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Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
17 KiB
17 KiB
QuanTAlib Indicators
Categories
| Category | Description |
|---|---|
| Trends (FIR) | Finite Impulse Response moving averages |
| Trends (IIR) | Infinite Impulse Response moving averages |
| Filters | Signal processing filters |
| Oscillators | Indicators that fluctuate around a center line |
| Dynamics | Trend strength and direction indicators |
| Momentum | Momentum-based indicators |
| Volatility | Volatility estimators and indicators |
| Volume | Volume-based indicators |
| Statistics | Statistical measures and tests |
| Channels | Price channels and bands |
| Cycles | Cycle analysis and signal processing |
| Reversals | Pattern recognition and reversal detection |
| Forecasts | Predictive indicators |
| Errors | Error metrics and loss functions |
| Numerics | Mathematical transformations |
All Indicators
| Indicator | Full Name | Category |
|---|---|---|
| ABBER | Aberration Bands | Channels |
| AC | Acceleration Oscillator | Momentum |
| ACCBANDS | Acceleration Bands | Channels |
| ACCEL | Momentum change; 2nd derivative | Numerics |
| ADL | Accumulation/Distribution Line | Volume |
| ADOSC | Chaikin A/D Oscillator | Volume |
| ADR | Average Daily Range | Volatility |
| ADX | Average Directional Index | Dynamics |
| ADXR | Average Directional Movement Rating | Dynamics |
| AFIRMA | Adaptive FIR Moving Average | Forecasts |
| ALLIGATOR | Williams Alligator | Trends (IIR) |
| ALMA | Arnaud Legoux MA | Trends (FIR) |
| AMAT | Archer Moving Averages Trends | Dynamics |
| AO | Awesome Oscillator | Oscillators |
| AOBV | Archer On-Balance Volume | Volume |
| APCHANNEL | Andrews' Pitchfork | Channels |
| APO | Absolute Price Oscillator | Oscillators |
| APZ | Adaptive Price Zone | Channels |
| AROON | Aroon | Dynamics |
| AROONOSC | Aroon Oscillator | Dynamics |
| ATAN2 | Two-Argument Arctangent | Numerics |
| ATR | Average True Range | Volatility |
| ATRBANDS | ATR Bands | Channels |
| ATRN | Average True Range Normalized [0,1] | Volatility |
| ATRP | Average True Range Percent | Volatility |
| BBANDS | Bollinger Bands | Channels |
| BBB | Bollinger %B | Momentum |
| BBS | Bollinger Band Squeeze | Momentum |
| BBW | Bollinger Band Width | Volatility |
| BBWN | Bollinger Band Width Normalized | Volatility |
| BBWP | Bollinger Band Width Percentile | Volatility |
| BESSEL | Bessel Filter | Filters |
| BETA | Beta Coefficient | Statistics |
| BIAS | Bias | Statistics |
| BILATERAL | Bilateral Filter | Filters |
| BLMA | Blackman Window MA | Trends (FIR) |
| BOP | Balance of Power | Momentum |
| BPF | Ehlers Bandpass Filter | Filters |
| BUTTER | Butterworth Filter | Filters |
| BWMA | Bessel-Weighted MA | Trends (FIR) |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| CFB | Jurik Composite Fractal Behavior | Cycles |
| CFO | Chande Forecast Oscillator | Forecasts |
| CG | Ehlers Center of Gravity | Cycles |
| CHANGE | Percentage Change | Numerics |
| CHEBY1 | Chebyshev Type I Filter | Filters |
| CHEBY2 | Chebyshev Type II Filter | Filters |
| CHOP | Choppiness Index | Dynamics |
| CMF | Chaikin Money Flow | Volume |
| CMO | Chande Momentum Oscillator | Oscillators |
| COINTEGRATION | Cointegration | Statistics |
| CONV | Convolution MA with any kernel | Trends (FIR) |
| CORRELATION | Correlation (Pearson's) | Statistics |
| COVARIANCE | Covariance | Statistics |
