Implement new time series analysis and indicators

[kenorb]

• [x] AC | Accelerator Oscillator | ✔
• [ ] ADO | Accumulation/Distribution Oscillator | ✔
• [ ] AGC | Automatic gain control | ✔
• [x] ADX | Average Directional Movement Index | ✔
• [ ] ADXR | Average Directional Movement Rating | ✔
• [x] Alligator | Alligator 3-line indicator | ✔
• [ ] ALMA | Arnaud Legoux Moving Average | ✔
• [ ] Amplitude | Amplitude of series | ✔
• [x] AO | Awesome Oscillator | ✔
• [ ] APO | Absolute Price Oscillator | ✔
• [ ] Aroon | Aroon Indicator | ✔
• [ ] AroonOsc | Aroon Oscillator | ✔
• [x] ATR | Average True Range, original | ✔
• [ ] ATRS | Average True Range, simple MA | ✔
• [ ] AvgPrice | Average Price | ✔
• [ ] BandPass | Bandpass filter |  
• [ ] BBands | Bollinger Bands | ✔
• [ ] BBOsc | Bollinger Bands oscillator | ✔
• [ ] Beta | Beta value | ✔
• [ ] BOP | Balance Of Power | ✔
• [ ] Butterworth | Butterworth filter | ✔
• [ ] CBI | Cold Blood Index |  
• [x] CCI | Commodity Channel Index | ✔
• [ ] ccyMax | Strongest Forex pair | ✔
• [ ] ccyMin | Weakest Forex pair | ✔
• [ ] ccyReset | Initialize currency strength | ✔
• [ ] ccySet | Define currency strength | ✔
• [ ] ccyStrength | Get currency strength | ✔
• [ ] CDL2Crows... | 60 classic candle patterns | ✔
• [ ] CGOsc | Center Of Gravity oscillator | ✔
• [ ] ChandelierLong | Chandelier exit long | ✔
• [ ] ChandelierShort | Chandelier exit short | ✔
• [ ] Chikou | Ichimoku Chikou line | ✔
• [ ] CI | Choppiness Index | ✔
• [ ] CMO | Chande Momentum Oscillator | ✔
• [ ] concave | Curve concavity |  
• [ ] ConnorsRSI | Connors RSI indicator | ✔
• [ ] Coral | Coral indicator | ✔
• [ ] Correlation | Pearson correlation coefficient | ✔
• [ ] COT | Commitment Of Traders report | ✔
• [ ] COT_CommercialPos | COT commercials net position | ✔
• [ ] COT_CommercialIndex | COT index | ✔
• [ ] COT_OpenInterest | COT open interest | ✔
• [ ] Covariance | Covariance coefficient | ✔
• [ ] crossOver | Curve cross over |  
• [ ] crossOverF | Fuzzy cross over |  
• [ ] crossUnder | Curve cross under |  
• [ ] crossUnderF | Fuzzy cross under |  
• [ ] dayClose | Day close | ✔
• [ ] dayHigh | Day high | ✔
• [ ] dayLow | Day low | ✔
• [ ] dayOpen | Day open | ✔
• [ ] dayPivot | Day pivot | ✔
• [ ] DChannel | Donchian Channel | ✔
• [ ] DCOsc | Donchian Channel Oscillator | ✔
• [ ] Decycle | Ehlers' Decycler | ✔
• [ ] DEMA | Double Exponential Moving Average | ✔
• [ ] DominantPeriod | Fundamental price oscillation |  
• [ ] DominantPhase | Fundamental price phase |  
• [ ] DPO | Detrended Price Oscillator | ✔
• [ ] DX | Directional Movement Index | ✔
• [ ] EMA | Exponential Moving Average | ✔
• [ ] ER | Efficiency Ratio | ✔
• [ ] FIR3 | Finite Impulse Response filter, 3 taps |  
• [ ] FIR4 | Finite Impulse Response filter, 4 taps |  
• [ ] FIR6 | Finite Impulse Response filter, 6 taps |  
• [ ] falling | Curve falling |  
• [ ] fallingF | Curve falling, fuzzy |  
