mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 11:37:42 +00:00
dfeb23bf3d
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
341 lines
19 KiB
Markdown
341 lines
19 KiB
Markdown
* **Core concepts**
|
|
* [Architecture](/docs/architecture.md)
|
|
* [API](/docs/api.md)
|
|
* [Benchmarks](/docs/benchmarks.md)
|
|
* [Indicators](/docs/indicators.md)
|
|
* [Usage Guides](/docs/usage.md)
|
|
* [Integration](/docs/integration.md)
|
|
* [Validation](/docs/validation.md)
|
|
* [MA Qualities](/docs/ma-qualities.md)
|
|
* [Error Metrics](/docs/errors.md)
|
|
|
|
* **Trends (FIR)**
|
|
* [Overview](/lib/trends_FIR/_index.md)
|
|
* [ALMA - Arnaud Legoux MA](/lib/trends_FIR/alma/Alma.md)
|
|
* [BLMA - Blackman Window MA](/lib/trends_FIR/blma/Blma.md)
|
|
* [BWMA - Blackman-Harris MA](/lib/trends_FIR/bwma/Bwma.md)
|
|
* [CONV - Convolution](/lib/trends_FIR/conv/Conv.md)
|
|
* [DWMA - Double Weighted MA](/lib/trends_FIR/dwma/Dwma.md)
|
|
* [GWMA - Gaussian Weighted MA](/lib/trends_FIR/gwma/Gwma.md)
|
|
* [HAMMA - Hamming MA](/lib/trends_FIR/hamma/Hamma.md)
|
|
* [HANMA - Hanning MA](/lib/trends_FIR/hanma/Hanma.md)
|
|
* [HMA - Hull MA](/lib/trends_FIR/hma/Hma.md)
|
|
* [HWMA - Henderson Weighted MA](/lib/trends_FIR/hwma/Hwma.md)
|
|
* [LSMA - Least Squares MA](/lib/trends_FIR/lsma/Lsma.md)
|
|
* [PWMA - Pascal Weighted MA](/lib/trends_FIR/pwma/Pwma.md)
|
|
* [SGMA - Savitzky-Golay MA](/lib/trends_FIR/sgma/Sgma.md)
|
|
* [SINEMA - Sine Weighted MA](/lib/trends_FIR/sinema/Sinema.md)
|
|
* [SMA - Simple MA](/lib/trends_FIR/sma/Sma.md)
|
|
* [TRIMA - Triangular MA](/lib/trends_FIR/trima/Trima.md)
|
|
* [WMA - Weighted MA](/lib/trends_FIR/wma/Wma.md)
|
|
|
|
* **Trends (IIR)**
|
|
* [Overview](/lib/trends_IIR/_index.md)
|
|
* [DEMA - Double Exponential MA](/lib/trends_IIR/dema/Dema.md)
|
|
* [DSMA - Deviation-Scaled MA](/lib/trends_IIR/dsma/Dsma.md)
|
|
* [EMA - Exponential MA](/lib/trends_IIR/ema/Ema.md)
|
|
* [FRAMA - Fractal Adaptive MA](/lib/trends_IIR/frama/Frama.md)
|
|
* [HEMA - Hull Exponential MA](/lib/trends_IIR/hema/Hema.md)
|
|
* [HTIT - Hilbert Transform Instant Trendline](/lib/trends_IIR/htit/Htit.md)
|
|
* [JMA - Jurik MA](/lib/trends_IIR/jma/Jma.md)
|
|
* [KAMA - Kaufman Adaptive MA](/lib/trends_IIR/kama/Kama.md)
|
|
* [MAMA - MESA Adaptive MA](/lib/trends_IIR/mama/Mama.md)
|
|
* [MGDI - McGinley Dynamic](/lib/trends_IIR/mgdi/Mgdi.md)
|
|
* [MMA - Modified MA](/lib/trends_IIR/mma/Mma.md)
|
|
* [QEMA - Quadruple Exponential MA](/lib/trends_IIR/qema/Qema.md)
|
|
* [REMA - Regularized Exponential MA](/lib/trends_IIR/rema/Rema.md)
