QuanTAlib/lib/_index.md

QuanTAlib Indicators

Categories

Category	Description
Trends	Moving averages and trend indicators
Momentum	Oscillators and momentum indicators
Volatility	Volatility estimators and indicators
Volume	Volume-based indicators
Statistics	Statistical measures and tests
Channels	Price channels and bands
Cycles	Cycle analysis and signal processing
Reversals	Pattern recognition and reversal detection
Forecasts	Predictive indicators
Errors	Error metrics and loss functions
Numerics	Mathematical transformations

All Indicators

Indicator	Full Name	Category
ABBER	Aberration	Channels
AC	Acceleration Oscillator	Momentum
ACCBANDS	Acceleration Bands	Channels
ACCEL	Momentum change; 2nd derivative	Numerics
ADL	Accumulation/Distribution Line	Volume
ADOSC	Chaikin A/D Oscillator	Volume
ADR	Average Daily Range	Volatility
ADX	Average Directional Index	Momentum
ADXR	Average Directional Movement Rating	Momentum
AFIRMA	Autoregressive FIR MA	Forecasts
ALLIGATOR	Williams Alligator	Trends
ALMA	Arnaud Legoux MA	Trends
AMAT	Archer Moving Averages Trends	Trends
AO	Awesome Oscillator	Momentum
AOBV	Archer On-Balance Volume	Volume
APCHANNEL	Andrews' Pitchfork	Channels
APO	Absolute Price Oscillator	Momentum
APZ	Adaptive Price Zone	Channels
AROON	Aroon	Momentum
AROONOSC	Aroon Oscillator	Momentum
ATAN2	Two-Argument Arctangent	Numerics
ATR	Average True Range	Volatility
ATRBANDS	ATR Bands	Channels
ATRN	Average True Range Normalized [0,1]	Volatility
ATRP	Average True Range Percent	Volatility
BBANDS	Bollinger Bands	Channels
BBB	Bollinger %B	Momentum
BBS	Bollinger Band Squeeze	Momentum
BBW	Bollinger Band Width	Volatility
BBWN	Bollinger Band Width Normalized	Volatility
BBWP	Bollinger Band Width Percentile	Volatility
BESSEL	Bessel Filter	Trends
BETA	Beta Coefficient	Statistics
BIAS	Bias	Statistics
BILATERAL	Bilateral Filter	Trends
BLMA	Blackman Window MA	Trends
BOP	Balance of Power	Momentum
BPF	Ehlers Bandpass Filter	Trends
BUTTER	Butterworth Filter	Trends
BWMA	Bessel-Weighted MA	Trends
CCI	Commodity Channel Index	Momentum
CCV	Close-to-Close Volatility	Volatility
CFB	Jurik Composite Fractal Behavior	Cycles
CFO	Chande Forecast Oscillator	Forecasts
CG	Ehlers Center of Gravity	Cycles
CHANGE	Percentage Change	Numerics
CHEBY1	Chebyshev Type I Filter	Trends
CHEBY2	Chebyshev Type II Filter	Trends
CHOP	Choppiness Index	Momentum
CMF	Chaikin Money Flow	Volume
CMO	Chande Momentum Oscillator	Momentum
COINTEGRATION	Cointegration	Statistics
CONV	Convolution MA with any kernel	Trends
CORRELATION	Correlation (Pearson's)	Statistics
COVARIANCE	Covariance	Statistics
CUMMEAN	Cumulative Mean (Average)	Statistics
CV	Conditional Volatility	Volatility
CVI	Chaikin's Volatility	Volatility
DCHANNEL	Donchian Channels	Channels
DECAYCHANNEL	Decay Min-Max Channel	Channels
DEMA	Double Exponential MA	Trends
DIRTY	Dirty Data Detection	Errors
DMX	Jurik Directional Movement Index	Momentum
DPO	Detrended Price Oscillator	Momentum
DSMA	Deviation-Scaled MA	Trends
DSP	Detrended Synthetic Price	Cycles
DWMA	Double Weighted MA	Trends
DX	Directional Movement Index	Momentum
EACP	Ehlers Autocorrelation Periodogram	Cycles
EBSW	Ehlers Even Better Sinewave	Cycles
EFI	Elder's Force Index	Volume
ELLIPTIC	Elliptic (Cauer) Filter	Trends
EMA	Exponential MA	Trends
ENTROPY	Normalized Shannon Entropy	Statistics
EOME	Ease of Movement	Volume
EPMA	Endpoint MA	Trends
EWMA	Exponential Weighted MA Volatility	Volatility
EXP	Exponential Transformation	Numerics
FCB	Fractal Chaos Bands	Channels
FISHER	Ehlers Fisher Transform	Momentum
FRACTALS	Williams Fractals	Reversals
