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Code Issues Packages Projects Releases Wiki Activity

feat: add 8 new indicators with full integration

Browse Source 
New indicators:
- HWC (Holt-Winters Channel) — channels, 27 tests
- VWMACD (Volume-Weighted MACD) — momentum, 38 tests
- Squeeze Pro — oscillators, 69 tests
- BW_MFI (Bill Williams MFI) — oscillators
- DSTOCH (Double Stochastic) — oscillators
- ATRSTOP (ATR Trailing Stop) — reversals
- VSTOP (Volatility Stop) — reversals
- Convexity (Beta Convexity) — statistics, 23 tests

Integration:
- Python bridge: Exports.cs, _bridge.py, wrapper modules
- Documentation: _sidebar.md, _index.md pages, SPEC.md
- All analyzer warnings fixed (MA0074, xUnit2013, S2699)

Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
This commit is contained in:
Miha Kralj
2026-03-17 08:35:29 -07:00
parent 6f0a339c9b
commit 15f4bb90f3
71 changed files with 10194 additions and 44 deletions
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lib/_index.md
+30 -12
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@@ -7,14 +7,13 @@
| [ACCBANDS](channels/accbands/Accbands.md) | Acceleration Bands | Channels |
| [ACCEL](numerics/accel/Accel.md) | Acceleration | Numerics |
| [ACF](statistics/acf/Acf.md) | Autocorrelation Function | Statistics |
| [ADF](statistics/adf/Adf.md) | Augmented Dickey-Fuller Test | Statistics |
| [AD](volume/ad/Ad.md) | Accumulation/Distribution Line | Volume |
| [ADF](statistics/adf/Adf.md) | Augmented Dickey-Fuller Test | Statistics |
| [ADOSC](volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Volume |
| [ADR](volatility/adr/Adr.md) | Average Daily Range | Volatility |
| [ADX](dynamics/adx/Adx.md) | Average Directional Index | Dynamics |
| [ADXR](dynamics/adxr/Adxr.md) | Average Directional Movement Rating | Dynamics |
| [ADXVMA](trends_IIR/adxvma/Adxvma.md) | ADX Variable MA | Trends (IIR) |
| [ASI](momentum/asi/Asi.md) | Accumulation Swing Index | Momentum |
| [AFIRMA](forecasts/afirma/Afirma.md) | Adaptive FIR Moving Average | Forecasts |
| [AGC](filters/agc/Agc.md) | Ehlers Automatic Gain Control | Filters |
| [AHRENS](trends_IIR/ahrens/Ahrens.md) | Ahrens MA | Trends (IIR) |
@@ -29,6 +28,8 @@
| [APZ](channels/apz/Apz.md) | Adaptive Price Zone | Channels |
| [AROON](dynamics/aroon/Aroon.md) | Aroon | Dynamics |
| [AROONOSC](dynamics/aroonosc/Aroonosc.md) | Aroon Oscillator | Dynamics |
| [ATRSTOP](reversals/atrstop/Atrstop.md) | ATR Trailing Stop | Reversals |
| [ASI](momentum/asi/Asi.md) | Accumulation Swing Index | Momentum |
| [ATR](volatility/atr/Atr.md) | Average True Range | Volatility |
| [ATRBANDS](channels/atrbands/Atrbands.md) | ATR Bands | Channels |
| [ATRN](volatility/atrn/Atrn.md) | ATR Normalized | Volatility |
@@ -51,6 +52,7 @@
| [BOP](momentum/bop/Bop.md) | Balance of Power | Momentum |
| [BPF](filters/bpf/Bpf.md) | BandPass Filter | Filters |
| [BRAR](oscillators/brar/Brar.md) | Bull-Bear Power Ratio | Oscillators |
| [BW_MFI](oscillators/bw_mfi/BwMfi.md) | Bill Williams Market Facilitation Index | Oscillators |