|
|
* [RGMA - Recursive Gaussian MA](/lib/trends_IIR/rgma/Rgma.md)
|
|
* [RMA - Rolling MA](/lib/trends_IIR/rma/Rma.md)
|
|
* [T3 - Tillson T3 MA](/lib/trends_IIR/t3/T3.md)
|
|
* [TEMA - Triple Exponential MA](/lib/trends_IIR/tema/Tema.md)
|
|
* [VAMA - Volatility Adjusted MA](/lib/trends_IIR/vama/Vama.md)
|
|
* [VIDYA - Variable Index Dynamic Average](/lib/trends_IIR/vidya/Vidya.md)
|
|
* [YZVAMA - Yang-Zhang Volatility Adjusted MA](/lib/trends_IIR/yzvama/Yzvama.md)
|
|
* [ZLDEMA - Zero-Lag Double Exponential MA](/lib/trends_IIR/zldema/Zldema.md)
|
|
* [ZLEMA - Zero-Lag Exponential MA](/lib/trends_IIR/zlema/Zlema.md)
|
|
* [ZLTEMA - Zero-Lag Triple Exponential MA](/lib/trends_IIR/zltema/Zltema.md)
|
|
|
|
* **Filters**
|
|
* [Overview](/lib/filters/_index.md)
|
|
* [BESSEL - Bessel Filter](/lib/filters/bessel/Bessel.md)
|
|
* [BILATERAL - Bilateral Filter](/lib/filters/bilateral/Bilateral.md)
|
|
* [BPF - Bandpass Filter](/lib/filters/bpf/Bpf.md)
|
|
* [BUTTER - Butterworth Filter](/lib/filters/butter/Butter.md)
|
|
* [CHEBY1 - Chebyshev Type I](/lib/filters/cheby1/Cheby1.md)
|
|
* [CHEBY2 - Chebyshev Type II](/lib/filters/cheby2/Cheby2.md)
|
|
* [ELLIPTIC - Elliptic Filter](/lib/filters/elliptic/Elliptic.md)
|
|
* [GAUSS - Gaussian Filter](/lib/filters/gauss/Gauss.md)
|
|
* [HANN - Hann Filter](/lib/filters/hann/Hann.md)
|
|
* [HP - Hodrick-Prescott Filter](/lib/filters/hp/Hp.md)
|
|
* [HPF - High Pass Filter](/lib/filters/hpf/Hpf.md)
|
|
* [KALMAN - Kalman Filter](/lib/filters/kalman/Kalman.md)
|
|
* [LOESS - LOESS Smoothing](/lib/filters/loess/Loess.md)
|
|
* [NOTCH - Notch Filter](/lib/filters/notch/Notch.md)
|
|
* [SGF - Savitzky-Golay Filter](/lib/filters/sgf/Sgf.md)
|
|
* [SSF - Ehlers Super Smooth Filter](/lib/filters/ssf/Ssf.md)
|
|
* [USF - Ehlers Ultimate Smoother Filter](/lib/filters/usf/Usf.md)
|
|
* [WIENER - Wiener Filter](/lib/filters/wiener/Wiener.md)
|
|
|
|
* **Dynamics**
|
|
* [Overview](/lib/dynamics/_index.md)
|
|
* [ADX - Average Directional Index](/lib/dynamics/adx/Adx.md)
|
|
* [ADXR - Average Directional Movement Rating](/lib/dynamics/adxr/Adxr.md)
|
|
* [ALLIGATOR - Williams Alligator](/lib/dynamics/alligator/Alligator.md)
|
|
* [AMAT - Archer Moving Averages Trends](/lib/dynamics/amat/Amat.md)
|
|
* [AROON - Aroon](/lib/dynamics/aroon/Aroon.md)
|
|
* [AROONOSC - Aroon Oscillator](/lib/dynamics/aroonosc/AroonOsc.md)
|
|
* [CHOP - Choppiness Index](/lib/dynamics/chop/Chop.md)
|
|
* [DMX - Jurik Directional Movement Index](/lib/dynamics/dmx/Dmx.md)
|
|
* [DX - Directional Movement Index](/lib/dynamics/dx/Dx.md)
