QuanTAlib/docs/validation.md

Validation Across TA Libraries

Indicator	QuanTAlib	TA-Lib	Tulip	Skender	Ooples
Aberration	Abber	-	-	-	-
Absolute Price Oscillator	Apo	✅	✅	-	-
Acceleration Bands	Accbands	-	-	-	-
Acceleration Oscillator	Ac	-	-	-	-
Accumulation/Distribution Line	Adl	✅	✅	✅	✅
Accumulation/Distribution Oscillator	Adosc	ADOSC	adosc	ChaikinOsc	-
Adaptive Price Zone	Apz	-	-	-	-
Andrews' Pitchfork	Apchannel	-	-	-	-
Archer Moving Averages Trends	Amat	-	-	-	-
Archer On-Balance Volume	Aobv	-	-	-	-
Arnaud Legoux Moving Average	Alma	-	-	✅	✅
Aroon	Aroon	✅	aroon	✅	-
Aroon Oscillator	Aroonosc	AROONOSC	aroonosc	-	-
ATR Bands	Atrbands	-	-	-	-
Autoregressive FIR MA	Afirma	-	-	-	-
Average Daily Range	Adr	-	-	-	-
Average Directional Index	Adx	✅	adx	✅	-
Average Directional Movement Rating	Adxr	ADXR	adxr	-	-
Average True Range	Atr	✅	atr	✅	-
Average True Range Normalized [0,1]	Atrn	-	-	-	-
Average True Range Percent	Atrp	-	-	-	-
Awesome Oscillator	Ao	-	✅	✅	✅
Balance of Power	Bop	BOP	bop	Bop	-
Bessel Filter	Bessel	-	-	-	-
Bessel-Weighted MA	Bwma	-	-	-	-
Beta Coefficient	Beta	BETA	-	Beta	-
Bias	Bias	-	-	-	-
Bilateral Filter	Bilateral	-	-	-	-
Blackman Window MA	Blma	-	-	-	-
Bollinger %B	Bbb	-	-	-	-
Bollinger Band Squeeze	Bbs	-	-	-	-
Bollinger Band Width	Bbw	-	-	-	-
Bollinger Band Width Normalized	Bbwn	-	-	-	-
Bollinger Band Width Percentile	Bbwp	-	-	-	-
Bollinger Bands	Bbands	BBANDS	bbands	BollingerBands	-
Butterworth Filter	Butter	-	-	-	-
Camarilla Pivot Points	Pivotcam	-	-	-	-
Chaikin Money Flow	Cmf	-	-	Cmf	-
Chaikin Volatility	Cvi	-	cvi	-	-
Chande Forecast Oscillator	Cfo	-	-	-	-
Chande Momentum Oscillator	Cmo	CMO	cmo	Cmo	-
Chebyshev Type I Filter	Cheby1	-	-	-	-
Chebyshev Type II Filter	Cheby2	-	-	-	-
Choppiness Index	Chop	-	-	Chop	-
Close-to-Close Volatility	Ccv	-	-	-	-
Cointegration	Cointegration	-	-	-	-
Commodity Channel Index	Cci	CCI	cci	Cci	-
Composite Fractal Behavior	Cfb	-	-	-	-
Conditional Volatility	Cv	-	-	-	-
Convolution Moving Average	Conv	✅	✅	✅	✅
Correlation	Correlation	CORREL	-	Correlation	-
Covariance	Covariance	-	-	-	-
Cumulative Mean (Average)	Cummean	-	-	-	-
Decay Min-Max Channel	Decaychannel	-	-	-	-
DeMark Pivot Points	Pivotdem	-	-	-	-
Detrended Price Oscillator	Dpo	-	dpo	Dpo	-
Detrended Synthetic Price	Dsp	-	-	-	-
Deviation-Scaled MA	Dsma	-	-	-	-
Directional Movement Index	Dx	DX	dx	-	-
Directional Movement Index (Jurik)	Dmx	-	-	-	-
Dirty Data Detection	Dirty	-	-	-	-
Donchian Channels	Dchannel	-	-	Donchian	-
Double Exponential Moving Average	Dema	✅	✅	✅	✅
Double Weighted Moving Average	Dwma	-	-	-	-
Ease of Movement	Eome	-	-	-	-
Ehlers Autocorrelation Periodogram	Eacp	-	-	-	-
