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

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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
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lib/trends_FIR/alma/alma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Arnaud Legoux Moving Average (ALMA)", "ALMA", overlay=true)
lib/trends_FIR/blma/blma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Blackman Moving Average (BLMA)", "BLMA", overlay=true)
lib/trends_FIR/bwma/bwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Bessel-Weighted Moving Average (BWMA)", "BWMA", overlay=true)
lib/trends_FIR/conv/conv.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Convolution Moving Average (CONV)", "CONV", overlay=true)
lib/trends_FIR/crma/crma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Cubic Regression Moving Average (CRMA)", "CRMA", overlay=true)
lib/trends_FIR/dwma/dwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Double Weighted Moving Average (DWMA)", "DWMA", overlay=true)
lib/trends_FIR/fwma/fwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Fibonacci Weighted Moving Average (FWMA)", "FWMA", overlay=true)
lib/trends_FIR/gwma/gwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Gaussian-Weighted Moving Average (GWMA)", "GWMA", overlay=true)
lib/trends_FIR/hamma/hamma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Hamming Moving Average (HAMMA)", "HAMMA", overlay=true)
lib/trends_FIR/hanma/hanma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Hanning Moving Average (HANMA)", "HANMA", overlay=true)
lib/trends_FIR/hend/hend.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Henderson Moving Average (HEND)", "HEND", overlay=true)
lib/trends_FIR/hma/hma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Hull Moving Average (HMA)", "HMA", overlay=true)
lib/trends_FIR/ilrs/ilrs.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Integral of Linear Regression Slope (ILRS)", "ILRS", overlay=true)
lib/trends_FIR/kaiser/kaiser.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Kaiser Window Moving Average (KAISER)", "KAISER", overlay=true)
lib/trends_FIR/lanczos/lanczos.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Lanczos (Sinc) Window Moving Average (LANCZOS)", "LANCZOS", overlay=true)
lib/trends_FIR/lsma/lsma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Least Squares Moving Average (LSMA)", "LSMA", overlay=true)
lib/trends_FIR/nlma/nlma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Non-Lag Moving Average (NLMA)", "NLMA", overlay=true)
lib/trends_FIR/nyqma/nyqma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Nyquist Moving Average (NYQMA)", "NYQMA", overlay=true)
lib/trends_FIR/parzen/parzen.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Parzen Window Moving Average (PARZEN)", "PARZEN", overlay=true)
lib/trends_FIR/pma/pma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
// Indicator algorithm (C) 2004-2024 John F. Ehlers
lib/trends_FIR/pwma/pwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Pascal Weighted Moving Average (PWMA)", "PWMA", overlay=true)
lib/trends_FIR/rwma/Rwma.cs
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@@ -132,7 +132,7 @@ public sealed class Rwma : ITValuePublisher
{
double c = _closeBuffer[i];
double r = _rangeBuffer[i];
sumCR += c * r;
sumCR = Math.FusedMultiplyAdd(c, r, sumCR);
sumR += r;
}
@@ -222,12 +222,12 @@ public sealed class Rwma : ITValuePublisher
if (s.Count >= _period)
{
s.SumCR -= oldClose * oldRange;
s.SumCR = Math.FusedMultiplyAdd(-oldClose, oldRange, s.SumCR);
s.SumR -= oldRange;
}
// Add new values
s.SumCR += currentClose * currentRange;
s.SumCR = Math.FusedMultiplyAdd(currentClose, currentRange, s.SumCR);
s.SumR += currentRange;
// Store in circular buffer
@@ -421,12 +421,12 @@ public sealed class Rwma : ITValuePublisher
if (count >= period)
{
sumCR -= oldClose * oldRange;
sumCR = Math.FusedMultiplyAdd(-oldClose, oldRange, sumCR);
sumR -= oldRange;
}
// Add new values
sumCR += currentClose * currentRange;
sumCR = Math.FusedMultiplyAdd(currentClose, currentRange, sumCR);
sumR += currentRange;
// Store in circular buffer
@@ -449,7 +449,7 @@ public sealed class Rwma : ITValuePublisher
sumR = 0;
for (int j = 0; j < period; j++)
{
sumCR += closeBuffer[j] * rangeBuffer[j];
sumCR = Math.FusedMultiplyAdd(closeBuffer[j], rangeBuffer[j], sumCR);
sumR += rangeBuffer[j];
}
}
lib/trends_FIR/sgma/sgma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Savitzky-Golay Moving Average (SGMA)", "SGMA", overlay=true)
lib/trends_FIR/sinema/sinema.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Sine-weighted Moving Average (SINEMA)", "SINEMA", overlay=true)
lib/trends_FIR/sma/sma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Simple Moving Average (SMA)", "SMA", overlay=true)
lib/trends_FIR/trima/trima.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Triangular Moving Average (TRIMA)", "TRIMA", overlay=true)
lib/trends_FIR/wma/wma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Weighted Moving Average (WMA)", "WMA", overlay=true)