| CUMMEAN | Cumulative Mean (Average) | Statistics |
| CV | Conditional Volatility | Volatility |
| CVI | Chaikin's Volatility | Volatility |
| DCHANNEL | Donchian Channels | Channels |
| DECAYCHANNEL | Decay Min-Max Channel | Channels |
| DEMA | Double Exponential MA | Trends (IIR) |
| DIRTY | Dirty Data Detection | Errors |
| DMX | Jurik Directional Movement Index | Dynamics |
| DPO | Detrended Price Oscillator | Oscillators |
| DSMA | Deviation-Scaled MA | Trends (IIR) |
| DSP | Detrended Synthetic Price | Cycles |
| DWMA | Double Weighted MA | Trends (FIR) |
| DX | Directional Movement Index | Dynamics |
| EACP | Ehlers Autocorrelation Periodogram | Cycles |
| EBSW | Ehlers Even Better Sinewave | Cycles |
| EFI | Elder's Force Index | Volume |
| ELLIPTIC | Elliptic (Cauer) Filter | Filters |
| EMA | Exponential MA | Trends (IIR) |
| ENTROPY | Normalized Shannon Entropy | Statistics |
| EOME | Ease of Movement | Volume |
| EPMA | Endpoint MA | Trends (FIR) |
| EWMA | Exponential Weighted MA Volatility | Volatility |
| EXP | Exponential Transformation | Numerics |
| FCB | Fractal Chaos Bands | Channels |
| FISHER | Ehlers Fisher Transform | Numerics |
| FRACTALS | Williams Fractals | Reversals |
| FRAMA | Ehlers Fractal Adaptive MA | Trends (IIR) |
| GAUSS | Gaussian Filter | Filters |
| GEOMEAN | Geometric Mean | Statistics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality Test | Statistics |
| GWMA | Gaussian-Weighted MA | Trends (FIR) |
| HAMMA | Hamming Window MA | Trends (FIR) |
| HANMA | Hanning Window MA | Trends (FIR) |
| HANN | Hann FIR Filter | Filters |
| HARMEAN | Harmonic Mean | Statistics |
| HEMA | Hull Exponential MA | Trends (IIR) |
| HIGHEST | Highest value | Numerics |
| HL2 | (High + Low) / 2 | Numerics |
| HLC3 | (High + Low + Close) / 3 | Numerics |
| HLCC4 | (High + Low + Close + Close) / 4 | Numerics |
| HLV | High-Low Volatility | Volatility |
| HMA | Hull MA | Trends (FIR) |
| HOMOD | Homodyne Discriminator Dominant Cycle | Cycles |
| HP | Hodrick-Prescott Filter | Filters |
| HPF | Ehlers Highpass Filter | Filters |
| HTIT | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
| HT_DCPERIOD | Ehlers Hilbert Transform Dominant Cycle Period | Cycles |
| HT_DCPHASE | Ehlers Hilbert Transform Dominant Cycle Phase | Cycles |
| HT_PHASOR | Ehlers Hilbert Transform Phasor Components | Cycles |
| HT_SINE | Ehlers Hilbert Transform SineWave | Cycles |
| HT_TRENDMODE | Ehlers Hilbert Transform Trend Mode | Dynamics |
| HUBER | Huber Loss | Errors |
| HURST | Hurst | Statistics |
| HV | Historical Volatility | Volatility |
| HWMA | Holt Weighted MA | Trends (IIR) |
| ICHIMOKU | Ichimoku Cloud | Trends (IIR) |
| III | Intraday Intensity Index | Volume |
| IMI | Intraday Momentum Index | Momentum |
| INERTIA | Inertia | Momentum |
| IQR | Interquartile Range | Statistics |
| JB | Jarque-Bera Test | Statistics |
| JBANDS | Jurik Volatility Bands | Channels |
| JMA | Jurik MA | Trends (IIR) |
| JERK | Rate of acceleration; 3rd derivative | Numerics |
| JVOLTY | Jurik Volatility | Volatility |
| JVOLTYN | Jurik Volatility Normalized [0,1] | Volatility |
| KAMA | Kaufman Adaptive MA | Trends (IIR) |
| KCHANNEL | Keltner Channel | Channels |
| KDJ | KDJ Indicator | Momentum |
| KENDALL | Kendall Rank Correlation | Statistics |
| KF | Kalman Filter | Filters |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LINEAR | Linear Transformation | Numerics |
| LOGCOSH | Log-Cosh Loss | Errors |
| LINREG | Linear Regression Curve | Statistics |
