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Update SVG badges and missing indicators report

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- Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
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Miha Kralj
2026-02-15 21:59:03 -08:00
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# Missing Indicators Report
> Generated: 2026-02-13 (refreshed) | Source: Cross-reference of `_index.md` files vs actual filesystem
> Generated: 2026-02-13 | Refreshed: 2026-02-16 | Source: Cross-reference of `_index.md` files vs actual filesystem + planned additions
## Summary
| Status | Count | Description |
|--------|------:|-------------|
| **Fully Implemented** | 258 | `.cs` + tests + docs |
| **Pine-Only** (has spec, no C#) | 25 | Directory exists with `.pine` file only |
| **No Directory** (listed in master index, no files) | 38 | Planned but nothing on disk |
| **Fully Implemented** | 266 | `.cs` + tests + docs |
| **Pine-Only** (has spec, no C#) | 20 | Directory exists with `.pine` file only |
| **No Directory** (listed in master index or planned, no files) | 100 | Planned but nothing on disk |
| **Doc-Only** | 1 | Only `.md` file exists |
| **Index Discrepancies** | 4 | Count or category mismatches |
| **Index Discrepancies** | 0 | All 7 mismatches in `lib/_index.md` fixed on 2026-02-16 |
---
@@ -18,39 +18,50 @@
| Category | Subdirs | Implemented | Notes |
|----------|--------:|------------:|-------|
| Trends (FIR) | 17 | **17** | All complete |
| Trends (IIR) | 23 | **23** | All complete (LTMA planned, no subdir) |
| Filters | 18 | **18** | All complete |
| Oscillators | 19 | **19** | All complete (16 more planned, no subdir) |
| Dynamics | 17 | **17** | All complete (IMPULSE planned, no subdir) |
| Trends (FIR) | 17 | **17** | All complete; 23 more planned |
| Trends (IIR) | 23 | **23** | All complete; 17 more planned |
| Trends (Adaptive) | — | **0** | New category; 5 planned |
| Filters | 18 | **18** | All complete; 12 more planned |
| Oscillators | 19 | **19** | All complete; 20 more planned |
| Dynamics | 18 | **18** | All complete |
| Momentum | 16 | **16** | All complete |
| Volatility | 26 | **26** | All complete |
| Volume | 26 | **26** | All complete |
| Volume | 26 | **26** | All complete; 1 more planned |
| Channels | 23 | **23** | All complete |
| Cycles | 14 | **14** | All complete (PHASOR planned, broken link) |
| Cycles | 14 | **14** | All complete; 2 more planned |
| Errors | 26 | **26** | All complete (no Quantower wrappers) |
| Numerics | 15 | **15** | All complete (incl. ACCEL, JERK, SLOPE) |
| Numerics | 15 | **15** | All complete; 14 distributions planned |
| Forecasts | 1 | **1** | AFIRMA only (MLP planned) |
| Statistics | 30 | **14** | 16 pine-only — see below |
| Reversals | 10 | **0** | 9 pine-only + 1 doc-only — see below |
| Statistics | 30 | **19** | 11 pine-only — see below |
| Reversals | 12 | **2** | 9 pine-only + 1 doc-only + 1 planned |
| Feeds | 3 | **3** | CSV, GBM, IFeed |
---
## Recently Implemented (since last refresh)
| Indicator | Category | Date | Notes |
|-----------|----------|------|-------|
| **ENTROPY** | Statistics | 2026-02-13 | Shannon entropy with Kahan-Babuška summation |
| **GEOMEAN** | Statistics | 2026-02-13 | Geometric mean via log-sum with compensated summation |
| **GRANGER** | Statistics | 2026-02-13 | Granger causality test (F-statistic) |
| **HARMEAN** | Statistics | 2026-02-14 | Harmonic mean via reciprocal sum with Kahan-Babuška |
| **HURST** | Statistics | 2026-02-16 | Hurst Exponent via R/S analysis with OLS log-log regression |
| **IQR** | Statistics | 2026-02-16 | Interquartile Range via sorted-window with BinarySearch insert |
| **CHANDELIER** | Reversals | 2026-02-13 | Chandelier Exit (ATR-based trailing stop) |
| **CKSTOP** | Reversals | 2026-02-13 | Chande Kroll Stop |
| **IMPULSE** | Dynamics | 2026-02-13 | Elder Impulse System (EMA + MACD histogram) |
---
## 1. PINE-ONLY Indicators (spec exists, no C# implementation)
These have directories with `.pine` reference files but **zero `.cs` files**. They need full implementation.
