feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings

This commit is contained in:
Miha Kralj
2026-03-09 13:45:46 -07:00
parent 8e43d62cbb
commit 031f1b5fe6
491 changed files with 6156 additions and 5590 deletions
+46
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@@ -102,6 +102,52 @@ public sealed class DxValidationTests : IDisposable
ValidationHelper.VerifyData(diMinusResults, outReal, outRange, lookback);
}
[Fact]
public void DmPlus_MatchesTalib()
{
var dx = new Dx(14);
var dmPlusResults = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
dx.Update(_data.Bars[i]);
dmPlusResults.Add(dx.DmPlus.Value);
}
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
double[] outReal = new double[_data.Bars.Count];
var retCode = Functions.PlusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = Functions.PlusDMLookback(14);
ValidationHelper.VerifyData(dmPlusResults, outReal, outRange, lookback);
}
[Fact]
public void DmMinus_MatchesTalib()
{
var dx = new Dx(14);
var dmMinusResults = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
dx.Update(_data.Bars[i]);
dmMinusResults.Add(dx.DmMinus.Value);
}
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
double[] outReal = new double[_data.Bars.Count];
var retCode = Functions.MinusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = Functions.MinusDMLookback(14);
ValidationHelper.VerifyData(dmMinusResults, outReal, outRange, lookback);
}
[Fact]
public void MatchesSkender_DiValues()
{
+16
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@@ -53,6 +53,18 @@ public sealed class Dx : ITValuePublisher
/// </summary>
public TValue DiMinus { get; private set; }
/// <summary>
/// Current smoothed +DM value (Wilder-smoothed raw plus directional movement, before TR normalization).
/// Equivalent to TA-Lib PLUS_DM.
/// </summary>
public TValue DmPlus { get; private set; }
/// <summary>
/// Current smoothed -DM value (Wilder-smoothed raw minus directional movement, before TR normalization).
/// Equivalent to TA-Lib MINUS_DM.
/// </summary>
public TValue DmMinus { get; private set; }
/// <summary>
/// True if the DX has warmed up and is providing valid results.
/// </summary>
@@ -106,6 +118,8 @@ public sealed class Dx : ITValuePublisher
Last = default;
DiPlus = default;
DiMinus = default;
DmPlus = default;
DmMinus = default;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -276,6 +290,8 @@ public sealed class Dx : ITValuePublisher
DiPlus = new TValue(input.Time, diPlus);
DiMinus = new TValue(input.Time, diMinus);
DmPlus = new TValue(input.Time, _samples >= _period ? _dmPlusSmooth : 0);
DmMinus = new TValue(input.Time, _samples >= _period ? _dmMinusSmooth : 0);
Last = new TValue(input.Time, dx);
Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
+1 -1
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Directional Movement Index (DX)", "DX", overlay=false)