| [BUTTER2](filters/butter2/Butter2.md) | Ehlers 2-Pole Butterworth Filter | Filters |
| [BUTTER3](filters/butter3/Butter3.md) | Ehlers 3-Pole Butterworth Filter | Filters |
| [BWMA](trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Trends (FIR) |
@@ -72,6 +74,7 @@
| [CMF](volume/cmf/Cmf.md) | Chaikin Money Flow | Volume |
| [CMO](momentum/cmo/Cmo.md) | Chande Momentum Oscillator | Momentum |
| [COINTEGRATION](statistics/cointegration/Cointegration.md) | Cointegration | Statistics |
| [CONVEXITY](statistics/convexity/Convexity.md) | Beta Convexity | Statistics |
| [CONV](trends_FIR/conv/Conv.md) | Convolution MA | Trends (FIR) |
| [COPPOCK](oscillators/coppock/Coppock.md) | Coppock Curve | Oscillators |
| [CORAL](trends_IIR/coral/Coral.md) | Coral Trend Filter | Trends (IIR) |
@@ -84,23 +87,26 @@
| [CVI](volatility/cvi/Cvi.md) | Chaikin Volatility | Volatility |
| [CWT](numerics/cwt/Cwt.md) | Continuous Wavelet Transform | Numerics |
| [DC](channels/dc/dc.md) | Donchian Channels | Channels |
| [DECAY](numerics/decay/Decay.md) | Linear Decay | Numerics |
| [DECAYCHANNEL](channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Channels |
| [DECO](oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Oscillators |
| [DEM](oscillators/dem/Dem.md) | DeMarker Oscillator | Oscillators |
| [DECYCLER](trends_IIR/decycler/Decycler.md) | Ehlers Decycler | Trends (IIR) |
| [DEM](oscillators/dem/Dem.md) | DeMarker Oscillator | Oscillators |
| [DEMA](trends_IIR/dema/Dema.md) | Double Exponential MA | Trends (IIR) |
| [DMX](dynamics/dmx/Dmx.md) | Jurik Directional Movement Index | Dynamics |
| [DOSC](oscillators/dosc/Dosc.md) | Derivative Oscillator | Oscillators |
| [DPO](oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Oscillators |
| [DYMI](oscillators/dymi/Dymi.md) | Dynamic Momentum Index | Oscillators |
| [DSTOCH](oscillators/dstoch/Dstoch.md) | Double Stochastic (Bressert) | Oscillators |
| [DSMA](trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Trends (IIR) |
| [DSP](cycles/dsp/Dsp.md) | Ehlers Detrended Synthetic Price | Cycles |
| [DWMA](trends_FIR/dwma/Dwma.md) | Double Weighted MA | Trends (FIR) |
| [DWT](numerics/dwt/Dwt.md) | Discrete Wavelet Transform | Numerics |
| [DX](dynamics/dx/Dx.md) | Directional Movement Index | Dynamics |
| [DYMI](oscillators/dymi/Dymi.md) | Dynamic Momentum Index | Oscillators |
| [EACP](cycles/eacp/Eacp.md) | Ehlers Autocorrelation Periodogram | Cycles |
| [EBSW](cycles/ebsw/Ebsw.md) | Ehlers Even Better Sinewave | Cycles |
| [EDCF](filters/edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Filters |
| [EDECAY](numerics/edecay/Edecay.md) | Exponential Decay | Numerics |
| [EFI](volume/efi/Efi.md) | Elder's Force Index | Volume |
| [ELLIPTIC](filters/elliptic/Elliptic.md) | Elliptic Filter | Filters |
| [EMA](trends_IIR/ema/Ema.md) | Exponential MA | Trends (IIR) |
@@ -145,20 +151,21 @@
| [HOMOD](cycles/homod/Homod.md) | Ehlers Homodyne Discriminator | Cycles |
| [HP](filters/hp/Hp.md) | Hodrick-Prescott | Filters |
| [HPF](filters/hpf/Hpf.md) | Ehlers Highpass Filter | Filters |
