Files
QuanTAlib/lib/numerics/_index.md
T

1.0 KiB

Numerics

Basic mathematical transforms and utility functions for time series.

Indicator Full Name Description
ACCEL Momentum change; 2nd derivative
ATAN2 Two-Argument Arctangent
CHANGE Percentage Change
EXP Exponential Transformation
HIGHEST Highest value
HL2 (High + Low) / 2
HLC3 (High + Low + Close) / 3
HLCC4 (High + Low + Close + Close) / 4
JOLT Rate of acceleration; 3rd derivative
LINEAR Linear Transformation
LOG Logarithmic Transformation
LOWEST Lowest value
MIDPOINT (Highest + Lowest) / 2
NORMALIZE Min-Max Scaling (Normalization)
OC2 (Open + Close) / 2
OHL3 (Open + High + Low) / 3
OHLC4 (Open + High + Low + Close) / 4
RELU Rectified Linear Unit
SIGMOID Logistic Function
SLOPE Rate of change; 1st derivative
SQRT Square Root Transformation
STANDARDIZE Standardization (Z-score)
TANH Hyperbolic Tangent