docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
2026-08-23 21:18:04 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -13,7 +13,6 @@
 | **PineScript**   | [htit.pine](htit.pine)                       |
 | **Signature**    | [htit_signature](htit_signature.md) |

-
 - HTIT (Hilbert Transform Instantaneous Trend) is a trend-following indicator that doesn't rely on simple averaging.
 - No configurable parameters; computation is stateless per bar.
 - Output range: Tracks input.
@@ -179,100 +178,3 @@ The differences with Skender and Ooples arise from:
 1. **Initialization**: How the first few bars are handled.
 2. **Precision**: Hardcoded decimals vs exact fractions.
 3. **Period Constraints**: How strictly the [6, 50] bounds are enforced during intermediate steps.
-
-## C# Implementation Considerations
-
-### State Management
-
-HTIT uses a compact record struct for Hilbert Transform state tracking:
-
-```csharp
-[StructLayout(LayoutKind.Auto)]
-private record struct State(
-    double I2, double Q2, double Re, double Im,
-    double Period, double SmoothPeriod,
-    double LastValidPrice, int Index
-);
-```
-
-Bar correction uses simple state copy (no RingBuffer snapshot needed for state struct):
-
-```csharp
-if (isNew) { _p_state = _state; _state.Index++; }
-else { _state = _p_state; }
-```
-
-### Multiple RingBuffers
-
-HTIT maintains six separate circular buffers for the multi-stage pipeline:
-
-```csharp
-private readonly RingBuffer _priceBuffer;     // 64 elements (for IT sum)
-private readonly RingBuffer _smoothBuffer;    // 8 elements
-private readonly RingBuffer _detrenderBuffer; // 8 elements
-private readonly RingBuffer _i1Buffer;        // 8 elements
-private readonly RingBuffer _q1Buffer;        // 8 elements
-private readonly RingBuffer _itBuffer;        // 8 elements
-```
-
-The price buffer is larger (64) to support IT calculation over up to 50 bars.
-
-### Precomputed Constants
-
-High-precision rational constants avoid rounding accumulation:
-
-```csharp
-private const double c1 = 5.0 / 52.0;         // ~0.09615385
-private const double c2 = 15.0 / 26.0;        // ~0.57692308
-private const double adjSlope = 3.0 / 40.0;   // 0.075
-private const double adjIntercept = 27.0 / 50.0; // 0.54
-private const double TwoPi = 2.0 * Math.PI;
-```
-
-### FMA Usage
-
-Smoothing operations use FusedMultiplyAdd for precision:
-
-```csharp
-_state.I2 = Math.FusedMultiplyAdd(0.2, i2_val, 0.8 * _p_state.I2);
-_state.Q2 = Math.FusedMultiplyAdd(0.2, q2_val, 0.8 * _p_state.Q2);
-_state.Re = Math.FusedMultiplyAdd(0.2, re_val, 0.8 * _p_state.Re);
-_state.Period = Math.FusedMultiplyAdd(0.2, period, 0.8 * prevPeriod);
-```
-
-### Stack-Allocated Calculate Method
-
-The static `Calculate(Span)` method uses stackalloc for zero-allocation batch processing:
-
-```csharp
-Span<double> priceBuffer = stackalloc double[64];
-Span<double> smoothBuffer = stackalloc double[8];
-// ... etc
-const int Mask63 = 63;  // Power-of-2 masking for circular index
-const int Mask7 = 7;
-```
-
-### Memory Layout
-
-| Field | Type | Size | Purpose |
-| :--- | :--- | :---: | :--- |
-| `_priceBuffer` | RingBuffer | ~8B+512B | Price history (64×8B) |
-| `_smoothBuffer` | RingBuffer | ~8B+64B | Smoothed prices (8×8B) |
-| `_detrenderBuffer` | RingBuffer | ~8B+64B | Detrender output |
-| `_i1Buffer` | RingBuffer | ~8B+64B | In-phase component |
-| `_q1Buffer` | RingBuffer | ~8B+64B | Quadrature component |
-| `_itBuffer` | RingBuffer | ~8B+64B | Instantaneous trend |
-| `_state` | State | ~64B | Current Hilbert state |
-| `_p_state` | State | ~64B | Previous state for rollback |
-| **Total** | | **~960B** | Per indicator instance |
-
-### Numerical Robustness
-
-Uses `Math.Atan2` for proper quadrant handling in phase calculation, avoiding division-by-zero issues that plague `atan(y/x)` implementations.
-
-### Common Pitfalls
-
-1. **Warmup**: This indicator needs significant warmup (at least 12 bars, ideally 50+) for the feedback loops (period smoothing) to stabilize. Don't trust the first 50 bars.
-2. **Lag**: While it adapts, the trendline still lags because it's essentially a dynamic SMA. The advantage is that the period is optimal for the current market condition, not that it has zero lag.
-3. **Complexity**: Debugging this is a nightmare. Trust the math.
-4. **Ranging Markets**: In a pure range, the "trend" should be flat. HTIT handles this well because the cycle cancellation works best when the cycle is clear.