mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 17:57:45 +00:00
Miha Kralj
09ffd31a40
- Updated class count in classes.svg from 938 to 1078. - Adjusted comments percentage in comments.svg from 33.06 to 33.02. - Revised average cyclomatic complexity in complexity.svg from 2.19 to 2.12. - Increased source files count in files.svg from 1099 to 1275. - Updated lines of code in loc.svg from 114549 to 129859. - Increased methods count in methods.svg from 12035 to 14066. - Updated public types count in public-api.svg from 1086 to 1225. - Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
22 KiB
22 KiB
QuanTAlib Indicators
Categories
| Category | Count | Description |
|---|---|---|
| Trends (FIR) | 17 | Finite Impulse Response moving averages |
| Trends (IIR) | 23 | Infinite Impulse Response moving averages |
| Filters | 18 | Signal processing filters |
| Oscillators | 19 | Indicators that fluctuate around a center line |
| Dynamics | 18 | Trend strength and direction indicators |
| Momentum | 16 | Momentum-based indicators |
| Volatility | 26 | Volatility estimators and indicators |
| Volume | 26 | Volume-based indicators |
| Statistics | 30 | Statistical measures and tests |
| Channels | 23 | Price channels and bands |
| Cycles | 14 | Cycle analysis and signal processing |
| Reversals | 12 | Pattern recognition and reversal detection |
| Forecasts | 1 | Predictive indicators |
| Errors | 26 | Error metrics and loss functions |
| Numerics | 15 | Mathematical transformations |
| Total | 284 |
All Indicators
| Indicator | Full Name | Category |
|---|---|---|
| ABBER | Aberration Bands | Channels |
| AC | Acceleration Oscillator | Oscillators |
| ACCBANDS | Acceleration Bands | Channels |
| ACCEL | Acceleration | Numerics |
| ACF | Autocorrelation Function | Statistics |
| ADL | Accumulation/Distribution Line | Volume |
| ADOSC | Chaikin A/D Oscillator | Volume |
| ADR | Average Daily Range | Volatility |
| ADX | Average Directional Index | Dynamics |
| ADXR | Average Directional Movement Rating | Dynamics |
| AFIRMA | Adaptive FIR Moving Average | Forecasts |
| ALLIGATOR | Williams Alligator | Dynamics |
| ALMA | Arnaud Legoux MA | Trends (FIR) |
| AMAT | Archer Moving Averages Trends | Dynamics |
| AO | Awesome Oscillator | Oscillators |
| AOBV | Archer On-Balance Volume | Volume |
| APCHANNEL | Andrews' Pitchfork | Channels |
| APO | Absolute Price Oscillator | Oscillators |
| APZ | Adaptive Price Zone | Channels |
| AROON | Aroon | Dynamics |
| AROONOSC | Aroon Oscillator | Dynamics |
| ATR | Average True Range | Volatility |
| ATRBANDS | ATR Bands | Channels |
| BBANDS | Bollinger Bands | Channels |
| ATRN | ATR Normalized | Volatility |
| ATRP | ATR Percent | Volatility |
| BBI | Bulls Bears Index | Oscillators |
| BBB | Bollinger %B | Oscillators |
| BBS | Bollinger Band Squeeze | Oscillators |
| BBW | Bollinger Band Width | Volatility |
| BBWN | BB Width Normalized | Volatility |
| BBWP | BB Width Percentile | Volatility |
| BESSEL | Bessel Filter | Filters |
| BETA | Beta Coefficient | Statistics |
| BETADIST | Beta Distribution | Numerics |
| BIAS | Bias | Statistics |
| BILATERAL | Bilateral Filter | Filters |
| BINOMDIST | Binomial Distribution | Numerics |
| BLMA | Blackman MA | Trends (FIR) |
| BOP | Balance of Power | Momentum |
| BPF | BandPass Filter | Filters |
| BRAR | BRAR | Oscillators |
| BUTTER | Butterworth Filter | Filters |
| BWMA | Bessel-Weighted MA | Trends (FIR) |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| CFB | Composite Fractal Behavior | Momentum |
| CFO | Chande Forecast Oscillator | Oscillators |
