| ABBER |
Aberration |
Channels |
| AC |
Acceleration Oscillator |
Oscillators |
| ACCBANDS |
Acceleration Bands |
Channels |
| ACCEL |
Momentum change; 2nd derivative |
Numerics |
| ADL |
Accumulation/Distribution Line |
Volume |
| ADOSC |
Chaikin A/D Oscillator |
Volume |
| ADR |
Average Daily Range |
Volatility |
| ADX |
Average Directional Movement Index |
Dynamics |
| ADXR |
Average Directional Movement Rating |
Dynamics |
| AFIRMA |
Adaptive Finite Impulse Response MA |
Trends (FIR) |
| ALMA |
Arnaud Legoux MA |
Trends (FIR) |
| AO |
Awesome Oscillator |
Oscillators |
| AOBV |
Archer On-Balance Volume |
Volume |
| APCHANNEL |
Andrews' Pitchfork |
Channels |
| APO |
Absolute Price Oscillator |
Oscillators |
| AROON |
Aroon |
Dynamics |
| ATR |
Average True Range |
Volatility |
| ATRBANDS |
ATR Bands |
Channels |
| ATRN |
Average True Range Normalized [0,1] |
Volatility |
| ATRP |
Average True Range Percent |
Volatility |
| BBANDS |
Bollinger Bands |
Channels |
| BBW |
Bollinger Band Width |
Volatility |
| BBWN |
Bollinger Band Width Normalized |
Volatility |
| BBWP |
Bollinger Band Width Percentile |
Volatility |
| BESSEL |
Bessel Filter |
Filters |
| BETA |
Beta Coefficient |
Statistics |
| BIAS |
Bias |
Statistics |
| BILATERAL |
Bilateral Filter |
Filters |
| BLMA |
Blackman Window MA |
Trends (FIR) |
| BOP |
Balance of Power |
Momentum |
| BPF |
Ehlers Bandpass Filter |
Filters |
| BUTTER |
Butterworth Filter |
Filters |
| BWMA |
Bessel-Weighted MA |
Trends (FIR) |
| CCV |
Close-to-Close Volatility |
Volatility |
| CG |
Center of Gravity |
Cycles |
| CCI |
Commodity Channel Index |
Momentum |
| CHANGE |
Percentage Change |
Numerics |
| CHEBY1 |
Chebyshev Type I Filter |
Filters |
| CHEBY2 |
Chebyshev Type II Filter |
Filters |
| CMF |
Chaikin Money Flow |
Volume |
| CMO |
Chande Momentum Oscillator |
Momentum |
| COINTEGRATION |
Cointegration |
Statistics |
| CONV |
Convolution MA with any kernel |
Trends (FIR) |
| CORRELATION |
Correlation (Pearson's) |
Statistics |
| COVARIANCE |
Covariance |
Statistics |
| CUMMEAN |
Cumulative Mean (Average) |
Statistics |
| CV |
Conditional Volatility |
Volatility |
| CVI |
Chaikin's Volatility |
Volatility |
| DCHANNEL |
Donchian Channels |
Channels |
| DECAYCHANNEL |
Decay Min-Max Channel |
Channels |
| DEMA |
Double Exponential MA |
Trends (IIR) |
| DSMA |
Deviation-Scaled MA |
Trends (IIR) |
| DWMA |
Double Weighted MA |
Trends (FIR) |
| EBSW |
Ehlers Even Better Sinewave |
Cycles |
| EWMA |
Exponential Weighted MA Volatility |
Volatility |
| EFI |
Elder's Force Index |
Volume |
| ELLIPTIC |
Elliptic (Cauer) Filter |
Filters |
| EMA |
Exponential MA |
Trends (IIR) |
| ENTROPY |
Normalized Shannon Entropy |
Statistics |
| EOM |
Ease of Movement |
Volume |
| EPMA |
Endpoint MA |
Trends (FIR) |
| EXP |
Exponential Transformation |
Numerics |
| FCB |
Fractal Chaos Bands |