|
|
* [HT_TRENDMODE - Hilbert Transform Trend Mode](/lib/dynamics/ht_trendmode/HtTrendmode.md)
|
|
* [ICHIMOKU - Ichimoku Cloud](/lib/dynamics/ichimoku/Ichimoku.md)
|
|
* [IMI - Intraday Momentum Index](/lib/dynamics/imi/Imi.md)
|
|
* [IMPULSE - Elder Impulse System](/lib/dynamics/impulse/Impulse.md)
|
|
* [QSTICK - Qstick Indicator](/lib/dynamics/qstick/Qstick.md)
|
|
* [SUPER - SuperTrend](/lib/dynamics/super/Super.md)
|
|
* [TTM_SQUEEZE - TTM Squeeze](/lib/dynamics/ttm_squeeze/TtmSqueeze.md)
|
|
* [TTM_TREND - TTM Trend](/lib/dynamics/ttm_trend/TtmTrend.md)
|
|
* [VORTEX - Vortex Indicator](/lib/dynamics/vortex/Vortex.md)
|
|
|
|
* **Oscillators**
|
|
* [Overview](/lib/oscillators/_index.md)
|
|
* [AC - Acceleration Oscillator](/lib/oscillators/ac/Ac.md)
|
|
* [AO - Awesome Oscillator](/lib/oscillators/ao/Ao.md)
|
|
* [APO - Absolute Price Oscillator](/lib/oscillators/apo/Apo.md)
|
|
* [BBB - Bollinger %B](/lib/oscillators/bbb/Bbb.md)
|
|
* [BBS - Bollinger Band Squeeze](/lib/oscillators/bbs/Bbs.md)
|
|
* [CFO - Chande Forecast Oscillator](/lib/oscillators/cfo/Cfo.md)
|
|
* [DPO - Detrended Price Oscillator](/lib/oscillators/dpo/Dpo.md)
|
|
* [FISHER - Fisher Transform](/lib/oscillators/fisher/Fisher.md)
|
|
* [INERTIA - Inertia](/lib/oscillators/inertia/Inertia.md)
|
|
* [KDJ - KDJ Indicator](/lib/oscillators/kdj/Kdj.md)
|
|
* [PGO - Pretty Good Oscillator](/lib/oscillators/pgo/Pgo.md)
|
|
* [SMI - Stochastic Momentum Index](/lib/oscillators/smi/Smi.md)
|
|
* [STOCH - Stochastic Oscillator](/lib/oscillators/stoch/Stoch.md)
|
|
* [STOCHF - Stochastic Fast](/lib/oscillators/stochf/Stochf.md)
|
|
* [STOCHRSI - Stochastic RSI](/lib/oscillators/stochrsi/Stochrsi.md)
|
|
* [TRIX - Triple Exponential Average](/lib/oscillators/trix/Trix.md)
|
|
* [TTM_WAVE - TTM Wave](/lib/oscillators/ttm_wave/TtmWave.md)
|
|
* [ULTOSC - Ultimate Oscillator](/lib/oscillators/ultosc/Ultosc.md)
|
|
* [WILLR - Williams %R](/lib/oscillators/willr/Willr.md)
|
|
|
|
* **Momentum**
|
|
* [Overview](/lib/momentum/_index.md)
|
|
* [APO - Absolute Price Oscillator](/lib/momentum/apo/Apo.md)
|
|
* [BOP - Balance of Power](/lib/momentum/bop/Bop.md)
|
|
* [CCI - Commodity Channel Index](/lib/momentum/cci/Cci.md)
|
|
* [CFB - Jurik Composite Fractal Behavior](/lib/momentum/cfb/Cfb.md)
|
|
* [CMO - Chande Momentum Oscillator](/lib/momentum/cmo/Cmo.md)
|
|
* [MACD - Moving Average Convergence Divergence](/lib/momentum/macd/Macd.md)
|
|
* [MOM - Momentum](/lib/momentum/mom/Mom.md)
|
|
* [PMO - Price Momentum Oscillator](/lib/momentum/pmo/Pmo.md)
|
|
