QuanTAlib/docs/validation.md

# Validation Across TA Libraries

| Indicator | QuanTAlib | TA-Lib | Tulip | Skender | Ooples |
| :--- | :--- | :---: | :---: | :---: | :---: |
| **Aberration** | Abber | - | - | - | - |
| **Absolute Price Oscillator** | [Apo](../lib/momentum/apo/apo.md) | ✔️ | ✔️ | - | ✔️ |
| **Acceleration Bands** | Accbands | - | - | - | ❔ |
| **Acceleration Oscillator** | Ac | - | - | - | ❔ |
| **Accumulation/Distribution Line** | [Adl](../lib/volume/adl/adl.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Accumulation/Distribution Oscillator** | [Adosc](../lib/volume/adosc/adosc.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Adaptive Price Zone** | Apz | - | - | - | ❔ |
| **Andrews' Pitchfork** | Apchannel | - | - | - | - |
| **Archer Moving Averages Trends** | Amat | - | - | - | - |
| **Archer On-Balance Volume** | Aobv | - | - | - | - |
| **Arnaud Legoux Moving Average** | [Alma](../lib/trends/alma/alma.md) | - | - | ✔️ | ✔️ |
| **Aroon** | [Aroon](../lib/momentum/aroon/aroon.md) | ✔️ | ✔️ | ✔️ | - |
| **Aroon Oscillator** | [AroonOsc](../lib/momentum/aroonosc/AroonOsc.md) | ✔️ | ✔️ | ✔️ | [⚠️](../lib/momentum/aroonosc/AroonOsc.md#external-library-discrepancies) |
| **ATR Bands** | Atrbands | - | - | - | ❔ |
| **Autoregressive FIR MA** | Afirma | - | - | - | - |
| **Average Daily Range** | Adr | - | - | - | - |
| **Average Directional Index** | [Adx](../lib/momentum/adx/adx.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Average Directional Movement Rating** | [Adxr](../lib/momentum/adxr/Adxr.md) | ✔️ | ✔️ | - | - |
| **Average True Range** | [Atr](../lib/volatility/atr/atr.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Average True Range Normalized [0,1]** | Atrn | - | - | - | - |
| **Average True Range Percent** | Atrp | - | - | - | - |
| **Awesome Oscillator** | [Ao](../lib/momentum/ao/ao.md) | - | ✔️ | ✔️ | ✔️ |
| **Balance of Power** | [Bop](../lib/momentum/bop/Bop.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Bessel Filter** | [Bessel](../lib/trends/bessel/Bessel.md) | - | - | - | - |
| **Bessel-Weighted MA** | Bwma | - | - | - | - |
| **Beta Coefficient** | [Beta](../lib/statistics/beta/Beta.md) | BETA | - | ✔️ | - |
| **Bias** | Bias | - | - | - | - |
| **Bilateral Filter** | [Bilateral](../lib/trends/bilateral/Bilateral.md) | - | - | - | - |
| **Blackman Window MA** | [Blma](../lib/trends/blma/Blma.md) | - | - | - | - |
| **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](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **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](../lib/momentum/cfb/cfb.md) | - | - | - | - |
| **Conditional Volatility** | Cv | - | - | - | - |
| **Convolution Moving Average** | [Conv](../lib/trends/conv/conv.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **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](../lib/momentum/dmx/dmx.md) | - | - | - | - |
| **Dirty Data Detection** | Dirty | - | - | - | - |
| **Donchian Channels** | Dchannel | - | - | Donchian | ❔ |
| **Double Exponential Moving Average** | [Dema](../lib/trends/dema/dema.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Double Weighted Moving Average** | [Dwma](../lib/trends/dwma/dwma.md) | - | - | - | - |
| **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](../lib/trends/ssf/Ssf.md) | - | - | - | ✔️ |
| **Ehlers Ultrasmooth Filter** | Usf | - | - | - | - |
| **Elliptic (Cauer) Filter** | Elliptic | - | - | - | ❔ |
| **Exponential Moving Average** | [Ema](../lib/trends/ema/ema.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **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](../lib/trends/htit/htit.md) | ✔️ | - | ✔️ | ✔️ |
| **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](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
| **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](../lib/trends/jma/jma.md) | - | - | - | ❔ |
