mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 19:27:44 +00:00
Miha Kralj
951842acca
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator. - Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior. - Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match. - Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes. - Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume. - Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
2.5 KiB
2.5 KiB
Oscillators
"Oscillators tell you when to act, not which direction to trade." Unknown
Oscillators fluctuate above and below a centerline or within bounded ranges. Useful for identifying overbought/oversold conditions, momentum shifts, and divergences. Best in ranging markets; trend-following indicators work better in trending markets.
| Indicator | Full Name | Description |
|---|---|---|
| AC | Acceleration Oscillator | Second derivative of AO. Measures acceleration of market driving force. |
| AO | Awesome Oscillator | 5-period SMA minus 34-period SMA of bar midpoint. Bill Williams creation. |
| APO | Absolute Price Oscillator | Raw currency difference between fast and slow EMAs. Unbounded. |
| BBB | Bollinger %B | Position within Bollinger Bands. 0=lower band, 1=upper band. |
| BBS | Bollinger Band Squeeze | BB width < KC width indicates consolidation. Breakout imminent. |
| CFO | Chande Forecast Oscillator | Percentage difference between price and linear regression forecast. |
| DPO | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
| FISHER | Fisher Transform | Converts prices to Gaussian distribution. Sharp reversals. |
| INERTIA | Inertia | Linear regression residual. Raw deviation from trend forecast. |
| KDJ | KDJ Indicator | Enhanced Stochastic. J = 3K - 2D provides leading signal. |
| PGO | Pretty Good Oscillator | Distance from SMA normalized by ATR. Units: ATR multiples. |
| SMI | Stochastic Momentum Index | Distance from range midpoint. More sensitive than classic Stochastic. |
| STOCH | Stochastic Oscillator | Close position within N-period high-low range. Classic overbought/oversold. |
| STOCHF | Stochastic Fast | Unsmoothed Stochastic. Faster but noisier. |
| STOCHRSI | Stochastic RSI | Stochastic applied to RSI. More sensitive than either alone. |
| TRIX | Triple Exponential Average | ROC of triple EMA. Filters noise through three smoothings. |
| TTM_WAVE | TTM Wave | Fibonacci-period MACD composite (Waves A/B/C). John Carter. |
| ULTOSC | Ultimate Oscillator | Multi-timeframe oscillator. Combines 7, 14, 28 period buying pressure. |
| WILLR | Williams %R | Inverse Stochastic. -100 to 0 range. Overbought/oversold. |