| BASIC TRANSFORMS |
|
| OC2 - Midpoint price |
.OC2 |
| HL2 - Median Price |
.HL2 |
| HLC3 - Typical Price |
.HLC3 |
| OHL3 - Mean Price |
.OHL3 |
| OHLC4 - Average Price |
.OHLC4 |
| HLCC4 - Weighted Price |
.HLCC4 |
| AVERAGES & TRENDS |
|
| AFIRMA - Adaptive FIR Moving Average |
Afirma |
| ALMA - Arnaud Legoux Moving Average |
Alma |
| DEMA - Double Exponential Moving Average |
Dema |
| DSMA - Dynamic Simple Moving Average |
Dsma |
| DWMA - Dynamic Weighted Moving Average |
Dwma |
| EMA - Exponential Moving Average |
Ema |
| EPMA - Endpoint Moving Average |
Epma |
| FRAMA - Fractal Adaptive Moving Average |
Frama |
| FWMA - Forward Weighted Moving Average |
Fwma |
| GMA - Gaussian Moving Average |
Gma |
| HMA - Hull Moving Average |
Hma |
| HTIT - Hilbert Transform Instantaneous Trendline |
Htit |
| HWMA - Hann Weighted Moving Average |
Hwma |
| JMA - Jurik Moving Average |
Jma |
| KAMA - Kaufman Adaptive Moving Average |
Kama |
| LTMA - Linear Time Moving Average |
Ltma |
| MAAF - Moving Average Adaptive Filter |
Maaf |
| MAMA* - MESA Adaptive Moving Average (MAMA, FAMA) |
Mama |
| MGDI - McGinley Dynamic Indicator |
Mgdi |
| MMA - Modified Moving Average |
Mma |
| PWMA - Parabolic Weighted Moving Average |
Pwma |
| QEMA - Quick Exponential Moving Average |
Qema |
| REMA - Regularized Exponential Moving Average |
Rema |
| RMA - Running Moving Average |
Rma |
| SINEMA - Sine-weighted Moving Average |
Sinema |
| SMA - Simple Moving Average |
Sma |
| SMMA - Smoothed Moving Average |
Smma |
| T3 - Triple Exponential Moving Average (T3) |
T3 |
| TEMA - Triple Exponential Moving Average |
Tema |
| TRIMA - Triangular Moving Average |
Trima |
| VIDYA - Variable Index Dynamic Average |
Vidya |
| WMA - Weighted Moving Average |
Wma |
| ZLEMA - Zero-Lag Exponential Moving Average |
Zlema |
| MOMENTUM INDICATORS |
|
| ADX - Average Directional Movement Index |
Adx |
| ADXR - Average Directional Movement Index Rating |
Adxr |
| APO - Absolute Price Oscillator |
Apo |
| DMI* - Directional Movement Index (DI+, DI-) |
Dmi |
| DMX - Jurik Directional Movement Index |
Dmx |
| DPO - Detrended Price Oscillator |
Dpo |
| MACD* - Moving Average Convergence/Divergence |
Macd |
| MOM - Momentum |
Mom |
| PMO - Price Momentum Oscillator |
Pmo |
| PO - Price Oscillator |
Po |
| PPO - Percentage Price Oscillator |
Ppo |
| PRS - Price Relative Strength |
Prs |
| ROC - Rate of Change |
Roc |
| TRIX - 1-day ROC of TEMA |
Trix |
| VEL - Jurik Signal Velocity |
Vel |
| VORTEX* - Vortex Indicator (VI+, VI-) |
Vortex |
| OSCILLATORS |
|
| AC - Acceleration Oscillator |
Ac |
| AO - Awesome Oscillator |
Ao |
| AROON* - Aroon oscillator (Up, Down) |
Aroon |
| BOP - Balance of Power |
Bop |
| CCI - Commodity Channel Index |
Cci |
| CFO - Chande Forcast Oscillator |
Cfo |