• [ ] findIdx | Find element |  
• [ ] Fisher | Fisher transform | ✔
• [ ] FisherInv | Inverse Fisher transform | ✔
• [ ] FisherN | Fisher transform with normalization | ✔
• [ ] FractalDimension | Fractal Dimension | ✔
• [ ] FractalHigh | High Fractal indicator | ✔
• [ ] FractalLow | Low Fractal indicator | ✔
• [ ] frechet | Frechet pattern detection |  
• [ ] Gauss | Gauss filter |  
• [ ] HAClose | Haiken Ashi Close | ✔
• [ ] HAHigh | Haiken Ashi High | ✔
• [ ] HALow | Haiken Ashi Low | ✔
• [ ] HAOpen | Haiken Ashi Open | ✔
• [ ] HH | Highest High | ✔
• [ ] HMA | Hull Moving Average | ✔
• [ ] HighPass | Wide highpass filter |  
• [ ] HighPass1 | 1-pole highpass filter |  
• [ ] HighPass2 | 2-pole highpass filter | ✔
• [ ] HTDcPeriod | Hilbert transform cycle period | ✔
• [ ] HTDcPhase | Hilbert transform cycle phase | ✔
• [ ] HTPhasor | Hilbert transform phasor components | ✔
• [ ] HTSine | Hilbert transform sine wave | ✔
• [ ] HTTrendline | Hilbert transform instantaneous trendline | ✔
• [ ] HTTrendMode | Hilbert transform trend indicator | ✔
• [ ] Hurst | Hurst exponent | ✔
• [ ] IBS | Internal Bar Strength | ✔
• [ ] Ichimoku | Ichimoku indicator | ✔
• [ ] KAMA | Kaufman Adaptive Moving Average | ✔
• [ ] KAMA2 | KAMA with individual settings | ✔
• [ ] Keltner | Keltner channel | ✔
• [ ] Laguerre | Laguerre lowpass filter | ✔
• [ ] LinearReg | Linear regression | ✔
• [ ] LinearRegAngle | Linear regression angle | ✔
• [ ] LinearRegIntercept | Linear regression intercept | ✔
• [ ] LinearRegSlope | Linear regression slope | ✔
• [ ] LL | Lowest Low | ✔
• [ ] LowPass | Lowpass filter |  
• [ ] MACD | Moving Average Convergence/Divergence | ✔
• [ ] MACDExt | MACD with various MA types | ✔
• [ ] MACDFix | MACD with standard parameters | ✔
• [ ] MAMA | MESA Adaptive Moving Average | ✔
• [ ] MAVariablePeriod | Moving Average with variable period | ✔
• [ ] MaxVal | Highest value | ✔
• [ ] MaxIndex | Index of highest value | ✔
• [ ] Median | Median filter |  
• [ ] MedPrice | Center price of candle | ✔
• [ ] MidPoint | Center value of period | ✔
• [ ] MidPrice | Center price of period | ✔
• [ ] MinVal | Lowest value | ✔
• [ ] MinIndex | Index of lowest value | ✔
• [ ] MinMax | Lowest and highest values | ✔
• [ ] MinMaxIndex | Indexes of lowest and highest values | ✔
• [ ] MMI | Market Meanness Index | ✔
• [ ] MinusDI | Minus Directional Indicator | ✔
• [ ] MinusDM | Minus Directional Movement | ✔
• [ ] Mode | Most frequent value | ✔
• [ ] Mom | Momentum | ✔
• [ ] Moment | Mean, variance, skew, kurtosis | ✔
• [ ] MovingAverage | Moving Average with various MA types | ✔
• [ ] NATR | Normalized Average True Range | ✔
• [ ] Normalize | Normalize to -1 .. +1 | ✔
• [ ] NumInRange | Count ranges in interval | ✔
• [ ] NumDn | Count of falling elements | ✔
• [ ] NumRiseFall | Length of streak | ✔
• [ ] NumUp | Count of rising elements | ✔
• [ ] NumWhiteBlack | Difference of white and black candles | ✔
