diff --git a/_sidebar.md b/_sidebar.md index 29b2ef40..ed53dcda 100644 --- a/_sidebar.md +++ b/_sidebar.md @@ -1,16 +1,13 @@ -* **Core concepts** - * [Architecture](/docs/architecture.md) - * [API](/docs/api.md) - * [Benchmarks](/docs/benchmarks.md) - * [Indicators](/docs/indicators.md) - * [Usage Guides](/docs/usage.md) - * [Integration](/docs/integration.md) - * [Validation](/docs/validation.md) - * [MA Qualities](/docs/ma-qualities.md) - * [Error Metrics](/docs/errors.md) - -* **Core** - * [Overview](/lib/core/_index.md) +* [Core](/lib/core/_index.md) + * [⭐ Architecture](/docs/architecture.md) + * [⭐ API](/docs/api.md) + * [⭐ Benchmarks](/docs/benchmarks.md) + * [⭐ Indicators](/docs/indicators.md) + * [⭐ Usage Guides](/docs/usage.md) + * [⭐ Integration](/docs/integration.md) + * [⭐ Validation](/docs/validation.md) + * [⭐ Moving Average Qualities](/docs/ma-qualities.md) + * [⭐ Error Metrics](/docs/errors.md) * [AVGPRICE - Average Price](/lib/core/avgprice/Avgprice.md) * [HA - Heikin-Ashi](/lib/core/ha/Ha.md) * [MEDPRICE - Median Price](/lib/core/medprice/Medprice.md) @@ -19,9 +16,8 @@ * [MIDBODY - Open-Close Average](/lib/core/midbody/Midbody.md) * [TYPPRICE - Typical Price](/lib/core/typprice/Typprice.md) * [WCLPRICE - Weighted Close Price](/lib/core/wclprice/Wclprice.md) - -* **Trends (FIR)** - * [Overview](/lib/trends_FIR/_index.md) + +* [FIR Trends](/lib/trends_FIR/_index.md) * [ALMA - Arnaud Legoux MA](/lib/trends_FIR/alma/Alma.md) * [BLMA - Blackman Window MA](/lib/trends_FIR/blma/Blma.md) * [BWMA - Bessel-Weighted MA](/lib/trends_FIR/bwma/Bwma.md) @@ -56,8 +52,7 @@ * [TUKEY_W - Tukey (Tapered Cosine) Window MA](/lib/trends_FIR/tukey_w/Tukey_w.md) * [WMA - Weighted MA](/lib/trends_FIR/wma/Wma.md) -* **Trends (IIR)** - * [Overview](/lib/trends_IIR/_index.md) +* [IIR Trends](/lib/trends_IIR/_index.md) * [ADXVMA - ADX Variable MA](/lib/trends_IIR/adxvma/Adxvma.md) * [AHRENS - Ahrens MA](/lib/trends_IIR/ahrens/Ahrens.md) * [CORAL - Coral Trend Filter](/lib/trends_IIR/coral/Coral.md) @@ -95,8 +90,7 @@ * [ZLEMA - Zero-Lag Exponential MA](/lib/trends_IIR/zlema/Zlema.md) * [ZLTEMA - Zero-Lag Triple Exponential MA](/lib/trends_IIR/zltema/Zltema.md) -* **Filters** - * [Overview](/lib/filters/_index.md) +* [Filters](/lib/filters/_index.md) * [AGC - Ehlers Automatic Gain Control](/lib/filters/agc/Agc.md) * [ALAGUERRE - Ehlers Adaptive Laguerre Filter](/lib/filters/alaguerre/ALaguerre.md) * [BAXTERKING - Baxter-King Band-Pass Filter](/lib/filters/baxterking/BaxterKing.md) @@ -135,8 +129,7 @@ * [WAVELET - Wavelet Denoising Filter](/lib/filters/wavelet/Wavelet.md) * [WIENER - Wiener Filter](/lib/filters/wiener/Wiener.md) -* **Oscillators** - * [Overview](/lib/oscillators/_index.md) +* [Oscillators](/lib/oscillators/_index.md) * [AC - Acceleration Oscillator](/lib/oscillators/ac/Ac.md) * [AO - Awesome Oscillator](/lib/oscillators/ao/Ao.md) * [APO - Absolute Price Oscillator](/lib/oscillators/apo/Apo.md) @@ -186,8 +179,7 @@ * [ULTOSC - Ultimate Oscillator](/lib/oscillators/ultosc/Ultosc.md) * [WILLR - Williams %R](/lib/oscillators/willr/Willr.md) -* **Dynamics** - * [Overview](/lib/dynamics/_index.md) +* [Dynamics](/lib/dynamics/_index.md) * [ADX - Average Directional Index](/lib/dynamics/adx/Adx.md) * [ADXR - Average Directional Movement Rating](/lib/dynamics/adxr/Adxr.md) * [ALLIGATOR - Williams Alligator](/lib/dynamics/alligator/Alligator.md) @@ -214,8 +206,7 @@ * [VHF - Vertical Horizontal Filter](/lib/dynamics/vhf/Vhf.md) * [VORTEX - Vortex Indicator](/lib/dynamics/vortex/Vortex.md) -* **Momentum** - * [Overview](/lib/momentum/_index.md) +* [Momentum](/lib/momentum/_index.md) * [ASI - Accumulation Swing Index](/lib/momentum/asi/Asi.md) * [BIAS - Bias / Disparity Index](/lib/momentum/bias/Bias.md) * [BOP - Balance of Power](/lib/momentum/bop/Bop.md) @@ -236,8 +227,7 @@ * [TSI - True Strength Index](/lib/momentum/tsi/Tsi.md) * [VEL - Jurik Velocity](/lib/momentum/vel/Vel.md) -* **Volatility** - * [Overview](/lib/volatility/_index.md) +* [Volatility](/lib/volatility/_index.md) * [ADR - Average Daily Range](/lib/volatility/adr/Adr.md) * [ATR - Average True Range](/lib/volatility/atr/Atr.md) * [ATRN - ATR Normalized](/lib/volatility/atrn/Atrn.md) @@ -265,8 +255,7 @@ * [VR - Volatility Ratio](/lib/volatility/vr/Vr.md) * [YZV - Yang-Zhang Volatility](/lib/volatility/yzv/Yzv.md) -* **Volume** - * [Overview](/lib/volume/_index.md) +* [Volume](/lib/volume/_index.md) * [ADL - Accumulation/Distribution Line](/lib/volume/adl/Adl.md) * [ADOSC - Chaikin A/D Oscillator](/lib/volume/adosc/Adosc.md) * [AOBV - Archer On-Balance Volume](/lib/volume/aobv/Aobv.md) @@ -295,8 +284,7 @@ * [VWMA - Volume Weighted MA](/lib/volume/vwma/Vwma.md) * [WAD - Williams A/D](/lib/volume/wad/Wad.md) -* **Channels** - * [Overview](/lib/channels/_index.md) +* [Channels](/lib/channels/_index.md) * [ABERR - Aberration Bands](/lib/channels/aberr/aberr.md) * [ACCBANDS - Acceleration Bands](/lib/channels/accbands/accbands.md) * [APCHANNEL - Andrews' Pitchfork](/lib/channels/apchannel/Apchannel.md) @@ -321,8 +309,7 @@ * [VWAPBANDS - VWAP Bands](/lib/channels/vwapbands/Vwapbands.md) * [VWAPSD - VWAP with Standard Deviation Bands](/lib/channels/vwapsd/Vwapsd.md) -* **Statistics** - * [Overview](/lib/statistics/_index.md) +* [Statistics](/lib/statistics/_index.md) * [ACF - Autocorrelation Function](/lib/statistics/acf/Acf.md) * [BETA - Beta Coefficient](/lib/statistics/beta/Beta.md) * [CMA - Cumulative MA](/lib/statistics/cma/Cma.md) @@ -359,8 +346,7 @@ * [ZSCORE - Z-score](/lib/statistics/zscore/Zscore.md) * [ZTEST - Z-Test](/lib/statistics/ztest/Ztest.md) -* **Numerics** - * [Overview](/lib/numerics/_index.md) +* [Numerics](/lib/numerics/_index.md) * [ACCEL - Acceleration](/lib/numerics/accel/Accel.md) * [BETADIST - Beta Distribution](/lib/numerics/betadist/Betadist.md) * [BINOMDIST - Binomial Distribution](/lib/numerics/binomdist/Binomdist.md) @@ -391,8 +377,7 @@ * [TDIST - Student's t-Distribution](/lib/numerics/tdist/Tdist.md) * [WEIBULLDIST - Weibull Distribution](/lib/numerics/weibulldist/Weibulldist.md) -* **Errors** - * [Overview](/lib/errors/_index.md) +* [Errors](/lib/errors/_index.md) * [HUBER - Huber Loss](/lib/errors/huber/Huber.md) * [LOGCOSH - Log-Cosh Loss](/lib/errors/logcosh/LogCosh.md) * [MAAPE - Mean Arctangent Absolute Percentage Error](/lib/errors/maape/Maape.md) @@ -420,12 +405,10 @@ * [WMAPE - Weighted Mean Absolute Percentage Error](/lib/errors/wmape/Wmape.md) * [WRMSE - Weighted RMSE](/lib/errors/wrmse/Wrmse.md) -* **Forecasts** - * [Overview](/lib/forecasts/_index.md) +* [Forecasts](/lib/forecasts/_index.md) * [AFIRMA - Adaptive FIR MA](/lib/forecasts/afirma/Afirma.md) -* **Cycles** - * [Overview](/lib/cycles/_index.md) +* [Cycles](/lib/cycles/_index.md) * [CCOR - Ehlers Correlation Cycle](/lib/cycles/ccor/Ccor.md) * [CCYC - Ehlers Cyber Cycle](/lib/cycles/ccyc/Ccyc.md) * [CG - Ehlers Center of Gravity](/lib/cycles/cg/Cg.md) @@ -441,8 +424,7 @@ * [SOLAR - Solar Activity Cycle](/lib/cycles/solar/Solar.md) * [SSFDSP - Ehlers SSF Detrended Synthetic Price](/lib/cycles/ssfdsp/Ssfdsp.md) -* **Reversals** - * [Overview](/lib/reversals/_index.md) +* [Reversals](/lib/reversals/_index.md) * [CHANDELIER - Chandelier Exit](/lib/reversals/chandelier/Chandelier.md) * [CKSTOP - Chande Kroll Stop](/lib/reversals/ckstop/Ckstop.md) * [FRACTALS - Williams Fractals](/lib/reversals/fractals/Fractals.md) @@ -456,4 +438,3 @@ * [SAREXT - Parabolic SAR Extended](/lib/reversals/sarext/Sarext.md) * [SWINGS - Swing High/Low Detection](/lib/reversals/swings/Swings.md) * [TTM_SCALPER - TTM Scalper Alert](/lib/reversals/ttm_scalper/TtmScalper.md) - diff --git a/index.html b/index.html index ca3df1c0..79e7fa1f 100644 --- a/index.html +++ b/index.html @@ -6,10 +6,21 @@ +
@@ -189,5 +297,87 @@ + + diff --git a/lib/channels/aberr/aberr.md b/lib/channels/aberr/aberr.md index 3b7076d2..aeb492fd 100644 --- a/lib/channels/aberr/aberr.md +++ b/lib/channels/aberr/aberr.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [aberr.pine](aberr.pine) | - ABERR measures price deviation from a central moving average using mean absolute deviation rather than standard deviation, producing dynamic bands ... - Parameterized by `period`, `multiplier` (default 2.0). diff --git a/lib/channels/accbands/accbands.md b/lib/channels/accbands/accbands.md index 164fad74..1aaf7217 100644 --- a/lib/channels/accbands/accbands.md +++ b/lib/channels/accbands/accbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [accbands.pine](accbands.pine) | - Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating chann... - Parameterized by `period`, `factor` (default 4.0). diff --git a/lib/channels/apchannel/apchannel.md b/lib/channels/apchannel/apchannel.md index b58a86c2..ea9ece7a 100644 --- a/lib/channels/apchannel/apchannel.md +++ b/lib/channels/apchannel/apchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `⌈3/alpha⌉` bars (default 15) | - -### TL;DR +| **PineScript** | [apchannel.pine](apchannel.pine) | - APCHANNEL applies exponential smoothing independently to price highs and lows, creating a dynamic envelope that "remembers" significant extremes wh... - Parameterized by `alpha` (default 0.2). diff --git a/lib/channels/apz/apz.md b/lib/channels/apz/apz.md index b1b5505d..59ff954b 100644 --- a/lib/channels/apz/apz.md +++ b/lib/channels/apz/apz.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [apz.pine](apz.pine) | - APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\... - Parameterized by `period`, `multiplier` (default 2.0). diff --git a/lib/channels/atrbands/atrbands.md b/lib/channels/atrbands/atrbands.md index 15337a0c..960e596e 100644 --- a/lib/channels/atrbands/atrbands.md +++ b/lib/channels/atrbands/atrbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [atrbands.pine](atrbands.pine) | - ATR Bands create a volatility-adaptive envelope by projecting Wilder's Average True Range above and below a central Simple Moving Average. - Parameterized by `period`, `multiplier` (default 2.0). diff --git a/lib/channels/bbands/bbands.md b/lib/channels/bbands/bbands.md index 04ea8b96..dd4f2485 100644 --- a/lib/channels/bbands/bbands.md +++ b/lib/channels/bbands/bbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Middle, Upper, Lower, Width, PercentB) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [bbands.pine](bbands.pine) | - Bollinger Bands construct a volatility-adaptive envelope around a Simple Moving Average using population standard deviation as the width measure. - Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier). diff --git a/lib/channels/dchannel/dchannel.md b/lib/channels/dchannel/dchannel.md index b6a57f43..c1609e8d 100644 --- a/lib/channels/dchannel/dchannel.md +++ b/lib/channels/dchannel/dchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [dchannel.pine](dchannel.pine) | - Donchian Channels track the highest high and lowest low over a fixed lookback period, defining the absolute price boundaries within which an asset ... - Parameterized by `period`. diff --git a/lib/channels/decaychannel/decaychannel.md b/lib/channels/decaychannel/decaychannel.md index 64088016..b9575b44 100644 --- a/lib/channels/decaychannel/decaychannel.md +++ b/lib/channels/decaychannel/decaychannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [decaychannel.pine](decaychannel.pine) | - Decay Channel combines the absolute price boundaries of Donchian Channels with exponential decay toward the midpoint, creating an envelope that exp... - Parameterized by `period`. diff --git a/lib/channels/fcb/fcb.md b/lib/channels/fcb/fcb.md index 140a8d11..22a5baac 100644 --- a/lib/channels/fcb/fcb.md +++ b/lib/channels/fcb/fcb.