* [PPO - Percentage Price Oscillator](/lib/momentum/ppo/Ppo.md)
|
|
* [PRS - Price Relative Strength](/lib/momentum/prs/Prs.md)
|
|
* [ROC - Rate of Change](/lib/momentum/roc/Roc.md)
|
|
* [ROCP - Rate of Change Percentage](/lib/momentum/rocp/Rocp.md)
|
|
* [ROCR - Rate of Change Ratio](/lib/momentum/rocr/Rocr.md)
|
|
* [RSI - Relative Strength Index](/lib/momentum/rsi/Rsi.md)
|
|
* [RSX - Jurik Relative Strength X](/lib/momentum/rsx/Rsx.md)
|
|
* [TSI - True Strength Index](/lib/momentum/tsi/Tsi.md)
|
|
* [VEL - Jurik Velocity](/lib/momentum/vel/Vel.md)
|
|
|
|
* **Volatility**
|
|
* [Overview](/lib/volatility/_index.md)
|
|
* [ADR - Average Daily Range](/lib/volatility/adr/Adr.md)
|
|
* [ATR - Average True Range](/lib/volatility/atr/Atr.md)
|
|
* [ATRN - ATR Normalized](/lib/volatility/atrn/Atrn.md)
|
|
* [ATRP - ATR Percent](/lib/volatility/atrp/Atrp.md)
|
|
* [BBW - Bollinger Band Width](/lib/volatility/bbw/Bbw.md)
|
|
* [BBWN - Bollinger Band Width Normalized](/lib/volatility/bbwn/Bbwn.md)
|
|
* [BBWP - Bollinger Band Width Percentile](/lib/volatility/bbwp/Bbwp.md)
|
|
* [CCV - Close-to-Close Volatility](/lib/volatility/ccv/Ccv.md)
|
|
* [CV - Conditional Volatility](/lib/volatility/cv/Cv.md)
|
|
* [CVI - Chaikin's Volatility](/lib/volatility/cvi/Cvi.md)
|
|
* [EWMA - Exponential Weighted MA Volatility](/lib/volatility/ewma/Ewma.md)
|
|
* [GKV - Garman-Klass Volatility](/lib/volatility/gkv/Gkv.md)
|
|
* [HLV - High-Low Volatility](/lib/volatility/hlv/Hlv.md)
|
|
* [HV - Historical Volatility](/lib/volatility/hv/Hv.md)
|
|
* [JVOLTY - Jurik Volatility](/lib/volatility/jvolty/Jvolty.md)
|
|
* [JVOLTYN - Jurik Volatility Normalized](/lib/volatility/jvoltyn/Jvoltyn.md)
|
|
* [MASSI - Mass Index](/lib/volatility/massi/Massi.md)
|
|
* [NATR - Normalized ATR](/lib/volatility/natr/Natr.md)
|
|
* [RSV - Rogers-Satchell Volatility](/lib/volatility/rsv/Rsv.md)
|
|
* [RV - Realized Volatility](/lib/volatility/rv/Rv.md)
|
|
* [RVI - Relative Volatility Index](/lib/volatility/rvi/Rvi.md)
|
|
* [TR - True Range](/lib/volatility/tr/Tr.md)
|
|
* [UI - Ulcer Index](/lib/volatility/ui/Ui.md)
|
|
* [VOV - Volatility of Volatility](/lib/volatility/vov/Vov.md)
|
|
* [VR - Volatility Ratio](/lib/volatility/vr/Vr.md)
|
|
* [YZV - Yang-Zhang Volatility](/lib/volatility/yzv/Yzv.md)
|
|
|
|
* **Volume**
|
|
* [Overview](/lib/volume/_index.md)
|
|
* [ADL - Accumulation/Distribution Line](/lib/volume/adl/Adl.md)
|
|
* [ADOSC - Chaikin A/D Oscillator](/lib/volume/adosc/Adosc.md)
|
|
* [AOBV - Archer On-Balance Volume](/lib/volume/aobv/Aobv.md)
|
|