Channels |
| FRAMA |
Fractal Adaptive MA |
Trends (IIR) |
| GAUSS |
Gaussian Filter |
Filters |
| HANN |
Hann FIR Filter |
Filters |
| HPF |
Ehlers Highpass Filter |
Filters |
| GEOMEAN |
Geometric Mean |
Statistics |
| GKV |
Garman-Klass Volatility |
Volatility |
| GRANGER |
Granger Causality Test |
Statistics |
| GWMA |
Gaussian-Weighted MA |
Trends (FIR) |
| HAMMA |
Hamming Window MA |
Trends (FIR) |
| HANMA |
Hanning Window MA |
Trends (FIR) |
| HARMEAN |
Harmonic Mean |
Statistics |
| HEMA |
Hull Exponential MA |
Trends (IIR) |
| HIGHEST |
Highest value |
Numerics |
| HLV |
High-Low Volatility |
Volatility |
| HMA |
Hull MA |
Trends (FIR) |
| HP |
Hodrick-Prescott Filter |
Filters |
| HTIT |
Hilbert Transform Instantaneous Trend |
Trends (IIR) |
| HUBER |
Huber Loss |
Errors |
| HURST |
Hurst |
Statistics |
| HV |
Historical Volatility |
Volatility |
| HWMA |
Holt Weighted MA |
Trends (FIR) |
| III |
Intraday Intensity Index |
Volume |
| INERTIA |
Inertia |
Oscillators |
| IQR |
Interquartile Range |
Statistics |
| JB |
Jarque-Bera Test |
Statistics |
| JBANDS |
Jurik Volatility Bands |
Channels |
| JMA |
Jurik MA |
Trends (IIR) |
| JOLT |
Rate of acceleration; 3rd derivative |
Numerics |
| JVOLTY |
Jurik Volatility |
Volatility |
| JVOLTYN |
Jurik Volatility Normalized [0,1] |
Volatility |
| KAMA |
Kaufman Adaptive MA |
Trends (IIR) |
| KCHANNEL |
Keltner Channel |
Channels |
| KENDALL |
Kendall Rank Correlation |
Statistics |
| KF |
Kalman Filter |
Filters |
| KURTOSIS |
Kurtosis |
Statistics |
| KVO |
Klinger Volume Oscillator |
Volume |
| LINEAR |
Linear Transformation |
Numerics |
| LINREG |
Linear Regression Curve |
Statistics |
| LOESS |
LOESS/LOWESS Smoothing |
Filters |
| LOG |
Logarithmic Transformation |
Numerics |
| LOWEST |
Lowest value |
Numerics |
| LSMA |
Least Squares Moving Average |
Trends (FIR) |
| LTMA |
Linear Trend MA |
Trends (IIR) |
| MAE |
Mean Absolute Error |
Errors |
| MAENV |
Moving Average Envelope |
Channels |
| MAMA |
MESA Adaptive MA |
Trends (IIR) |
| MAPD |
Mean Absolute Percentage Difference |
Errors |
| MAPE |
Mean Absolute Percentage Error |
Errors |
| MASE |
Mean Absolute Scaled Error |
Errors |
| ME |
Mean Error |
Errors |
| MEDFILT |
Median Filter |
Numerics/Filters |
| MEDIAN |
Median (Statistical) |
Statistics |
| MFI |
Money Flow Index |
Volume |
| MGDI |
McGinley Dynamic Indicator |
Trends (IIR) |
| MMCHANNEL |
Min-Max Channel |
Channels |
| MMA |
Modified MA |
Trends (IIR) |
| MODE |
Mode (Most Frequent) |
Statistics |
| MOM |
Momentum |
Momentum |
| MOON |
Moon Phase |
Cycles |
| MPE |
Mean Percentage Error |
Errors |
| MSE |
Mean Squared Error |
Errors |
| MSLE |
Mean Squared Logarithmic Error |
Errors |
| NORMALIZE |
Min-Max Scaling (Normalization) |
Numerics |
| NOTCH |
Notch Filter |
Filters |
| NVI |
Negative Volume Index |
Volume |
| OBV |