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period + 2` bars | - -### TL;DR +| **PineScript** | [fcb.pine](fcb.pine) | - Fractal Chaos Bands filter raw price action through Bill Williams' fractal detection logic, tracking the highest confirmed fractal high and lowest ... - Parameterized by `period` (default 20). diff --git a/lib/channels/jbands/jbands.md b/lib/channels/jbands/jbands.md index 534e13b5..3cdff8f7 100644 --- a/lib/channels/jbands/jbands.md +++ b/lib/channels/jbands/jbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `⌈20 + 80 × period^0.36⌉` bars | - -### TL;DR +| **PineScript** | [Jbands.pine](Jbands.pine) | - JBANDS expose the internal adaptive envelope mechanism of the Jurik Moving Average (JMA), producing asymmetric bands that snap instantly to new pri... - Parameterized by `period`, `phase` (default 0). diff --git a/lib/channels/kchannel/kchannel.md b/lib/channels/kchannel/kchannel.md index ec24fe31..dac5f2c0 100644 --- a/lib/channels/kchannel/kchannel.md +++ b/lib/channels/kchannel/kchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period * 2` bars | - -### TL;DR +| **PineScript** | [kchannel.pine](kchannel.pine) | - Keltner Channel constructs a volatility-adaptive envelope by projecting Average True Range above and below an Exponential Moving Average center line. - Parameterized by `period` (default 20), `multiplier` (default 2.0). diff --git a/lib/channels/maenv/maenv.md b/lib/channels/maenv/maenv.md index a5a021b2..730dfc8e 100644 --- a/lib/channels/maenv/maenv.md +++ b/lib/channels/maenv/maenv.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [maenv.pine](maenv.pine) | - Moving Average Envelope (MA Envelope) constructs symmetric bands at a fixed percentage distance above and below a moving average center line. - Parameterized by `period` (default 20), `percentage` (default 1.0), `matype` (default maenvtype.ema). diff --git a/lib/channels/mmchannel/mmchannel.md b/lib/channels/mmchannel/mmchannel.md index 68361dc6..f15676b3 100644 --- a/lib/channels/mmchannel/mmchannel.md +++ b/lib/channels/mmchannel/mmchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mmchannel.pine](mmchannel.pine) | - Min-Max Channel tracks the highest high and lowest low over a lookback period, creating a pure price envelope without any midpoint calculation. - Parameterized by `period`. diff --git a/lib/channels/pchannel/pchannel.md b/lib/channels/pchannel/pchannel.md index ad193ea5..36b17e23 100644 --- a/lib/channels/pchannel/pchannel.md +++ b/lib/channels/pchannel/pchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [pchannel.pine](pchannel.pine) | - Price Channel tracks the highest high and lowest low over a lookback period with a midpoint average, creating a three-line price envelope that defi... - Parameterized by `period`. diff --git a/lib/channels/regchannel/regchannel.md b/lib/channels/regchannel/regchannel.md index bea236ad..150b88e3 100644 --- a/lib/channels/regchannel/regchannel.md +++ b/lib/channels/regchannel/regchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [regchannel.pine](regchannel.pine) | - Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation... - Parameterized by `period` (default 20), `multiplier` (default 2.0). diff --git a/lib/channels/sdchannel/sdchannel.md b/lib/channels/sdchannel/sdchannel.md index 86a15a2a..522e5dd3 100644 --- a/lib/channels/sdchannel/sdchannel.md +++ b/lib/channels/sdchannel/sdchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [sdchannel.pine](sdchannel.pine) | - Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of re... - Parameterized by `period` (default 20), `multiplier` (default 2.0). diff --git a/lib/channels/starchannel/starchannel.md b/lib/channels/starchannel/starchannel.md index 87800333..64304735 100644 --- a/lib/channels/starchannel/starchannel.md +++ b/lib/channels/starchannel/starchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(period, effectiveAtrPeriod)` bars | - -### TL;DR +| **PineScript** | [starchannel.pine](starchannel.pine) | - Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple m... - Parameterized by `period` (default 20), `multiplier` (default 2.0), `atrperiod` (default 0). diff --git a/lib/channels/stbands/stbands.md b/lib/channels/stbands/stbands.md index 2498e60f..dd2ebd9d 100644 --- a/lib/channels/stbands/stbands.md +++ b/lib/channels/stbands/stbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower, Trend, Width) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [stbands.pine](stbands.pine) | - Super Trend Bands provide ATR-based dynamic support and resistance levels with asymmetric ratchet logic: the upper band only tightens downward duri... - Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier). diff --git a/lib/channels/ttm_lrc/TtmLrc.md b/lib/channels/ttm_lrc/TtmLrc.md index cccbd415..57914eb6 100644 --- a/lib/channels/ttm_lrc/TtmLrc.md +++ b/lib/channels/ttm_lrc/TtmLrc.md @@ -9,8 +9,6 @@ | **Output range** | Tracks input | | **Warmup** | `period` bars | -### TL;DR - - TTM Linear Regression Channel plots a least-squares regression line through price data with dual standard deviation bands at $\pm 1\sigma$ and $\pm... - Parameterized by `period` (default 100). - Output range: Tracks input. diff --git a/lib/channels/ubands/ubands.md b/lib/channels/ubands/ubands.md index 1fab3ada..e5b77ca2 100644 --- a/lib/channels/ubands/ubands.md +++ b/lib/channels/ubands/ubands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Middle, Lower, Width) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ubands.pine](ubands.pine) | - Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero o... - Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier). diff --git a/lib/channels/uchannel/uchannel.md b/lib/channels/uchannel/uchannel.md index cda324df..54d7f413 100644 --- a/lib/channels/uchannel/uchannel.md +++ b/lib/channels/uchannel/uchannel.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Middle, Lower, STR) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(strPeriod, centerPeriod)` bars | - -### TL;DR +| **PineScript** | [uchannel.pine](uchannel.pine) | - Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band widt... - Parameterized by `strperiod` (default defaultstrperiod), `centerperiod` (default defaultcenterperiod), `multiplier` (default defaultmultiplier). diff --git a/lib/channels/vwapbands/vwapbands.md b/lib/channels/vwapbands/vwapbands.md index d7454199..1770e885 100644 --- a/lib/channels/vwapbands/vwapbands.md +++ b/lib/channels/vwapbands/vwapbands.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper1, Lower1, Upper2, Lower2, Vwap, StdDev, Width) | | **Output range** | Tracks input | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [vwapbands.pine](vwapbands.pine) | - VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-l... - Parameterized by `multiplier` (default defaultmultiplier). diff --git a/lib/channels/vwapsd/vwapsd.md b/lib/channels/vwapsd/vwapsd.md index 30e135bd..6e701b3e 100644 --- a/lib/channels/vwapsd/vwapsd.md +++ b/lib/channels/vwapsd/vwapsd.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Upper, Lower, Vwap, StdDev, Width) | | **Output range** | Tracks input | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [vwapsd.pine](vwapsd.pine) | - VWAP with Standard Deviation Bands combines the Volume Weighted Average Price with a single configurable standard deviation band pair, providing a ... - Parameterized by `numdevs` (default defaultnumdevs). diff --git a/lib/core/avgprice/Avgprice.md b/lib/core/avgprice/Avgprice.md index caab131e..7c17cc0a 100644 --- a/lib/core/avgprice/Avgprice.md +++ b/lib/core/avgprice/Avgprice.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (AVGPRICE) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [avgprice.pine](avgprice.pine) | - AVGPRICE computes the arithmetic mean of a bar's four canonical prices: Open, High, Low, and Close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/core/ha/Ha.md b/lib/core/ha/Ha.md index 6fe89f59..9d0972fa 100644 --- a/lib/core/ha/Ha.md +++ b/lib/core/ha/Ha.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HA) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [ha.pine](ha.pine) | - HA transforms standard OHLC bars into smoothed Heikin-Ashi candles by averaging each component with its predecessor. - No configurable parameters; computation is stateless per bar. diff --git a/lib/core/medprice/Medprice.md b/lib/core/medprice/Medprice.md index 8b52556d..24c7ac3a 100644 --- a/lib/core/medprice/Medprice.md +++ b/lib/core/medprice/Medprice.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MEDPRICE) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [medprice.pine](medprice.pine) | - MEDPRICE computes the midpoint of a bar's High and Low: $(H + L) \times 0.5$. - No configurable parameters; computation is stateless per bar. diff --git a/lib/core/midbody/Midbody.md b/lib/core/midbody/Midbody.md index 37d7d805..55f5e366 100644 --- a/lib/core/midbody/Midbody.md +++ b/lib/core/midbody/Midbody.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | -### TL;DR - Midbody computes the arithmetic mean of Open and Close prices: $(O + C) \times 0.5$. It captures where price started and ended within a bar, ignoring intra-bar extremes. No lookback period, no state, always hot after the first bar. Equivalent to `TBar.OC2`. ## Historical Context diff --git a/lib/core/midpoint/Midpoint.md b/lib/core/midpoint/Midpoint.md index c2ff8cc5..ef59b11d 100644 --- a/lib/core/midpoint/Midpoint.md +++ b/lib/core/midpoint/Midpoint.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Midpoint) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [midpoint.pine](midpoint.pine) | - Single-series rolling midpoint: `(Highest(V, N) + Lowest(V, N)) * 0.5`. - Parameterized by `period`. diff --git a/lib/core/midprice/Midprice.md b/lib/core/midprice/Midprice.md index 1318b61c..c4456fe3 100644 --- a/lib/core/midprice/Midprice.md +++ b/lib/core/midprice/Midprice.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Midprice) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [midprice.pine](midprice.pine) | - MIDPRICE computes the center of a rolling price channel by averaging the highest High and lowest Low over the past $N$ bars: $(\text{Highest}(H, N)... - Parameterized by `period`. diff --git a/lib/core/simd/SimdExtensions.md b/lib/core/simd/SimdExtensions.md index 0350c96b..9a2cbc56 100644 --- a/lib/core/simd/SimdExtensions.md +++ b/lib/core/simd/SimdExtensions.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `SimdExtensions` provides high-performance, SIMD-accelerated extension methods for `ReadOnlySpan`. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/core/tbar/TBar.md b/lib/core/tbar/TBar.md index 4f9cc15c..acf04f3d 100644 --- a/lib/core/tbar/TBar.md +++ b/lib/core/tbar/TBar.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `TBar` is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/core/tbarseries/TBarSeries.md b/lib/core/tbarseries/TBarSeries.md index 8edd2b82..6b62ebe7 100644 --- a/lib/core/tbarseries/TBarSeries.md +++ b/lib/core/tbarseries/TBarSeries.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `TBarSeries` is a high-performance collection of OHLCV bars. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/core/tseries/TSeries.md b/lib/core/tseries/TSeries.md index c5b1978b..ebfeb143 100644 --- a/lib/core/tseries/TSeries.md +++ b/lib/core/tseries/TSeries.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `TSeries` is a high-performance, memory-efficient container for time-series data. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/core/tvalue/TValue.md b/lib/core/tvalue/TValue.md index fc152d6f..4a2997f1 100644 --- a/lib/core/tvalue/TValue.md +++ b/lib/core/tvalue/TValue.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -## TL;DR - - `TValue` is the fundamental atomic unit of data in QuanTAlib. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/core/typprice/Typprice.md b/lib/core/typprice/Typprice.md index d1444f86..486c77c6 100644 --- a/lib/core/typprice/Typprice.md +++ b/lib/core/typprice/Typprice.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TYPPRICE) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [typprice.pine](typprice.pine) | - TYPPRICE computes the equal-weighted average of Open, High, and Low: $(O + H + L) \times \frac{1}{3}$. - No configurable parameters; computation is stateless per bar. diff --git a/lib/core/wclprice/Wclprice.md b/lib/core/wclprice/Wclprice.md index 006c93c4..a2b4bf1c 100644 --- a/lib/core/wclprice/Wclprice.md +++ b/lib/core/wclprice/Wclprice.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (WCLPRICE) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [wclprice.pine](wclprice.pine) | - WCLPRICE computes a Close-biased average of High, Low, and Close by double-weighting the closing price: $(H + L + 2C) \times 0.25$. