Miha Kralj
7.4 KiB
Indicators in QuanTAlib
⭐= Validation against several TA libraries
✔️= Validation tests passed
❌= Issue
| VOLATILITY INDICATORS | QuanTALib | Skender.Stock | TALib.NETCore |
|---|---|---|---|
| ADL - Chaikin Accumulation Distribution Line | GetAdl | Ad | |
| ADOSC - Chaikin Accumulation Distribution Oscillator | GetChaikinOsc | AdOsc | |
| ATR - Average True Range | Atr |
GetAtr | Atr |
| ATRP - Average True Range Percent | |||
| ATRSTOP - ATR Trailing Stop | GetAtrStop | ||
| BBANDS - Bollinger Bands® | BollingerBands | ||
| CHAND - Chandelier Exit | GetChandelier | ||
| CRSI - Connor RSI | GetConnorsRsi | ||
| CVI - Chaikins Volatility | |||
| DON - Donchian Channels | GetDonchian | ||
| FCB - Fractal Chaos Bands | GetFcb | ||
| FISHER - Fisher Transform | |||
| HV - Historical Volatility | |||
| ICH - Ichimoku Cloud | GetIchimoku | ||
| KEL - Keltner Channels | GetKeltner | ||
| NATR - Normalized Average True Range | GetAtr | ||
| CHN - Price Channel Indicator | |||
| RSI - Relative Strength Index | GetRsi | ||
| SAR - Parabolic Stop and Reverse | GetParabolicSar | ||
| SRSI - Stochastic RSI | GetStochRsi | ||
| STARC - Starc Bands | GetStarcBands | ||
| TR - True Range | |||
| UI - Ulcer Index | GetUlcerIndex | ||
| VSTOP - Volatility Stop | GetVolatilityStop | ||
| NUMERICAL ANALYSIS | QuanTALib | Skender.Stock | TALib.NETCore |
| BETA - Beta coefficient | |||
| CORR - Correlation Coefficient | |||
| CURVATURE - Rate of Change in Direction or Slope | Curvature |
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| ENTROPY - Measure of Uncertainty or Disorder | Entropy |
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| KURTOSIS - Measure of Tails/Peakedness | Kurtosis |
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| HUBER - Huber Loss | Huberloss |
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| MAX - Maximum with exponential decay | Max |
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| MEDIAN - Middle value | Median |
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| MIN - Minimum with exponential decay | Min |
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| MODE - Most Frequent Value | Mode |
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| PERCENTILE - Rank Order | Percentile |
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| RSQUARED - Coefficient of Determination R-Squared | |||
| SKEW - Skewness, asymmetry of distribution | Skew |
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| SLOPE - Rate of Change, Linear Regression | Slope |
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| STDDEV - Standard Deviation, Measure of Spread | Stddev |
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| THEIL - Theil's U Statistics | |||
| VARIANCE - Average of Squared Deviations | Variance |
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| ZSCORE - Standardized Score | Zscore |
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| ERRORS | QuanTALib | Skender.Stock | TALib.NETCore |
| MAE - Mean Absolute Error | Mae |
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| MAPD - Mean Absolute Percentage Deviation | Mapd |
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| MAPE - Mean Absolute Percentage Error | Mape |
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| MASE - Mean Absolute Scaled Error | Mase |
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| MDA - Mean Directional Accuracy | |||
| ME - Mean Error | Me |
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| MPE - Pean Percentage Error | Mpe |
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| MSE - Mean Squared Error | Mse |
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| MSLE - Mean Squared Logarithmic Error | Msle |
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| RAE - Relative Absolute Error | Rae |
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| RMSE - Root Mean Squared Error | Rmse |
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| RSE - Relateive Squared Error | Rse |
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| RMSLE - Root Mean Squared Logarithmic Error | Rmsle |
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| SMAPE - Symmetric Mean Absolute Percentage Error | Smape |
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| AVERAGES & TRENDSQuanTALib | Skender.Stock | TALib.NETCore | |
| AFIRMA - Autoregressive Finite Impulse Response Moving Average | Afirma |
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| ALMA - Arnaud Legoux Moving Average | Alma |
✔️ |
|
| ⭐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 |
✔️ |
|
| 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 |
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| 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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| MAMA - MESA Adaptive Moving Average | Mama |
✔️ |
✔️ |
| MGDI - McGinley Dynamic Indicator | Mgdi |
✔️ |
|
| MMA - Modified Moving Average | Mma |
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| PPMA - Pivot Point Moving Average | |||
| PWMA - Pascal's Weighted Moving Average | Pwma |
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| 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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| T3 - Tillson T3 Moving Average | T3 |
✔️ |
✔️ |
| TEMA - Triple EMA Average | Tema |
✔️ |
✔️ |
| TRIMA - Triangular Moving Average | Trima |
✔️ |
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| TSF - Time Series Forecast | ✔️ |
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| VIDYA - Variable Index Dynamic Average | Vidya |
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| VORTEX - Vortex Indicator | ✔️ |
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| WMA - Weighted Moving Average | Wma |
✔️ |
|
| ZLEMA - Zero Lag EMA Average | Zlema |
|MOMENTUM INDICATORS & OSCILLATORS|QuanTALib|Skender.Stock|TALib.NETCore|
|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|||
|EFI - Elder Ray's Force Index||GetElderRay|||
|FOSC - Forecast oscillator||||||
|GATOR - Gator oscillator||GetGator|||
|HURST - Hurst Exponent||GetHurst|||
|KRI - Kairi Relative Index|||||
|KVO - Klinger Volume Oscillator||GetKvo||||
|MACD - Movign Average Convergence/Divergence||✔️|✔️||
|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|||
|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||| |**VOLUME INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore| |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||||
|BASIC TRANSFORMS|QuanTALib|Skender.Stock|TALib.NETCore|
|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|
|HLCC4 - Weighted Price|️.HLCC4||WclPrice|