QuanTAlib/lib/trends/_index.md

Trend Indicators

"The trend is your friend, until it bends at the end and liquidates your position."

Trend indicators are the bread and butter of technical analysis—and often just as stale. They attempt to smooth out the chaotic noise of market data to reveal the underlying direction. Most fail, introducing so much lag that by the time they signal "buy," the smart money is already shorting.

"Laggy" smoothing is avoided. QuanTAlib applies mathematically rigorous, zero-allocation smoothing that respects the physics of market momentum.

The Collection

Indicator	Full Name	Description
ALLIGATOR	Williams Alligator
ALMA	Arnaud Legoux MA	Gaussian distribution weights for the perfect balance of smoothness and responsiveness.
AMAT	Archer Moving Averages Trends
BESSEL	Bessel Filter	2nd-order Bessel low-pass filter with maximally flat group delay.
BILATERAL	Bilateral Filter	Non-linear smoothing that preserves edges by weighting both distance and intensity difference.
BLMA	Blackman Window MA	Applies a Blackman window for superior noise suppression.
BPF	Ehlers Bandpass Filter
BUTTER	Butterworth Filter
BWMA	Bessel-Weighted MA
CHEBY1	Chebyshev Type I Filter
CHEBY2	Chebyshev Type II Filter
CONV	Convolution MA	Applies a custom kernel to the data window. For the signal processing purists.
DEMA	Double Exponential MA	Reduces lag by placing more weight on recent data than a standard EMA.
DSMA	Deviation-Scaled MA
DWMA	Double Weighted MA	Applies WMA smoothing twice. Because sometimes once isn't enough.
ELLIPTIC	Elliptic (Cauer) Filter
EMA	Exponential MA	The classic. Weighted average giving more importance to recent price data.
FRAMA	Ehlers Fractal Adaptive MA
GAUSS	Gaussian Filter
GWMA	Gaussian-Weighted MA
HAMMA	Hamming Window MA
HANMA	Hanning Window MA
HANN	Hann FIR Filter
HEMA	Hull Exponential MA
HMA	Hull MA	Alan Hull's attempt to eliminate lag using weighted averages of weighted averages.
HP	Hodrick-Prescott Filter
HPF	Ehlers Highpass Filter
HTIT	Hilbert Transform Instantaneous Trend	Uses the Hilbert Transform to extract the dominant cycle and compute the trend.
HT_TRENDMODE	Ehlers Hilbert Transform Trend Mode
HWMA	Holt Weighted MA
ICHIMOKU	Ichimoku Cloud
JMA	Jurik Moving Average	The gold standard of adaptive smoothing. Minimal lag, maximum noise reduction.
KAMA	Kaufman Adaptive MA	Adapts smoothing based on an Efficiency Ratio. Smart, but moody.
KF	Kalman Filter
LOESS	LOESS/LOWESS Smoothing
LSMA	Least Squares MA	Calculates the linear regression line for every point. Computationally expensive, visually satisfying.
LTMA	Linear Trend MA
MAMA	MESA Adaptive MA	John Ehlers' masterpiece. Adapts to market cycles using phase measurement.
MGDI	McGinley Dynamic	A moving average that adjusts for shifts in market speed to minimize lag and whipsaws.
MMA	Modified MA
NOTCH	Notch Filter
PWMA	Parabolic Weighted MA	Uses parabolic weighting (i^2) to aggressively favor recent data.
QEMA	Quadruple Exponential MA
REMA	Regularized Exponential MA
RGMA	Recursive Gaussian MA
RMA	wildeR MA	The "Wilder" moving average. An EMA with \alpha = 1/N. Simple, robust, slow.
SGF	Savitzky-Golay Filter
SGMA	Savitzky-Golay MA
SINEMA	Sine-weighted MA
SMA	Simple MA	The unweighted mean. The vanilla ice cream of indicators.
SSF	Ehlers Super Smooth Filter	A 2-pole Butterworth filter using complex conjugate poles for maximal flatness in the passband.
SUPER	SuperTrend	Trend-following indicator using ATR bands as a trailing stop.
T3	Tillson T3 MA	Tim Tillson's smooth operator. Uses a smoothing factor to reduce lag.
TEMA	Triple Exponential MA	Three EMAs in a trench coat, trying to cancel out lag.
TRIMA	Triangular MA	A double-smoothed SMA. Heavily weighted towards the center. Very smooth, very laggy.
TTM	TTM Trend
USF	Ehlers Ultimate Smoother Filter	A zero-lag smoothing filter that subtracts high-frequency noise using a high-pass filter.
VAMA	Volatility Adjusted Moving Average
VIDYA	Variable Index Dynamic Average	Chande's adaptive average using the CMO for volatility adjustments.
WIENER	Wiener Filter
WMA	Weighted MA	Linear weighting. More relevant than SMA, less neurotic than EMA.
YZVAMA	Yang-Zhang Volatility Adjusted MA
ZLDEMA	Zero-Lag Double Exponential MA
ZLEMA	Zero-Lag Exponential MA
ZLTEMA	Zero-Lag Triple Exponential MA