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/ccor/Ccor.md b/lib/cycles/ccor/Ccor.md index ec764b5c..654efc3f 100644 --- a/lib/cycles/ccor/Ccor.md +++ b/lib/cycles/ccor/Ccor.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ccor) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ccor.pine](ccor.pine) | - CCOR extracts cycle phase by computing Pearson correlation of a price window against cosine (Real) and negative-sine (Imaginary) reference waves of... - Parameterized by `period` (default 20), `threshold` (default 9.0). diff --git a/lib/cycles/ccyc/Ccyc.md b/lib/cycles/ccyc/Ccyc.md index e8be3894..b4c1baee 100644 --- a/lib/cycles/ccyc/Ccyc.md +++ b/lib/cycles/ccyc/Ccyc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ccyc) | | **Output range** | Varies (see docs) | | **Warmup** | `7` bars | - -### TL;DR +| **PineScript** | [ccyc.pine](ccyc.pine) | - CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an ... - Parameterized by `alpha` (default 0.07). diff --git a/lib/cycles/cg/cg.md b/lib/cycles/cg/cg.md index fa265099..0bc8298d 100644 --- a/lib/cycles/cg/cg.md +++ b/lib/cycles/cg/cg.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cg) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [cg.pine](cg.pine) | - CG identifies potential turning points using the physics concept of weighted center of mass applied to a price window. - Parameterized by `period` (default 10). diff --git a/lib/cycles/dsp/dsp.md b/lib/cycles/dsp/dsp.md index 2d4796a4..924711a2 100644 --- a/lib/cycles/dsp/dsp.md +++ b/lib/cycles/dsp/dsp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dsp) | | **Output range** | Varies (see docs) | | **Warmup** | `slowPeriod * 3` bars | - -### TL;DR +| **PineScript** | [dsp.pine](dsp.pine) | - DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price... - Parameterized by `period` (default 40). diff --git a/lib/cycles/eacp/eacp.md b/lib/cycles/eacp/eacp.md index c94502f1..8c5acf4c 100644 --- a/lib/cycles/eacp/eacp.md +++ b/lib/cycles/eacp/eacp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Eacp) | | **Output range** | Varies (see docs) | | **Warmup** | `maxPeriod * 2` bars | - -### TL;DR +| **PineScript** | [eacp.pine](eacp.pine) | - EACP estimates the dominant cycle period of a financial time series by computing autocorrelation across multiple lags and transforming the result i... - Parameterized by `minperiod` (default 8), `maxperiod` (default 48), `avglength` (default 3), `enhance` (default true). diff --git a/lib/cycles/ebsw/ebsw.md b/lib/cycles/ebsw/ebsw.md index 65bead80..fa577903 100644 --- a/lib/cycles/ebsw/ebsw.md +++ b/lib/cycles/ebsw/ebsw.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ebsw) | | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(hpLength, ssfLength) + 3` bars (default 43) | - -### TL;DR +| **PineScript** | [ebsw.pine](ebsw.pine) | - EBSW is a refined cycle oscillator that combines a high-pass filter (trend removal), a Super-Smoother filter (noise removal), and Automatic Gain Co... - Parameterized by `hplength` (default 40), `ssflength` (default 10). diff --git a/lib/cycles/homod/homod.md b/lib/cycles/homod/homod.md index 40800f5d..37d21ea6 100644 --- a/lib/cycles/homod/homod.md +++ b/lib/cycles/homod/homod.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Homod) | | **Output range** | Varies (see docs) | | **Warmup** | `maxPeriod * 2` bars (default 100) | - -### TL;DR +| **PineScript** | [homod.pine](homod.pine) | - HOMOD estimates the dominant cycle period of a market using homodyne mixing, a technique from radio engineering where a signal is multiplied by a d... - Parameterized by `minperiod` (default 6.0), `maxperiod` (default 50.0). diff --git a/lib/cycles/ht_dcperiod/HtDcperiod.md b/lib/cycles/ht_dcperiod/HtDcperiod.md index 6c5bc1d7..15e683fa 100644 --- a/lib/cycles/ht_dcperiod/HtDcperiod.md +++ b/lib/cycles/ht_dcperiod/HtDcperiod.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HT_DCPERIOD) | | **Output range** | Varies (see docs) | | **Warmup** | `LOOKBACK` bars | - -### TL;DR +| **PineScript** | [ht_dcperiod.pine](ht_dcperiod.pine) | - HT_DCPERIOD estimates the period of the dominant market cycle using Ehlers' Hilbert Transform cascade. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/ht_dcphase/HtDcphase.md b/lib/cycles/ht_dcphase/HtDcphase.md index bd1c2812..9ce26e9a 100644 --- a/lib/cycles/ht_dcphase/HtDcphase.md +++ b/lib/cycles/ht_dcphase/HtDcphase.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HT_DCPHASE) | | **Output range** | Varies (see docs) | | **Warmup** | `LOOKBACK` bars | - -### TL;DR +| **PineScript** | [ht_dcphase.pine](ht_dcphase.pine) | - HT_DCPHASE measures the instantaneous phase angle of the dominant market cycle using Ehlers' Hilbert Transform cascade. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/ht_phasor/HtPhasor.md b/lib/cycles/ht_phasor/HtPhasor.md index 0ff56d51..f80259cb 100644 --- a/lib/cycles/ht_phasor/HtPhasor.md +++ b/lib/cycles/ht_phasor/HtPhasor.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HT_PHASOR) | | **Output range** | Varies (see docs) | | **Warmup** | `LOOKBACK` bars | - -### TL;DR +| **PineScript** | [phasor.pine](phasor.pine) | - HT_PHASOR decomposes the price signal into two orthogonal components, InPhase ($I$) and Quadrature ($Q$), using the Hilbert Transform. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/ht_sine/HtSine.md b/lib/cycles/ht_sine/HtSine.md index 2eeb04b3..14462834 100644 --- a/lib/cycles/ht_sine/HtSine.md +++ b/lib/cycles/ht_sine/HtSine.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HT_SINE) | | **Output range** | Varies (see docs) | | **Warmup** | `LOOKBACK` bars | - -### TL;DR +| **PineScript** | [ht_sine.pine](ht_sine.pine) | - HT_SINE extracts the dominant market cycle phase and outputs both Sine and LeadSine (45° phase advance) for cycle timing. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/lunar/Lunar.md b/lib/cycles/lunar/Lunar.md index 0d2e5f94..8de420b7 100644 --- a/lib/cycles/lunar/Lunar.md +++ b/lib/cycles/lunar/Lunar.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (LUNAR) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [lunar.pine](lunar.pine) | - LUNAR calculates the Moon's illumination fraction using precise orbital mechanics from Jean Meeus' *Astronomical Algorithms*. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/solar/Solar.md b/lib/cycles/solar/Solar.md index 14a6696b..64147fbd 100644 --- a/lib/cycles/solar/Solar.md +++ b/lib/cycles/solar/Solar.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SOLAR) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [solar.pine](solar.pine) | - SOLAR models Earth's seasonal position relative to the Sun using astronomical ephemeris calculations. - No configurable parameters; computation is stateless per bar. diff --git a/lib/cycles/ssfdsp/Ssfdsp.md b/lib/cycles/ssfdsp/Ssfdsp.md index b849e68e..580d2b77 100644 --- a/lib/cycles/ssfdsp/Ssfdsp.md +++ b/lib/cycles/ssfdsp/Ssfdsp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SsfDsp) | | **Output range** | Varies (see docs) | | **Warmup** | `slowPeriod * 2` bars | - -### TL;DR +| **PineScript** | [ssfdsp.pine](ssfdsp.pine) | - SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscill... - Parameterized by `period` (default 40). diff --git a/lib/dynamics/adx/Adx.md b/lib/dynamics/adx/Adx.md index b342b31c..c6fc3640 100644 --- a/lib/dynamics/adx/Adx.md +++ b/lib/dynamics/adx/Adx.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (DiPlus, DiMinus) | | **Output range** | Varies (see docs) | | **Warmup** | `period * 2` bars | - -### TL;DR +| **PineScript** | [adx.pine](adx.pine) | - The Average Directional Index is the industry-standard measure of trend strength, ignoring direction entirely to focus on the velocity of price exp... - Parameterized by `period`. diff --git a/lib/dynamics/adxr/Adxr.md b/lib/dynamics/adxr/Adxr.md index c64b87e5..d4714640 100644 --- a/lib/dynamics/adxr/Adxr.md +++ b/lib/dynamics/adxr/Adxr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Adxr) | | **Output range** | Varies (see docs) | | **Warmup** | `adx.WarmupPeriod + period - 1` bars | - -### TL;DR +| **PineScript** | [adxr.pine](adxr.pine) | - The Average Directional Movement Rating is a smoothed version of ADX that dampens short-term fluctuations in trend strength by averaging the curren... - Parameterized by `period`. diff --git a/lib/dynamics/alligator/Alligator.md b/lib/dynamics/alligator/Alligator.md index 5c45cd14..fd9046f4 100644 --- a/lib/dynamics/alligator/Alligator.md +++ b/lib/dynamics/alligator/Alligator.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Jaw, Teeth, Lips) | | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(Math.Max(jawPeriod, teethPeriod), lipsPeriod)` bars | - -### TL;DR +| **PineScript** | [alligator.pine](alligator.pine) | - The Williams Alligator is a trend-following system that uses three Smoothed Moving Averages (SMMA/RMA) with different periods and forward display o... - Parameterized by `jawperiod`, `jawoffset`, `teethperiod`, `teethoffset`, `lipsperiod`, `lipsoffset`. diff --git a/lib/dynamics/amat/Amat.md b/lib/dynamics/amat/Amat.md index f2d61255..91e56bc7 100644 --- a/lib/dynamics/amat/Amat.md +++ b/lib/dynamics/amat/Amat.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Strength, FastEma, SlowEma) | | **Output range** | Varies (see docs) | | **Warmup** | `slowPeriod` bars | - -### TL;DR +| **PineScript** | [amat.pine](amat.pine) | - The Archer Moving Averages Trends indicator is a triple-confirmation trend identification system that uses dual EMAs to produce discrete directiona... - Parameterized by `fastperiod` (default 10), `slowperiod` (default 50). diff --git a/lib/dynamics/aroon/Aroon.md b/lib/dynamics/aroon/Aroon.md index 483b84a8..de76d23a 100644 --- a/lib/dynamics/aroon/Aroon.md +++ b/lib/dynamics/aroon/Aroon.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Up, Down) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [aroon.pine](aroon.pine) | - The Aroon indicator measures the temporal freshness of price extremes, answering not "how much did price move?" but "how long ago did it make a new... - Parameterized by `period`. diff --git a/lib/dynamics/aroonosc/AroonOsc.md b/lib/dynamics/aroonosc/AroonOsc.md index 302555bc..274a9e45 100644 --- a/lib/dynamics/aroonosc/AroonOsc.md +++ b/lib/dynamics/aroonosc/AroonOsc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (AroonOsc) | | **Output range** | $-100$ to $+100$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [aroonosc.pine](aroonosc.pine) | - The Aroon Oscillator condenses the dual-line Aroon system into a single zero-centered value by computing $\text{AroonUp} - \text{AroonDown}$. - Parameterized by `period`. diff --git a/lib/dynamics/chop/Chop.md b/lib/dynamics/chop/Chop.md index ebb8be5a..5f620063 100644 --- a/lib/dynamics/chop/Chop.md +++ b/lib/dynamics/chop/Chop.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (CHOP) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [chop.pine](chop.pine) | - The Choppiness Index is a non-directional regime indicator that measures whether the market is trending or trading sideways. - Parameterized by `period` (default 14). diff --git a/lib/dynamics/dmx/Dmx.md b/lib/dynamics/dmx/Dmx.md index 797ae38f..b06fcf54 100644 --- a/lib/dynamics/dmx/Dmx.md +++ b/lib/dynamics/dmx/Dmx.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dmx) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [dmx.pine](dmx.pine) | - The DMX is Mark Jurik's modernized overhaul of Wilder's Directional Movement system, replacing the sluggish RMA smoothing with the Jurik Moving Ave... - Parameterized by `period`. diff --git a/lib/dynamics/dx/Dx.md b/lib/dynamics/dx/Dx.md index da6cd1af..a76fa458 100644 --- a/lib/dynamics/dx/Dx.md +++ b/lib/dynamics/dx/Dx.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (DiPlus, DiMinus) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [dx.pine](dx.pine) | - The Directional Movement Index is the raw, unsmoothed measure of trend strength from Wilder's directional movement system. - Parameterized by `period` (default 14). diff --git a/lib/dynamics/ghla/Ghla.md b/lib/dynamics/ghla/Ghla.md index 5682d7c2..d5e16e2c 100644 --- a/lib/dynamics/ghla/Ghla.md +++ b/lib/dynamics/ghla/Ghla.