| [HT_TRENDLINE](trends_IIR/ht_trendline/HtTrendline.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
| [HT_DCPERIOD](cycles/ht_dcperiod/Htdcperiod.md) | Ehlers HT Dominant Cycle Period | Cycles |
| [HT_DCPHASE](cycles/ht_dcphase/Htdcphase.md) | Ehlers HT Dominant Cycle Phase | Cycles |
| [HT_PHASOR](cycles/ht_phasor/Htphasor.md) | Ehlers HT Phasor Components | Cycles |
| [HT_SINE](cycles/ht_sine/Htsine.md) | Ehlers HT SineWave | Cycles |
| [HT_TRENDLINE](trends_IIR/ht_trendline/HtTrendline.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
| [HT_TRENDMODE](dynamics/ht_trendmode/Httrendmode.md) | Ehlers HT Trend vs Cycle | Dynamics |
| [HUBER](errors/huber/Huber.md) | Huber Loss | Errors |
| [HURST](statistics/hurst/Hurst.md) | Hurst Exponent | Statistics |
| [HV](volatility/hv/Hv.md) | Historical Volatility | Volatility |
| [HWC](channels/hwc/Hwc.md) | Holt-Winters Channel | Channels |
| [HWMA](trends_IIR/hwma/Hwma.md) | Holt-Winters MA | Trends (IIR) |
| [ICHIMOKU](dynamics/ichimoku/Ichimoku.md) | Ichimoku Cloud | Dynamics |
| [IFFT](numerics/ifft/Ifft.md) | Inverse Fast Fourier Transform | Numerics |
| [ILRS](trends_FIR/ilrs/Ilrs.md) | Integral of LinReg Slope | Trends (FIR) |
| [III](volume/iii/Iii.md) | Intraday Intensity Index | Volume |
| [ILRS](trends_FIR/ilrs/Ilrs.md) | Integral of LinReg Slope | Trends (FIR) |
| [IMI](oscillators/imi/Imi.md) | Intraday Momentum Index | Oscillators |
| [IMPULSE](dynamics/impulse/Impulse.md) | Elder Impulse System | Dynamics |
| [INERTIA](oscillators/inertia/Inertia.md) | Inertia | Oscillators |
@@ -181,7 +188,6 @@
| [KVO](volume/kvo/Kvo.md) | Klinger Volume Oscillator | Volume |
| [LAGUERRE](filters/laguerre/Laguerre.md) | Ehlers Laguerre Filter | Filters |
| [LANCZOS](trends_FIR/lanczos/Lanczos.md) | Lanczos (sinc) Window MA | Trends (FIR) |
| [LRSI](oscillators/lrsi/Lrsi.md) | Ehlers Laguerre RSI | Oscillators |
| [LEMA](trends_IIR/lema/Lema.md) | Leader EMA | Trends (IIR) |
| [LINEARTRANS](numerics/lineartrans/Lineartrans.md) | Linear Transform | Numerics |
| [LINREG](statistics/linreg/LinReg.md) | Linear Regression | Statistics |
@@ -191,6 +197,7 @@
| [LOGNORMDIST](numerics/lognormdist/Lognormdist.md) | Log-Normal Distribution | Numerics |
| [LOGTRANS](numerics/logtrans/Logtrans.md) | Logarithmic Transform | Numerics |
| [LOWEST](numerics/lowest/Lowest.md) | Rolling Minimum | Numerics |
| [LRSI](oscillators/lrsi/Lrsi.md) | Ehlers Laguerre RSI | Oscillators |
| [LSMA](trends_FIR/lsma/Lsma.md) | Least Squares MA | Trends (FIR) |
| [LTMA](trends_IIR/ltma/Ltma.md) | Linear Trend MA | Trends (IIR) |
| [LUNAR](cycles/lunar/Lunar.md) | Lunar Phase | Cycles |
@@ -201,9 +208,11 @@
| [MAMA](trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends (IIR) |
| [MAPD](errors/mapd/Mapd.md) | Mean Absolute % Deviation | Errors |
| [MAPE](errors/mape/Mape.md) | Mean Absolute % Error | Errors |
| [MARKETFI](oscillators/marketfi/Marketfi.md) | Market Facilitation Index | Oscillators |
| [MASE](errors/mase/Mase.md) | Mean Absolute Scaled Error | Errors |
| [MASSI](volatility/massi/Massi.md) | Mass Index | Volatility |