Ehlers Bandpass Filter	Bpf	-	-	-	-
Ehlers Center of Gravity	Cg	-	-	-	-
Ehlers Even Better Sinewave	Ebsw	-	-	-	-
Ehlers Fractal Adaptive MA	Frama	-	-	-	-
Ehlers Highpass Filter	Hpf	-	-	-	-
Ehlers Phasor Analysis	Phasor	-	-	-	-
Ehlers Sine Wave	Sine	-	-	-	-
Ehlers SSF-Based Detrended Synthetic Price	Ssfdsp	-	-	-	-
Ehlers Super Smooth Filter	Ssf	-	-	-	-
Ehlers Ultrasmooth Filter	Usf	-	-	-	-
Elliptic (Cauer) Filter	Elliptic	-	-	-	-
Endpoint Moving Average	Epma	-	-	Epma	-
Exponential Moving Average	Ema	✅	✅	✅	✅
Exponential Transformation	Exp	-	-	-	-
Exponential Weighted MA Volatility	Ewma	-	-	-	-
Extended Traditional Pivots	Pivotext	-	-	-	-
Fibonacci Pivot Points	Pivotfib	-	-	-	-
Fisher Transform	Fisher	-	fisher	FisherTransform	-
Force Index	Efi	-	-	ForceIndex	-
Fractal Chaos Bands	Fcb	-	-	Fcb	-
Garman-Klass Volatility	Gkv	-	-	-	-
Gaussian Filter	Gauss	-	-	-	-
Gaussian-Weighted MA	Gwma	-	-	-	-
Geometric Mean	Geomean	-	-	-	-
Granger Causality Test	Granger	-	-	-	-
Hamming Window MA	Hamma	-	-	-	-
Hann FIR Filter	Hann	-	-	-	-
Hanning Window MA	Hanma	-	-	-	-
Harmonic Mean	Harmean	-	-	-	-
High-Low Volatility	Hlv	-	-	-	-
Highest value	Highest	-	-	-	-
Hilbert Transform Dominant Cycle Period	Ht_dcperiod	HT_DCPERIOD	-	-	-
Hilbert Transform Dominant Cycle Phase	Ht_dcphase	HT_DCPHASE	-	-	-
Hilbert Transform Instantaneous Trend	Htit	✅	-	✅	✅
Hilbert Transform Phasor	Ht_phasor	HT_PHASOR	-	-	-
Hilbert Transform Sine Wave	Ht_sine	HT_SINE	msw	-	-
Hilbert Transform Trend Mode	Ht_trendmode	HT_TRENDMODE	-	-	-
Historical Volatility	Hv	-	-	-	-
Hodrick-Prescott Filter	Hp	-	-	-	-
Holt Weighted MA	Hwma	-	-	-	-
Homodyne Discriminator Dominant Cycle	Homod	-	-	-	-
Huber Loss	Huber	-	-	-	-
Hull Exponential MA	Hema	-	-	-	-
Hull Moving Average	Hma	-	✅	✅	-
Hurst Exponent	Hurst	-	-	Hurst	-
Ichimoku Cloud	Ichimoku	-	-	Ichimoku	-
Inertia	Inertia	-	-	-	-
Interquartile Range	Iqr	-	-	-	-
Intraday Intensity Index	Iii	-	-	-	-
Intraday Momentum Index	Imi	-	-	-	-
Jarque-Bera Test	Jb	-	-	-	-
Jurik Moving Average	Jma	-	-	-	-
Jurik Volatility	Jvolty	-	-	-	-
Jurik Volatility Bands	Jbands	-	-	-	-
Jurik Volatility Normalized [0,1]	Jvoltyn	-	-	-	-
Kalman Filter	Kf	-	-	-	-
Kaufman Adaptive Moving Average	Kama	KAMA	kama	✅	✅
KDJ Indicator	Kdj	-	-	-	-
Keltner Channel	Kchannel	-	-	Keltner	-
Kendall Rank Correlation	Kendall	-	-	-	-
Klinger Volume Oscillator	Kvo	-	kvo	Kvo	-
Kurtosis	Kurtosis	-	-	-	-
Least Squares Moving Average	Lsma	LINEARREG	-	✅	-
Linear Regression	Linreg	LINEARREG	linreg	Slope	-
Linear Transformation	Linear	-	-	-	-
Linear Trend MA	Ltma	-	-	-	-
LOESS/LOWESS Smoothing	Loess	-	-	-	-