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ghla) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ghla.pine](ghla.pine) | - The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the ... - Parameterized by `period` (default 13). diff --git a/lib/dynamics/ht_trendmode/HtTrendmode.md b/lib/dynamics/ht_trendmode/HtTrendmode.md index 020d908d..2b42e3e7 100644 --- a/lib/dynamics/ht_trendmode/HtTrendmode.md +++ b/lib/dynamics/ht_trendmode/HtTrendmode.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HT_TRENDMODE) | | **Output range** | $0$ to $1$ | | **Warmup** | `LOOKBACK` bars | - -### TL;DR +| **PineScript** | [ht_trendmode.pine](ht_trendmode.pine) | - The Hilbert Transform Trend Mode indicator is a binary regime classifier that determines whether price action is dominated by trending behavior (ou... - No configurable parameters; computation is stateless per bar. diff --git a/lib/dynamics/ichimoku/Ichimoku.md b/lib/dynamics/ichimoku/Ichimoku.md index 6064b004..31b6ce66 100644 --- a/lib/dynamics/ichimoku/Ichimoku.md +++ b/lib/dynamics/ichimoku/Ichimoku.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Tenkan, Kijun, SenkouA, SenkouB, Chikou) | | **Output range** | Varies (see docs) | | **Warmup** | `maxPeriod` bars | - -### TL;DR +| **PineScript** | [ichimoku.pine](ichimoku.pine) | - Ichimoku Kinko Hyo ("One Glance Equilibrium Chart") is a comprehensive trend-following system that provides five distinct components revealing tren... - Parameterized by `tenkanperiod`, `kijunperiod`, `senkoubperiod`, `displacement`. diff --git a/lib/dynamics/impulse/Impulse.md b/lib/dynamics/impulse/Impulse.md index 9859a266..f6ab90e5 100644 --- a/lib/dynamics/impulse/Impulse.md +++ b/lib/dynamics/impulse/Impulse.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34) | -### TL;DR - - The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as ... - Parameterized by `emaperiod` (default 13), `macdfast` (default 12), `macdslow` (default 26), `macdsignal` (default 9). - Output range: Varies (see docs). diff --git a/lib/dynamics/minusdi/MinusDi.md b/lib/dynamics/minusdi/MinusDi.md index 9ad88342..a67f2605 100644 --- a/lib/dynamics/minusdi/MinusDi.md +++ b/lib/dynamics/minusdi/MinusDi.md @@ -1,6 +1,5 @@ # MINUS_DI: Minus Directional Indicator -### TL;DR Measures downward directional movement strength as a percentage (0-100). ## Introduction diff --git a/lib/dynamics/minusdm/MinusDm.md b/lib/dynamics/minusdm/MinusDm.md index 721dc068..4995cf69 100644 --- a/lib/dynamics/minusdm/MinusDm.md +++ b/lib/dynamics/minusdm/MinusDm.md @@ -1,6 +1,5 @@ # MINUS_DM: Minus Directional Movement -### TL;DR Wilder-smoothed downward directional movement in price units (≥0). ## Introduction diff --git a/lib/dynamics/pfe/Pfe.md b/lib/dynamics/pfe/Pfe.md index 9bc03de2..5364c582 100644 --- a/lib/dynamics/pfe/Pfe.md +++ b/lib/dynamics/pfe/Pfe.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pfe) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [pfe.pine](pfe.pine) | - Polarized Fractal Efficiency (PFE) quantifies trend strength by comparing the Euclidean distance a price series actually travels bar-to-bar against... - Parameterized by `period` (default 10), `smoothperiod` (default 5). diff --git a/lib/dynamics/plusdi/PlusDi.md b/lib/dynamics/plusdi/PlusDi.md index e3b79167..b2edce7b 100644 --- a/lib/dynamics/plusdi/PlusDi.md +++ b/lib/dynamics/plusdi/PlusDi.md @@ -1,6 +1,5 @@ # PLUS_DI: Plus Directional Indicator -### TL;DR Measures upward directional movement strength as a percentage (0-100). ## Introduction diff --git a/lib/dynamics/plusdm/PlusDm.md b/lib/dynamics/plusdm/PlusDm.md index fc035a08..a5e6e8e0 100644 --- a/lib/dynamics/plusdm/PlusDm.md +++ b/lib/dynamics/plusdm/PlusDm.md @@ -1,6 +1,5 @@ # PLUS_DM: Plus Directional Movement -### TL;DR Wilder-smoothed upward directional movement in price units (≥0). ## Introduction diff --git a/lib/dynamics/qstick/Qstick.md b/lib/dynamics/qstick/Qstick.md index 635392e5..13acf05c 100644 --- a/lib/dynamics/qstick/Qstick.md +++ b/lib/dynamics/qstick/Qstick.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (QSTICK) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [qstick.pine](qstick.pine) | - The Qstick indicator, developed by Tushar Chande, computes a moving average of the close-minus-open difference over a lookback period, quantifying ... - Parameterized by `period` (default defaultperiod), `useema` (default defaultuseema). diff --git a/lib/dynamics/ravi/Ravi.md b/lib/dynamics/ravi/Ravi.md index 43f31501..0e7fa000 100644 --- a/lib/dynamics/ravi/Ravi.md +++ b/lib/dynamics/ravi/Ravi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ravi) | | **Output range** | Varies (see docs) | | **Warmup** | `longPeriod` bars (default 65) | - -### TL;DR +| **PineScript** | [ravi.pine](ravi.pine) | - RAVI (Range Action Verification Index) measures trend strength by computing the absolute percentage divergence between a short-period SMA and a lon... - Parameterized by `shortperiod` (default 7), `longperiod` (default 65). diff --git a/lib/dynamics/super/Super.md b/lib/dynamics/super/Super.md index 88836e18..2c71abbf 100644 --- a/lib/dynamics/super/Super.md +++ b/lib/dynamics/super/Super.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (UpperBand, LowerBand) | | **Output range** | Varies (see docs) | | **Warmup** | `> period + 1` bars | - -### TL;DR +| **PineScript** | [super.pine](super.pine) | - SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close ... - Parameterized by `period` (default 10), `multiplier` (default 3.0). diff --git a/lib/dynamics/ttm_squeeze/TtmSqueeze.md b/lib/dynamics/ttm_squeeze/TtmSqueeze.md index 7a4dcf28..840d4cc7 100644 --- a/lib/dynamics/ttm_squeeze/TtmSqueeze.md +++ b/lib/dynamics/ttm_squeeze/TtmSqueeze.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars | -### TL;DR - - John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside K... - Parameterized by `bbperiod` (default 20), `bbmult` (default 2.0), `kcperiod` (default 20), `kcmult` (default 1.5), `momperiod` (default 20). - Output range: Varies (see docs). diff --git a/lib/dynamics/ttm_trend/TtmTrend.md b/lib/dynamics/ttm_trend/TtmTrend.md index 58b15e00..52e2525b 100644 --- a/lib/dynamics/ttm_trend/TtmTrend.md +++ b/lib/dynamics/ttm_trend/TtmTrend.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TTM_TREND) | | **Output range** | Varies (see docs) | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [TtmTrend.pine](TtmTrend.pine) | - John Carter's TTM Trend uses a fast EMA (default period 6) applied to typical price (HLC/3) to determine short-term trend direction via slope sign. - Parameterized by `period` (default defaultperiod). diff --git a/lib/dynamics/vhf/Vhf.md b/lib/dynamics/vhf/Vhf.md index 53434137..496b42b5 100644 --- a/lib/dynamics/vhf/Vhf.md +++ b/lib/dynamics/vhf/Vhf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vhf) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [vhf.pine](vhf.pine) | - VHF (Vertical Horizontal Filter) measures trend strength by dividing the price range over $N$ periods by the total absolute bar-to-bar path distanc... - Parameterized by `period` (default 28). diff --git a/lib/dynamics/vortex/Vortex.md b/lib/dynamics/vortex/Vortex.md index 153bf6f8..338d99c1 100644 --- a/lib/dynamics/vortex/Vortex.md +++ b/lib/dynamics/vortex/Vortex.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (ViPlus, ViMinus) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [vortex.pine](vortex.pine) | - The Vortex Indicator measures upward and downward trend momentum by computing the ratio of positive and negative vortex movements to true range ove... - Parameterized by `period` (default 14). diff --git a/lib/errors/huber/Huber.md b/lib/errors/huber/Huber.md index ee47fb1d..127886ce 100644 --- a/lib/errors/huber/Huber.md +++ b/lib/errors/huber/Huber.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Huber) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [huber.pine](huber.pine) | - Huber Loss is a hybrid loss function that combines the best properties of Mean Squared Error (MSE) and Mean Absolute Error (MAE). - Parameterized by `period`, `delta` (default 1.345). diff --git a/lib/errors/logcosh/LogCosh.md b/lib/errors/logcosh/LogCosh.md index 27317c74..66044b39 100644 --- a/lib/errors/logcosh/LogCosh.md +++ b/lib/errors/logcosh/LogCosh.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (LogCosh) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [logcosh.pine](logcosh.pine) | - Log-Cosh Loss combines the best properties of L1 (absolute) and L2 (squared) error metrics through the logarithm of the hyperbolic cosine function. - Parameterized by `period`. diff --git a/lib/errors/maape/Maape.md b/lib/errors/maape/Maape.md index 86282b14..686415ad 100644 --- a/lib/errors/maape/Maape.md +++ b/lib/errors/maape/Maape.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MAAPE) | | **Output range** | $[0, \pi/2]$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [maape.pine](maape.pine) | - Mean Arctangent Absolute Percentage Error (MAAPE) transforms percentage errors through the arctangent function, naturally bounding the metric betwe... - Parameterized by `period`. diff --git a/lib/errors/mae/Mae.md b/lib/errors/mae/Mae.md index 29133e10..2a601d01 100644 --- a/lib/errors/mae/Mae.md +++ b/lib/errors/mae/Mae.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MAE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mae.pine](mae.pine) | - Mean Absolute Error (MAE) measures the average magnitude of errors in a set of predictions, without considering their direction. - Parameterized by `period`. diff --git a/lib/errors/mapd/Mapd.md b/lib/errors/mapd/Mapd.md index 84350f33..28ffb93c 100644 --- a/lib/errors/mapd/Mapd.md +++ b/lib/errors/mapd/Mapd.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MAPD) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mapd.pine](mapd.pine) | - Mean Absolute Percentage Deviation (MAPD) measures the average absolute percentage difference between actual and predicted values, using the predic... - Parameterized by `period`. diff --git a/lib/errors/mape/Mape.md b/lib/errors/mape/Mape.md index 797900b0..df14c557 100644 --- a/lib/errors/mape/Mape.md +++ b/lib/errors/mape/Mape.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MAPE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mape.pine](mape.pine) | - Mean Absolute Percentage Error (MAPE) measures the average absolute percentage difference between actual and predicted values. - Parameterized by `period`. diff --git a/lib/errors/mase/Mase.md b/lib/errors/mase/Mase.md index 24e6f96b..872c8097 100644 --- a/lib/errors/mase/Mase.md +++ b/lib/errors/mase/Mase.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mase) | | **Output range** | $\geq 0$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [mase.pine](mase.pine) | - Mean Absolute Scaled Error (MASE) normalizes forecast errors by the average error of a naive "random walk" forecast (using the previous value as th... - Parameterized by `period`. diff --git a/lib/errors/mdae/Mdae.md b/lib/errors/mdae/Mdae.md index 8357ea96..9d388a15 100644 --- a/lib/errors/mdae/Mdae.md +++ b/lib/errors/mdae/Mdae.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mdae) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mdae.pine](mdae.pine) | - Median Absolute Error (MdAE) measures the middle value of all absolute errors. - Parameterized by `period`. diff --git a/lib/errors/mdape/Mdape.md b/lib/errors/mdape/Mdape.md index 4733e197..fbaf6bfb 100644 --- a/lib/errors/mdape/Mdape.md +++ b/lib/errors/mdape/Mdape.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mdape) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mdape.pine](mdape.pine) | - Median Absolute Percentage Error (MdAPE) combines the scale-independence of percentage errors with the robustness of median statistics. - Parameterized by `period`. diff --git a/lib/errors/me/Me.md b/lib/errors/me/Me.md index 7f205cbb..2ae2fa37 100644 --- a/lib/errors/me/Me.md +++ b/lib/errors/me/Me.