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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/volatility/etherm/Etherm.cs
+8 -11
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@@ -12,9 +12,8 @@ namespace QuanTAlib;
/// <remarks>
/// <b>Calculation steps:</b>
/// <list type="number">
/// <item>highDiff = |High - prevHigh|, lowDiff = |prevLow - Low|</item>
/// <item>Inside bar (High &lt; prevHigh AND Low &gt; prevLow) → Temperature = 0</item>
/// <item>Otherwise Temperature = max(highDiff, lowDiff)</item>
/// <item>highDiff = max(High − prevHigh, 0), lowDiff = max(prevLow − Low, 0)</item>
/// <item>Temperature = max(highDiff, lowDiff)</item>
/// <item>Signal = EMA(Temperature, period) with bias compensation</item>
/// </list>
///
@@ -271,10 +270,9 @@ public sealed class Etherm : AbstractBase
prevL = lastValidLow;
}
double highDiff = Math.Abs(h - prevH);
double lowDiff = Math.Abs(prevL - l);
bool isInsideBar = h < prevH && l > prevL;
temp = isInsideBar ? 0 : Math.Max(highDiff, lowDiff);
double highDiff = Math.Max(h - prevH, 0.0);
double lowDiff = Math.Max(prevL - l, 0.0);
temp = Math.Max(highDiff, lowDiff);
}
if (!double.IsFinite(temp) || temp < 0)
@@ -345,10 +343,9 @@ public sealed class Etherm : AbstractBase
}
else
{
double highDiff = Math.Abs(high - s.PrevHigh);
double lowDiff = Math.Abs(s.PrevLow - low);
bool isInsideBar = high < s.PrevHigh && low > s.PrevLow;
temp = isInsideBar ? 0 : Math.Max(highDiff, lowDiff);
double highDiff = Math.Max(high - s.PrevHigh, 0.0);
double lowDiff = Math.Max(s.PrevLow - low, 0.0);
temp = Math.Max(highDiff, lowDiff);
}
// NaN/Infinity safety on computed temp