Logarithmic Transformation	Log	-	-	-	-
Logistic Function	Sigmoid	-	-	-	-
Lowest value	Lowest	-	-	-	-
Lunar Phase	Lunar	-	-	-	-
Mass Index	Mass	-	mass	-	-
McGinley Dynamic	Mgdi	-	-	✅	✅
Mean Absolute Error	Mae	-	-	-	-
Mean Absolute Percentage Difference	Mapd	-	-	-	-
Mean Absolute Percentage Error	Mape	-	-	-	-
Mean Absolute Scaled Error	Mase	-	-	-	-
Mean Error	Me	-	-	-	-
Mean Percentage Error	Mpe	-	-	-	-
Mean Squared Error	Mse	-	-	-	-
Mean Squared Logarithmic Error	Msle	-	-	-	-
Median (Statistical)	Median	-	-	-	-
MESA Adaptive Moving Average	Mama	MAMA	-	✅	✅
Min-Max Channel	Mmchannel	-	-	-	-
Min-Max Scaling (Normalization)	Normalize	-	-	-	-
Mode (Most Frequent)	Mode	-	-	-	-
Modified MA	Mma	-	-	-	-
Momentum	Mom	MOM	mom	-	-
Momentum change; 2nd derivative	Accel	-	-	-	-
Money Flow Index	Mfi	MFI	mfi	Mfi	-
Moon Phase	Moon	-	-	-	-
Moving Average Convergence/Divergence	Macd	MACD	macd	Macd	-
Moving Average Envelopes	Maenv	-	-	MaEnvelopes	-
Negative Volume Index	Nvi	-	nvi	-	-
Normalized Average True Range	Natr	NATR	natr	-	-
Normalized Shannon Entropy	Entropy	-	-	-	-
Notch Filter	Notch	-	-	-	-
On Balance Volume	Obv	OBV	obv	Obv	-
Parabolic SAR	Psar	SAR	psar	ParabolicSar	-
Parkinson Volatility	Pv	-	-	-	-
Pascal Weighted Moving Average	Pwma	-	-	-	✅
Percentage Change	Change	-	-	-	-
Percentage Price Oscillator	Ppo	PPO	ppo	-	-
Percentage Volume Oscillator	Pvo	-	-	Pvo	-
Percentile	Percentile	-	-	-	-
Pivot Points	Pivot	-	-	PivotPoints	-
Positive Volume Index	Pvi	-	pvi	-	-
Pretty Good Oscillator	Pgo	-	-	-	-
Price Channel	Pchannel	-	-	-	-
Price Momentum Oscillator	Pmo	-	-	Pmo	-
Price Relative Strength	Prs	-	-	Prs	-
Price Volume Divergence	Pvd	-	-	-	-
Price Volume Rank	Pvr	-	-	-	-
Price Volume Trend	Pvt	-	-	-	-
Qstick Indicator	Qstick	-	-	-	-
Quadruple Exponential MA	Qema	-	-	-	-
Quantile	Quantile	-	-	-	-
Rate of acceleration; 3rd derivative	Jolt	-	-	-	-
Rate of Change	Roc	ROC	roc	Roc	-
Rate of change; 1st derivative	Slope	-	-	-	-
Rate of Change Percentage	Rocp	ROCP	-	-	-
Rate of Change Ratio	Rocr	ROCR	rocr	-	-
Realized Volatility	Rv	-	-	-	-
Rectified Linear Unit	Relu	-	-	-	-
Recursive Gaussian MA	Rgma	-	-	-	-
Regression Channels	Regchannel	-	-	-	-
Regularized Exponential MA	Rema	-	-	-	-
Relative Absolute Error	Rae	-	-	-	-
Relative Squared Error	Rse	-	-	-	-
Relative Strength Index	Rsi	RSI	rsi	Rsi	-
Relative Strength Quality Index	Rsx	-	-	-	-
Relative Volatility Index	Rvi	-	-	-	-
Renko	-	-	-	Renko	-
Rogers-Satchell Volatility	Rsv	-	-	-	-
Root Mean Squared Error	Rmse	-	-	-	-
Root Mean Squared Logarithmic Error	Rmsle	-	-	-	-
R-Squared	Rsquared	-	-	-	-
Savitzky-Golay Filter	Sgf	-	-	-	-
Savitzky-Golay MA	Sgma	-	-	-	-