| **Jurik Volatility** | Jvolty | - | - | - | - |
| **Jurik Volatility Bands** | Jbands | - | - | - | - |
| **Jurik Volatility Normalized [0,1]** | Jvoltyn | - | - | - | - |
| **Kalman Filter** | Kf | - | - | - | ❔ |
| **Kaufman Adaptive Moving Average** | [Kama](../lib/trends/kama/kama.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **KDJ Indicator** | Kdj | - | - | - | - |
| **Keltner Channel** | Kchannel | - | - | Keltner | ❔ |
| **Kendall Rank Correlation** | Kendall | - | - | - | ❔ |
| **Klinger Volume Oscillator** | Kvo | - | kvo | Kvo | ❔ |
| **Kurtosis** | Kurtosis | - | - | - | ❔ |
| **Least Squares Moving Average** | [Lsma](../lib/trends/lsma/lsma.md) | LINEARREG | - | ✔️ | ❔ |
| **Linear Regression** | [LinReg](../lib/statistics/linreg/LinReg.md) | LINEARREG | linreg | Slope | [⚠️](../lib/statistics/linreg/LinReg.md#validation) |
| **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](../lib/trends/mgdi/mgdi.md) | - | - | ✔️ | ✔️ |
| **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](../lib/trends/mama/mama.md) | 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](../lib/momentum/macd/Macd.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **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](../lib/trends/pwma/pwma.md) | - | - | - | - |
| **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](../lib/statistics/linreg/LinReg.md) | 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](../lib/momentum/rsi/Rsi.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Relative Strength Quality Index** | [Rsx](../lib/momentum/rsx/rsx.md) | - | - | - | ❔ |
| **Relative Volatility Index** | Rvi | - | - | - | ❔ |
| **Renko** | - | - | - | Renko | - |
| **Rogers-Satchell Volatility** | Rsv | - | - | - | - |
| **Root Mean Squared Error** | Rmse | - | - | - | - |
| **Root Mean Squared Logarithmic Error** | Rmsle | - | - | - | - |
| **R-Squared** | [RSquared](../lib/statistics/linreg/LinReg.md) | - | - | RSquared | ❔ |
| **Savitzky-Golay Filter** | Sgf | - | - | - | - |
| **Savitzky-Golay MA** | Sgma | - | - | - | - |
| **Schaff Trend Cycle** | Stc | - | - | Stc | ❔ |
| **Simple Moving Average** | [Sma](../lib/trends/sma/sma.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Sine-weighted MA** | Sinema | - | - | - | ❔ |
| **Smoothed Moving Average** | [Rma](../lib/trends/rma/rma.md) | - | 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](../lib/trends/super/super.md) | - | - | ✔️ | ❔ |
| **Swing High/Low Detection** | Swings | - | - | - | - |
| **Symmetric Mean Absolute Percentage Error** | Smape | - | - | - | - |
| **T3 Moving Average** | [T3](../lib/trends/t3/t3.md) | ✔️ | - | ✔️ | ✔️ |
| **Theil Index** | Theil | - | - | - | - |
| **Time Series Forecast** | Tsf | TSF | tsf | - | ❔ |
| **Time Weighted Average Price** | Twap | - | - | - | - |
| **Trade Volume Index** | Tvi | - | - | - | ❔ |
| **Triangular Moving Average** | [Trima](../lib/trends/trima/trima.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Triple Exponential Average** | Trix | TRIX | trix | Trix | ❔ |
| **Triple Exponential Moving Average** | [Tema](../lib/trends/tema/tema.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **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](../lib/trends/vidya/vidya.md) | - | vidya | - | ❔ |
| **Velocity (Jurik)** | [Vel](../lib/momentum/vel/vel.md) | - | - | - | - |
| **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](../lib/trends/wma/wma.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **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](../lib/statistics/covariance/Covariance.md) | - | - | - | - |
| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | ✔️ | - | - | - |
| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | ✔️ | - | - | - |
| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | ✔️ | ✔️ | ✔️ | ✔️ |