* [CMF - Chaikin Money Flow](/lib/volume/cmf/Cmf.md)
|
|
* [EFI - Elder's Force Index](/lib/volume/efi/Efi.md)
|
|
* [EOM - Ease of Movement](/lib/volume/eom/Eom.md)
|
|
* [III - Intraday Intensity Index](/lib/volume/iii/Iii.md)
|
|
* [KVO - Klinger Volume Oscillator](/lib/volume/kvo/Kvo.md)
|
|
* [MFI - Money Flow Index](/lib/volume/mfi/Mfi.md)
|
|
* [NVI - Negative Volume Index](/lib/volume/nvi/Nvi.md)
|
|
* [OBV - On Balance Volume](/lib/volume/obv/Obv.md)
|
|
* [PVD - Price Volume Divergence](/lib/volume/pvd/Pvd.md)
|
|
* [PVI - Positive Volume Index](/lib/volume/pvi/Pvi.md)
|
|
* [PVO - Percentage Volume Oscillator](/lib/volume/pvo/Pvo.md)
|
|
* [PVR - Price Volume Rank](/lib/volume/pvr/Pvr.md)
|
|
* [PVT - Price Volume Trend](/lib/volume/pvt/Pvt.md)
|
|
* [TVI - Trade Volume Index](/lib/volume/tvi/Tvi.md)
|
|
* [TWAP - Time Weighted Average Price](/lib/volume/twap/Twap.md)
|
|
* [VA - Volume Accumulation](/lib/volume/va/Va.md)
|
|
* [VF - Volume Force](/lib/volume/vf/Vf.md)
|
|
* [VO - Volume Oscillator](/lib/volume/vo/Vo.md)
|
|
* [VROC - Volume Rate of Change](/lib/volume/vroc/Vroc.md)
|
|
* [VWAD - Volume Weighted A/D](/lib/volume/vwad/Vwad.md)
|
|
* [VWAP - Volume Weighted Average Price](/lib/volume/vwap/Vwap.md)
|
|
* [VWMA - Volume Weighted MA](/lib/volume/vwma/Vwma.md)
|
|
* [WAD - Williams A/D](/lib/volume/wad/Wad.md)
|
|
|
|
* **Channels**
|
|
* [Overview](/lib/channels/_index.md)
|
|
* [ABBER - Aberration Bands](/lib/channels/abber/abber.md)
|
|
* [ACCBANDS - Acceleration Bands](/lib/channels/accbands/accbands.md)
|
|
* [APCHANNEL - Andrews' Pitchfork](/lib/channels/apchannel/Apchannel.md)
|
|
* [APZ - Adaptive Price Zone](/lib/channels/apz/apz.md)
|
|
* [ATRBANDS - ATR Bands](/lib/channels/atrbands/Atrbands.md)
|
|
* [BBANDS - Bollinger Bands](/lib/channels/bbands/Bbands.md)
|
|
* [DCHANNEL - Donchian Channels](/lib/channels/dchannel/Dchannel.md)
|
|
* [DECAYCHANNEL - Decay Min-Max Channel](/lib/channels/decaychannel/decaychannel.md)
|
|
* [FCB - Fractal Chaos Bands](/lib/channels/fcb/Fcb.md)
|
|
* [JBANDS - Jurik Volatility Bands](/lib/channels/jbands/Jbands.md)
|
|
* [KCHANNEL - Keltner Channel](/lib/channels/kchannel/Kchannel.md)
|
|
* [MAENV - Moving Average Envelope](/lib/channels/maenv/Maenv.md)
|
|
* [MMCHANNEL - Min-Max Channel](/lib/channels/mmchannel/Mmchannel.md)
|
|
* [PCHANNEL - Price Channel](/lib/channels/pchannel/Pchannel.md)
|
|
* [REGCHANNEL - Regression Channels](/lib/channels/regchannel/Regchannel.md)
|
|
* [SDCHANNEL - Standard Deviation Channel](/lib/channels/sdchannel/Sdchannel.md)
|
|