FRAMA	Ehlers Fractal Adaptive MA	Trends
GAUSS	Gaussian Filter	Trends
GEOMEAN	Geometric Mean	Statistics
GKV	Garman-Klass Volatility	Volatility
GRANGER	Granger Causality Test	Statistics
GWMA	Gaussian-Weighted MA	Trends
HAMMA	Hamming Window MA	Trends
HANMA	Hanning Window MA	Trends
HANN	Hann FIR Filter	Trends
HARMEAN	Harmonic Mean	Statistics
HEMA	Hull Exponential MA	Trends
HIGHEST	Highest value	Numerics
HL2	(High + Low) / 2	Numerics
HLC3	(High + Low + Close) / 3	Numerics
HLCC4	(High + Low + Close + Close) / 4	Numerics
HLV	High-Low Volatility	Volatility
HMA	Hull MA	Trends
HOMOD	Homodyne Discriminator Dominant Cycle	Cycles
HP	Hodrick-Prescott Filter	Trends
HPF	Ehlers Highpass Filter	Trends
HTIT	Ehlers Hilbert Transform Instantaneous Trend	Trends
HT_DCPERIOD	Ehlers Hilbert Transform Dominant Cycle Period	Cycles
HT_DCPHASE	Ehlers Hilbert Transform Dominant Cycle Phase	Cycles
HT_PHASOR	Ehlers Hilbert Transform Phasor Components	Cycles
HT_SINE	Ehlers Hilbert Transform SineWave	Cycles
HT_TRENDMODE	Ehlers Hilbert Transform Trend Mode	Trends
HUBER	Huber Loss	Errors
HURST	Hurst	Statistics
HV	Historical Volatility	Volatility
HWMA	Holt Weighted MA	Trends
ICHIMOKU	Ichimoku Cloud	Trends
III	Intraday Intensity Index	Volume
IMI	Intraday Momentum Index	Momentum
INERTIA	Inertia	Momentum
IQR	Interquartile Range	Statistics
JB	Jarque-Bera Test	Statistics
JBANDS	Jurik Volatility Bands	Channels
JMA	Jurik MA	Trends
JOLT	Rate of acceleration; 3rd derivative	Numerics
JVOLTY	Jurik Volatility	Volatility
JVOLTYN	Jurik Volatility Normalized [0,1]	Volatility
KAMA	Kaufman Adaptive MA	Trends
KCHANNEL	Keltner Channel	Channels
KDJ	KDJ Indicator	Momentum
KENDALL	Kendall Rank Correlation	Statistics
KF	Kalman Filter	Trends
KURTOSIS	Kurtosis	Statistics
KVO	Klinger Volume Oscillator	Volume
LINEAR	Linear Transformation	Numerics
LINREG	Linear Regression Curve	Statistics
LOESS	LOESS/LOWESS Smoothing	Trends
LOG	Logarithmic Transformation	Numerics
LOWEST	Lowest value	Numerics
LSMA	Least Squares Moving Average	Trends
LTMA	Linear Trend MA	Trends
LUNAR	Lunar Phase	Cycles
MACD	Moving Average Convergence Divergence	Momentum
MAE	Mean Absolute Error	Errors
MAENV	Moving Average Envelope	Channels
MAMA	Ehlers MESA Adaptive MA	Trends
MAPD	Mean Absolute Percentage Difference	Errors
MAPE	Mean Absolute Percentage Error	Errors
MASE	Mean Absolute Scaled Error	Errors
MASS	Mass Index	Volatility
ME	Mean Error	Errors
MEDIAN	Median (Statistical)	Statistics
MFI	Money Flow Index	Volume
MGDI	McGinley Dynamic Indicator	Trends
MIDPOINT	(Highest + Lowest) / 2	Numerics
MMA	Modified MA	Trends
MMCHANNEL	Min-Max Channel	Channels
MODE	Mode (Most Frequent)	Statistics
MOM	Momentum	Momentum
MOON	Moon Phase	Cycles
MPE	Mean Percentage Error	Errors
MSE	Mean Squared Error	Errors
MSLE	Mean Squared Logarithmic Error	Errors
NATR	Normalized Average True Range	Volatility
NORMALIZE	Min-Max Scaling (Normalization)	Numerics
NOTCH	Notch Filter	Trends
NVI	Negative Volume Index	Volume
OBV	On Balance Volume	Volume
OC2	(Open + Close) / 2	Numerics
OHL3	(Open + High + Low) / 3	Numerics
OHLC4	(Open + High + Low + Close) / 4	Numerics
PCHANNEL	Price Channel	Channels
PERCENTILE	Percentile	Statistics
PGO	Pretty Good Oscillator	Momentum
PHASOR	Ehlers Phasor Analysis	Cycles
PIVOT	Pivot Points (Classic)	Reversals
PIVOTCAM	Camarilla Pivot Points	Reversals
PIVOTDEM	DeMark Pivot Points	Reversals
PIVOTEXT	Extended Traditional Pivots	Reversals
PIVOTFIB	Fibonacci Pivot Points	Reversals
PIVOTWOOD	Woodie's Pivot Points	Reversals
PMO	Price Momentum Oscillator	Momentum
PPO	Percentage Price Oscillator	Momentum
PRS	Price Relative Strength	Momentum