| CG | Center of Gravity | Cycles |
| CHANDELIER | Chandelier Exit | Reversals |
| CHANGE | Percentage Change | Numerics |
| CHEBY1 | Chebyshev Type I | Filters |
| CHEBY2 | Chebyshev Type II | Filters |
| CHOP | Choppiness Index | Dynamics |
| CKSTOP | Chande Kroll Stop | Reversals |
| CMA | Cumulative Moving Average | Statistics |
| CMF | Chaikin Money Flow | Volume |
| CMO | Chande Momentum Oscillator | Momentum |
| COINTEGRATION | Cointegration | Statistics |
| CONV | Convolution MA | Trends (FIR) |
| COPPOCK | Coppock Curve | Oscillators |
| CORRELATION | Correlation | Statistics |
| COVARIANCE | Covariance | Statistics |
| CRSI | Connors RSI | Oscillators |
| CTI | Correlation Trend Indicator | Oscillators |
| CV | Coefficient of Variation | Volatility |
| CVI | Chaikin Volatility | Volatility |
| CWT | Continuous Wavelet Transform | Numerics |
| DCHANNEL | Donchian Channels | Channels |
| DECAYCHANNEL | Decay Min-Max Channel | Channels |
| DEMA | Double Exponential MA | Trends (IIR) |
| DMX | Jurik Directional Movement Index | Dynamics |
| DOSC | Derivative Oscillator | Oscillators |
| DPO | Detrended Price Oscillator | Oscillators |
| DSMA | Deviation-Scaled MA | Trends (IIR) |
| DSP | Detrended Synthetic Price | Cycles |
| DWMA | Double Weighted MA | Trends (FIR) |
| DWT | Discrete Wavelet Transform | Numerics |
| DX | Directional Movement Index | Dynamics |
| EACP | Autocorrelation Periodogram | Cycles |
| EBSW | Even Better Sinewave | Cycles |
| EFI | Elder's Force Index | Volume |
| ELLIPTIC | Elliptic Filter | Filters |
| EMA | Exponential MA | Trends (IIR) |
| ENTROPY | Shannon Entropy | Statistics |
| EOM | Ease of Movement | Volume |
| ER | Efficiency Ratio | Oscillators |
| ERI | Elder Ray Index | Oscillators |
| EWMA | EWMA Volatility | Volatility |
| EXPDIST | Exponential Distribution | Numerics |
| EXPTRANS | Exponential Transform | Numerics |
| FDIST | F-Distribution | Numerics |
| FFT | Fast Fourier Transform | Numerics |
| FISHER | Fisher Transform | Oscillators |
| FOSC | Forecast Oscillator | Oscillators |
| FRACTALS | Williams Fractals | Reversals |
| FCB | Fractal Chaos Bands | Channels |
| FRAMA | Fractal Adaptive MA | Trends (IIR) |
| GAMMADIST | Gamma Distribution | Numerics |
| GAUSS | Gaussian Filter | Filters |
| GEOMEAN | Geometric Mean | Statistics |
| GKV | Garman-Klass Volatility | Volatility |
| GRANGER | Granger Causality | Statistics |
| GWMA | Gaussian Weighted MA | Trends (FIR) |
| HAMMA | Hamming MA | Trends (FIR) |
| HANN | Hann Filter | Filters |
| HANMA | Hanning MA | Trends (FIR) |
| HARMEAN | Harmonic Mean | Statistics |
| HEMA | Hull Exponential MA | Trends (IIR) |
| HIGHEST | Rolling Maximum | Numerics |
| HLV | High-Low Volatility | Volatility |
| HMA | Hull MA | Trends (FIR) |
| HOMOD | Homodyne Discriminator | Cycles |
| HP | Hodrick-Prescott | Filters |
| HPF | High Pass Filter | Filters |
| HTIT | Hilbert Transform Instantaneous Trend | Trends (IIR) |
| HT_DCPERIOD | HT Dominant Cycle Period | Cycles |
| HT_DCPHASE | HT Dominant Cycle Phase | Cycles |
| HT_PHASOR | HT Phasor Components | Cycles |
| HT_SINE | HT SineWave | Cycles |
| HT_TRENDMODE | HT Trend vs Cycle | Dynamics |
| HUBER | Huber Loss | Errors |
| HURST | Hurst Exponent | Statistics |
| HV | Historical Volatility | Volatility |
| HWMA | Holt-Winters MA | Trends (FIR) |
| ICHIMOKU | Ichimoku Cloud | Dynamics |
| IFFT | Inverse Fast Fourier Transform | Numerics |
| III | Intraday Intensity Index | Volume |
| IMI | Intraday Momentum Index | Dynamics |
| IMPULSE | Elder Impulse System | Dynamics |
| INERTIA | Inertia | Oscillators |