| CMO - Chande Momentum Oscillator |
Cmo |
| CHOP - Choppiness Index |
Chop |
| COG - Ehler's Center of Gravity |
Cog |
| COPPOCK - Coppock Curve |
Coppock |
| CRSI - Connor RSI |
Crsi |
| 🚧 CTI - Ehler's Correlation Trend Indicator |
Cti |
| DOSC - Derivative Oscillator |
Dosc |
| EFI - Elder Ray's Force Index |
Efi |
| 🚧 FISHER - Fisher Transform |
Fisher |
| 🚧 FOSC - Forecast Oscillator |
Fosc |
| 🚧 GATOR* - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth) |
Gator |
| 🚧 KDJ* - KDJ Indicator (K, D, J lines) |
Kdj |
| 🚧 KRI - Kairi Relative Index |
Kri |
| RSI - Relative Strength Index |
Rsi |
| RSX - Jurik Trend Strength Index |
Rsx |
| 🚧 RVGI* - Relative Vigor Index (RVGI, Signal) |
Rvgi |
| SMI - Stochastic Momentum Index |
Smi |
| SRSI* - Stochastic RSI (SRSI, Signal) |
Srsi |
| STC - Schaff Trend Cycle |
Stc |
| STOCH* - Stochastic Oscillator (%K, %D) |
Stoch |
| TSI - True Strength Index |
Tsi |
| UO - Ultimate Oscillator |
Uo |
| WILLR - Larry Williams' %R |
Willr |
| PATTERNS |
|
| 🚧 DOJI - Doji Candlestick Pattern |
Doji |
| 🚧 ER* - Elder Ray Pattern (Bull Power, Bear Power) |
Er |
| 🚧 MARU - Marubozu Candlestick Pattern |
Maru |
| 🚧 PIV* - Pivot Points (Support 1-3, Pivot, Resistance 1-3) |
Piv |
| 🚧 PP* - Price Pivots (Support 1-3, Pivot, Resistance 1-3) |
Pp |
| 🚧 RPP* - Rolling Pivot Points (Support 1-3, Pivot, Resistance 1-3) |
Rpp |
| 🚧 WF - Williams Fractal |
Wf |
| 🚧 ZZ - Zig Zag Pattern |
Zz |
| VOLATILITY INDICATORS |
|
| ADR - Average Daily Range |
Adr |
| AP - Andrew's Pitchfork |
Ap |
| ATR - Average True Range |
Atr |
| ATRP - Average True Range Percent |
Atrp |
| ATRS - ATR Trailing Stop |
Atrs |
| BB* - Bollinger Bands® (Upper, Middle, Lower) |
Bb |
| CCV - Close-to-Close Volatility |
Ccv |
| CE - Chandelier Exit |
Ce |
| CV - Conditional Volatility (ARCH/GARCH) |
Cv |
| CVI - Chaikin's Volatility |
Cvi |
| 🚧 DC* - Donchian Channels (Upper, Middle, Lower) |
Dc |
| EWMA - Exponential Weighted Moving Average Volatility |
Ewma |
| FCB - Fractal Chaos Bands |
Fcb |
| GKV - Garman-Klass Volatility |
Gkv |
| HLV - High-Low Volatility |
Hlv |
| HV - Historical Volatility |
Hv |
| 🚧 ICH* - Ichimoku Cloud (Conversion, Base, Span A, Span B, Lagging Span) |
Ich |
| JVOLTY - Jurik Volatility |
Jvolty |
| 🚧 KC* - Keltner Channels (Upper, Middle, Lower) |
Kc |
| 🚧 NATR - Normalized Average True Range |
Natr |
| 🚧 PCH - Price Channel Indicator |
Pch |
| 🚧 PSAR* - Parabolic Stop and Reverse (Value, Trend) |
Psar |
| 🚧 PV - Parkinson Volatility |
Pv |
| 🚧 RSV - Rogers-Satchell Volatility |
Rsv |
| RV - Realized Volatility |
Rv |
| RVI - Relative Volatility Index |
Rvi |
| 🚧 STARC* - Starc Bands (Upper, Middle, Lower) |
Starc |
| 🚧 SV - Stochastic Volatility |
Sv |
| TR - True Range |
Tr |
| UI - Ulcer Index |
Ui |
