Indicators in QuanTAlib

* = Returns multiple values

Implementation Status:

AVERAGES & TRENDS	Class Name
AFIRMA - Adaptive FIR Moving Average	`Afirma`
ALMA - Arnaud Legoux Moving Average	`Alma`
DEMA - Double Exponential Moving Average	`Dema`
DSMA - Dynamic Simple Moving Average	`Dsma`
DWMA - Dynamic Weighted Moving Average	`Dwma`
EMA - Exponential Moving Average	`Ema`
EPMA - Endpoint Moving Average	`Epma`
FRAMA - Fractal Adaptive Moving Average	`Frama`
FWMA - Forward Weighted Moving Average	`Fwma`
GMA - Gaussian Moving Average	`Gma`
HMA - Hull Moving Average	`Hma`
HTIT - Hilbert Transform Instantaneous Trendline	`Htit`
HWMA - Hann Weighted Moving Average	`Hwma`
JMA - Jurik Moving Average	`Jma`
KAMA - Kaufman Adaptive Moving Average	`Kama`
LTMA - Linear Time Moving Average	`Ltma`
MAAF - Moving Average Adaptive Filter	`Maaf`
MAMA* - MESA Adaptive Moving Average (MAMA, FAMA)	`Mama`
MGDI - McGinley Dynamic Indicator	`Mgdi`
MMA - Modified Moving Average	`Mma`
PWMA - Parabolic Weighted Moving Average	`Pwma`
QEMA - Quick Exponential Moving Average	`Qema`
REMA - Regularized Exponential Moving Average	`Rema`
RMA - Running Moving Average	`Rma`
SINEMA - Sine-weighted Moving Average	`Sinema`
SMA - Simple Moving Average	`Sma`
SMMA - Smoothed Moving Average	`Smma`
T3 - Triple Exponential Moving Average (T3)	`T3`
TEMA - Triple Exponential Moving Average	`Tema`
TRIMA - Triangular Moving Average	`Trima`
VIDYA - Variable Index Dynamic Average	`Vidya`
WMA - Weighted Moving Average	`Wma`
ZLEMA - Zero-Lag Exponential Moving Average	`Zlema`

MOMENTUM INDICATORS	Class Name
ADX - Average Directional Movement Index	`Adx`
ADXR - Average Directional Movement Index Rating	`Adxr`
APO - Absolute Price Oscillator	`Apo`
DMI* - Directional Movement Index (DI+, DI-)	`Dmi`
DMX - Jurik Directional Movement Index	`Dmx`
DPO - Detrended Price Oscillator	`Dpo`
🚧 MACD* - Moving Average Convergence/Divergence	`Macd`
MOM - Momentum	`Mom`
PMO - Price Momentum Oscillator	`Pmo`
PO - Price Oscillator	`Po`
PPO - Percentage Price Oscillator	`Ppo`
PRS - Price Relative Strength	`Prs`
ROC - Rate of Change	`Roc`
TSI - True Strength Index	`Tsi`
TRIX - 1-day ROC of TEMA	`Trix`
VEL - Jurik Signal Velocity	`Vel`
VORTEX* - Vortex Indicator (VI+, VI-)	`Vortex`

OSCILLATORS	Class Name
AC - Acceleration Oscillator	`Ac`
AO - Awesome Oscillator	`Ao`
AROON* - Aroon oscillator (Up, Down)	`Aroon`
🚧 BOP - Balance of Power	`Bop`
🚧 CCI - Commodity Channel Index	`Cci`
🚧 CFO - Chande Forcast Oscillator	`Cfo`
CMO - Chande Momentum Oscillator	`Cmo`
🚧 CHOP - Choppiness Index	`Chop`
🚧 COG - Ehler's Center of Gravity	`Cog`
🚧 COPPOCK - Coppock Curve	`Coppock`
🚧 CRSI - Connor RSI	`Crsi`
🚧 CTI - Ehler's Correlation Trend Indicator	`Cti`
🚧 DOSC - Derivative Oscillator	`Dosc`
🚧 EFI - Elder Ray's Force Index	`Efi`
🚧 FISHER - Fisher Transform	`Fisher`
🚧 FOSC - Forecast Oscillator	`Fosc`
🚧 GATOR* - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)	`Gator`
🚧 KDJ* - KDJ Indicator (K, D, J lines)	`Kdj`
🚧 KRI - Kairi Relative Index	`Kri`
RSI - Relative Strength Index	`Rsi`
RSX - Jurik Trend Strength Index	`Rsx`
🚧 RVGI* - Relative Vigor Index (RVGI, Signal)	`Rvgi`
🚧 SMI - Stochastic Momentum Index	`Smi`
🚧 SRSI* - Stochastic RSI (SRSI, Signal)	`Srsi`
🚧 STC - Schaff Trend Cycle	`Stc`
🚧 STOCH* - Stochastic Oscillator (%K, %D)	`Stoch`
🚧 TSI - True Strength Index	`Tsi`
🚧 UO - Ultimate Oscillator	`Uo`
🚧 WILLR - Larry Williams' %R	`Willr`

