QuanTAlib/docs/indicators/indicators.md

Indicators in QuanTAlib

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

BASIC TRANSFORMS	QuanTALib	Skender.Stock	TALib.NETCore	Tulip.NETCore	Trady
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
STATISTICS AND NUMERICAL ANALYSIS	QuanTALib	Skender.Stock	TALib.NETCore	Tulip.NETCore	Trady
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
MAX - Maximum with exponential decay	Max
MAE - Mean Absolute Error
MAPD - Mean Absolute Percentage Deviation
MAPE - Mean Absolute Percentage Error
MASE - Mean Absolute Scaled Error
MDA - Mean Directional Accuracy
ME - Mean Error
MEDIAN - Middle value	Median
MIN - Minimum with exponential decay	Min
MODE - Most Frequent Value	Mode
MPE - Pean Percentage Error
MSE - Mean Squared Error
MSLE - Mean Squared Logarithmic Error
PERCENTILE - Rank Order	Percentile
RSQUARED - Coefficient of Determination R-Squared
RAE - Relative Absolute Error
RMSE - Root Mean Squared Error
RSE - Relateive Squared Error
RMSLE - Root Mean Squared Logarithmic Error
SKEW - Skewness, asymmetry of distribution	Skew
SLOPE - Rate of Change, Linear Regression	Slope
SMAPE - Symmetric Mean Absolute Percentage Error
STDDEV - Standard Deviation, Measure of Spread
THEIL - Theil's U Statistics
VARIANCE - Average of Squared Deviations	Variance
ZSCORE - Standardized Score	Zscore
AVERAGES & TRENDS	QuanTALib	Skender.Stock	TALib.NETCore	Tulip.NETCore	Trady
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
KAMA - Kaufman's Adaptive Moving Average	Kama	✔️	✔️	✔️
KDJ - KDJ Indicator (trend reversal)
LTMA - Laguerre Transform Moving Average	Ltma
MAAF - Median-Average Adaptive Filter	Maaf
MACD - Movign Average Convergence/Divergence		✔️	✔️
MAMA - MESA Adaptive Moving Average	Mama	✔️	✔️
MGDI - McGinley Dynamic Indicator	Mgdi	✔️
MMA - Modified Moving Average	Mma
PPMA - Pivot Point Moving Average
PWMA - Pascal's Weighted Moving Average
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		✔️
SWMA - Symmetric Weighted Moving Average
T3 - Tillson T3 Moving Average	T3	✔️	✔️
TEMA - Triple EMA Average	Tema	✔️	✔️	✔️
TRIMA - Triangular Moving Average	Trima	✔️		✔️
TSF - Time Series Forecast			✔️	✔️
VIDYA - Variable Index Dynamic Average	Vidya			✔️
VORTEX - Vortex Indicator		✔️
WMA - Weighted Moving Average	Wma	✔️	✔️	✔️
ZLEMA - Zero Lag EMA Average	Zlema			✔️
VOLATILITY INDICATORS	QuanTALib	Skender.Stock	TALib.NETCore	Tulip.NETCore	Trady
ADL - Chaikin Accumulation Distribution Line		GetAdl	Ad
ADOSC - Chaikin Accumulation Distribution Oscillator		GetChaikinOsc	AdOsc
ATR - Average True Range		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
MOMENTUM INDICATORS & OSCILLATORS	QuanTALib	Skender.Stock	TALib.NETCore	Tulip.NETCore	Trady
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
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	Tulip.NETCore	Trady
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