QuanTAlib/docs/indicators.md

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⭐= 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_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_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