA Average | Zlema |
✔️ |
|||
| VOLATILITY INDICATORS | QuanTALib | Skender.Stock | TALib.NETCore | Tulip.NETCore | Trady |
| ADL - Chaikin Accumulation Distribution Line | GetAdl |
Ad |
|||
| ADOSC - Chaikin Accumulation Distribution Oscillator | GetChaikinOsc |
AdOsc |
|||
| ATR - Average True Range | GetAtr |
Atr |
|||
| ATRP - Average True Range Percent | |||||
| ATRSTOP - ATR Trailing Stop | GetAtrStop |
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| BETA - Beta coefficient | |||||
| BBANDS - Bollinger Bands® | BollingerBands |
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| CHAND - Chandelier Exit | GetChandelier |
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| CRSI - Connor RSI | GetConnorsRsi |
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| CVI - Chaikins Volatility | |||||
| DON - Donchian Channels | GetDonchian |
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| FCB - Fractal Chaos Bands | GetFcb |
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| FISHER - Fisher Transform | |||||
| HV - Historical Volatility | |||||
| ICH - Ichimoku Cloud | GetIchimoku |
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| KEL - Keltner Channels | GetKeltner |
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| NATR - Normalized Average True Range | GetAtr |
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| CHN - Price Channel Indicator | |||||
| RSI - Relative Strength Index | GetRsi |
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| SAR - Parabolic Stop and Reverse | GetParabolicSar |
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| SRSI - Stochastic RSI | GetStochRsi |
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| STARC - Starc Bands | GetStarcBands |
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| TR - True Range | |||||
| UI - Ulcer Index | GetUlcerIndex |
||||
| VSTOP - Volatility Stop | GetVolatilityStop |
||||
| MOMENTUM INDICATORS & OSCILLATORS | QuanTALib | Skender.Stock | TALib.NETCore | Tulip.NETCore | Trady |
| AC - Acceleration Oscillator | |||||
| ADX - Average Directional Movement Index | GetAdx |
Adx |
|||
| ADXR - Average Directional Movement Index | Rating |
Adxr |
|||
| AO - Awesome Oscillator | GetAwesome |
||||
| APO - Absolute Price Oscillator | Apo |
||||
| AROON - Aroon oscillator | GetAroon |
Aroon |
|||
| BOP - Balance of Power | GetBop |
Bop |
|||
| CCI - Commodity Channel Index | GetCci |
Cci |
|||
| CFO - Chande Forcast Oscillator | |||||
| CMO - Chande Momentum Oscillator | GetCmo |
Cmo |
|||
| CHOP - Choppiness Index | GetChop |
||||
| COG - Center of Gravity | |||||
| COPPOCK - Coppock Curve | |||||
| CTI - Ehler's Correlation Trend Indicator | |||||
| DPO - Detrended Price Oscillator | GetDpo |
||||
| DMI - Directional Movement Index | GetDmi |
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| EFI - Elder Ray's Force Index | GetElderRay |
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| FOSC - Forecast oscillator | |||||
| GATOR - Gator oscillator | GetGator |
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| HURST - Hurst Exponent | GetHurst |
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| KRI - Kairi Relative Index | |||||
| KVO - Klinger Volume Oscillator | GetKvo |
||||
| MFI - Money Flow Index | GetMfi |
||||
| MOM - Momentum | |||||
| NVI - Negative Volume Index | |||||
| PO - Price Oscillator | |||||
| PPO - Percentage Price Oscillator | |||||
| PMO - Price Momentum Oscillator | GetPmo |
||||
| PVI - Positive Volume Index | |||||
| ROC - Rate of Change | GetRoc | ||||
| RVGI - Relative Vigor Index | |||||
| SMI - Stochastic Momentum Index | GetSmi |
||||
| STC - Schaff Trend Cycle | GetStc |
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| STOCH - Stochastic Oscillator | GetStoch |
||||
| TRIX - 1-day ROC of TEMA | GetTrix |
trix.Run |
|||
| TSI - True Strength Index | GetTsi |
||||
| UO - Ultimate Oscillator | GetUltimate |
||||
| WILLR - Larry Williams' %R | GetWilliamsR |
||||
| WGAT - Williams Alligator | GetAlligator |
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| VOLUME INDICATORS | QuanTALib | Skender.Stock | TALib.NETCore | Tulip.NETCore | Trady |
| AOBV - Archer On-Balance Volume | |||||
| CMF - Chaikin Money Flow | GetCmf |
||||
| EOM - Ease of Movement | |||||
| KVO - Klinger Volume Oscilaltor | |||||
| OBV - On-Balance Volume | GetObv |
||||
| PRS - Price Relative Strength | GetPrs |
||||
| PVOL - Price-Volume | |||||
| PVO - Percentage Volume Oscillator | GetPvo |
||||
| PVR - Price Volume Rank | |||||
| PVT - Price Volume Trend | |||||
| VP - Volume Profile | |||||
| VWAP - Volume Weighted Average Price | GetVwap |
||||
| VWMA - Volume Weighted Moving Average | GetVwma |