### Statistics (16 indicators — pine-only)
### Statistics (10 indicators — pine-only)
| Indicator | Directory |
|-----------|-----------|
| ENTROPY | `lib/statistics/entropy/` |
| GEOMEAN | `lib/statistics/geomean/` |
| GRANGER | `lib/statistics/granger/` |
| HARMEAN | `lib/statistics/harmean/` |
| HURST | `lib/statistics/hurst/` |
| IQR | `lib/statistics/iqr/` |
| JB | `lib/statistics/jb/` |
| KENDALL | `lib/statistics/kendall/` |
| KURTOSIS | `lib/statistics/kurtosis/` |
@@ -78,30 +89,138 @@ These have directories with `.pine` reference files but **zero `.cs` files**. Th
---
## 2. NO DIRECTORY at All (listed in master index, no files on disk)
## 2. NO DIRECTORY at All (planned, no files on disk)
These indicators appear in `lib/_index.md` as plain text (no markdown link), meaning they are planned but have **no directory, no files**.
These indicators are planned but have **no directory, no files**. Organized by category.
### Oscillators (16 planned)
### Filters (12 planned)
| Indicator | Full Name |
|-----------|-----------|
| BBI | Bulls Bears Index |
| BRAR | BRAR |
| COPPOCK | Coppock Curve |
| CRSI | Connors RSI |
| CTI | Correlation Trend Indicator |
| DOSC | Derivative Oscillator |
| ER | Efficiency Ratio |
| ERI | Elder Ray Index |
| FOSC | Forecast Oscillator |
| KRI | Kairi Relative Index |
| KST | KST Oscillator |
| PSL | Psychological Line |
| QQE | Quantitative Qualitative Estimation |
| RVGI | Relative Vigor Index |
| SQUEEZE | Squeeze |
| TD_SEQ | TD Sequential |
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| LAGUERRE | Laguerre Filter | Ehlers; 4-element IIR with damping factor |
| ALAGUERRE | Adaptive Laguerre Filter | Ehlers; variable-gamma Laguerre |
| ROOFING | Roofing Filter | Ehlers; HP + super smoother composite |
| VOSS | Voss Predictive Filter | Ehlers; predictive bandpass |
| AGC | Automatic Gain Control | Ehlers; amplitude normalization |
| SPBF | Super Passband Filter | Ehlers; wide-band bandpass |
| LMS | Least Mean Squares Adaptive Filter | Widrow-Hoff adaptive FIR |
| RLS | Recursive Least Squares Adaptive Filter | Faster convergence than LMS |
| WAVELET | Denoising Wavelet Filter | Wavelet-based noise removal (distinct from CWT/DWT transforms) |
| BAXTERKING | Baxter-King Filter | Symmetric band-pass for business cycle extraction |
| CHRISTIANOFITZGERALD | Christiano-Fitzgerald Filter | Asymmetric band-pass; handles endpoints |
| ONEEURO | One Euro Filter | Low-latency jitter removal; speed-adaptive |
### Trends — IIR (17 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| DECYCLER | Decycler | Ehlers; HP subtracted from price |
| TRENDFLEX | Trendflex Indicator | Ehlers; trend-following zero-lag |
| PMA | Predictive Moving Average | Ehlers; 2×EMA − EMA(EMA) extrapolation |
| REVERSEEMA | Reverse Exponential Moving Average | Ehlers; backward-looking EMA reconstruction |
| EVWMA | Elastic Volume Weighted Moving Average | Volume-elastic EMA variant |
| MAVP | Moving Average Variable Period | TA-Lib; period varies per bar |
| EHMA | Exponential Hull Moving Average | Hull concept with EMA instead of WMA |