| IQR | Interquartile Range | Statistics |
| JB | Jarque-Bera Test | Statistics |
| JBANDS | Jurik Adaptive Envelope Bands | Channels |
| JERK | Jerk | Numerics |
| JMA | Jurik MA | Trends (IIR) |
| JVOLTY | Jurik Volatility | Volatility |
| JVOLTYN | Jurik Volatility Normalized | Volatility |
| KALMAN | Kalman Filter | Filters |
| KAMA | Kaufman Adaptive MA | Trends (IIR) |
| KCHANNEL | Keltner Channel | Channels |
| KDJ | KDJ Indicator | Oscillators |
| KENDALL | Kendall Rank Correlation | Statistics |
| KRI | Kairi Relative Index | Oscillators |
| KST | KST Oscillator | Oscillators |
| KURTOSIS | Kurtosis | Statistics |
| KVO | Klinger Volume Oscillator | Volume |
| LINEARTRANS | Linear Transform | Numerics |
| LINREG | Linear Regression | Statistics |
| LOESS | LOESS Smoothing | Filters |
| LOGCOSH | Log-Cosh Loss | Errors |
| LOGNORMDIST | Log-normal Distribution | Numerics |
| LOGTRANS | Logarithmic Transform | Numerics |
| LOWEST | Rolling Minimum | Numerics |
| LSMA | Least Squares MA | Trends (FIR) |
| LTMA | Linear Trend MA | Trends (IIR) |
| LUNAR | Lunar Phase | Cycles |
| MAAPE | Mean Arctangent APE | Errors |
| MACD | Moving Average Convergence Divergence | Momentum |
| MAE | Mean Absolute Error | Errors |
| MAENV | Moving Average Envelope | Channels |
| MAMA | MESA Adaptive MA | Trends (IIR) |
| MAPD | Mean Absolute % Deviation | Errors |
| MAPE | Mean Absolute % Error | Errors |
| MASE | Mean Absolute Scaled Error | Errors |
| MASSI | Mass Index | Volatility |
| MDAE | Median Absolute Error | Errors |
| MDAPE | Median Absolute % Error | Errors |
| ME | Mean Error | Errors |
| MEDIAN | Median | Statistics |
| MFI | Money Flow Index | Volume |
| MGDI | McGinley Dynamic Indicator | Trends (IIR) |
| MIDPOINT | Midrange | Numerics |
| MLP | Multilayer Perceptron | Forecasts |
| MMA | Modified MA | Trends (IIR) |
| MMCHANNEL | Min-Max Channel | Channels |
| MODE | Mode | Statistics |
| MOM | Momentum | Momentum |
| MPE | Mean Percentage Error | Errors |
| MRAE | Mean Relative Absolute Error | Errors |
| MSE | Mean Squared Error | Errors |
| MSLE | Mean Squared Log Error | Errors |
| NATR | Normalized ATR | Volatility |
| NORMDIST | Normal Distribution | Numerics |
| NORMALIZE | Min-Max Normalization | Numerics |
| NOTCH | Notch Filter | Filters |
| NVI | Negative Volume Index | Volume |
| OBV | On Balance Volume | Volume |
| PACF | Partial Autocorrelation Function | Statistics |
| PCHANNEL | Price Channel | Channels |
| PERCENTILE | Percentile | Statistics |
| PGO | Pretty Good Oscillator | Oscillators |
| PHASOR | 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 |
| POISSONDIST | Poisson Distribution | Numerics |
| POLYFIT | Polynomial Fitting | Statistics |
| PPO | Percentage Price Oscillator | Momentum |
| PRS | Price Relative Strength | Momentum |
| PSAR | Parabolic Stop And Reverse | Reversals |
| PSL | Psychological Line | Oscillators |
| PSEUDOHUBER | Pseudo-Huber Loss | Errors |
| 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 (FIR) |
| QEMA | Quad Exponential MA | Trends (IIR) |
| QQE | Quantitative Qualitative Estimation | Oscillators |
| QSTICK | Qstick | Dynamics |
| QUANTILE | Quantile | Statistics |
| QUANTILELOSS | Quantile Loss | Errors |
| RAE | Relative Absolute Error | Errors |
| REGCHANNEL | Regression Channels | Channels |
| RELU | Rectified Linear Unit | Numerics |
| REMA | Regularized Exponential MA | Trends (IIR) |
| RGMA | Recursive Gaussian MA | Trends (IIR) |
| RMA | wildeR MA | Trends (IIR) |
| RMSE | Root Mean Squared Error | Errors |