| LOESS | LOESS/LOWESS Smoothing | Filters |
| LOG | Logarithmic Transformation | Numerics |
| LOWEST | Lowest value | Numerics |
| LSMA | Least Squares Moving Average | Trends (FIR) |
| LTMA | Linear Trend MA | Trends (FIR) |
| LUNAR | Lunar Phase | Cycles |
| MAAPE | Mean Arctangent Absolute Percentage Error | Errors |
| MACD | Moving Average Convergence Divergence | Oscillators |
| MAE | Mean Absolute Error | Errors |
| MAENV | Moving Average Envelope | Channels |
| MAMA | Ehlers MESA Adaptive MA | Trends (IIR) |
| MAPD | Mean Absolute Percentage Deviation | Errors |
| MAPE | Mean Absolute Percentage Error | Errors |
| MASE | Mean Absolute Scaled Error | Errors |
| MASS | Mass Index | Volatility |
| MDAE | Median Absolute Error | Errors |
| MDAPE | Median Absolute Percentage Error | Errors |
| ME | Mean Error | Errors |
| MEDIAN | Median (Statistical) | Statistics |
| MFI | Money Flow Index | Volume |
| MGDI | McGinley Dynamic Indicator | Trends (IIR) |
| MIDPOINT | (Highest + Lowest) / 2 | Numerics |
| MMA | Modified MA | Trends (IIR) |
| MMCHANNEL | Min-Max Channel | Channels |
| MODE | Mode (Most Frequent) | Statistics |
| MOM | Momentum | Momentum |
| MOON | Moon Phase | Cycles |
| MPE | Mean Percentage Error | Errors |
| MRAE | Mean Relative Absolute Error | Errors |
| MSE | Mean Squared Error | Errors |
| MSLE | Mean Squared Logarithmic Error | Errors |
| NATR | Normalized Average True Range | Volatility |
| NORMALIZE | Min-Max Scaling (Normalization) | Numerics |
| NOTCH | Notch Filter | Filters |
| NVI | Negative Volume Index | Volume |
| OBV | On Balance Volume | Volume |
| OC2 | (Open + Close) / 2 | Numerics |
| OHL3 | (Open + High + Low) / 3 | Numerics |
| OHLC4 | (Open + High + Low + Close) / 4 | Numerics |
| PCHANNEL | Price Channel | Channels |
| PERCENTILE | Percentile | Statistics |
| PGO | Pretty Good Oscillator | Oscillators |
| PHASOR | Ehlers Phasor Analysis | Cycles |
| PIVOT | Pivot Points (Classic) | Reversals |
| PIVOTCAM | Camarilla Pivot Points | Reversals |
| PIVOTDEM | DeMark Pivot Points | Reversals |
| PIVOTEXT | Extended Traditional Pivots | Reversals |
| PIVOTFIB | Fibonacci Pivot Points | Reversals |
| PIVOTWOOD | Woodie's Pivot Points | Reversals |
| PMO | Price Momentum Oscillator | Oscillators |
| PPO | Percentage Price Oscillator | Oscillators |
| PRS | Price Relative Strength | Momentum |
| PSAR | Parabolic Stop And Reverse | Trends (IIR) |
| PV | Parkinson Volatility | Volatility |
| PVD | Price Volume Divergence | Volume |
| PVI | Positive Volume Index | Volume |
| PVO | Percentage Volume Oscillator | Oscillators |
| PVR | Price Volume Rank | Volume |
| PSEUDOHUBER | Pseudo-Huber Loss | Errors |
| PVT | Price Volume Trend | Volume |
| PWMA | Pascal Weighted MA | Trends (FIR) |
| QEMA | Quadruple Exponential MA | Trends (IIR) |
| QSTICK | Qstick Indicator | Momentum |
| QUANTILE | Quantile | Statistics |
| QUANTILELOSS | Quantile Loss | Errors |
| RAE | Relative Absolute Error | Errors |
| REGCHANNEL | Regression Channels | Channels |
| RELU | Rectified Linear Unit | Numerics |
| REMA | Regularized Exponential MA | Trends (IIR) |
| RGMA | Recursive Gaussian MA | Trends (IIR) |
| RMA | wildeR MA (SMMA, MMA) | Trends (IIR) |
| RMSE | Root Mean Squared Error | Errors |
| RMSLE | Root Mean Squared Logarithmic Error | Errors |
| ROC | Rate of Change | Momentum |
| ROCP | Rate of Change Percentage | Momentum |
| ROCR | Rate of Change Ratio | Momentum |