* [STARCHANNEL - Stoller Average Range Channel](/lib/channels/starchannel/Starchannel.md)
|
|
* [STBANDS - Super Trend Bands](/lib/channels/stbands/Stbands.md)
|
|
* [TTM_LRC - TTM Linear Regression Channel](/lib/channels/ttm_lrc/TtmLrc.md)
|
|
* [UBANDS - Ultimate Bands](/lib/channels/ubands/Ubands.md)
|
|
* [UCHANNEL - Ultimate Channel](/lib/channels/uchannel/Uchannel.md)
|
|
* [VWAPBANDS - VWAP Bands](/lib/channels/vwapbands/Vwapbands.md)
|
|
* [VWAPSD - VWAP with Standard Deviation Bands](/lib/channels/vwapsd/Vwapsd.md)
|
|
|
|
* **Statistics**
|
|
* [Overview](/lib/statistics/_index.md)
|
|
* [ACF - Autocorrelation Function](/lib/statistics/acf/Acf.md)
|
|
* [BETA - Beta Coefficient](/lib/statistics/beta/Beta.md)
|
|
* [BIAS - Bias](/lib/statistics/bias/Bias.md)
|
|
* [CMA - Cumulative MA](/lib/statistics/cma/Cma.md)
|
|
* [COINTEGRATION - Cointegration](/lib/statistics/cointegration/Cointegration.md)
|
|
* [CORRELATION - Correlation](/lib/statistics/correlation/Correlation.md)
|
|
* [COVARIANCE - Covariance](/lib/statistics/covariance/Covariance.md)
|
|
* [ENTROPY - Shannon Entropy](/lib/statistics/entropy/Entropy.md)
|
|
* [GEOMEAN - Geometric Mean](/lib/statistics/geomean/Geomean.md)
|
|
* [GRANGER - Granger Causality](/lib/statistics/granger/Granger.md)
|
|
* [HARMEAN - Harmonic Mean](/lib/statistics/harmean/Harmean.md)
|
|
* [HURST - Hurst Exponent](/lib/statistics/hurst/Hurst.md)
|
|
* [IQR - Interquartile Range](/lib/statistics/iqr/Iqr.md)
|
|
* [JB - Jarque-Bera Test](/lib/statistics/jb/Jb.md)
|
|
* [KENDALL - Kendall Rank Correlation](/lib/statistics/kendall/Kendall.md)
|
|
* [KURTOSIS - Kurtosis](/lib/statistics/kurtosis/Kurtosis.md)
|
|
* [LINREG - Linear Regression Curve](/lib/statistics/linreg/LinReg.md)
|
|
* [MEDIAN - Rolling Median](/lib/statistics/median/Median.md)
|
|
* [PACF - Partial Autocorrelation Function](/lib/statistics/pacf/Pacf.md)
|
|
* [MODE - Mode](/lib/statistics/mode/Mode.md)
|
|
* [PERCENTILE - Percentile](/lib/statistics/percentile/Percentile.md)
|
|
* [QUANTILE - Quantile](/lib/statistics/quantile/Quantile.md)
|
|
* [SKEW - Skewness](/lib/statistics/skew/Skew.md)
|
|
* [SPEARMAN - Spearman Rank Correlation](/lib/statistics/spearman/Spearman.md)
|
|
* [STDDEV - Standard Deviation](/lib/statistics/stddev/StdDev.md)
|
|
* [SUM - Rolling Sum](/lib/statistics/sum/Sum.md)
|
|
* [THEIL - Theil Index](/lib/statistics/theil/Theil.md)
|
|
* [VARIANCE - Population and Sample Variance](/lib/statistics/variance/Variance.md)
|
|
* [ZSCORE - Z-score](/lib/statistics/zscore/Zscore.md)
|
|
* [ZTEST - Z-Test](/lib/statistics/ztest/Ztest.md)