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ME) | | **Output range** | Any (positive or negative) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [me.pine](me.pine) | - Mean Error (ME), also known as Mean Bias Error, measures the average error between actual and predicted values while preserving the sign. - Parameterized by `period`. diff --git a/lib/errors/mpe/Mpe.md b/lib/errors/mpe/Mpe.md index fcc119ed..90982513 100644 --- a/lib/errors/mpe/Mpe.md +++ b/lib/errors/mpe/Mpe.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MPE) | | **Output range** | Any (positive or negative) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mpe.pine](mpe.pine) | - Mean Percentage Error measures the average percentage difference between actual and predicted values while preserving the sign. - Parameterized by `period`. diff --git a/lib/errors/mrae/Mrae.md b/lib/errors/mrae/Mrae.md index 0d84ffb7..83547c55 100644 --- a/lib/errors/mrae/Mrae.md +++ b/lib/errors/mrae/Mrae.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MRAE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mrae.pine](mrae.pine) | - Mean Relative Absolute Error (MRAE) measures the average magnitude of errors relative to the actual values. - Parameterized by `period`. diff --git a/lib/errors/mse/Mse.md b/lib/errors/mse/Mse.md index 34c4236f..5776fdbe 100644 --- a/lib/errors/mse/Mse.md +++ b/lib/errors/mse/Mse.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MSE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mse.pine](mse.pine) | - Mean Squared Error (MSE) measures the average of the squares of the errors between actual and predicted values. - Parameterized by `period`. diff --git a/lib/errors/msle/Msle.md b/lib/errors/msle/Msle.md index e2b1fdc2..bf6c1dc7 100644 --- a/lib/errors/msle/Msle.md +++ b/lib/errors/msle/Msle.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MSLE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [msle.pine](msle.pine) | - Mean Squared Logarithmic Error transforms both actual and predicted values through logarithms before computing squared error. - Parameterized by `period`. diff --git a/lib/errors/pseudohuber/PseudoHuber.md b/lib/errors/pseudohuber/PseudoHuber.md index 704e9633..88f26728 100644 --- a/lib/errors/pseudohuber/PseudoHuber.md +++ b/lib/errors/pseudohuber/PseudoHuber.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PseudoHuber) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [pseudohuber.pine](pseudohuber.pine) | - Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function. - Parameterized by `period`, `delta` (default 1.0). diff --git a/lib/errors/quantileloss/QuantileLoss.md b/lib/errors/quantileloss/QuantileLoss.md index 830963de..3d4cce59 100644 --- a/lib/errors/quantileloss/QuantileLoss.md +++ b/lib/errors/quantileloss/QuantileLoss.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (QuantileLoss) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [quantileloss.pine](quantileloss.pine) | - Quantile Loss (also called Pinball Loss) measures prediction accuracy with asymmetric penalties for over-prediction versus under-prediction. - Parameterized by `period`, `quantile` (default 0.5). diff --git a/lib/errors/rae/Rae.md b/lib/errors/rae/Rae.md index 464114f9..e9951753 100644 --- a/lib/errors/rae/Rae.md +++ b/lib/errors/rae/Rae.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rae) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rae.pine](rae.pine) | - Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor ... - Parameterized by `period`. diff --git a/lib/errors/rmse/Rmse.md b/lib/errors/rmse/Rmse.md index 45c7972a..76d1ce97 100644 --- a/lib/errors/rmse/Rmse.md +++ b/lib/errors/rmse/Rmse.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (RMSE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rmse.pine](rmse.pine) | - Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitiv... - Parameterized by `period`. diff --git a/lib/errors/rmsle/Rmsle.md b/lib/errors/rmsle/Rmsle.md index c6b2ccb5..a7cd66f7 100644 --- a/lib/errors/rmsle/Rmsle.md +++ b/lib/errors/rmsle/Rmsle.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (RMSLE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rmsle.pine](rmsle.pine) | - Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units. - Parameterized by `period`. diff --git a/lib/errors/rse/Rse.md b/lib/errors/rse/Rse.md index 04c097dd..985f2c77 100644 --- a/lib/errors/rse/Rse.md +++ b/lib/errors/rse/Rse.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rse) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rse.pine](rse.pine) | - Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor tha... - Parameterized by `period`. diff --git a/lib/errors/rsquared/Rsquared.md b/lib/errors/rsquared/Rsquared.md index e03e638e..26eb0ffa 100644 --- a/lib/errors/rsquared/Rsquared.md +++ b/lib/errors/rsquared/Rsquared.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (R²) | | **Output range** | $(-\infty, 1]$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rsquared.pine](rsquared.pine) | - The Coefficient of Determination (R²) measures the proportion of variance in the actual values that is predictable from the predicted values. - Parameterized by `period`. diff --git a/lib/errors/smape/Smape.md b/lib/errors/smape/Smape.md index 84d88e21..022ab271 100644 --- a/lib/errors/smape/Smape.md +++ b/lib/errors/smape/Smape.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SMAPE) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [smape.pine](smape.pine) | - Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the sam... - Parameterized by `period`. diff --git a/lib/errors/theilu/TheilU.md b/lib/errors/theilu/TheilU.md index fce391b5..48880da1 100644 --- a/lib/errors/theilu/TheilU.md +++ b/lib/errors/theilu/TheilU.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TheilU) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [theilu.pine](theilu.pine) | - Theil's U Statistic measures forecast accuracy relative to a naive no-change forecast. - Parameterized by `period`. diff --git a/lib/errors/tukeybiweight/TukeyBiweight.md b/lib/errors/tukeybiweight/TukeyBiweight.md index 351e322c..38834344 100644 --- a/lib/errors/tukeybiweight/TukeyBiweight.md +++ b/lib/errors/tukeybiweight/TukeyBiweight.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TukeyBiweight) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [tukeybiweight.pine](tukeybiweight.pine) | - Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold. - Parameterized by `period`, `c` (default defaultc). diff --git a/lib/errors/wmape/Wmape.md b/lib/errors/wmape/Wmape.md index 4c9b6546..d20eeef6 100644 --- a/lib/errors/wmape/Wmape.md +++ b/lib/errors/wmape/Wmape.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Wmape) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [wmape.pine](wmape.pine) | - Weighted Mean Absolute Percentage Error (WMAPE) adjusts MAPE by weighting each error by the magnitude of the actual value. - Parameterized by `period`. diff --git a/lib/errors/wrmse/Wrmse.md b/lib/errors/wrmse/Wrmse.md index f67f22eb..730900ef 100644 --- a/lib/errors/wrmse/Wrmse.md +++ b/lib/errors/wrmse/Wrmse.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Wrmse) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [wrmse.pine](wrmse.pine) | - WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent ob... - Parameterized by `period`. diff --git a/lib/feeds/IFeed.md b/lib/feeds/IFeed.md index 02ab510b..78b79de5 100644 --- a/lib/feeds/IFeed.md +++ b/lib/feeds/IFeed.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `IFeed` defines the standard contract for all data feeds in QuanTAlib, ensuring consistent behavior across different data sources (synthetic, file-... - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/feeds/csvfeed/CsvFeed.md b/lib/feeds/csvfeed/CsvFeed.md index 9fbde1ed..7a052dea 100644 --- a/lib/feeds/csvfeed/CsvFeed.md +++ b/lib/feeds/csvfeed/CsvFeed.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `CsvFeed` is a file-based feed implementation that loads historical OHLCV data from CSV files. - Parameterized by `filepath`. - Output range: Varies (see docs). diff --git a/lib/feeds/gbm/GBM.md b/lib/feeds/gbm/GBM.md index 35f46011..a63b7a0d 100644 --- a/lib/feeds/gbm/GBM.md +++ b/lib/feeds/gbm/GBM.md @@ -9,8 +9,6 @@ | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | -### TL;DR - - `GBM` (Geometric Brownian Motion) is a synthetic data generator that simulates realistic financial price movements. - No configurable parameters; computation is stateless per bar. - Output range: Varies (see docs). diff --git a/lib/filters/agc/Agc.md b/lib/filters/agc/Agc.md index 249382f8..b6e05fc0 100644 --- a/lib/filters/agc/Agc.md +++ b/lib/filters/agc/Agc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (AGC) | | **Output range** | [-1, +1] (normalized) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [agc.pine](agc.pine) | - The Automatic Gain Control normalizes any oscillating signal to the \[-1, +1\] range through exponential peak tracking. - Parameterized by `decay` (default 0.991). diff --git a/lib/filters/alaguerre/ALaguerre.md b/lib/filters/alaguerre/ALaguerre.md index 4c1b9365..fe0afb16 100644 --- a/lib/filters/alaguerre/ALaguerre.md +++ b/lib/filters/alaguerre/ALaguerre.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (ALaguerre) | | **Output range** | Tracks input | | **Warmup** | `max(4, length)` bars | +| **PineScript** | [alaguerre.pine](alaguerre.pine) | | **Signature** | [alaguerre_signature](alaguerre_signature.md) | -### TL;DR - - The Adaptive Laguerre Filter extends Ehlers' four-element all-pass cascade by replacing the fixed damping factor with a per-bar adaptive alpha deri... - Parameterized by `length` (default 20), `medianlength` (default 5). - Output range: Tracks input. diff --git a/lib/filters/baxterking/BaxterKing.md b/lib/filters/baxterking/BaxterKing.md index ca5e77dc..d8a73731 100644 --- a/lib/filters/baxterking/BaxterKing.md +++ b/lib/filters/baxterking/BaxterKing.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (BaxterKing) | | **Output range** | Oscillates around zero | | **Warmup** | `2K+1` bars (default 25) | - -### TL;DR +| **PineScript** | [baxterking.pine](baxterking.pine) | - The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncati... - Parameterized by `plow` (default 6), `phigh` (default 32), `k` (default 12). diff --git a/lib/filters/bessel/Bessel.md b/lib/filters/bessel/Bessel.md index a8692548..ca59d304 100644 --- a/lib/filters/bessel/Bessel.md +++ b/lib/filters/bessel/Bessel.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Bessel) | | **Output range** | Tracks input | | **Warmup** | `length` bars | +| **PineScript** | [bessel.pine](bessel.pine) | | **Signature** | [bessel_signature](bessel_signature.md) | -### TL;DR - - The Bessel Filter is a 2nd-order low-pass IIR filter designed to preserve the **shape** and **timing** of price moves. - Parameterized by `length`. - Output range: Tracks input. diff --git a/lib/filters/bilateral/Bilateral.md b/lib/filters/bilateral/Bilateral.md index acfb7d32..4f28e5b4 100644 --- a/lib/filters/bilateral/Bilateral.md +++ b/lib/filters/bilateral/Bilateral.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Bilateral) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [Bilateral.pine](Bilateral.pine) | | **Signature** | [bilateral_signature](bilateral_signature.md) | -### TL;DR - - The Bilateral Filter is a non-linear, edge-preserving, and noise-reducing smoothing filter. - Parameterized by `period`, `sigmasratio` (default 0.5), `sigmarmult` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/bpf/Bpf.md b/lib/filters/bpf/Bpf.md index 9d03cd08..22f6c323 100644 --- a/lib/filters/bpf/Bpf.md +++ b/lib/filters/bpf/Bpf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (BPF) | | **Output range** | Oscillates around zero | | **Warmup** | `Math.Max(lowerPeriod, upperPeriod)` bars | - -### TL;DR +| **PineScript** | [bpf.pine](bpf.pine) | - The **BPF** (BandPass Filter) is a second-order IIR architecture designed to surgically excise specific frequency components from a time series. - Parameterized by `lowerperiod`, `upperperiod`. diff --git a/lib/filters/butter2/Butter2.md b/lib/filters/butter2/Butter2.md index eb0e2693..c497ed79 100644 --- a/lib/filters/butter2/Butter2.md +++ b/lib/filters/butter2/Butter2.