Technical Indicators — fintech-algorithms

Trend Smoothing #

Simple Moving Average (SMA) verified calculateSma(values, window)
Exponential Moving Average (EMA) verified calculateEma(values, span)
Weighted Moving Average (WMA) verified calculateWma(values, window)
Wilder RMA verified calculateRma(values, period)
Double Exponential Moving Average (DEMA) verified calculateDemaComponents(values, span)
Triple Exponential Moving Average (TEMA) verified calculateTemaComponents(values, span)
Hull MA verified calculateHullMa(values, window)
Kaufman Adaptive Moving Average (KAMA) verified calculateKama(values, efficiencyPeriod, fastPeriod, slowPeriod)
MESA Adaptive Moving Average (MAMA) verified mama(values, fastLimit, slowLimit)
Triangular Moving Average (TRIMA) verified triangularMovingAverageTrima(input)
Tillson T3 Moving Average verified tillsonT3MovingAverage(input)
Following Adaptive Moving Average (FAMA) verified followingAdaptiveMovingAverageFama(input)
Arnaud Legoux Moving Average (ALMA) verified arnaudLegouxMovingAverageAlma(input)
Fractal Adaptive Moving Average (FRAMA) verified fractalAdaptiveMovingAverageFrama(input)
Zero-Lag Exponential Moving Average (ZLEMA) verified zeroLagExponentialMovingAverageZlema(input)
Least-Squares Moving Average (LSMA) verified leastSquaresMovingAverageLsma(input)
Variable Index Dynamic Average (VIDYA) verified variableIndexDynamicAverageVidya(input)
McGinley Dynamic verified mcginleyDynamic(input)
Jurik-Style Moving Average Design verified jurikStyleMovingAverageDesign(input)
Volume-Weighted Moving Average (VWMA) verified volumeWeightedMovingAverageVwma(input)
Quadratic-Weighted Moving Average verified quadraticWeightedMovingAverage(input)
Gaussian Moving Average verified gaussianMovingAverage(input)
Ehlers Super Smoother Filter verified ehlersSuperSmootherFilter(input)
Ehlers Instantaneous Trendline verified ehlersInstantaneousTrendline(input)

Trend Systems #

MACD verified macd(values, fastSpan, slowSpan, signalSpan)
Percentage Price Oscillator (PPO) verified ppo(values, fastSpan, slowSpan, signalSpan)
Aroon Up, Down, and Oscillator verified aroon(high, low, period)
Directional Movement verified directionalMovement(high, low, close, period)
Average Directional Index (ADX) verified adx(high, low, close, period)
Ichimoku Cloud verified ichimoku(high, low, close, conversionPeriod, basePeriod, spanBPeriod, displacement)
Parabolic SAR verified parabolicSar(high, low, initialDirection, accelerationStep, accelerationMax)
Supertrend verified supertrend(high, low, close, period, multiplier)
Average Directional Index Rating (ADXR) verified averageDirectionalIndexRatingAdxr(input)
Vortex Indicator (+VI/−VI) verified vortexIndicatorViVi(input)
Choppiness Index verified choppinessIndex(input)
Trend Intensity Index verified trendIntensityIndex(input)
QStick verified qstick(input)
Mass Index verified massIndex(input)
Vertical Horizontal Filter verified verticalHorizontalFilter(input)
Random Walk Index (High/Low) verified randomWalkIndexHighLow(input)
Trend Trigger Factor verified trendTriggerFactor(input)
Directional Trend Index verified directionalTrendIndex(input)
Trend Strength Index verified trendStrengthIndex(input)

Momentum #

Relative Strength Index (RSI) verified rsi(close, p)
Stochastic Oscillator verified stochastic(high, low, close, kp, sk, sd)
Stochastic RSI verified stochasticRsi(close, rp, sp, sk, sd)
Williams %R verified williamsR(high, low, close, p)
Commodity Channel Index (CCI) verified cci(high, low, close, p, k)
Ultimate Oscillator verified ultimateOscillator(high, low, close, s, m, g)
True Strength Index (TSI) verified tsi(close, g, s)
Connors RSI verified connorsRsi(close, pp, sp, rp)
Absolute Price Oscillator verified absolutePriceOscillator(input)
Rate-of-Change Variants (ROC, ROCP, and ROCR) verified rateOfChangeVariantsRocRocpAndRocr(input)
Price Momentum (MOM) verified priceMomentumMom(input)
Chande Momentum Oscillator verified chandeMomentumOscillator(input)
Awesome Oscillator verified awesomeOscillator(input)
Accelerator Oscillator verified acceleratorOscillator(input)
TRIX verified trix(input)
Stochastic Momentum Index verified stochasticMomentumIndex(input)
Relative Vigor Index verified relativeVigorIndex(input)
Relative Momentum Index verified relativeMomentumIndex(input)
Fisher Transform verified fisherTransform(input)
Inverse Fisher Transform verified inverseFisherTransform(input)
Schaff Trend Cycle verified schaffTrendCycle(input)
Quantitative Qualitative Estimation (QQE) verified quantitativeQualitativeEstimationQqe(input)
WaveTrend Oscillator verified wavetrendOscillator(input)
Know Sure Thing (KST) verified knowSureThingKst(input)
Chande Forecast Oscillator verified chandeForecastOscillator(input)
Detrended Price Oscillator verified detrendedPriceOscillator(input)
Balance of Power verified balanceOfPower(input)
Psychological Line verified psychologicalLine(input)
Pretty Good Oscillator verified prettyGoodOscillator(input)
Price Momentum Oscillator verified priceMomentumOscillator(input)