| HOLT | Holt Exponential Smoothing | Double exponential smoothing (level + trend) |
| HWTS | Holt-Winters Triple Smoothing | Triple smoothing (level+trend+seasonality); ⚠️ check overlap with HWMA |
| CORAL | Coral Trend Filter | LazyBear; multi-pole IIR with color coding |
| GDEMA | Generalized Double EMA | Generalized DEMA with tunable volume factor |
| NLMA | Non-Lag Moving Average | Zero-lag via Kalman-like error correction |
| LEMA | Leader Exponential Moving Average | EMA + momentum lead term |
| MCNMA | McNicholl EMA | McNicholl's zero-lag EMA variant |
| NYQMA | Nyquist Moving Average | Nyquist-frequency-aware smoothing |
| AHRENS | Ahrens Moving Average | Richard Ahrens' recursive MA |
| RAINBOW | Rainbow Moving Average | Cascaded SMA stack (10 layers averaged) |
### Trends — Adaptive (5 planned — new category)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| ADXVMA | ADX Variable Moving Average | ADX-scaled smoothing factor |
| TRAMA | Trend Regularity Adaptive MA | Adapts to trend regularity |
| NMA | Natural Moving Average | Natural cycle-adaptive MA |
| VMA | Variable Moving Average | Tushar Chande; volatility-adaptive |
| EDCF | Distance Coefficient Filter | Distance-based adaptive coefficient |
### Trends — FIR (23 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| RWMA | Range Weighted Moving Average | Weights by bar range |
| MIDPOINT | Midpoint | (Highest + Lowest) / 2 over period; ⚠️ name collision with `numerics/midpoint` |
| MIDPRICE | Midprice | (Highest High + Lowest Low) / 2 over period |
| SWMA | Symmetric Weighted Moving Average | Symmetric triangular weights |
| KAISER | Kaiser Window Moving Average | Kaiser-Bessel window FIR |
| BLACKMANHARRIS | Blackman-Harris Window MA | 4-term Blackman-Harris window |
| LANCZOS | Lanczos Window Moving Average | Lanczos (sinc) window FIR |
| PARZEN | Parzen Window Moving Average | Parzen (de la Vallée-Poussin) window |
| NUTTALL | Nuttall Window Moving Average | 4-term Nuttall window; minimal sidelobe |
| BOHMAN | Bohman Window Moving Average | Bohman window FIR |
| DOLPH | Dolph-Chebyshev Window MA | Equiripple sidelobe window |
| TSF | Time Series Forecast | Linear regression extrapolation (moved from Statistics) |
| QRMA | Quadratic Regression MA | 2nd-order polynomial regression |
| CRMA | Cubic Regression MA | 3rd-order polynomial regression |
| NW | Nadaraya-Watson Kernel Regression | Gaussian kernel weighted regression |
| HENDERSON | Henderson Moving Average | Henderson symmetric filter (ABS standard) |
| SP15 | Spencer 15-Point Moving Average | Spencer's classic 15-weight filter |
| SP21 | Spencer 21-Point Moving Average | Spencer's extended 21-weight filter |
| TRIMMED | Trimmed Mean Moving Average | Outlier-trimmed arithmetic mean |
| WINSOR | Winsorized Mean Moving Average | Outlier-capped (Winsorized) mean |
| GEOMMA | Geometric Mean Moving Average | Geometric mean as FIR weight basis |
| HARMMA | Harmonic Mean Moving Average | Harmonic mean as FIR weight basis |
> **Note:** HAMMING and BLACKMAN window MAs already exist as **HAMMA** and **BLMA** respectively.
