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
@@ -215,4 +215,35 @@ public sealed class SqueezeValidationTests
Assert.Equal(sqStream.Momentum, sqBatch.Momentum, precision: 8);
Assert.Equal(sqStream.SqueezeOn, sqBatch.SqueezeOn);
}
[Fact]
public void Squeeze_Correction_Recomputes()
{
var ind = new Squeeze(period: 20);
long t0 = TimeSpan.TicksPerSecond;
// Build state well past warmup (WarmupPeriod = 20)
for (int i = 0; i < 50; i++)
{
double p = 100.0 + i * 0.5;
ind.Update(new TBar(t0 + i * TimeSpan.TicksPerSecond, p, p + 1, p - 1, p, 1000), isNew: true);
}
// Anchor bar
long anchorTime = t0 + 50 * TimeSpan.TicksPerSecond;
var anchorBar = new TBar(anchorTime, 125.0, 126.0, 124.0, 125.0, 1000);
ind.Update(anchorBar, isNew: true);
double anchorMomentum = ind.Momentum;
bool anchorSqueezeOn = ind.SqueezeOn;
// Correction with dramatically different values — Momentum must change
var corruptBar = new TBar(anchorTime, 1250.0, 1260.0, 1240.0, 1250.0, 1000);
ind.Update(corruptBar, isNew: false);
Assert.NotEqual(anchorMomentum, ind.Momentum);
// Correction back to original — both outputs must restore exactly
ind.Update(anchorBar, isNew: false);
Assert.Equal(anchorMomentum, ind.Momentum, 1e-9);
Assert.Equal(anchorSqueezeOn, ind.SqueezeOn);
}
}
+5
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@@ -369,6 +369,11 @@ public sealed class Squeeze : ITValuePublisher
SqueezeOn = false;
}
/// <summary>
/// Span-based batch Squeeze calculation. Populates both the momentum and squeeze-state output spans.
/// </summary>
/// <param name="momOut">Output span for Squeeze momentum values (linear regression of detrended price).</param>
/// <param name="sqOut">Output span for squeeze-state values (positive when Bollinger Bands are inside Keltner Channel).</param>
public static void Batch(
ReadOnlySpan<double> high,
ReadOnlySpan<double> low,
+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("Squeeze Momentum (SQUEEZE)", "SQUEEZE", overlay=false)