| RMSLE | Root Mean Squared Log 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 | R² (Coefficient of Determination) | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| RSX | Relative Strength Quality Index | Momentum |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| RVGI | Relative Vigor Index | Oscillators |
| SDCHANNEL | Standard Deviation Channel | Channels |
| SGF | Savitzky-Golay Filter | Filters |
| SGMA | Savitzky-Golay MA | Trends (FIR) |
| SIGMOID | Logistic Function | Numerics |
| SINE | Sine Wave | Cycles |
| SINEMA | Sine-Weighted MA | Trends (FIR) |
| SKEW | Skewness | Statistics |
| SLOPE | Rate of Change | Numerics |
| SMA | Simple MA | Trends (FIR) |
| SMAPE | Symmetric MAPE | Errors |
| SMI | Stochastic Momentum Index | Oscillators |
| SOLAR | Solar Activity Cycle | Cycles |
| SPEARMAN | Spearman Rank Correlation | Statistics |
| SQUEEZE | Squeeze | Oscillators |
| SQRTTRANS | Square Root Transform | Numerics |
| SSF | Super Smoother | Filters |
| SSFDSP | SSF Detrended Synthetic Price | Cycles |
| STANDARDIZE | Z-Score Normalization | Numerics |
| STARCHANNEL | Stoller Average Range Channel | Channels |
| STBANDS | Super Trend Bands | Channels |
| STC | Schaff Trend Cycle | Cycles |
| STDDEV | Standard Deviation | Statistics |
| STOCH | Stochastic Oscillator | Oscillators |
| STOCHF | Stochastic Fast | Oscillators |
| STOCHRSI | Stochastic RSI | Oscillators |
| SUM | Rolling Sum | Statistics |
| SUPER | SuperTrend | Dynamics |
| SWINGS | Swing High/Low Detection | Reversals |
| T3 | Tillson T3 MA | Trends (IIR) |
| TDIST | Student's t-Distribution | Numerics |
| TD_SEQ | TD Sequential | Oscillators |
| TEMA | Triple Exponential MA | Trends (IIR) |
| THEIL | Theil Index | Statistics |
| THEILU | Theil's U Statistic | Errors |
| TR | True Range | Volatility |
| TRIMA | Triangular MA | Trends (FIR) |
| TRIX | Triple Exponential Average | Oscillators |
| TSF | Time Series Forecast | Trends (FIR) |
| TSI | True Strength Index | Momentum |
| TTM_LRC | TTM Linear Regression Channel | Channels |
| TTM_SCALPER | TTM Scalper Alert | Reversals |
| TTM_SQUEEZE | TTM Squeeze | Dynamics |
| TTM_TREND | TTM Trend | Dynamics |
| TTM_WAVE | TTM Wave | Oscillators |
| TUKEY | Tukey Biweight Loss | Errors |
| 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 | Oscillators |
| USF | Ultra Smoother | Filters |
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted MA | Trends (IIR) |
| VARIANCE | Variance | Statistics |
| VEL | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| VIDYA | Variable Index Dynamic Average | Trends (IIR) |
| VO | Volume Oscillator | Volume |
| VORTEX | Vortex Indicator | Dynamics |
| VOV | Volatility of Volatility | Volatility |
| VR | Volatility Ratio | Volatility |
| VROC | Volume Rate of Change | Volume |
| VWAD | Volume Weighted A/D | Volume |
| VWAP | Volume Weighted Average Price | Volume |
| VWAPBANDS | VWAP Bands | Channels |
| VWAPSD | VWAP Standard Deviation Bands | Channels |
| VWMA | Volume Weighted MA | Volume |
| WAD | Williams A/D | Volume |
| WAVG | Weighted Average | Statistics |
| WEIBULLDIST | Weibull Distribution | Numerics |
| WIENER | Wiener Filter | Filters |
| WILLR | Williams %R | Oscillators |
| WMA | Weighted MA | Trends (FIR) |
| WMAPE | Weighted MAPE | Errors |
| WRMSE | Weighted RMSE | Errors |
| YZV | Yang-Zhang Volatility | Volatility |
| YZVAMA | Yang-Zhang Volatility Adjusted MA | Trends (IIR) |
| ZLDEMA | Zero-Lag Double Exponential MA | Trends (IIR) |
| ZLEMA | Zero-Lag Exponential MA | Trends (IIR) |
| ZLTEMA | Zero-Lag Triple Exponential MA | Trends (IIR) |
| ZSCORE | Z-Score | Statistics |
| ZTEST | Z-Test | Statistics |