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Butter2) | | **Output range** | Tracks input | | **Warmup** | `4 * period` bars | +| **PineScript** | [butter2.pine](butter2.pine) | | **Signature** | [butter2_signature](butter2_signature.md) | -### TL;DR - - The 2-Pole Butterworth Filter (BUTTER2) is a signal processing tool designed to provide maximally flat frequency response in the passband. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/butter3/Butter3.md b/lib/filters/butter3/Butter3.md index e4608c00..3c076040 100644 --- a/lib/filters/butter3/Butter3.md +++ b/lib/filters/butter3/Butter3.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Butter3) | | **Output range** | Tracks input | | **Warmup** | `6 * period` bars | +| **PineScript** | [butter3.pine](butter3.pine) | | **Signature** | [butter3_signature](butter3_signature.md) | -### TL;DR - - The 3-Pole Butterworth Filter (BUTTER3) extends the classic Butterworth design to third order, providing -60 dB/decade rolloff compared to -40 dB/d... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/cfitz/Cfitz.md b/lib/filters/cfitz/Cfitz.md index b1b21549..ec61da5b 100644 --- a/lib/filters/cfitz/Cfitz.md +++ b/lib/filters/cfitz/Cfitz.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cfitz) | | **Output range** | Oscillates around zero | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [cfitz.pine](cfitz.pine) | - The **Christiano-Fitzgerald Band-Pass Filter** is an asymmetric full-sample filter that approximates the ideal spectral band-pass by using time-var... - Parameterized by `plow` (default 6), `phigh` (default 32). diff --git a/lib/filters/cheby1/Cheby1.md b/lib/filters/cheby1/Cheby1.md index a37e7501..5d7ef43a 100644 --- a/lib/filters/cheby1/Cheby1.md +++ b/lib/filters/cheby1/Cheby1.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Cheby1) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [cheby1.pine](cheby1.pine) | | **Signature** | [cheby1_signature](cheby1_signature.md) | -### TL;DR - - The Chebyshev Type I filter minimizes the error between the idealized and the actual filter characteristic over the range of the passband, but with... - Parameterized by `period`, `ripple` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/cheby2/Cheby2.md b/lib/filters/cheby2/Cheby2.md index 13113931..09990280 100644 --- a/lib/filters/cheby2/Cheby2.md +++ b/lib/filters/cheby2/Cheby2.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Cheby2) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [cheby2.pine](cheby2.pine) | | **Signature** | [cheby2_signature](cheby2_signature.md) | -### TL;DR - - A Chebyshev Type II filter (also known as Inverse Chebyshev) with O(1) complexity. - Parameterized by `period`, `attenuation` (default 5.0). - Output range: Tracks input. diff --git a/lib/filters/edcf/Edcf.md b/lib/filters/edcf/Edcf.md index 8ada382f..02c4e374 100644 --- a/lib/filters/edcf/Edcf.md +++ b/lib/filters/edcf/Edcf.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Edcf) | | **Output range** | Tracks input | | **Warmup** | `length` bars | +| **PineScript** | [edcf.pine](edcf.pine) | | **Signature** | [edcf_signature](edcf_signature.md) | -### TL;DR - - The **Ehlers Distance Coefficient Filter (EDCF)** is a nonlinear adaptive FIR filter created by John F. - Parameterized by `length` (default 15). - Output range: Tracks input. diff --git a/lib/filters/elliptic/Elliptic.md b/lib/filters/elliptic/Elliptic.md index 1ebe423d..3045d3b4 100644 --- a/lib/filters/elliptic/Elliptic.md +++ b/lib/filters/elliptic/Elliptic.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Elliptic) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [elliptic.pine](elliptic.pine) | | **Signature** | [elliptic_signature](elliptic_signature.md) | -### TL;DR - - The Elliptic filter (or Cauer filter for the history buffs) is the uncompromising extremist of linear filtering. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/gauss/Gauss.md b/lib/filters/gauss/Gauss.md index 9184562f..8ccd3423 100644 --- a/lib/filters/gauss/Gauss.md +++ b/lib/filters/gauss/Gauss.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (Gauss) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [gauss.pine](gauss.pine) | | **Signature** | [gauss_signature](gauss_signature.md) | -### TL;DR - - Gauss (Gaussian Filter) is a smoothing filter that applies a Gaussian kernel to time series data. - Parameterized by `sigma` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/hann/Hann.md b/lib/filters/hann/Hann.md index a135dc14..c2bbf251 100644 --- a/lib/filters/hann/Hann.md +++ b/lib/filters/hann/Hann.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hann) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [hann.pine](hann.pine) | | **Signature** | [hann_signature](hann_signature.md) | -### TL;DR - - Hann (Hann Filter) is a Finite Impulse Response (FIR) smoothing filter that applies a Hann window to time series data. - Parameterized by `length`. - Output range: Tracks input. diff --git a/lib/filters/hp/Hp.md b/lib/filters/hp/Hp.md index 2588944b..8bc5cee3 100644 --- a/lib/filters/hp/Hp.md +++ b/lib/filters/hp/Hp.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (HP) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [hp.pine](hp.pine) | | **Signature** | [hp_signature](hp_signature.md) | -### TL;DR - - The Hodrick-Prescott (HP) filter is a widely used tool in macroeconomics for separating the cyclical component of a time series from raw data. - Parameterized by `lambda` (default 1600.0). - Output range: Tracks input. diff --git a/lib/filters/hpf/Hpf.md b/lib/filters/hpf/Hpf.md index f44e6bbb..4301b3c4 100644 --- a/lib/filters/hpf/Hpf.md +++ b/lib/filters/hpf/Hpf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (HPF) | | **Output range** | Tracks input | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [hpf.pine](hpf.pine) | - The 2-Pole Highpass Filter (HPF) is designed to separate high-frequency components (like cycles and noise) from the underlying trend. - Parameterized by `length` (default 40). diff --git a/lib/filters/kalman/Kalman.md b/lib/filters/kalman/Kalman.md index 9dd240ca..2837d9ac 100644 --- a/lib/filters/kalman/Kalman.md +++ b/lib/filters/kalman/Kalman.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (Kalman) | | **Output range** | Tracks input | | **Warmup** | `10` bars | +| **PineScript** | [kalman.pine](kalman.pine) | | **Signature** | [kalman_signature](kalman_signature.md) | -### TL;DR - - The **Kalman Filter** is a recursive algorithm that estimates the state of a dynamic system from a series of incomplete and noisy measurements. - Parameterized by `q` (default 0.01), `r` (default 0.1). - Output range: Tracks input. diff --git a/lib/filters/laguerre/Laguerre.md b/lib/filters/laguerre/Laguerre.md index add129d3..a5132449 100644 --- a/lib/filters/laguerre/Laguerre.md +++ b/lib/filters/laguerre/Laguerre.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (Laguerre) | | **Output range** | Tracks input | | **Warmup** | `WarmupBars` bars | +| **PineScript** | [laguerre.pine](laguerre.pine) | | **Signature** | [laguerre_signature](laguerre_signature.md) | -### TL;DR - - The Laguerre Filter is a four-element IIR (Infinite Impulse Response) filter designed by John F. - Parameterized by `gamma` (default 0.8). - Output range: Tracks input. diff --git a/lib/filters/lms/Lms.md b/lib/filters/lms/Lms.md index 6b5a4823..7322a20d 100644 --- a/lib/filters/lms/Lms.md +++ b/lib/filters/lms/Lms.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (LMS) | | **Output range** | Tracks input | | **Warmup** | `order + 1` bars | - -### TL;DR +| **PineScript** | [lms.pine](lms.pine) | - The **Least Mean Squares (LMS) Adaptive Filter** is the Widrow-Hoff adaptive FIR filter, the simplest and most widely deployed adaptive algorithm i... - Parameterized by `order` (default 16), `mu` (default 0.5). diff --git a/lib/filters/loess/Loess.md b/lib/filters/loess/Loess.md index 339fc8ee..63e45c25 100644 --- a/lib/filters/loess/Loess.md +++ b/lib/filters/loess/Loess.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Loess) | | **Output range** | Tracks input | | **Warmup** | `Period` bars | +| **PineScript** | [loess.pine](loess.pine) | | **Signature** | [loess_signature](loess_signature.md) | -### TL;DR - - Locally Estimated Scatterplot Smoothing (LOESS) applies a weighted linear regression over a localized window of nearest neighbors. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/modf/Modf.md b/lib/filters/modf/Modf.md index 3b21f8b4..9e8f71c1 100644 --- a/lib/filters/modf/Modf.md +++ b/lib/filters/modf/Modf.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (MODF) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [modf.pine](modf.pine) | | **Signature** | [modf_signature](modf_signature.md) | -### TL;DR - - MODF is a dual-path adaptive filter that maintains separate upper and lower EMA bands with conditional state selection. - Parameterized by `period`, `beta` (default 0.8), `feedback` (default false), `fbweight` (default 0.5). - Output range: Tracks input. diff --git a/lib/filters/notch/Notch.md b/lib/filters/notch/Notch.md index 6d6c5077..e248a460 100644 --- a/lib/filters/notch/Notch.md +++ b/lib/filters/notch/Notch.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Notch) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [notch.pine](notch.pine) | | **Signature** | [notch_signature](notch_signature.md) | -### TL;DR - - The Notch Filter is a band-stop filter with a narrow bandwidth. - Parameterized by `period`, `q` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/nw/Nw.md b/lib/filters/nw/Nw.md index 0b0d69ff..5d862800 100644 --- a/lib/filters/nw/Nw.md +++ b/lib/filters/nw/Nw.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Nw) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [nw.pine](nw.pine) | | **Signature** | [nw_signature](nw_signature.md) | -### TL;DR - - NW computes the Nadaraya-Watson kernel regression estimator with a Gaussian kernel, producing a nonparametric smooth of the price series. - Parameterized by `period` (default 64), `bandwidth` (default 8.0). - Output range: Tracks input. diff --git a/lib/filters/oneeuro/OneEuro.md b/lib/filters/oneeuro/OneEuro.md index b731ed2f..ff6c110f 100644 --- a/lib/filters/oneeuro/OneEuro.md +++ b/lib/filters/oneeuro/OneEuro.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (OneEuro) | | **Output range** | Tracks input | | **Warmup** | `1` bars | +| **PineScript** | [oneeuro.pine](oneeuro.pine) | | **Signature** | [oneeuro_signature](oneeuro_signature.md) | -### TL;DR - - The **One Euro Filter** (1€ Filter) is a speed-adaptive first-order low-pass filter designed to balance jitter removal against responsiveness. - Parameterized by `mincutoff` (default 1.0), `beta` (default 0.007), `dcutoff` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/rls/Rls.md b/lib/filters/rls/Rls.md index 899b4d68..b283c156 100644 --- a/lib/filters/rls/Rls.md +++ b/lib/filters/rls/Rls.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (RLS) | | **Output range** | Tracks input | | **Warmup** | `order + 1` bars | +| **PineScript** | [rls.pine](rls.pine) | | **Signature** | [rls_signature](rls_signature.md) | -### TL;DR - - The Recursive Least Squares (RLS) adaptive filter is the Rolls-Royce of adaptive FIR filters. - Parameterized by `order` (default 16), `lambda` (default 0.99). - Output range: Tracks input. diff --git a/lib/filters/rmed/Rmed.md b/lib/filters/rmed/Rmed.md index 1c7294ec..a4d958d5 100644 --- a/lib/filters/rmed/Rmed.md +++ b/lib/filters/rmed/Rmed.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Rmed) | | **Output range** | Tracks input | | **Warmup** | 5 bars (MedianWindow) | +| **PineScript** | [rmed.pine](rmed.pine) | | **Signature** | [rmed_signature](rmed_signature.md) | -### TL;DR - - RMED applies exponential smoothing to a 5-bar running median, creating a nonlinear IIR filter that rejects impulsive spike noise while providing sm... - Parameterized by `period` (default 12). - Output range: Tracks input. diff --git a/lib/filters/roofing/Roofing.md b/lib/filters/roofing/Roofing.md index f93e5654..ba1528f6 100644 --- a/lib/filters/roofing/Roofing.md +++ b/lib/filters/roofing/Roofing.