QuanTAlib/docs/indicators/indicators.md

Indicators in QuanTAlib

⭐= Validation against several TA libraries
✔️= Validation tests passed
❌= Issue

MOMENTUM INDICATORS	Class Name	Skender.Stock	TALib.NETCore
DMI - Directional Movement Index	?	GetDmi
DMX - Jurik Directional Movement Index	?
MOM - Momentum	?
VEL - Jurik Signal Velocity	?
ADX - Average Directional Movement Index	?	GetAdx	Adx
ADXR - Average Directional Movement Index	?	Rating	Adxr
APO - Absolute Price Oscillator	?	Apo
DPO - Detrended Price Oscillator	?	GetDpo
MACD - Moving Average Convergence/Divergence	?
PO - Price Oscillator	?
PPO - Percentage Price Oscillator	?
PMO - Price Momentum Oscillator	?	GetPmo
PRS - Price Relative Strength	?	GetPrs
ROC - Rate of Change	?	GetRoc
TRIX - 1-day ROC of TEMA	?	GetTrix
VORTEX - Vortex Indicator	?
VOLATILITY INDICATORS	Class Name	Skender.Stock	TALib.NETCore
ADR - Average Daily Range	?
ANDREW - Andrew's Pitchfork	?
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
CVI - Chaikins Volatility	?
DON - Donchian Channels	?	GetDonchian
FCB - Fractal Chaos Bands	?	GetFcb
HV - Historical Volatility	Hv
ICH - Ichimoku Cloud	?	GetIchimoku
KEL - Keltner Channels	?	GetKeltner
NATR - Normalized Average True Range	?	GetAtr
CHN - Price Channel Indicator	?
SAR - Parabolic Stop and Reverse	?	GetParabolicSar
STARC - Starc Bands	?	GetStarcBands
TR - True Range	?
UI - Ulcer Index	?	GetUlcerIndex
VSTOP - Volatility Stop	?	GetVolatilityStop
OSCILLATORS	Class Name	Skender.Stock	TALib.NETCore
RSI - Relative Strength Index	Rsi	GetRsi
RSX - Jurik Trend Strength Index	Rsx
AC - Acceleration Oscillator	?
AO - Awesome Oscillator	?	GetAwesome
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	Cmo	GetCmo	Cmo
CHOP - Choppiness Index	?	GetChop
COG - Ehler's Center of Gravity	?
COPPOCK - Coppock Curve	?
CRSI - Connor RSI	?	GetConnorsRsi
CTI - Ehler's Correlation Trend Indicator	?
DOSC - Derivative Oscillator	?
EFI - Elder Ray's Force Index	?	GetElderRay
FISHER - Fisher Transform	?
FOSC - Forecast Oscillator	?
GATOR - Williams Alliator Oscillator	?	GetGator
KDJ - KDJ Indicator (trend reversal)	?
KRI - Kairi Relative Index	?
RVGI - Relative Vigor Index	?
SMI - Stochastic Momentum Index	?	GetSmi
SRSI - Stochastic RSI	?	GetStochRsi
STC - Schaff Trend Cycle	?	GetStc
STOCH - Stochastic Oscillator	?	GetStoch
TSI - True Strength Index	?	GetTsi
UO - Ultimate Oscillator	?	GetUltimate
WILLR - Larry Williams' %R	?	GetWilliamsR
VOLUME INDICATORS	Class Name	Skender.Stock	TALib.NETCore
ADL - Chaikin Accumulation Distribution Line	?	GetAdl	Ad
ADOSC - Chaikin Accumulation Distribution Oscillator	?	GetChaikinOsc	AdOsc
AOBV - Archer On-Balance Volume	?
CMF - Chaikin Money Flow	?	GetCmf
EOM - Ease of Movement	?
KVO - Klinger Volume Oscillator	?	GetKvo
MFI - Money Flow Index	?	GetMfi
NVI - Negative Volume Index	?
OBV - On-Balance Volume	?	GetObv
PVI - Positive Volume Index	?
PVOL - Price-Volume	?
PVO - Percentage Volume Oscillator	?	GetPvo
PVR - Price Volume Rank	?
PVT - Price Volume Trend	?
TVI - Trade Volume Index	?
VP - Volume Profile	?
VWAP - Volume Weighted Average Price	?	GetVwap
VWMA - Volume Weighted Moving Average	?	GetVwma
NUMERICAL ANALYSIS	Class Name	Skender.Stock	TALib.NETCore
BETA - Beta coefficient	?
CORR - Correlation Coefficient	?
CURVATURE - Rate of Change in Direction or Slope	Curvature
ENTROPY - Measure of Uncertainty or Disorder	Entropy
KURTOSIS - Measure of Tails/Peakedness	Kurtosis
HUBER - Huber Loss	Huber
HURST - Hurst Exponent	?	GetHurst
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	?
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	?
TSF - Time Series Forecast	?	✔️	✔️
VARIANCE - Average of Squared Deviations	Variance
ZSCORE - Standardized Score	Zscore
ERRORS	Class Name	Skender.Stock	TALib.NETCore
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
RSE - Relative Squared Error	Rse
RMSLE - Root Mean Squared Logarithmic Error	Rmsle
SMAPE - Symmetric Mean Absolute Percentage Error	Smape
AVERAGES & TRENDS	Class Name	Skender.Stock	TALib.NETCore
AFIRMA - Autoregressive Finite Impulse Response Moving Average	Afirma
ALMA - Arnaud Legoux Moving Average	Alma	✔️
DEMA - Double EMA Average	Dema	✔️	✔️
DSMA - Deviation Scaled Moving Average	Dsma
DWMA - Double WMA Average	Dwma
EMA - Exponential Moving Average	Ema	⭐	⭐
EPMA - Endpoint Moving Average	Epma	✔️
FRAMA - Fractal Adaptive Moving Average	Frama
FWMA - Fibonacci Weighted Moving Average	Fwma
HILO - Gann High-Low Activator	?
HTIT - Hilbert Transform Instantaneous Trendline	Htit	✔️	✔️
GMA - Gaussian-Weighted Moving Average	Gma
HMA - Hull Moving Average	Hma	✔️	✔️
HWMA - Holt-Winter Moving Average	Hwma
JMA - Jurik Moving Average	Jma
JORDAN - Jordan Moving Average	?
KAMA - Kaufman's Adaptive Moving Average	Kama	✔️	✔️
LTMA - Laguerre Transform Moving Average	Ltma
MAAF - Median-Average Adaptive Filter	Maaf
MAMA - MESA Adaptive Moving Average	Mama	✔️	✔️
MGDI - McGinley Dynamic Indicator	Mgdi	✔️
MLMA - Minimal Lag Moving Average	?
MMA - Modified Moving Average	Mma
PPMA - Pivot Point Moving Average	?
PWMA - Pascal's Weighted Moving Average	Pwma
QEMA - Quad Exponential Moving Average	Qema
RMA - WildeR's Moving Average	Rma
SINEMA - Sine Weighted Moving Average	Sinema
SMA - Simple Moving Average	Sma
SMMA - Smoothed Moving Average	Smma	✔️
SSF - Ehler's Super Smoother Filter	?
SUPERTREND - Supertrend	?	✔️
T3 - Tillson T3 Moving Average	T3	✔️	✔️
TEMA - Triple EMA Average	Tema	✔️	✔️
TRIMA - Triangular Moving Average	Trima	✔️
VIDYA - Variable Index Dynamic Average	Vidya
WMA - Weighted Moving Average	Wma	✔️
ZLEMA - Zero Lag EMA Average	Zlema
BASIC TRANSFORMS	Class Name	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