|
|
|
|
* **Numerics**
|
|
* [Overview](/lib/numerics/_index.md)
|
|
* [ACCEL - Acceleration](/lib/numerics/accel/Accel.md)
|
|
* [CHANGE - Percentage Change](/lib/numerics/change/Change.md)
|
|
* [EXPTRANS - Exponential Transform](/lib/numerics/exptrans/Exptrans.md)
|
|
* [HIGHEST - Rolling Maximum](/lib/numerics/highest/Highest.md)
|
|
* [JERK - Jerk](/lib/numerics/jerk/Jerk.md)
|
|
* [LINEARTRANS - Linear Transform](/lib/numerics/lineartrans/Lineartrans.md)
|
|
* [LOGTRANS - Logarithmic Transform](/lib/numerics/logtrans/Logtrans.md)
|
|
* [LOWEST - Rolling Minimum](/lib/numerics/lowest/Lowest.md)
|
|
* [MIDPOINT - Midrange](/lib/numerics/midpoint/Midpoint.md)
|
|
* [NORMALIZE - Min-Max Normalization](/lib/numerics/normalize/Normalize.md)
|
|
* [RELU - Rectified Linear Unit](/lib/numerics/relu/Relu.md)
|
|
* [SIGMOID - Logistic Function](/lib/numerics/sigmoid/Sigmoid.md)
|
|
* [SLOPE - Rate of Change](/lib/numerics/slope/Slope.md)
|
|
* [SQRTTRANS - Square Root Transform](/lib/numerics/sqrttrans/Sqrttrans.md)
|
|
* [STANDARDIZE - Z-Score Normalization](/lib/numerics/standardize/Standardize.md)
|
|
|
|
* **Errors**
|
|
* [Overview](/lib/errors/_index.md)
|
|
* [HUBER - Huber Loss](/lib/errors/huber/Huber.md)
|
|
* [LOGCOSH - Log-Cosh Loss](/lib/errors/logcosh/LogCosh.md)
|
|
* [MAE - Mean Absolute Error](/lib/errors/mae/Mae.md)
|
|
* [MAAPE - Mean Arctangent Absolute Percentage Error](/lib/errors/maape/Maape.md)
|
|
* [MAPD - Mean Absolute Percentage Deviation](/lib/errors/mapd/Mapd.md)
|
|
* [MAPE - Mean Absolute Percentage Error](/lib/errors/mape/Mape.md)
|
|
* [MASE - Mean Absolute Scaled Error](/lib/errors/mase/Mase.md)
|
|
* [MDAE - Median Absolute Error](/lib/errors/mdae/Mdae.md)
|
|
* [MDAPE - Median Absolute Percentage Error](/lib/errors/mdape/Mdape.md)
|
|
* [ME - Mean Error](/lib/errors/me/Me.md)
|
|
* [MPE - Mean Percentage Error](/lib/errors/mpe/Mpe.md)
|
|
* [MRAE - Mean Relative Absolute Error](/lib/errors/mrae/Mrae.md)
|
|
* [MSE - Mean Squared Error](/lib/errors/mse/Mse.md)
|
|
* [MSLE - Mean Squared Logarithmic Error](/lib/errors/msle/Msle.md)
|
|
* [PSEUDOHUBER - Pseudo-Huber Loss](/lib/errors/pseudohuber/PseudoHuber.md)
|
|
* [QUANTILE - Quantile Loss](/lib/errors/quantile/QuantileLoss.md)
|
|
* [RAE - Relative Absolute Error](/lib/errors/rae/Rae.md)
|
|
* [RMSE - Root Mean Squared Error](/lib/errors/rmse/Rmse.md)
|
|
* [RMSLE - Root Mean Squared Logarithmic Error](/lib/errors/rmsle/Rmsle.md)
|
|
* [RSE - Relative Squared Error](/lib/errors/rse/Rse.md)
|
|