Volatility and Channels #

True Range verified trueRange(high, low, close)
Average True Range (ATR) verified averageTrueRange(high, low, close, p)
Bollinger Bands verified bollingerBands(close, p, multiplier)
Keltner Channels verified keltnerChannels(high, low, close, emaPeriod, atrPeriod, multiplier)
Donchian Channels verified donchianChannels(high, low, p)
Bollinger BandWidth verified bollingerBandwidth(close, p, multiplier)

Volume Indicators #

On-Balance Volume (OBV) verified obv(close, volume, initial)
Accumulation/Distribution Line verified accumulationDistributionLine(high, low, close, volume, initial)
Chaikin Money Flow verified chaikinMoneyFlow(high, low, close, volume, p)
Money Flow Index verified moneyFlowIndex(high, low, close, volume, p)
Volume Price Trend verified volumePriceTrend(close, volume, initial)
Force Index verified forceIndex(close, volume, p)
Chaikin A/D Oscillator verified chaikinADOscillator(input)
Session VWAP Indicator verified sessionVwapIndicator(input)
Anchored VWAP verified anchoredVwap(input)
Negative Volume Index verified negativeVolumeIndex(input)
Positive Volume Index verified positiveVolumeIndex(input)
Ease of Movement verified easeOfMovement(input)
Klinger Volume Oscillator verified klingerVolumeOscillator(input)
Volume Oscillator verified volumeOscillator(input)
Percentage Volume Oscillator verified percentageVolumeOscillator(input)
Volume Rate of Change verified volumeRateOfChange(input)
Relative Volume verified relativeVolume(input)
Money Flow Multiplier and Money Flow Volume verified moneyFlowMultiplierAndMoneyFlowVolume(input)
Volume-Weighted MACD verified volumeWeightedMacd(input)
Volume Zone Oscillator verified volumeZoneOscillator(input)
Twiggs Money Flow verified twiggsMoneyFlow(input)

Range and Volatility Indicators #

Normalized ATR and ATR Percentage verified normalizedAtrAndAtrPercentage(input)
Chaikin Volatility verified chaikinVolatility(input)
Ulcer Index verified ulcerIndex(input)
Relative Volatility Index verified relativeVolatilityIndex(input)
Volatility Ratio verified volatilityRatio(input)
Volatility Quality Index verified volatilityQualityIndex(input)
Average Daily Range verified averageDailyRange(input)
Gap Volatility verified gapVolatility(input)
Range Efficiency Ratio verified rangeEfficiencyRatio(input)
High-Low Range Percentage verified highLowRangePercentage(input)
Normalized Price Range verified normalizedPriceRange(input)
Volatility Stop verified volatilityStop(input)

Bands, Envelopes, and Squeezes #

Bollinger %B verified bollingerPercentB(input)
Moving Average Envelope verified movingAverageEnvelope(input)
ATR Bands verified atrBands(input)
Standard Deviation Channel verified standardDeviationChannel(input)
Regression Channel verified regressionChannel(input)
Raff Regression Channel verified raffRegressionChannel(input)
STARC Bands verified starcBands(input)
Fractal Chaos Bands verified fractalChaosBands(input)
Projection Bands verified projectionBands(input)
Dynamic Zone Bands verified dynamicZoneBands(input)
TTM Squeeze verified ttmSqueeze(input)
Squeeze Momentum verified squeezeMomentum(input)
Adaptive Price Zone verified adaptivePriceZone(input)

Price Transforms #

Typical Price verified typicalPrice(input)
Median Price Transform verified medianPriceTransform(input)
Weighted Close verified weightedClose(input)
Average Price Transform verified averagePriceTransform(input)
Heikin-Ashi Transform verified heikinAshiTransform(input)
Log Price Transform verified logPriceTransform(input)
Price Relative verified priceRelative(input)
Normalized Price Transform verified normalizedPriceTransform(input)

Rolling Statistical Indicators #

Rolling Percentile verified rollingPercentile(input)
Rolling Quantile verified rollingQuantile(input)
Rolling Beta verified rollingBeta(input)
Rolling Alpha verified rollingAlpha(input)