### Oscillators (20 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| BBI | Bulls Bears Index | — |
| BRAR | BRAR | — |
| COPPOCK | Coppock Curve | — |
| CRSI | Connors RSI | — |
| CTI | Correlation Trend Indicator | — |
| DECO | Decycler Oscillator | Ehlers; HP component of Decycler |
| DOSC | Derivative Oscillator | — |
| ER | Efficiency Ratio | — |
| ERI | Elder Ray Index | — |
| FOSC | Forecast Oscillator | — |
| KRI | Kairi Relative Index | — |
| KST | KST Oscillator | — |
| PSL | Psychological Line | — |
| QQE | Quantitative Qualitative Estimation | — |
| REFLEX | Reflex Indicator | Ehlers; momentum with cycle correction |
| RVGI | Relative Vigor Index | — |
| SQUEEZE | Squeeze | — |
| TD_SEQ | TD Sequential | — |
| CYBERCYCLE | Cyber Cycle | Ehlers; 2-pole IIR cycle isolator |
| MSTOCH | MESA Stochastic | Ehlers; Hilbert-based stochastic |
### Cycles (2 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| CCOR | Correlation Cycle | Ehlers; cycle detection via autocorrelation |
| GOERTZEL | Goertzel Frequency Detector | Single-bin DFT for dominant cycle |
### Volume (1 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| FVE | Finite Volume Elements | Markos Katsanos; volume-price flow |
### Reversals (1 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| SAREXT | Parabolic SAR Extended | TA-Lib extended SAR with configurable acceleration |
### Statistics (2 planned)
| Indicator | Full Name | Notes |
|-----------|-----------|-------|
| POLYFIT | Polynomial Fitting | — |
| WAVG | Weighted Average | — |
### Numerics (14 planned — distributions and transforms)
@@ -122,21 +241,6 @@ These indicators appear in `lib/_index.md` as plain text (no markdown link), mea
| TDIST | Student's t-Distribution |
| WEIBULLDIST | Weibull Distribution |
### Statistics (3 planned)
| Indicator | Full Name |
|-----------|-----------|
| POLYFIT | Polynomial Fitting |
| TSF | Time Series Forecast |
| WAVG | Weighted Average |
### Reversals (2 planned)
| Indicator | Full Name |
|-----------|-----------|
| CHANDELIER | Chandelier Exit |
| CKSTOP | Chande Kroll Stop |
### Forecasts (1 planned)
| Indicator | Full Name |
@@ -153,25 +257,34 @@ These indicators appear in `lib/_index.md` as plain text (no markdown link), mea
---
## 4. Index Discrepancies
## 4. Index Discrepancies (FIXED 2026-02-16)
### Category Mismatches
All category mismatches and count errors in `lib/_index.md` have been corrected.
| Issue | Details |
|-------|---------|
| **APO** | Listed under Momentum in `_index.md` (`momentum/apo/Apo.md`) but actually lives at `lib/oscillators/apo/`. Broken link. |
| **PHASOR** | Listed under Cycles with link `cycles/phasor/Phasor.md` but `lib/cycles/phasor/` does not exist. Broken link. |
### Fixes Applied
### Count Mismatches in Master `_index.md` Header
| Issue | Fix | Status |
|-------|-----|--------|
| **APO** category wrong (Momentum → Oscillators) | Path changed to `oscillators/apo/Apo.md`, category to Oscillators | ✅ Fixed |
| **PHASOR** broken link (subdir doesn't exist) | Removed markdown link, kept as plain text planned entry | ✅ Fixed |