PSAR	Parabolic Stop And Reverse	Reversals
PV	Parkinson Volatility	Volatility
PVD	Price Volume Divergence	Volume
PVI	Positive Volume Index	Volume
PVO	Percentage Volume Oscillator	Volume
PVR	Price Volume Rank	Volume
PVT	Price Volume Trend	Volume
PWMA	Pascal Weighted MA	Trends
QEMA	Quadruple Exponential MA	Trends
QSTICK	Qstick Indicator	Momentum
QUANTILE	Quantile	Statistics
RAE	Relative Absolute Error	Errors
REGCHANNEL	Regression Channels	Channels
RELU	Rectified Linear Unit	Numerics
REMA	Regularized Exponential MA	Trends
RGMA	Recursive Gaussian MA	Trends
RMA	wildeR MA (SMMA, MMA)	Trends
RMSE	Root Mean Squared Error	Errors
RMSLE	Root Mean Squared Logarithmic Error	Errors
ROC	Rate of Change	Momentum
ROCP	Rate of Change Percentage	Momentum
ROCR	Rate of Change Ratio	Momentum
RSE	Relative Squared Error	Errors
RSI	Relative Strength Index	Momentum
RSQUARED	R-Squared	Errors
RSV	Rogers-Satchell Volatility	Volatility
RSX	Jurik Relative Strength Quality Index	Momentum
RV	Realized Volatility	Volatility
RVI	Relative Volatility Index	Volatility
SDCHANNEL	Standard Deviation Channel	Channels
SGF	Savitzky-Golay Filter	Trends
SGMA	Savitzky-Golay MA	Trends
SIGMOID	Logistic Function	Numerics
SINE	Ehlers Sine Wave	Cycles
SINEMA	Sine-weighted MA	Trends
SKEW	Skewness	Statistics
SLOPE	Rate of change; 1st derivative	Numerics
SMA	Simple MA	Trends
SMAPE	Symmetric Mean Absolute Percentage Error	Errors
SMI	Stochastic Momentum Index	Momentum
SOLAR	Solar Activity Cycle	Cycles
SPEARMAN	Spearman Rank Correlation	Statistics
SQRT	Square Root Transformation	Numerics
SSF	Ehlers Super Smooth Filter	Trends
SSFDSP	Ehlers SSF-Based Detrended Synthetic Price	Cycles
STANDARDIZE	Standardization (Z-score)	Numerics
STARC	Starc Bands	Volatility
STARCHANNEL	Stoller Average Range Channel	Channels
STBANDS	Super Trend Bands	Channels
STC	Schaff Trend Cycle	Cycles
STDDEV	Standard Deviation	Statistics
STOCH	Stochastic Oscillator	Momentum
STOCHF	Stochastic Fast	Momentum
STOCHRSI	Stochastic RSI	Momentum
SUPER	SuperTrend	Trends
SWINGS	Swing High/Low Detection	Reversals
T3	Tillson T3 MA	Trends
TANH	Hyperbolic Tangent	Numerics
TEMA	Triple Exponential MA	Trends
THEIL	Theil Index	Statistics
TR	True Range	Volatility
TRIMA	Triangular MA	Trends
TRIX	Triple Exponential Average	Momentum
TSF	Time Series Forecast	Forecasts
TSI	True Strength Index	Momentum
TTM	TTM Trend	Trends
TVI	Trade Volume Index	Volume
TWAP	Time Weighted Average Price	Volume
UBANDS	Ultimate Bands	Channels
UCHANNEL	Ultimate Channel	Channels
UI	Ulcer Index	Volatility
ULTOSC	Ultimate Oscillator	Momentum
USF	Ehlers Ultrasmooth Filter	Trends
VA	Volume Accumulation	Volume
VAMA	Volatility Adjusted Moving Average	Trends
VARIANCE	Variance	Statistics
VEL	Jurik Velocity	Momentum
VF	Volume Force	Volume
VIDYA	Variable Index Dynamic Average	Trends
VO	Volume Oscillator	Volume
VORTEX	Vortex Indicator	Momentum
VOV	Volatility of Volatility	Volatility
VR	Volatility Ratio	Volatility
VROC	Volume Rate of Change	Volume
VWAD	Volume Weighted Accumulation/Distribution	Volume
VWAP	Volume Weighted Average Price	Volume
VWAPBANDS	VWAP Bands	Channels
VWAPSD	VWAP with Standard Deviation Bands	Channels
VWMA	Volume Weighted MA	Volume
WAD	Williams Accumulation/Distribution	Volume
WIENER	Wiener Filter	Trends
WILLR	Williams %R	Momentum
WMA	Weighted MA	Trends
YZV	Yang-Zhang Volatility	Volatility
YZVAMA	Yang-Zhang Volatility Adjusted MA	Trends
ZLDEMA	Zero-Lag Double Exponential MA	Trends
ZLEMA	Zero-Lag Exponential MA	Trends
ZLTEMA	Zero-Lag Triple Exponential MA	Trends
ZSCORE	Z-score standardization	Statistics
ZTEST	Z-Test	Statistics