| RSE | Relative Squared Error | Errors |
| RSI | Relative Strength Index | Oscillators |
| RSQUARED | Coefficient of Determination (R²) | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| RSX | Jurik Relative Strength Quality Index | Oscillators |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Filters |
| SGMA | Savitzky-Golay MA | Trends (FIR) |
| SIGMOID | Logistic Function | Numerics |
| SINE | Ehlers Sine Wave | Cycles |
| SINEMA | Sine-weighted MA | Trends (FIR) |
| SKEW | Skewness | Statistics |
| SLOPE | Rate of change; 1st derivative | Numerics |
| SMA | Simple MA | Trends (FIR) |
| SMAPE | Symmetric Mean Absolute Percentage Error | Errors |
| SMI | Stochastic Momentum Index | Oscillators |
| SOLAR | Solar Activity Cycle | Cycles |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQRT | Square Root Transformation | Numerics |
| SSF | Ehlers Super Smooth Filter | Filters |
| SSFDSP | Ehlers SSF-Based Detrended Synthetic Price | Cycles |
| STANDARDIZE | Standardization (Z-score) | Numerics |
| STARC | Starc Bands | Channels |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Oscillators |
| STDDEV | Standard Deviation | Statistics |
| STOCH | Stochastic Oscillator | Oscillators |
| STOCHF | Stochastic Fast | Oscillators |
| STOCHRSI | Stochastic RSI | Oscillators |
| SUPER | SuperTrend | Dynamics |
| SWINGS | Swing High/Low Detection | Reversals |
| T3 | Tillson T3 MA | Trends (IIR) |
| TANH | Hyperbolic Tangent | Numerics |
| TEMA | Triple Exponential MA | Trends (IIR) |
| THEIL | Theil Index | Statistics |
| THEILU | Theil's U Statistic | Errors |
| TR | True Range | Volatility |
| TRIMA | Triangular MA | Trends (FIR) |
| TRIX | Triple Exponential Average | Oscillators |
| TSF | Time Series Forecast | Forecasts |
| TSI | True Strength Index | Oscillators |
| TTM | TTM Trend | Trends (FIR) |
| TUKEY | Tukey Biweight Loss | Errors |
| TVI | Trade Volume Index | Volume |
| TWAP | Time Weighted Average Price | Volume |
| UBANDS | Ultimate Bands | Channels |
| UCHANNEL | Ultimate Channel | Channels |
| UI | Ulcer Index | Volatility |
| ULTOSC | Ultimate Oscillator | Oscillators |
| USF | Ehlers Ultrasmooth Filter | Filters |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted Moving Average | Trends (IIR) |
| VARIANCE | Variance | Statistics |
| VEL | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| VIDYA | Variable Index Dynamic Average | Trends (IIR) |
| VO | Volume Oscillator | Oscillators |
| VORTEX | Vortex Indicator | Dynamics |
| VOV | Volatility of Volatility | Volatility |
| VR | Volatility Ratio | Volatility |
| VROC | Volume Rate of Change | Volume |
| VWAD | Volume Weighted Accumulation/Distribution | Volume |
| VWAP | Volume Weighted Average Price | Volume |
| VWAPBANDS | VWAP Bands | Channels |
| VWAPSD | VWAP with Standard Deviation Bands | Channels |
| VWMA | Volume Weighted MA | Trends (FIR) |
| WAD | Williams Accumulation/Distribution | Volume |
| WIENER | Wiener Filter | Filters |
| WILLR | Williams %R | Oscillators |
| WMA | Weighted MA | Trends (FIR) |
| WMAPE | Weighted Mean Absolute Percentage Error | Errors |
| YZV | Yang-Zhang Volatility | Volatility |
| YZVAMA | Yang-Zhang Volatility Adjusted MA | Trends (IIR) |
| ZLDEMA | Zero-Lag Double Exponential MA | Trends (IIR) |
| ZLEMA | Zero-Lag Exponential MA | Trends (IIR) |
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) |
| ZSCORE | Z-score standardization | Statistics |
| ZTEST | Z-Test | Statistics |