QuanTAlib/lib/dynamics/_index.md

Dynamics

Dynamics indicators measure trend strength, speed, and direction. Unlike momentum indicators that measure rate of change, dynamics indicators answer: "Is there a trend, and how strong is it?" Critical for filtering signals and avoiding whipsaws in ranging markets.

Indicators

Indicator	Full Name	Description
ADX	Average Directional Index	Trend strength 0-100. Direction-agnostic. <20 weak, >40 strong.
ADXR	Average Directional Movement Rating	Smoothed ADX. Average of current and N-period ago ADX.
ALLIGATOR	Williams Alligator	Three SMAs (Jaw, Teeth, Lips). Spread indicates trend strength.
AMAT	Archer Moving Averages Trends	Multiple EMA alignment. Requires fast/slow EMA plus directional confirmation.
AROON	Aroon	Time since high/low. Aroon Up/Down measure recency of extremes.
AROONOSC	Aroon Oscillator	Aroon Up minus Aroon Down. Single line: +100 to -100.
CHOP	Choppiness Index	Trendiness measure. High values = choppy. Low = trending.
DMH	Ehlers Directional Movement with Hann	Hann-windowed FIR filter on EMA-smoothed directional movement. Zero-centered.
DMX	Jurik DMX	Smoothed bipolar DMI using Jurik smoothing. Low noise.
DX	Directional Movement Index	Raw directional strength. Unsmoothed ADX component.
GHLA	Gann High-Low Activator	SMA(High)/SMA(Low) alternating on crossover.
HT_TRENDMODE	Ehlers Hilbert Transform Trend vs Cycle Mode	Ehlers Hilbert Transform. Binary trend/cycle mode detection.
ICHIMOKU	Ichimoku Cloud	Five-line system. Cloud defines support/resistance zones.
IMPULSE	Elder Impulse System	EMA + MACD histogram alignment. Color-coded trend/momentum filter.
MINUS_DI	Minus Directional Indicator	Downward directional movement as % of true range. 0-100.
MINUS_DM	Minus Directional Movement	Wilder-smoothed downward directional movement. Price units.
PFE	Polarized Fractal Efficiency	Trend efficiency: straight-line / total path distance.
PLUS_DI	Plus Directional Indicator	Upward directional movement as % of true range. 0-100.
PLUS_DM	Plus Directional Movement	Wilder-smoothed upward directional movement. Price units.
QSTICK	Qstick	MA of (Close - Open). Positive = buying pressure.
RAVI	Chande Range Action Verification Index	|SMA(short) − SMA(long)| / SMA(long) × 100.
SUPER	SuperTrend	ATR-based trailing stop. Flips on breakout. Color-coded direction.
TTM_SQUEEZE	TTM Squeeze	BB inside KC squeeze detection with linear regression momentum. John Carter.
TTM_TREND	TTM Trend	Fast 6-period EMA. Color-coded trend from John Carter.
VHF	Vertical Horizontal Filter	Max-min range / sum of absolute changes.
VORTEX	Vortex Indicator	VI+ and VI- measure positive/negative trend movement.