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
2026-08-24 13:38:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -146,89 +146,6 @@ TEMA is inherently recursive due to cascaded EMAs. SIMD parallelization across b
 | **Tulip** | ✅ | Matches `tema` exactly. |
 | **Ooples** | ❌ | Diverges significantly due to initialization logic. |

-## C# Implementation Considerations
-
-### State Management
-
-TEMA maintains six EmaState instances—three current, three previous—enabling atomic rollback on bar corrections:
-
-```csharp
-private record struct EmaState(double Ema, double E, bool IsHot, bool IsCompensated);
-
-private EmaState _state1, _state2, _state3;
-private EmaState _p_state1, _p_state2, _p_state3;
-```
-
-The `E` field tracks bias compensation factor for each EMA stage independently. Each state auto-transitions via `IsCompensated` flag when bias becomes negligible.
-
-### Precomputed Constants
-
-Constructor calculates smoothing constants once:
-
-```csharp
-_alpha = 2.0 / (period + 1);
-_decay = 1 - _alpha;
-```
-
-These constants are reused across all three EMA stages, avoiding repeated division.
-
-### FMA Usage
-
-Each EMA update uses FusedMultiplyAdd for the standard EMA formula:
-
-```csharp
-double newEma = Math.FusedMultiplyAdd(state.Ema, _decay, _alpha * input);
-```
-
-The final TEMA combination `3*e1 - 3*e2 + e3` could use FMA but the coefficients (3, -3, 1) make chained FMA marginal; current implementation uses direct arithmetic.
-
-### Bar Correction Pattern
-
-TEMA's cascaded structure requires coordinated state rollback:
-
-```csharp
-if (isNew)
-{
-    _p_state1 = _state1;
-    _p_state2 = _state2;
-    _p_state3 = _state3;
-}
-else
-{
-    _state1 = _p_state1;
-    _state2 = _p_state2;
-    _state3 = _p_state3;
-}
-```
-
-All three stages rollback atomically, ensuring consistent cascade state when `isNew=false`.
-
-### Memory Layout
-
-| Field | Type | Size | Purpose |
-| :--- | :--- | :---: | :--- |
-| `_alpha` | double | 8B | Smoothing constant |
-| `_decay` | double | 8B | 1 - alpha |
-| `_state1` | EmaState | 24B | First EMA state |
-| `_state2` | EmaState | 24B | Second EMA state |
-| `_state3` | EmaState | 24B | Third EMA state |
-| `_p_state1` | EmaState | 24B | Previous state 1 |
-| `_p_state2` | EmaState | 24B | Previous state 2 |
-| `_p_state3` | EmaState | 24B | Previous state 3 |
-| **Total** | | **160B** | Per indicator instance |
-
-Each EmaState contains: Ema (8B), E (8B), IsHot (1B), IsCompensated (1B) + padding (~6B) = ~24B.
-
-### Common Pitfalls
-
-1. **Overshoot**: TEMA is so responsive it can overshoot price turns, creating a "whiplash" effect in volatile markets.
-2. **Noise**: By reducing lag, TEMA sacrifices some noise suppression. It is "nervous" compared to an SMA.
-3. **Identity Crisis**: Often confused with T3 (Tillson). T3 is a generalized version; TEMA is specifically T3 with $v=1$.
-4. **Warmup period**: Requires 3× period bars before producing valid output; premature signals are unreliable.
-5. **Parameter sensitivity**: Small period values (< 10) create excessive noise; large values (> 50) reduce responsiveness.
-6. **False signals**: In choppy, sideways markets, frequent crossovers generate misleading signals.
-7. **Computational cost**: 4× more expensive than simple EMA due to cascaded calculations.
-
 ## FAQ

 **Q: How does TEMA differ from a triple-smoothed EMA?**