| VC* - Volatility Cone (Mean, Upper Bound, Lower Bound) |
Vc |
| VOV - Volatility of Volatility |
Vov |
| VR - Volatility Ratio |
Vr |
| VS* - Volatility Stop (Long Stop, Short Stop) |
Vs |
| 🚧 YZV - Yang-Zhang Volatility |
Yzv |
| VOLUME INDICATORS |
|
| ADL - Chaikin Accumulation Distribution Line |
Adl |
| ADOSC - Chaikin Accumulation Distribution Oscillator |
Adosc |
| AOBV - Archer On-Balance Volume |
Aobv |
| CMF - Chaikin Money Flow |
Cmf |
| EOM - Ease of Movement |
Eom |
| KVO - Klinger Volume Oscillator |
Kvo |
| MFI - Money Flow Index |
Mfi |
| NVI - Negative Volume Index |
Nvi |
| OBV - On-Balance Volume |
Obv |
| PVI - Positive Volume Index |
Pvi |
| PVOL - Price-Volume |
Pvol |
| PVO - Percentage Volume Oscillator |
Pvo |
| PVR - Price Volume Rank |
Pvr |
| PVT - Price Volume Trend |
Pvt |
| TVI - Trade Volume Index |
Tvi |
| VF - Volume Force |
Vf |
| VP - Volume Profile |
Vp |
| VWAP - Volume Weighted Average Price |
Vwap |
| VWMA - Volume Weighted Moving Average |
Vwma |
| NUMERICAL ANALYSIS |
|
| BETA* - Beta coefficient (Beta, R-squared) |
Beta |
| CORR* - Correlation Coefficient (Correlation, P-value) |
Corr |
| CURVATURE - Rate of Change in Direction or Slope |
Curvature |
| ENTROPY - Measure of Uncertainty or Disorder |
Entropy |
| HUBER - Huber Loss |
Huber |
| HURST - Hurst Exponent |
Hurst |
| KURTOSIS - Measure of Tails/Peakedness |
Kurtosis |
| MAX - Maximum with exponential decay |
Max |
| MEDIAN - Middle value |
Median |
| MIN - Minimum with exponential decay |
Min |
| MODE - Most Frequent Value |
Mode |
| PERCENTILE - Rank Order |
Percentile |
| 🚧 RSQUARED* - Coefficient of Determination (R-squared, Adjusted R-squared) |
Rsquared |
| SKEW - Skewness, asymmetry of distribution |
Skew |
| SLOPE - Rate of Change, Linear Regression |
Slope |
| STDDEV - Standard Deviation, Measure of Spread |
Stddev |
| 🚧 THEIL* - Theil's U Statistics (U1, U2) |
Theil |
| 🚧 TSF* - Time Series Forecast (Forecast, Confidence Interval) |
Tsf |
| VARIANCE - Average of Squared Deviations |
Variance |
| ZSCORE - Standardized Score |
Zscore |
| ERRORS |
|
| HUBER - Huber Loss |
Huber |
| MAE - Mean Absolute Error |
Mae |
| MAPD - Mean Absolute Percentage Deviation |
Mapd |
| MAPE - Mean Absolute Percentage Error |
Mape |
| MASE - Mean Absolute Scaled Error |
Mase |
| MDA - Mean Directional Accuracy |
Mda |
| ME - Mean Error |
Me |
| MPE - Mean Percentage Error |
Mpe |
| MSE - Mean Squared Error |
Mse |
| MSLE - Mean Squared Logarithmic Error |
Msle |
| RAE - Relative Absolute Error |
Rae |
| RMSE - Root Mean Squared Error |
Rmse |
| RMSLE - Root Mean Squared Logarithmic Error |
Rmsle |
| RSE - Relative Squared Error |
Rse |
| RSQUARED - R-Squared (Coefficient of Determination) |
Rsquared |
| SMAPE - Symmetric Mean Absolute Percentage Error |
Smape |