| **CHANDELIER** missing link (now implemented) | Added `[CHANDELIER](reversals/chandelier/Chandelier.md)` | ✅ Fixed |
| **CKSTOP** missing link (now implemented) | Added `[CKSTOP](reversals/ckstop/Ckstop.md)` | ✅ Fixed |
| **IMPULSE** missing link (now implemented) | Added `[IMPULSE](dynamics/impulse/Impulse.md)` | ✅ Fixed |
| **TSF** wrong category (Statistics → Trends FIR) | Category changed to `Trends (FIR)` | ✅ Fixed |
| **All category counts** | Updated to match actual subdirectory counts | ✅ Fixed |
| **Total** | Updated from 278 → **284** | ✅ Fixed |
| Category | Claimed | Actual Subdirs | Notes |
|----------|--------:|-----------:|-------|
| Oscillators | 18 | 19 | APO counted here, not in Momentum |
| Dynamics | 16 | 17 | Actual has 17 implemented subdirs |
| Momentum | 17 | 16 | APO missing (lives in oscillators) |
| Channels | 22 | 23 | Actual has 23 implemented subdirs |
| Cycles | 15 | 14 | PHASOR counted but subdir doesn't exist |
| Statistics | 31 | 30 | 30 subdirs (14 implemented + 16 pine-only); 3 more planned with no subdir |
### Name Collisions
| Name | Existing | New (Planned) | Resolution |
|------|----------|---------------|------------|
| MIDPOINT | `lib/numerics/midpoint/` (math function) | Trends (FIR) — (highest+lowest)/2 | Different indicators; use distinct directory paths |
| TUKEY | `lib/errors/tukey/` (Tukey fence metric) | Trends (FIR) — Tukey window MA | Different indicators; use distinct directory paths |
| HAMMING | — | Trends (FIR) — Hamming window MA | **Already exists as HAMMA** (`lib/trends_FIR/hamma/`). Do not add. |
| BLACKMAN | — | Trends (FIR) — Blackman window MA | **Already exists as BLMA** (`lib/trends_FIR/blma/`). Do not add. |
| HWTS | — | Trends (IIR) — Holt-Winters Triple | **May overlap with HWMA** (`lib/trends_FIR/hwma/`). Review before implementing. |
| WAVELET | CWT/DWT in Numerics (transforms) | Filters — Denoising wavelet filter | Different purpose (denoising vs transform). Both valid. |
| TSF | Was under Statistics planned | Now Trends (FIR) | Moved to correct category |
---
@@ -179,40 +292,79 @@ These indicators appear in `lib/_index.md` as plain text (no markdown link), mea
### Tier 1 — High Value (pine-only, well-specified)
1. **Reversals** (9 pine-only) — Entire category unimplemented in C#
1. **Statistics** (10 pine-only) — Core statistical functionality gap
- KURTOSIS, PERCENTILE, QUANTILE, ZSCORE
- KENDALL, SPEARMAN, JB, ZTEST, THEIL, MODE
2. **Reversals** (9 pine-only) — Large category gap
- PSAR, FRACTALS, PIVOT, PIVOTCAM, PIVOTDEM, PIVOTEXT, PIVOTFIB, PIVOTWOOD, SWINGS
2. **Statistics** (16 pine-only) — Large gap in core functionality
- ENTROPY, GEOMEAN, HARMEAN, KURTOSIS, PERCENTILE, QUANTILE, ZSCORE
- HURST, KENDALL, SPEARMAN, IQR, JB, ZTEST, THEIL, MODE, GRANGER
### Tier 2 — Ehlers DSP Suite (high-value, well-documented algorithms)
### Tier 2 — Medium Value (planned oscillators/dynamics)
1. **Filters** — LAGUERRE, ALAGUERRE, ROOFING, VOSS, AGC, SPBF (all Ehlers)