| [MAVP](trends_IIR/mavp/Mavp.md) | Moving Average Variable Period | Trends (IIR) |
| [MAXINDEX](numerics/maxindex/Maxindex.md) | Rolling Maximum Index | Numerics |
| [MCNMA](trends_IIR/mcnma/Mcnma.md) | McNicholl EMA | Trends (IIR) |
| [MDAE](errors/mdae/Mdae.md) | Median Absolute Error | Errors |
| [MDAPE](errors/mdape/Mdape.md) | Median Absolute % Error | Errors |
@@ -213,8 +222,12 @@
| [MEDPRICE](core/medprice/Medprice.md) | Median Price | Core |
| [MFI](volume/mfi/Mfi.md) | Money Flow Index | Volume |
| [MGDI](trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic Indicator | Trends (IIR) |
| [MIDBODY](core/midbody/Midbody.md) | Open-Close Average | Core |
| [MIDPOINT](core/midpoint/Midpoint.md) | Rolling Range Midpoint | Core |
| [MIDPRICE](core/midprice/Midprice.md) | Midpoint Price | Core |
| [MININDEX](numerics/minindex/Minindex.md) | Rolling Minimum Index | Numerics |
| [MINUS_DI](dynamics/minusdi/MinusDi.md) | Minus Directional Indicator | Dynamics |
| [MINUS_DM](dynamics/minusdm/MinusDm.md) | Minus Directional Movement | Dynamics |
| [MMA](trends_IIR/mma/Mma.md) | Modified MA | Trends (IIR) |
| [MMCHANNEL](channels/mmchannel/Mmchannel.md) | Min-Max Channel | Channels |
| [MODF](filters/modf/Modf.md) | Modular Filter | Filters |
@@ -248,15 +261,15 @@
| [PIVOTEXT](reversals/pivotext/Pivotext.md) | Extended Traditional Pivots | Reversals |
| [PIVOTFIB](reversals/pivotfib/Pivotfib.md) | Fibonacci Pivot Points | Reversals |
| [PIVOTWOOD](reversals/pivotwood/Pivotwood.md) | Woodie's Pivot Points | Reversals |
| [PLUS_DI](dynamics/plusdi/PlusDi.md) | Plus Directional Indicator | Dynamics |
| [PLUS_DM](dynamics/plusdm/PlusDm.md) | Plus Directional Movement | Dynamics |
| [PMA](trends_FIR/pma/Pma.md) | Predictive Moving Average | Trends (FIR) |
| [PMO](momentum/pmo/Pmo.md) | Price Momentum Oscillator | Momentum |
| [POISSONDIST](numerics/poissondist/Poissondist.md) | Poisson Distribution | Numerics |
| [POLYFIT](statistics/polyfit/Polyfit.md) | Polynomial Fitting | Statistics |
| [PPO](momentum/ppo/Ppo.md) | Percentage Price Oscillator | Momentum |
| [RS](momentum/rs/Rs.md) | Price Relative Strength | Momentum |
| [SAR](reversals/sar/Sar.md) | Parabolic Stop And Reverse | Reversals |
| [PSL](oscillators/psl/Psl.md) | Psychological Line | Oscillators |
| [PSEUDOHUBER](errors/pseudohuber/Pseudohuber.md) | Pseudo-Huber Loss | Errors |
| [PSL](oscillators/psl/Psl.md) | Psychological Line | Oscillators |
| [PVD](volume/pvd/Pvd.md) | Price Volume Divergence | Volume |
| [PVI](volume/pvi/Pvi.md) | Positive Volume Index | Volume |
| [PVO](volume/pvo/Pvo.md) | Percentage Volume Oscillator | Volume |
@@ -287,6 +300,7 @@
| [ROCP](momentum/rocp/Rocp.md) | Rate of Change Percentage | Momentum |
| [ROCR](momentum/rocr/Rocr.md) | Rate of Change Ratio | Momentum |
| [ROOFING](filters/roofing/Roofing.md) | Ehlers Roofing Filter | Filters |
| [RS](momentum/rs/Rs.md) | Price Relative Strength | Momentum |
| [RSE](errors/rse/Rse.md) | Relative Squared Error | Errors |
| [RSI](momentum/rsi/Rsi.md) | Relative Strength Index | Momentum |