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ROOFING) | | **Output range** | Oscillates around zero | | **Warmup** | `hpLength` bars (default 48) | - -### TL;DR +| **PineScript** | [roofing.pine](roofing.pine) | - The **Roofing Filter** is John Ehlers' bandpass architecture designed specifically for oscillator construction. - Parameterized by `hplength` (default 48), `sslength` (default 10). diff --git a/lib/filters/sak/Sak.md b/lib/filters/sak/Sak.md index c4fbe1bb..80c32e1d 100644 --- a/lib/filters/sak/Sak.md +++ b/lib/filters/sak/Sak.md @@ -13,6 +13,7 @@ SAK is John Ehlers' unified second-order IIR filter framework that collapses nin | **Parameters** | `filterType` (string, default `"BP"`), `period` (int, default 20), `n` (int, default 10, SMA only), `delta` (float, default 0.1, BP/BS only) | | **Outputs** | Single `double` per bar | | **Warmup** | 3 bars (2nd-order IIR), except SMA which needs `n` bars | +| **PineScript** | [sak.pine](sak.pine) | | **Range** | Overlay (EMA, SMA, Gauss, Butter, Smooth) or oscillator around zero (HP, 2PHP, BP, BS) | ## Key Takeaways diff --git a/lib/filters/sgf/Sgf.md b/lib/filters/sgf/Sgf.md index d8b56983..a7b2c89f 100644 --- a/lib/filters/sgf/Sgf.md +++ b/lib/filters/sgf/Sgf.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Sgf) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [sgf.pine](sgf.pine) | | **Signature** | [sgf_signature](sgf_signature.md) | -### TL;DR - - SGF (Savitzky-Golay Filter) is a digital signal processing technique that smoothes data by fitting successive sub-sets of adjacent data points with... - Parameterized by `period`, `polyorder` (default 2). - Output range: Tracks input. diff --git a/lib/filters/spbf/Spbf.md b/lib/filters/spbf/Spbf.md index f315aa73..f97b0e93 100644 --- a/lib/filters/spbf/Spbf.md +++ b/lib/filters/spbf/Spbf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SPBF) | | **Output range** | Oscillates around zero | | **Warmup** | `max(longPeriod, rmsPeriod)` bars (default 60) | - -### TL;DR +| **PineScript** | [spbf.pine](spbf.pine) | - The **Super Passband Filter** is John Ehlers' wide-band bandpass constructed by differencing two z-transformed EMAs with Ehlers-style smoothing ($\... - Parameterized by `shortperiod` (default 40), `longperiod` (default 60), `rmsperiod` (default 50). diff --git a/lib/filters/ssf2/Ssf2.md b/lib/filters/ssf2/Ssf2.md index 475d8f10..77c3cfd6 100644 --- a/lib/filters/ssf2/Ssf2.md +++ b/lib/filters/ssf2/Ssf2.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Ssf2) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [ssf2.pine](ssf2.pine) | | **Signature** | [ssf2_signature](ssf2_signature.md) | -### TL;DR - - The 2-Pole Super Smooth Filter (SSF2) is a 2-pole Butterworth filter designed by John Ehlers. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/ssf3/Ssf3.md b/lib/filters/ssf3/Ssf3.md index 07aba380..b562049e 100644 --- a/lib/filters/ssf3/Ssf3.md +++ b/lib/filters/ssf3/Ssf3.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Ssf3) | | **Output range** | Tracks input | | **Warmup** | `6 * period` bars | +| **PineScript** | [ssf3.pine](ssf3.pine) | | **Signature** | [ssf3_signature](ssf3_signature.md) | -### TL;DR - - The 3-Pole Super Smoother Filter (SSF3) extends Ehlers' Super Smoother concept to third order, providing -60 dB/decade rolloff compared to -40 dB/d... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/usf/Usf.md b/lib/filters/usf/Usf.md index d76a31e4..37b065c3 100644 --- a/lib/filters/usf/Usf.md +++ b/lib/filters/usf/Usf.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Usf) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [usf.pine](usf.pine) | | **Signature** | [usf_signature](usf_signature.md) | -### TL;DR - - The Ultimate Smoother Filter (USF) is a zero-lag smoothing filter introduced by John Ehlers in the April 2024 issue of *Technical Analysis of Stock... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/filters/voss/Voss.md b/lib/filters/voss/Voss.md index 92811890..d265250c 100644 --- a/lib/filters/voss/Voss.md +++ b/lib/filters/voss/Voss.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (VOSS) | | **Output range** | Oscillates around zero | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [voss.pine](voss.pine) | - The Voss Predictive Filter is a two-stage signal processing pipeline that extracts a dominant cycle from noisy price data and then predicts its fut... - Parameterized by `period` (default 20), `predict` (default 3), `bandwidth` (default 0.25). diff --git a/lib/filters/wavelet/Wavelet.md b/lib/filters/wavelet/Wavelet.md index 78e889c8..46e71ae0 100644 --- a/lib/filters/wavelet/Wavelet.md +++ b/lib/filters/wavelet/Wavelet.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (Wavelet) | | **Output range** | Tracks input | | **Warmup** | `2^levels` bars (default 16) | +| **PineScript** | [wavelet.pine](wavelet.pine) | | **Signature** | [wavelet_signature](wavelet_signature.md) | -### TL;DR - - The Wavelet Denoising Filter applies an *à trous* (with holes) Haar wavelet decomposition with soft thresholding to remove high-frequency noise fro... - Parameterized by `levels` (default 4), `threshmult` (default 1.0). - Output range: Tracks input. diff --git a/lib/filters/wiener/Wiener.md b/lib/filters/wiener/Wiener.md index d1f481fb..47453511 100644 --- a/lib/filters/wiener/Wiener.md +++ b/lib/filters/wiener/Wiener.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Wiener) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(period, smoothPeriod)` bars | +| **PineScript** | [wiener.pine](wiener.pine) | | **Signature** | [wiener_signature](wiener_signature.md) | -### TL;DR - - The Wiener Filter is an optimal linear filter that attempts to minimize the mean square error between the estimated random process and the desired ... - Parameterized by `period`, `smoothperiod` (default 10). - Output range: Tracks input. diff --git a/lib/forecasts/afirma/Afirma.md b/lib/forecasts/afirma/Afirma.md index f0270ecd..866a79b5 100644 --- a/lib/forecasts/afirma/Afirma.md +++ b/lib/forecasts/afirma/Afirma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Afirma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [afirma.pine](afirma.pine) | - AFIRMA is a Windowed Weighted Moving Average that replaces standard linear weighting with weights derived from signal processing window functions (... - Parameterized by `period`, `window` (default windowtype.blackmanharris), `leastsquares` (default false). diff --git a/lib/momentum/asi/Asi.md b/lib/momentum/asi/Asi.md index c8deb56e..630b896b 100644 --- a/lib/momentum/asi/Asi.md +++ b/lib/momentum/asi/Asi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Asi) | | **Output range** | Varies (see docs) | | **Warmup** | 2 bars | - -### TL;DR +| **PineScript** | [asi.pine](asi.pine) | - The Accumulation Swing Index is Wilder's method for separating genuine breakouts from whipsaw noise. - Parameterized by `limitmove` (default 3.0). diff --git a/lib/momentum/bias/Bias.md b/lib/momentum/bias/Bias.md index 2dc3f83f..c3c9a708 100644 --- a/lib/momentum/bias/Bias.md +++ b/lib/momentum/bias/Bias.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Bias) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [bias.pine](bias.pine) | - The Bias indicator measures the percentage difference between the current price and its Simple Moving Average (SMA). - Parameterized by `period`. diff --git a/lib/momentum/bop/Bop.md b/lib/momentum/bop/Bop.md index eda343b2..9584dcb7 100644 --- a/lib/momentum/bop/Bop.md +++ b/lib/momentum/bop/Bop.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (BOP) | | **Output range** | Varies (see docs) | | **Warmup** | 0 bars (always hot) | - -### TL;DR +| **PineScript** | [bop.pine](bop.pine) | - The Balance of Power measures buying versus selling pressure by comparing the body (Close minus Open) to the range (High minus Low). - No configurable parameters; computation is stateless per bar. diff --git a/lib/momentum/cci/Cci.md b/lib/momentum/cci/Cci.md index 492fb1b0..02aed30e 100644 --- a/lib/momentum/cci/Cci.md +++ b/lib/momentum/cci/Cci.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (CCI) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [cci.pine](cci.pine) | - The Commodity Channel Index (CCI) is a versatile momentum-based oscillator developed by Donald Lambert in 1980. - Parameterized by `period` (default 20). diff --git a/lib/momentum/cfb/Cfb.md b/lib/momentum/cfb/Cfb.md index daac5087..9ffddb0a 100644 --- a/lib/momentum/cfb/Cfb.md +++ b/lib/momentum/cfb/Cfb.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (CFB) | | **Output range** | Varies (see docs) | | **Warmup** | `maxLen` bars (192 default) | - -### TL;DR +| **PineScript** | [cfb.pine](cfb.pine) | - The Composite Fractal Behavior index measures trend duration by analyzing fractal efficiency across 96 simultaneous lookback periods (2 to 192 bars... - Parameterized by int[]? lengths = null. diff --git a/lib/momentum/cmo/Cmo.md b/lib/momentum/cmo/Cmo.md index 7a956d9b..37c9327b 100644 --- a/lib/momentum/cmo/Cmo.md +++ b/lib/momentum/cmo/Cmo.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cmo) | | **Output range** | $-100$ to $+100$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [cmo.pine](cmo.pine) | - The Chande Momentum Oscillator (CMO) is a momentum indicator developed by Tushar Chande. - Parameterized by `period` (default 14). diff --git a/lib/momentum/macd/Macd.md b/lib/momentum/macd/Macd.md index 0a3d3c84..1987601f 100644 --- a/lib/momentum/macd/Macd.md +++ b/lib/momentum/macd/Macd.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Signal, Histogram) | | **Output range** | Varies (see docs) | | **Warmup** | `Max(fast, slow) + signal - 2` bars (33 default) | - -### TL;DR +| **PineScript** | [macd.pine](macd.pine) | - The Moving Average Convergence Divergence measures momentum through the relationship between two exponential moving averages. - Parameterized by `fastperiod` (default 12), `slowperiod` (default 26), `signalperiod` (default 9). diff --git a/lib/momentum/mom/Mom.md b/lib/momentum/mom/Mom.md index d6316102..5f5c1b19 100644 --- a/lib/momentum/mom/Mom.md +++ b/lib/momentum/mom/Mom.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mom) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [mom.pine](mom.pine) | - MOM (Momentum) calculates the absolute price difference between the current value and the value N periods ago. - Parameterized by `period` (default 10). diff --git a/lib/momentum/pmo/Pmo.md b/lib/momentum/pmo/Pmo.md index f2e31579..a3ff9249 100644 --- a/lib/momentum/pmo/Pmo.md +++ b/lib/momentum/pmo/Pmo.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pmo) | | **Output range** | Varies (see docs) | | **Warmup** | `timePeriods + smoothPeriods` bars | - -### TL;DR +| **PineScript** | [pmo.pine](pmo.pine) | - PMO (Price Momentum Oscillator), developed by Carl Swenlin at DecisionPoint, is a double-smoothed 1-bar rate of change. - Parameterized by `timeperiods` (default defaulttimeperiods), `smoothperiods` (default defaultsmoothperiods), `signalperiods` (default defaultsignalperiods). diff --git a/lib/momentum/ppo/Ppo.md b/lib/momentum/ppo/Ppo.md index 3dcd61c8..8ec671d4 100644 --- a/lib/momentum/ppo/Ppo.md +++ b/lib/momentum/ppo/Ppo.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Signal, Histogram) | | **Output range** | Varies (see docs) | | **Warmup** | `slowPeriod + signalPeriod` bars (35 default) | - -### TL;DR +| **PineScript** | [ppo.pine](ppo.pine) | - PPO (Percentage Price Oscillator) measures the percentage difference between a fast EMA and a slow EMA. - Parameterized by `fastPeriod` (default 12), `slowPeriod` (default 26), `signalPeriod` (default 9). diff --git a/lib/momentum/prs/Prs.md b/lib/momentum/prs/Prs.md index 000bc435..fa30b99e 100644 --- a/lib/momentum/prs/Prs.md +++ b/lib/momentum/prs/Prs.