feat: implement McGinley Dynamic Indicator (MGDI) with tests and documentation

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Miha Kralj
2025-12-14 17:14:51 -08:00
parent 822aaa0d40
commit 18759beb5e
10 changed files with 618 additions and 11 deletions
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@@ -43,7 +43,7 @@ Trend indicators help identify the direction and strength of a market trend. Mov
| [LSMA](lsma/Lsma.md) | Least Squares Moving Average | Calculates the linear regression line for a specified period. |
| LTMA | Linear Trend MA | |
| [MAMA](mama/Mama.md) | Ehlers MESA Adaptive MA | Adapts to market cycles using Hilbert Transform phase measurement. |
| MGDI | McGinley Dynamic Indicator | |
| [MGDI](mgdi/Mgdi.md) | McGinley Dynamic Indicator | A moving average that adjusts for shifts in market speed to minimize lag and whipsaws. |
| MMA | Modified MA | |
| NOTCH | Notch Filter | |
| [PWMA](pwma/Pwma.md) | Parabolic Weighted MA | Uses parabolic weighting ($i^2$) to give more weight to recent data. |