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Miha Kralj
18 KiB
18 KiB
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 | ✔️ | ✔️ | ✔️ | ✔️ |
| 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 Oscillator | AroonOsc | ✔️ | ✔️ | ✔️ | ⚠️ |
| ATR Bands | Atrbands | - | - | - | ❔ |
| Autoregressive FIR MA | Afirma | - | - | - | - |
| Average Daily Range | Adr | - | - | - | - |
| Average Directional Index | Adx | ✔️ | ✔️ | ✔️ | ✔️ |
| Average Directional Movement Rating | Adxr | ✔️ | ✔️ | - | - |
| Average True Range | Atr | ✔️ | ✔️ | ✔️ | ✔️ |
| Average True Range Normalized [0,1] | Atrn | - | - | - | - |
| Average True Range Percent | Atrp | - | - | - | - |
| Awesome Oscillator | Ao | - | ✔️ | ✔️ | ✔️ |
| Balance of Power | Bop | ✔️ | ✔️ | ✔️ | ✔️ |
| Bessel Filter | Bessel | - | - | - | - |
| Bessel-Weighted MA | Bwma | - | - | - | - |
| Beta Coefficient | 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 | - | - | - | ✔️ |
| Bollinger Band Squeeze | Bbs | - | - | - | - |
| Bollinger Band Width | Bbw | - | - | - | ❔ |
| Bollinger Band Width Normalized | Bbwn | - | - | - | - |
| Bollinger Band Width Percentile | Bbwp | - | - | - | - |
| 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 | - |
| 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 | - | - | - | ❔ |
| 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 | ✔️ | ✔️ | ✔️ | ✔️ |
| 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 | - | - | - | - |
| 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 | ✔️ | ✔️ | ✔️ | ❔ |
| 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 | LINEARREG_SLOPE | linregslope | 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 | ✔️ | ✔️ | ✔️ | ✔️ |
| 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 | - | - | RSquared | ❔ |
| Savitzky-Golay Filter | Sgf | - | - | - | - |
| Savitzky-Golay MA | Sgma | - | - | - | - |
| Schaff Trend Cycle | Stc | - | - | Stc | ❔ |
| Simple Moving Average | Sma | ✔️ | ✔️ | ✔️ | ✔️ |
| Sine-weighted MA | Sinema | - | - | - | ❔ |
| Smoothed Moving Average | Rma | - | wilders | ✔️ | ✔️ |
| Solar Activity Cycle | Solar | - | - | - | - |
| Spearman Rank Correlation | Spearman | - | - | - | ❔ |
| Square Root Transformation | Sqrt | - | - | - | - |
| 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 | - | ❔ |
| 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 | - | - | - | - |
Statistical Indicators
| Indicator | QuanTAlib | MathNet | TA-Lib | Tulip | Skender |
|---|---|---|---|---|---|
| Covariance | Covariance | - | - | - | - |
| Median (Statistical) | Median | ✔️ | - | - | - |
| Skewness | Skew | ✔️ | - | - | - |
| Standard Deviation | StdDev | ✔️ | ✔️ | ✔️ | ✔️ |
| Variance | Variance | ✔️ | ✔️ | ✔️ | ✔️ |