VOLATILITY INDICATORS	Class Name
🚧 ADR - Average Daily Range	`Adr`
🚧 AP - Andrew's Pitchfork	`Ap`
ATR - Average True Range	`Atr`
🚧 ATRP - Average True Range Percent	`Atrp`
🚧 ATRS - ATR Trailing Stop	`Atrs`
🚧 BB* - Bollinger Bands® (Upper, Middle, Lower)	`Bb`
🚧 CCV - Close-to-Close Volatility	`Ccv`
🚧 CE - Chandelier Exit	`Ce`
🚧 CV - Conditional Volatility (ARCH/GARCH)	`Cv`
🚧 CVI - Chaikin's Volatility	`Cvi`
🚧 DC* - Donchian Channels (Upper, Middle, Lower)	`Dc`
🚧 EWMA - Exponential Weighted Moving Average Volatility	`Ewma`
🚧 FCB - Fractal Chaos Bands	`Fcb`
🚧 GKV - Garman-Klass Volatility	`Gkv`
🚧 HLV - High-Low Volatility	`Hlv`
HV - Historical Volatility	`Hv`
🚧 ICH* - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)	`Ich`
JVOLTY - Jurik Volatility	`Jvolty`
🚧 KC* - Keltner Channels (Upper, Middle, Lower)	`Kc`
🚧 NATR - Normalized Average True Range	`Natr`
🚧 PCH - Price Channel Indicator	`Pch`
🚧 PSAR* - Parabolic Stop and Reverse (Value, Trend)	`Psar`
🚧 PV - Parkinson Volatility	`Pv`
🚧 RSV - Rogers-Satchell Volatility	`Rsv`
RV - Realized Volatility	`Rv`
RVI - Relative Volatility Index	`Rvi`
🚧 STARC* - Starc Bands (Upper, Middle, Lower)	`Starc`
🚧 SV - Stochastic Volatility	`Sv`
TR - True Range	`Tr`
UI - Ulcer Index	`Ui`
VC* - Volatility Cone (Mean, Upper Bound, Lower Bound)	`Vc`
VOV - Volatility of Volatility	`Vov`
VR - Volatility Ratio	`Vr`
VS* - Volatility Stop (Long Stop, Short Stop)	`Vs`
🚧 YZV - Yang-Zhang Volatility	`Yzv`

VOLUME INDICATORS	Class Name
ADL - Chaikin Accumulation Distribution Line	`Adl`
ADOSC - Chaikin Accumulation Distribution Oscillator	`Adosc`
AOBV - Archer On-Balance Volume	`Aobv`
CMF - Chaikin Money Flow	`Cmf`
EOM - Ease of Movement	`Eom`
KVO - Klinger Volume Oscillator	`Kvo`
MFI - Money Flow Index	`Mfi`
NVI - Negative Volume Index	`Nvi`
OBV - On-Balance Volume	`Obv`
PVI - Positive Volume Index	`Pvi`
PVOL - Price-Volume	`Pvol`
PVO - Percentage Volume Oscillator	`Pvo`
PVR - Price Volume Rank	`Pvr`
PVT - Price Volume Trend	`Pvt`
TVI - Trade Volume Index	`Tvi`
🚧 VF - Volume Force	`Vf`
🚧 VP - Volume Profile	`Vp`
🚧 VWAP - Volume Weighted Average Price	`Vwap`
🚧 VWMA - Volume Weighted Moving Average	`Vwma`

NUMERICAL ANALYSIS	Class Name
🚧 BETA* - Beta coefficient (Beta, R-squared)	`Beta`
🚧 CORR* - Correlation Coefficient (Correlation, P-value)	`Corr`
CURVATURE - Rate of Change in Direction or Slope	`Curvature`
ENTROPY - Measure of Uncertainty or Disorder	`Entropy`
🚧 HUBER - Huber Loss	`Huber`
🚧 HURST - Hurst Exponent	`Hurst`
KURTOSIS - Measure of Tails/Peakedness	`Kurtosis`
MAX - Maximum with exponential decay	`Max`
MEDIAN - Middle value	`Median`
MIN - Minimum with exponential decay	`Min`
MODE - Most Frequent Value	`Mode`
PERCENTILE - Rank Order	`Percentile`
🚧 RSQUARED* - Coefficient of Determination (R-squared, Adjusted R-squared)	`Rsquared`
SKEW - Skewness, asymmetry of distribution	`Skew`
SLOPE - Rate of Change, Linear Regression	`Slope`
STDDEV - Standard Deviation, Measure of Spread	`Stddev`
🚧 THEIL* - Theil's U Statistics (U1, U2)	`Theil`
🚧 TSF* - Time Series Forecast (Forecast, Confidence Interval)	`Tsf`
VARIANCE - Average of Squared Deviations	`Variance`
ZSCORE - Standardized Score	`Zscore`

ERRORS	Class Name
HUBER - Huber Loss	`Huber`
MAE - Mean Absolute Error	`Mae`
MAPD - Mean Absolute Percentage Deviation	`Mapd`
MAPE - Mean Absolute Percentage Error	`Mape`
MASE - Mean Absolute Scaled Error	`Mase`
MDA - Mean Directional Accuracy	`Mda`
ME - Mean Error	`Me`
MPE - Mean Percentage Error	`Mpe`
MSE - Mean Squared Error	`Mse`
MSLE - Mean Squared Logarithmic Error	`Msle`
RAE - Relative Absolute Error	`Rae`
RMSE - Root Mean Squared Error	`Rmse`
RMSLE - Root Mean Squared Logarithmic Error	`Rmsle`
RSE - Relative Squared Error	`Rse`
RSQUARED - R-Squared (Coefficient of Determination)	`Rsquared`
SMAPE - Symmetric Mean Absolute Percentage Error	`Smape`