* [RSQUARED - Coefficient of Determination](/lib/errors/rsquared/Rsquared.md)
|
|
* [SMAPE - Symmetric Mean Absolute Percentage Error](/lib/errors/smape/Smape.md)
|
|
* [THEILU - Theil's U Statistic](/lib/errors/theilu/TheilU.md)
|
|
* [TUKEY - Tukey Biweight Loss](/lib/errors/tukey/TukeyBiweight.md)
|
|
* [WMAPE - Weighted Mean Absolute Percentage Error](/lib/errors/wmape/Wmape.md)
|
|
* [WRMSE - Weighted RMSE](/lib/errors/wrmse/Wrmse.md)
|
|
|
|
* **Forecasts**
|
|
* [Overview](/lib/forecasts/_index.md)
|
|
* [AFIRMA - Adaptive FIR MA](/lib/forecasts/afirma/Afirma.md)
|
|
|
|
* **Cycles**
|
|
* [Overview](/lib/cycles/_index.md)
|
|
* [CG - Center of Gravity](/lib/cycles/cg/Cg.md)
|
|
* [DSP - Detrended Synthetic Price](/lib/cycles/dsp/Dsp.md)
|
|
* [EACP - Ehlers Autocorrelation Periodogram](/lib/cycles/eacp/Eacp.md)
|
|
* [EBSW - Ehlers Even Better Sinewave](/lib/cycles/ebsw/Ebsw.md)
|
|
* [HOMOD - Homodyne Discriminator](/lib/cycles/homod/Homod.md)
|
|
* [HT_DCPERIOD - Hilbert Transform Dominant Cycle Period](/lib/cycles/ht_dcperiod/HtDcperiod.md)
|
|
* [HT_DCPHASE - Hilbert Transform Dominant Cycle Phase](/lib/cycles/ht_dcphase/HtDcphase.md)
|
|
* [HT_PHASOR - Hilbert Transform Phasor](/lib/cycles/ht_phasor/HtPhasor.md)
|
|
* [HT_SINE - Hilbert Transform SineWave](/lib/cycles/ht_sine/HtSine.md)
|
|
* [LUNAR - Lunar Phase](/lib/cycles/lunar/Lunar.md)
|
|
* [SINE - Sine Wave](/lib/cycles/sine/Sine.md)
|
|
* [SOLAR - Solar Activity Cycle](/lib/cycles/solar/Solar.md)
|
|
* [SSFDSP - SSF-Based Detrended Synthetic Price](/lib/cycles/ssfdsp/Ssfdsp.md)
|
|
* [STC - Schaff Trend Cycle](/lib/cycles/stc/Stc.md)
|
|
|
|
* **Reversals**
|
|
* [Overview](/lib/reversals/_index.md)
|
|
* [CHANDELIER - Chandelier Exit](/lib/reversals/chandelier/Chandelier.md)
|
|
* [CKSTOP - Chande Kroll Stop](/lib/reversals/ckstop/Ckstop.md)
|
|
* [FRACTALS - Williams Fractals](/lib/reversals/fractals/Fractals.md)
|
|
* [PIVOT - Pivot Points](/lib/reversals/pivot/Pivot.md)
|
|
* [PIVOTCAM - Camarilla Pivot Points](/lib/reversals/pivotcam/Pivotcam.md)
|
|
* [PIVOTDEM - DeMark Pivot Points](/lib/reversals/pivotdem/Pivotdem.md)
|
|
* [PIVOTEXT - Extended Traditional Pivots](/lib/reversals/pivotext/Pivotext.md)
|
|
* [PIVOTFIB - Fibonacci Pivot Points](/lib/reversals/pivotfib/Pivotfib.md)
|
|
* [PIVOTWOOD - Woodie's Pivot Points](/lib/reversals/pivotwood/Pivotwood.md)
|
|
* [PSAR - Parabolic Stop And Reverse](/lib/reversals/psar/Psar.md)
|
|
* [SWINGS - Swing High/Low Detection](/lib/reversals/swings/Swings.md)
|
|
* [TTM_SCALPER - TTM Scalper Alert](/lib/reversals/ttm_scalper/TtmScalper.md)
|