• [ ] peak | Curve peak |  
• [ ] peakF | Curve peak, fuzzy |  
• [ ] Percentile | Percentile |  
• [ ] PercentRank | Percent rank |  
• [ ] PlusDI | Plus Directional Indicator | ✔
• [ ] PlusDM | Plus Directional Movement | ✔
• [ ] polyfit | Polynomial regression |  
• [ ] polynom | Regression polynomial |  
• [ ] PPO | Percentage Price Oscillator | ✔
• [ ] predict | Curve peak / crossover prediction |  
• [ ] predictMove | Predict price move by statistics | ✔
• [ ] predictSeason | Predict price move by seasonal analysis | ✔
• [ ] ProfitFactor | Ratio of positive to negative returns | ✔
• [ ] rising | Curve rising |  
• [ ] risingF | Curve rising, fuzzy |  
• [ ] R2 | Determination coefficient |  
• [ ] RET | Rate of change between two points | ✔
• [ ] ROC | Rate of change | ✔
• [ ] ROCP | Rate of change percentage | ✔
• [ ] ROCR | Rate of change ratio | ✔
• [ ] ROCL | Logarithmic return | ✔
• [ ] ROCR100 | Rate of change ratio, 100 scale | ✔
• [ ] Roof | Ehlers' roofing filter | ✔
• [x] RSI | Relative Strength Index, original | ✔
• [ ] RSIS | Relative Strength Index, simple MA | ✔
• [ ] RVI | Ehlers' Relative Vigor Index | ✔
• [x] SAR | Parabolic SAR | ✔
• [ ] SentimentLW | Williams' Market Sentiment | ✔
• [ ] SentimentG | Genesis Sentiment Index | ✔
• [ ] ShannonEntropy | Randomness metric | ✔
• [ ] ShannonGain | Expected gain rate | ✔
• [ ] SIROC | Smoothed Rate of Change | ✔
• [ ] SMA | Simple Moving Average | ✔
• [ ] SMom | Smoothed Momentum | ✔
• [ ] Smooth | Ehlers' super-smoother | ✔
• [ ] Spearman | Spearman's rank correlation coefficient | ✔
• [ ] Spectrum | Spectral analysis |  
• [ ] StdDev | Standard deviation | ✔
• [ ] Stoch | Stochastic oscillator | ✔
• [ ] StochEhlers | Ehlers' predictive stochastic | ✔
• [ ] StochF | Stochastic Fast | ✔
• [ ] StochRSI | Stochastic RSI | ✔
• [ ] Sum | Sum of elements | ✔
• [ ] SumDn | Sum of falling elements | ✔
• [ ] SumUp | Sum of rising elements | ✔
• [ ] T3 | Triple smoothed MA | ✔
• [ ] TEMA | Triple EMA | ✔
• [ ] touch | Curve touches another |  
• [ ] Trima | Triangular Moving Average | ✔
• [ ] Trix | TEMA rate of change | ✔
• [ ] TrueRange | True range | ✔
• [ ] TSF | Time Series Forecast | ✔
• [ ] TSI | Trend Strength Index |  
• [ ] TypPrice | Typical price | ✔
• [ ] UltOsc | Ultimate Oscillator | ✔
• [ ] UO | Universal Oscillator | ✔
• [ ] Variance | Variance | ✔
• [ ] valley | Curve valley |  
• [ ] valleyF | Curve valley, fuzzy |  
• [ ] Volatility | Annualized volatility | ✔
• [ ] VolatilityC | Chaikin Volatility indicator | ✔
• [ ] VolatilityMM | Min/Max volatility | ✔
• [ ] VolatilityOV | Empirical volatility | ✔
• [ ] WCLPrice | Weighted Close Price | ✔
• [ ] WillR | Williams' Percent Range | ✔
• [ ] WMA | Weighted Moving Average | ✔
• [ ] yield | Riskfree rate at bar | ✔
• [x] ZigZag | ZigZag indicator | ✔
• [ ] ZMA | Zero-lag Moving Average | ✔

Source: Zorro functions & download