Financial Quantitative Technical Indicators Tutorial
Haiyue
4min
Complete Tutorial on Financial Quantitative Technical Indicators
This tutorial series covers 57 commonly used financial quantitative technical indicators, organized into seven categories. Each indicator includes its definition, mathematical principles, code implementation, application scenarios, and analysis of advantages and disadvantages.
I. Moving Averages — Overlay Indicators
| # | Indicator | Description |
|---|---|---|
| 1 | SMA | Simple Moving Average |
| 2 | EMA | Exponential Moving Average |
| 3 | WMA | Weighted Moving Average |
| 4 | DEMA | Double Exponential Moving Average |
| 5 | TEMA | Triple Exponential Moving Average |
| 6 | HMA | Hull Moving Average |
| 7 | SMMA | Smoothed Moving Average |
| 8 | ALMA | Arnaud Legoux Moving Average |
| 9 | LSMA | Least Squares Moving Average |
| 10 | McGinley Dynamic | McGinley Dynamic Indicator |
| 11 | Guppy MMA | Guppy Multiple Moving Average |
II. Volatility & Bands — Overlay Indicators
| # | Indicator | Description |
|---|---|---|
| 12 | Bollinger Bands | Bollinger Bands |
| 13 | Donchian Channels | Donchian Channels |
| 14 | Keltner Channels | Keltner Channels |
| 15 | Envelopes | Moving Average Envelopes |
| 16 | MA Channel | Moving Average Channel |
| 17 | Price Channel | Price Channel |
| 18 | Standard Error Bands | Standard Error Bands |
III. Trend — Overlay Indicators
| # | Indicator | Description |
|---|---|---|
| 19 | Ichimoku Cloud | Ichimoku Kinko Hyo |
| 20 | Parabolic SAR | Parabolic Stop and Reverse |
| 21 | SuperTrend | SuperTrend Indicator |
| 22 | Pivot Points | Pivot Points |
| 23 | Linear Regression Curve | Linear Regression Curve |
| 24 | Williams Alligator | Williams Alligator Indicator |
IV. Other Overlay Indicators
| # | Indicator | Description |
|---|---|---|
| 25 | VWAP | Volume Weighted Average Price |
| 26 | Average Price | Average Price |
| 27 | Median Price | Median Price |
| 28 | Typical Price | Typical Price |
| 29 | Williams Fractal | Williams Fractal |
| 30 | Zig Zag | Zig Zag Indicator |
V. Momentum — Oscillator Indicators
| # | Indicator | Description |
|---|---|---|
| 31 | RSI | Relative Strength Index |
| 32 | MACD | Moving Average Convergence Divergence |
| 33 | Stochastic | Stochastic Oscillator |
| 34 | Stochastic RSI | Stochastic RSI |
| 35 | Williams %R | Williams Percent Range |
| 36 | CCI | Commodity Channel Index |
| 37 | Momentum | Momentum Indicator |
| 38 | ROC | Rate of Change |
| 39 | Awesome Oscillator | Awesome Oscillator |
| 40 | Ultimate Oscillator | Ultimate Oscillator |
| 41 | Balance of Power | Balance of Power |
| 42 | Connors RSI | Connors RSI |
| 43 | Coppock Curve | Coppock Curve |
| 44 | DPO | Detrended Price Oscillator |
| 45 | Fisher Transform | Fisher Transform |
| 46 | TRIX | Triple Exponential Average |
VI. Trend — Oscillator Indicators
| # | Indicator | Description |
|---|---|---|
| 47 | ATR | Average True Range |
| 48 | ADX | Average Directional Index |
| 49 | Vortex Indicator | Vortex Indicator |
| 50 | Aroon | Aroon Indicator |
VII. Volume — Oscillator Indicators
| # | Indicator | Description |
|---|---|---|
| 51 | MFI | Money Flow Index |
| 52 | OBV | On-Balance Volume |
| 53 | A/D | Accumulation/Distribution Line |
| 54 | CMF | Chaikin Money Flow |
| 55 | Chaikin Oscillator | Chaikin Oscillator |
| 56 | Klinger Oscillator | Klinger Volume Oscillator |
| 57 | Volume | Volume Indicator |