| [RSQUARED](errors/rsquared/Rsquared.md) | R² (Coefficient of Determination) | Errors |
@@ -298,6 +312,8 @@
| [RWMA](trends_FIR/rwma/Rwma.md) | Range Weighted MA | Trends (FIR) |
| [SAK](filters/sak/Sak.md) | Ehlers Swiss Army Knife | Filters |
| [SAM](momentum/sam/Sam.md) | Smoothed Adaptive Momentum | Momentum |
| [SAR](reversals/sar/Sar.md) | Parabolic Stop And Reverse | Reversals |
| [SAREXT](reversals/sarext/Sarext.md) | Parabolic SAR Extended | Reversals |
| [SDCHANNEL](channels/sdchannel/Sdchannel.md) | Standard Deviation Channel | Channels |
| [SGF](filters/sgf/Sgf.md) | Savitzky-Golay Filter | Filters |
| [SGMA](trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) |
@@ -312,9 +328,8 @@
| [SP15](trends_FIR/sp15/Sp15.md) | Spencer's 15-point MA | Trends (FIR) |
| [SPBF](filters/spbf/Spbf.md) | Ehlers Super Passband Filter | Filters |
| [SPEARMAN](statistics/spearman/Spearman.md) | Spearman Rank Correlation | Statistics |
| [STDERR](statistics/stderr/Stderr.md) | Standard Error of Regression | Statistics |
| [SQUEEZE](oscillators/squeeze/Squeeze.md) | Squeeze Momentum | Oscillators |
| [SQRTTRANS](numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | Numerics |
| [SQUEEZE](oscillators/squeeze/Squeeze.md) | Squeeze Momentum | Oscillators |
| [SSF2](filters/ssf2/Ssf2.md) | Ehlers 2-Pole Super Smoother | Filters |
| [SSF3](filters/ssf3/Ssf3.md) | Ehlers 3-Pole Super Smoother | Filters |
| [SSFDSP](cycles/ssfdsp/Ssfdsp.md) | Ehlers SSF Detrended Synthetic Price | Cycles |
@@ -322,6 +337,7 @@
| [STBANDS](channels/stbands/Stbands.md) | Super Trend Bands | Channels |
| [STC](oscillators/stc/Stc.md) | Schaff Trend Cycle | Oscillators |
| [STDDEV](statistics/stddev/StdDev.md) | Standard Deviation | Statistics |
| [STDERR](statistics/stderr/Stderr.md) | Standard Error of Regression | Statistics |
| [STOCH](oscillators/stoch/Stoch.md) | Stochastic Oscillator | Oscillators |
| [STOCHF](oscillators/stochf/Stochf.md) | Stochastic Fast | Oscillators |
| [STOCHRSI](oscillators/stochrsi/Stochrsi.md) | Stochastic RSI | Oscillators |
@@ -368,6 +384,7 @@
| [VO](volume/vo/Vo.md) | Volume Oscillator | Volume |
| [VORTEX](dynamics/vortex/Vortex.md) | Vortex Indicator | Dynamics |
| [VOSS](filters/voss/Voss.md) | Ehlers Voss Predictive Filter | Filters |
| [VSTOP](reversals/vstop/Vstop.md) | Volatility Stop | Reversals |
| [VOV](volatility/vov/Vov.md) | Volatility of Volatility | Volatility |
| [VR](volatility/vr/Vr.md) | Volatility Ratio | Volatility |
| [VROC](volume/vroc/Vroc.md) | Volume Rate of Change | Volume |
@@ -376,6 +393,7 @@
| [VWAPBANDS](channels/vwapbands/Vwapbands.md) | VWAP Bands | Channels |
| [VWAPSD](channels/vwapsd/Vwapsd.md) | VWAP Standard Deviation Bands | Channels |
| [VWMA](volume/vwma/Vwma.md) | Volume Weighted MA | Volume |
| [VWMACD](momentum/vwmacd/Vwmacd.md) | Volume-Weighted MACD | Momentum |
| [WAD](volume/wad/Wad.md) | Williams A/D | Volume |
| [WAVELET](filters/wavelet/Wavelet.md) | Wavelet Denoising Filter | Filters |
| [WAVG](statistics/wavg/Wavg.md) | Weighted Average | Statistics |