Indicator Reference
Every indicator in zeon-ta, grouped by module. A few indicators additionally link to the external source their formula was verified against — see methodology.md for how that verification is done.
Foundations
| Indicator | Summary |
|---|---|
candles |
Candlestick Anatomy and Patterns |
heikin_ashi |
Heikin-Ashi Candles |
relative_volume |
Volume Basics |
support_resistance |
Support and Resistance |
trend_channel |
Trend Basics and Trend Channels |
williams_fractals |
Williams Fractals |
Moving Averages
| Indicator | Summary |
|---|---|
alma |
Arnaud Legoux Moving Average (ALMA) |
dema |
Double Exponential Moving Average (DEMA) |
efficiency_ratio |
Kaufman’s Efficiency Ratio (ER) |
ema |
Exponential Moving Average (EMA) |
ema_ribbon |
EMA Ribbon |
emd_imf1 |
Empirical Mode Decomposition — First IMF |
frama |
Fractal Adaptive Moving Average |
gmma |
Guppy Multiple Moving Average |
hma |
Hull Moving Average (HMA) |
instantaneous_trendline |
Instantaneous Trendline (Ehlers) |
kama |
Kaufman’s Adaptive Moving Average (KAMA) |
ma_cross |
Moving Average Crossovers |
mcgd |
McGinley Dynamic |
sma |
Simple Moving Average (SMA) |
smma |
Smoothed Moving Average (SMMA) |
super_smoother |
Super Smoother Filter (Ehlers) |
t3 |
T3 Moving Average (Tillson) |
tema |
Triple Exponential Moving Average (TEMA) |
trima |
Triangular Moving Average (TRIMA) |
vidya |
Variable Index Dynamic Average (VIDYA) |
vwma |
Volume-Weighted Moving Average (VWMA) |
wavelet_denoise |
Wavelet-Denoised Price (Discrete Wavelet Transform) |
wma |
Weighted Moving Average (WMA) |
zlema |
Zero-Lag Exponential Moving Average (ZLEMA) |
Oscillators
| Indicator | Summary |
|---|---|
awesome_oscillator |
Awesome Oscillator (AO) |
bias |
Bias |
cci |
Commodity Channel Index (CCI) |
center_of_gravity |
Center of Gravity Oscillator (CG) |
cmo |
Chande Momentum Oscillator (CMO) |
connors_rsi |
Connors RSI |
coppock_curve |
Coppock Curve |
cyber_cycle |
Cyber Cycle |
dpo |
Detrended Price Oscillator (DPO) |
elder_ray |
Elder Ray (Bull Power / Bear Power) |
even_better_sinewave |
Even Better Sinewave |
fisher_transform |
Fisher Transform (Ehlers) |
ift_rsi |
Inverse Fisher Transform of RSI |
kdj |
KDJ |
kst |
Pring’s Know Sure Thing (KST) |
laguerre_rsi |
Laguerre RSI |
macd |
MACD (Moving Average Convergence Divergence) |
momentum |
Momentum |
ppo |
Percentage Price Oscillator (PPO) |
psl |
Psychological Line (PSL) |
qqe |
Quantitative Qualitative Estimation (QQE) |
reflex_trendflex |
Reflex and Trendflex |
roc |
Rate of Change (ROC) |
roofing_filter |
Roofing Filter |
rsi |
Relative Strength Index (RSI) |
rvgi |
Relative Vigor Index (RVGI) |
smi |
Stochastic Momentum Index (SMI) |
stoch |
Stochastic Oscillator |
stoch_rsi |
Stochastic RSI (StochRSI) |
trix |
TRIX (Triple Exponential Average) |
tsi |
True Strength Index (TSI) |
ultimate_oscillator |
Ultimate Oscillator |
voss_predictive_filter |
Voss Predictive Filter |
williams_r |
Williams %R |
Volume
| Indicator | Summary |
|---|---|
adl |
Accumulation/Distribution Line (ADL) |
bop |
Balance of Power (BOP) |
chaikin_oscillator |
Chaikin Oscillator |
cmf |
Chaikin Money Flow (CMF) |
ease_of_movement |
Ease of Movement (EMV) |
force_index |
Force Index |
klinger_volume_oscillator |
Klinger Volume Oscillator (KVO) |
mfi |
Money Flow Index (MFI) |
nvi |
Negative Volume Index (NVI) |
obv |
On-Balance Volume (OBV) |
pvi |
Positive Volume Index (PVI) |
pvt |
Price Volume Trend (PVT) |
vwmacd |
Volume-Weighted MACD |
williams_ad |
Williams Accumulation/Distribution (WAD) |
Volatility
| Indicator | Summary |
|---|---|
accbands |
Acceleration Bands |
atr |
Average True Range (ATR) |
bbands |
Bollinger Bands |
chaikin_volatility |
Chaikin Volatility (CVI) |
garman_klass_volatility |
Garman-Klass Volatility |
keltner |
Keltner Channels |
mass_index |
Mass Index |
natr |
Normalized Average True Range (NATR) |
parkinson_volatility |
Parkinson Volatility |
relative_volatility_index |
Relative Volatility Index (RVI) |
rogers_satchell_volatility |
Rogers-Satchell Volatility |
squeeze |
The Squeeze (TTM Squeeze) |
true_range |
True Range |
ulcer_index |
Ulcer Index |
wavelet_variance |
Multi-Scale Wavelet Variance (MODWT) |
yang_zhang_volatility |
Yang-Zhang Volatility |
Trend Systems
| Indicator | Summary |
|---|---|
adx |
ADX / DMI |
adxr |
ADX Rating (ADXR) |
aroon |
Aroon and the Aroon Oscillator |
chandelier_exit |
Chandelier Exit |
choppiness_index |
Choppiness Index (CHOP) |
donchian |
Donchian Channels |
ichimoku |
Ichimoku |
linreg |
Linear Regression Slope & Forecast |
parabolic_sar |
Parabolic SAR |
qstick |
Qstick |
supertrend |
SuperTrend |
vertical_horizontal_filter |
Vertical Horizontal Filter (VHF) |
vortex |
Vortex Indicator |
Advanced Tools
| Indicator | Summary |
|---|---|
approximate_entropy |
Approximate Entropy |
cpr |
Central Pivot Range (CPR) |
dfa |
Detrended Fluctuation Analysis (DFA) |
divergence |
Divergences |
fib_retracement |
Fibonacci Retracement |
hurst_exponent |
Hurst Exponent (Rescaled Range Analysis) |
ou_half_life |
Ornstein-Uhlenbeck Half-Life of Mean Reversion |
permutation_entropy |
Permutation Entropy |
pivot_points |
Pivot Points |
sample_entropy |
Sample Entropy (SampEn) |
vwap |
VWAP (Volume-Weighted Average Price) |
Statistics
| Indicator | Summary |
|---|---|
cumulative_return |
Cumulative Return |
drawdown |
Drawdown |
kurtosis |
Kurtosis |
log_return |
Logarithmic Return |
mad |
Median Absolute Deviation (MAD) |
skewness |
Skewness |
stddev |
Standard Deviation |
variance |
Variance |
zscore |
Z-Score |