Schaff Trend Cycle	Stc	-	-	Stc	-
Simple Moving Average	Sma	✅	✅	✅	✅
Sine-weighted MA	Sinema	-	-	-	-
Skewness	Skew	-	-	-	-
Smoothed Moving Average	Rma	-	wilders	✅	✅
Solar Activity Cycle	Solar	-	-	-	-
Spearman Rank Correlation	Spearman	-	-	-	-
Square Root Transformation	Sqrt	-	-	-	-
Standard Deviation	Stddev	STDDEV	stddev	StdDev	-
Standard Deviation Channel	Sdchannel	-	-	-	-
Standardization (Z-score)	Standardize	-	-	-	-
Starc Bands	Starc	-	-	-	-
Stochastic Fast	Stochf	STOCHF	-	-	-
Stochastic Momentum Index	Smi	-	-	Smi	-
Stochastic Oscillator	Stoch	STOCH	stoch	Stoch	-
Stochastic RSI	Stochrsi	STOCHRSI	stochrsi	StochRsi	-
Stoller Average Range Channel	Starchannel	-	-	-	-
Super Trend Bands	Stbands	-	-	-	-
SuperTrend	Super	-	-	✅	-
Swing High/Low Detection	Swings	-	-	-	-
Symmetric Mean Absolute Percentage Error	Smape	-	-	-	-
T3 Moving Average	T3	✅	-	✅	✅
Theil Index	Theil	-	-	-	-
Time Series Forecast	Tsf	TSF	tsf	-	-
Time Weighted Average Price	Twap	-	-	-	-
Trade Volume Index	Tvi	-	-	-	-
Triangular Moving Average	Trima	✅	✅	✅	-
Triple Exponential Average	Trix	TRIX	trix	Trix	-
Triple Exponential Moving Average	Tema	✅	✅	✅	-
True Range	Tr	TRANGE	tr	Tr	-
True Strength Index	Tsi	-	-	Tsi	-
TTM Trend	Ttm	-	-	-	-
Two-Argument Arctangent	Atan2	-	-	-	-
Ulcer Index	Ui	-	-	UlcerIndex	-
Ultimate Bands	Ubands	-	-	-	-
Ultimate Channel	Uchannel	-	-	-	-
Ultimate Oscillator	Ultosc	ULTOSC	ultosc	Ultimate	-
Variable Index Dynamic Average	Vidya	-	vidya	-	-
Variance	Variance	VAR	var	-	-
Velocity (Jurik)	Vel	-	-	-	-
Volatility Adjusted Moving Average	Vama	-	-	-	-
Volatility of Volatility	Vov	-	-	-	-
Volatility Ratio	Vr	-	-	-	-
Volume Accumulation	Va	-	-	-	-
Volume Force	Vf	-	-	-	-
Volume Oscillator	Vo	-	vosc	-	-
Volume Rate of Change	Vroc	-	-	-	-
Volume Weighted Accumulation/Distribution	Vwad	-	-	-	-
Volume Weighted Average Price	Vwap	-	-	Vwap	-
Volume Weighted Moving Average	Vwma	-	vwma	Vwma	-
Vortex Indicator	Vortex	-	-	Vortex	-
VWAP Bands	Vwapbands	-	-	-	-
VWAP with Standard Deviation Bands	Vwapsd	-	-	-	-
Weighted Moving Average	Wma	✅	✅	✅	✅
Wiener Filter	Wiener	-	-	-	-
Williams %R	Willr	WILLR	willr	WilliamsR	-
Williams Accumulation/Distribution	Wad	-	wad	-	-
Williams Alligator	Alligator	-	-	Alligator	-
Williams Fractal	Fractals	-	-	Fractal	-
Woodie's Pivot Points	Pivotwood	-	-	-	-
Yang-Zhang Volatility	Yzv	-	-	-	-
Yang-Zhang Volatility Adjusted MA	Yzvama	-	-	-	-
Zero-Lag Double Exponential MA	Zldema	-	-	-	-
Zero-Lag Exponential Moving Average	Zlema	-	zlema	-	-
Zero-Lag Triple Exponential MA	Zltema	-	-	-	-
ZigZag	-	-	-	ZigZag	-
Z-score standardization	Zscore	-	-	-	-
Z-Test	Ztest	-	-	-	-