2. **Oscillators** — DECO, REFLEX, CYBERCYCLE, MSTOCH (all Ehlers)
3. **Cycles** — CCOR, GOERTZEL (Ehlers cycle detection)
4. **Trends (IIR)** — DECYCLER, TRENDFLEX, PMA, REVERSEEMA (Ehlers trend)
1. **Oscillators** (16 planned, no files) — Many well-known indicators
- QQE, RVGI, COPPOCK, KST, CRSI, TD_SEQ, ERI, SQUEEZE
- BBI, BRAR, CTI, DOSC, ER, FOSC, KRI, PSL
### Tier 3 — Window Functions & Regression MAs
2. **Dynamics** — IMPULSE (Elder Impulse System)
3. **Reversals** — CHANDELIER, CKSTOP (no pine spec)
4. **TTM_SCALPER** — doc exists, needs C# implementation
1. **Trends (FIR)** — Window functions: KAISER, BLACKMANHARRIS, LANCZOS, PARZEN, NUTTALL, BOHMAN, DOLPH
2. **Trends (FIR)** — Regression: TSF, QRMA, CRMA, NW, HENDERSON, SP15, SP21
3. **Trends (FIR)** — Robust means: TRIMMED, WINSOR, GEOMMA, HARMMA
### Tier 3 — Lower Priority (math/distributions/misc)
### Tier 4 — IIR & Adaptive MAs
1. **Numerics distributions** (14 planned) — Statistical distributions + transforms
2. **Statistics** — POLYFIT, TSF, WAVG
3. **Trends IIR** — LTMA
1. **Trends (IIR)** — EHMA, HOLT, CORAL, GDEMA, NLMA, LEMA, MCNMA, NYQMA, AHRENS, RAINBOW, EVWMA, MAVP, HWTS
2. **Trends (Adaptive)** — ADXVMA, TRAMA, NMA, VMA, EDCF (new category)
### Tier 5 — Adaptive Filters & Miscellaneous
1. **Filters** — LMS, RLS, BAXTERKING, CHRISTIANOFITZGERALD, ONEEURO, WAVELET
2. **Oscillators** — Legacy: QQE, RVGI, COPPOCK, KST, CRSI, TD_SEQ, ERI, SQUEEZE, BBI, BRAR, CTI, DOSC, ER, FOSC, KRI, PSL
3. **Volume** — FVE
4. **Reversals** — SAREXT
### Tier 6 — Lower Priority
1. **Statistics** — POLYFIT, WAVG
2. **Numerics** — 14 distributions + transforms
3. **Trends (IIR)** — LTMA
4. **Forecasts** — MLP
5. **Cycles** — PHASOR
6. **Reversals** — TTM_SCALPER (doc exists, needs C#)
---
## 6. Totals
## 6. Planned Count by Category
| Category | Existing | Pine-Only | Planned (no dir) | Total When Done |
|----------|--------:|----------:|-----------------:|----------------:|
| Trends (FIR) | 17 | 0 | 23 | 40 |
| Trends (IIR) | 23 | 0 | 17 | 40 |
| Trends (Adaptive) | 0 | 0 | 5 | 5 |
| Filters | 18 | 0 | 12 | 30 |
| Oscillators | 19 | 0 | 20 | 39 |
| Dynamics | 18 | 0 | 0 | 18 |
| Momentum | 16 | 0 | 0 | 16 |
| Volatility | 26 | 0 | 0 | 26 |
| Volume | 26 | 0 | 1 | 27 |
| Channels | 23 | 0 | 0 | 23 |
| Cycles | 14 | 0 | 2 | 16 |
| Errors | 26 | 0 | 0 | 26 |
| Numerics | 15 | 0 | 14 | 29 |
| Forecasts | 1 | 0 | 1 | 2 |
| Statistics | 19 | 11 | 2 | 32 |
| Reversals | 2 | 9 | 1 | 12 |
| Feeds | 3 | 0 | 0 | 3 |
| **Total** | **266** | **20** | **98** | **384** |
## 7. Grand Totals
| Type | Count |
|------|------:|
| Pine-only (spec ready, no C#) | **25** |
| No directory (planned only) | **38** |
| Pine-only (spec ready, no C#) | **20** |
| No directory (planned only) | **100** |
| Doc-only | **1** |
| **Total missing indicators** | **64** |
| **Total implemented (C#)** | **258** |
| **Total listed in master index** | **278** |
| **Total missing indicators** | **121** |
| **Total implemented (C#)** | **266** |
| **Grand total (implemented + missing)** | **387** |