On Balance Volume |
Volume |
| PERCENTILE |
Percentile |
Statistics |
| PHASOR |
Ehlers Phasor Analysis |
Cycles |
| PCHANNEL |
Price Channel |
Channels |
| PMO |
Price Momentum Oscillator |
Momentum |
| PPO |
Percentage Price Oscillator |
Momentum |
| PRS |
Price Relative Strength |
Momentum |
| PV |
Parkinson Volatility |
Volatility |
| 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 |
Quadruple Exponential MA |
Trends (IIR) |
| QUANTILE |
Quantile |
Statistics |
| 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 (SMMA, MMA) |
Trends (IIR) |
| RMSE |
Root Mean Squared Error |
Errors |
| RMSLE |
Root Mean Squared Logarithmic 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 |
R-Squared |
Errors |
| RSV |
Rogers-Satchell Volatility |
Volatility |
| RV |
Realized Volatility |
Volatility |
| RVI |
Relative Volatility Index |
Volatility |
| RSX |
Jurik Relative Strength Quality Index |
Momentum |
| 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) |
| SSF |
Ehlers Super Smooth Filter |
Filters |
| SKEW |
Skewness |
Statistics |
| SLOPE |
Rate of change; 1st derivative |
Numerics |
| SMA |
Simple MA |
Trends (FIR) |
| SMAPE |
Symmetric Mean Absolute Percentage Error |
Errors |
| SMI |
Stochastic Momentum Index |
Oscillators |
| SPEARMAN |
Spearman Rank Correlation |
Statistics |
| SQRT |
Square Root Transformation |
Numerics |
| STANDARDIZE |
Standardization (Z-score) |
Numerics |
| STARC |
Starc Bands |
Volatility |
| 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 |
| T3 |
Tillson T3 MA |
Trends (IIR) |
| TANH |
Hyperbolic Tangent |
Numerics |
| TEMA |
Triple Exponential MA |
Trends (IIR) |
| THEIL |
Theil Index |
Statistics |
| TRIMA |
Triangular MA |
Trends (FIR) |
| TRIX |
Triple Exponential Average |
Oscillators |
| TSI |
True Strength Index |
Momentum |
| TVI |
Trade Volume Index |
Volume |
| UBANDS |
Ultimate Bands |
Channels |
| UCHANNEL |
Ultimate Channel |
Channels |
| UI |
Ulcer Index |
Volatility |
| ULTOSC |
Ultimate Oscillator |
Oscillators |
| USF |
Ehlers Ultrasmooth Filter |
Filters |
| VA |
Volume Accumulation |
Volume |
| VARIANCE |
Variance |
Statistics |
| VEL |
Jurik Velocity |
Momentum |
| VF |
Volume Force |
Volume |
| VIDYA |
Variable Index Dynamic Average |
Trends (IIR) |
| VO |
Volume Oscillator |
Volume |
| VOV |
Volatility of Volatility |
Volatility |
| VR |
Volatility Ratio |
Volatility |
| VROC |
Volume Rate of Change |
Volume |
| VWAP |
Volume Weighted Average Price |
Volume |
| VWAPBANDS |
VWAP Bands |
Channels |
| VWAD |
Volume Weighted Accumulation/Distribution |
Volume |
| VWMA |
Volume Weighted MA |
Volume |
| WAD |
Williams Accumulation/Distribution |
Volume |
| WIENER |
Wiener Filter |
Filters |
| WILLR |
Williams %R |
Oscillators |
| WMA |
Weighted MA |
Trends (FIR) |
| 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 standardization |
Statistics |