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PRS) | | **Output range** | Varies (see docs) | | **Warmup** | `smoothPeriod` bars | - -### TL;DR +| **PineScript** | [prs.pine](prs.pine) | - **Category:** Momentum **Also known as:** Relative Strength Comparison, Price Ratio, Performance Ratio - Parameterized by `smoothperiod` (default 1). diff --git a/lib/momentum/roc/Roc.md b/lib/momentum/roc/Roc.md index 58d12341..668a63b0 100644 --- a/lib/momentum/roc/Roc.md +++ b/lib/momentum/roc/Roc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Roc) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [roc.pine](roc.pine) | - ROC (Rate of Change) calculates the absolute price difference between the current value and the value N periods ago. - Parameterized by `period` (default 9). diff --git a/lib/momentum/rocp/Rocp.md b/lib/momentum/rocp/Rocp.md index 7e3e3021..2d06af45 100644 --- a/lib/momentum/rocp/Rocp.md +++ b/lib/momentum/rocp/Rocp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rocp) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [rocp.pine](rocp.pine) | - ROCP (Rate of Change Percentage) calculates the percentage change between the current value and the value N periods ago. - Parameterized by `period` (default 9). diff --git a/lib/momentum/rocr/Rocr.md b/lib/momentum/rocr/Rocr.md index 07c6d12b..96a9664c 100644 --- a/lib/momentum/rocr/Rocr.md +++ b/lib/momentum/rocr/Rocr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rocr) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [rocr.pine](rocr.pine) | - ROCR (Rate of Change Ratio) calculates the ratio between the current value and the value N periods ago. - Parameterized by `period` (default 9). diff --git a/lib/momentum/rsi/Rsi.md b/lib/momentum/rsi/Rsi.md index f1e06cb9..19042c53 100644 --- a/lib/momentum/rsi/Rsi.md +++ b/lib/momentum/rsi/Rsi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rsi) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [rsi.pine](rsi.pine) | - The Relative Strength Index measures the speed and magnitude of price changes. - Parameterized by `period` (default 14). diff --git a/lib/momentum/rsx/Rsx.md b/lib/momentum/rsx/Rsx.md index 633850ce..341a9058 100644 --- a/lib/momentum/rsx/Rsx.md +++ b/lib/momentum/rsx/Rsx.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rsx) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rsx.pine](rsx.pine) | - Mark Jurik's RSX represents the pinnacle of bounded momentum oscillator design. - Parameterized by `period`. diff --git a/lib/momentum/sam/Sam.md b/lib/momentum/sam/Sam.md index 7ba8ac42..b7f62b5d 100644 --- a/lib/momentum/sam/Sam.md +++ b/lib/momentum/sam/Sam.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Sam) | | **Output range** | Varies (see docs) | | **Warmup** | `MaxCyclePeriod * 2` bars | - -### TL;DR +| **PineScript** | [sam.pine](sam.pine) | - The Smoothed Adaptive Momentum oscillator measures price momentum over an adaptively determined lookback period equal to the dominant cycle length,... - Parameterized by `alpha` (default 0.07), `cutoff` (default 8). diff --git a/lib/momentum/tsi/Tsi.md b/lib/momentum/tsi/Tsi.md index 2f3125a3..e67c60f0 100644 --- a/lib/momentum/tsi/Tsi.md +++ b/lib/momentum/tsi/Tsi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Tsi) | | **Output range** | $-100$ to $+100$ | | **Warmup** | `longPeriod + shortPeriod + signalPeriod` bars (51 default) | - -### TL;DR +| **PineScript** | [tsi.pine](tsi.pine) | - The True Strength Index (TSI) is a momentum oscillator developed by William Blau that uses double-smoothed exponential moving averages of price mom... - Parameterized by `longPeriod` (default 25), `shortPeriod` (default 13), `signalPeriod` (default 13). diff --git a/lib/momentum/vel/Vel.md b/lib/momentum/vel/Vel.md index 63acf5f9..c5b4412d 100644 --- a/lib/momentum/vel/Vel.md +++ b/lib/momentum/vel/Vel.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vel) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [vel.pine](vel.pine) | - Jurik Velocity (VEL) measures price rate-of-change through the differential between two weighted moving averages with distinct inertia profiles. - Parameterized by `period`. diff --git a/lib/numerics/accel/Accel.md b/lib/numerics/accel/Accel.md index b44f9397..e4fc7715 100644 --- a/lib/numerics/accel/Accel.md +++ b/lib/numerics/accel/Accel.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ACCEL) | | **Output range** | Varies (see docs) | | **Warmup** | `3` bars | - -### TL;DR +| **PineScript** | [accel.pine](accel.pine) | - ACCEL measures the rate of change of velocity—the acceleration of a time series. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/betadist/Betadist.md b/lib/numerics/betadist/Betadist.md index 8d361dc3..cca811b6 100644 --- a/lib/numerics/betadist/Betadist.md +++ b/lib/numerics/betadist/Betadist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Betadist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [betadist.pine](betadist.pine) | - BETADIST computes the cumulative distribution function of the Beta distribution applied to a min-max normalized price series. - Parameterized by `period` (default 50), `alpha` (default 2.0), `beta` (default 2.0). diff --git a/lib/numerics/binomdist/Binomdist.md b/lib/numerics/binomdist/Binomdist.md index 7659060e..a8de98c6 100644 --- a/lib/numerics/binomdist/Binomdist.md +++ b/lib/numerics/binomdist/Binomdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Binomdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [binomdist.pine](binomdist.pine) | - BINOMDIST computes the cumulative distribution function of the Binomial distribution, mapping a min-max normalized price to a success probability $... - Parameterized by `period` (default 50), `trials` (default 20), `threshold` (default 10). diff --git a/lib/numerics/change/Change.md b/lib/numerics/change/Change.md index aad94e5a..d2ba952a 100644 --- a/lib/numerics/change/Change.md +++ b/lib/numerics/change/Change.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Change) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [change.pine](change.pine) | - CHANGE calculates the percentage change between the current value and a value N periods ago. - Parameterized by `period` (default 1). diff --git a/lib/numerics/cwt/Cwt.md b/lib/numerics/cwt/Cwt.md index 7749e021..ace4ec89 100644 --- a/lib/numerics/cwt/Cwt.md +++ b/lib/numerics/cwt/Cwt.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cwt) | | **Output range** | Varies (see docs) | | **Warmup** | windowSize (2K+1) bars, where K = round(3 × scale) | - -### TL;DR +| **PineScript** | [cwt.pine](cwt.pine) | - CWT computes the magnitude of the Continuous Wavelet Transform at a specified scale using the Morlet wavelet, providing a time-frequency decomposit... - Parameterized by `scale` (default 10.0), `omega0` (default 6.0). diff --git a/lib/numerics/decay/Decay.md b/lib/numerics/decay/Decay.md index 73f472f3..7846e86a 100644 --- a/lib/numerics/decay/Decay.md +++ b/lib/numerics/decay/Decay.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Decay) | | **Output range** | Same as input (overlay) | | **Warmup** | `1` bar | - -### TL;DR +| **PineScript** | [decay.pine](decay.pine) | - DECAY (Linear Decay) tracks the maximum of the current input and the previous output minus a fixed absolute step of `1/period`. - Parameterized by `period` (default 5). diff --git a/lib/numerics/dwt/Dwt.md b/lib/numerics/dwt/Dwt.md index 9af7a77f..f9185548 100644 --- a/lib/numerics/dwt/Dwt.md +++ b/lib/numerics/dwt/Dwt.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dwt) | | **Output range** | Varies (see docs) | | **Warmup** | `bufferSize` bars | - -### TL;DR +| **PineScript** | [dwt.pine](dwt.pine) | - The Discrete Wavelet Transform decomposes a price series into multi-resolution frequency components using the a trous (with holes) stationary Haar ... - Parameterized by `levels` (default 4), `output` (default 0). diff --git a/lib/numerics/edecay/Edecay.md b/lib/numerics/edecay/Edecay.md index 540061ea..3ea87989 100644 --- a/lib/numerics/edecay/Edecay.md +++ b/lib/numerics/edecay/Edecay.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Edecay) | | **Output range** | Same as input (overlay) | | **Warmup** | `1` bar | - -### TL;DR +| **PineScript** | [edecay.pine](edecay.pine) | - EDECAY (Exponential Decay) tracks the maximum of the current input and the previous output multiplied by a decay factor of `(period-1)/period`. - Parameterized by `period` (default 5). diff --git a/lib/numerics/expdist/Expdist.md b/lib/numerics/expdist/Expdist.md index 3319456d..929884f6 100644 --- a/lib/numerics/expdist/Expdist.md +++ b/lib/numerics/expdist/Expdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Expdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [expdist.pine](expdist.pine) | - The Exponential Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the exponential distribution, p... - Parameterized by `period` (default 50), `lambda` (default 3.0). diff --git a/lib/numerics/exptrans/Exptrans.md b/lib/numerics/exptrans/Exptrans.md index 7bf3e012..755718b5 100644 --- a/lib/numerics/exptrans/Exptrans.md +++ b/lib/numerics/exptrans/Exptrans.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (EXPTRANS) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [exptrans.pine](exptrans.pine) | - The Exponential (EXP) transformer applies the natural exponential function $e^x$ to each value in a time series. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/fdist/Fdist.md b/lib/numerics/fdist/Fdist.md index 1bd206f4..603ca72d 100644 --- a/lib/numerics/fdist/Fdist.md +++ b/lib/numerics/fdist/Fdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Fdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [fdist.pine](fdist.pine) | - The F-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the F-distribution (Fisher-Snedecor distr... - Parameterized by `d1` (default 1), `d2` (default 1), `period` (default 14). diff --git a/lib/numerics/fft/Fft.md b/lib/numerics/fft/Fft.md index 798d835f..c1467d95 100644 --- a/lib/numerics/fft/Fft.md +++ b/lib/numerics/fft/Fft.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Fft) | | **Output range** | [minPeriod, maxPeriod] | | **Warmup** | windowSize bars | - -### TL;DR +| **PineScript** | [fft.pine](fft.pine) | - The FFT indicator computes the dominant cycle period in a price series using a radix-2 Cooley-Tukey Fast Fourier Transform with a Hanning window. - Parameterized by `windowSize` (default 64), `minPeriod` (default 4), `maxPeriod` (default 32). diff --git a/lib/numerics/gammadist/Gammadist.md b/lib/numerics/gammadist/Gammadist.md index 3b34da32..4562db2c 100644 --- a/lib/numerics/gammadist/Gammadist.md +++ b/lib/numerics/gammadist/Gammadist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Gammadist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [gammadist.pine](gammadist.pine) | - The Gamma Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the gamma distribution, producing an ... - Parameterized by `alpha` (default 2.0), `beta` (default 1.0), `period` (default 14). diff --git a/lib/numerics/highest/Highest.md b/lib/numerics/highest/Highest.md index 1a53f9c0..757d196b 100644 --- a/lib/numerics/highest/Highest.md +++ b/lib/numerics/highest/Highest.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Highest) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [highest.pine](highest.pine) | - HIGHEST calculates the maximum value over a rolling lookback window. - Parameterized by `period`. diff --git a/lib/numerics/ifft/Ifft.md b/lib/numerics/ifft/Ifft.md index 1464ffb9..acb94ca7 100644 --- a/lib/numerics/ifft/Ifft.md +++ b/lib/numerics/ifft/Ifft.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ifft) | | **Output range** | Varies (overlays on price) | | **Warmup** | windowSize bars | - -### TL;DR +| **PineScript** | [ifft.pine](ifft.pine) | - The IFFT indicator reconstructs a smoothed version of the price series using a true forward FFT → spectral truncation → inverse FFT pipeline. - Parameterized by `windowSize` (default 64), `numHarmonics` (default 5). diff --git a/lib/numerics/jerk/Jerk.md b/lib/numerics/jerk/Jerk.md index 71ddaeff..55331af8 100644 --- a/lib/numerics/jerk/Jerk.md +++ b/lib/numerics/jerk/Jerk.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (JERK) | | **Output range** | Varies (see docs) | | **Warmup** | `4` bars | - -### TL;DR +| **PineScript** | [jerk.pine](jerk.pine) | - JERK measures the rate of change of acceleration—called "jerk" in physics. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/lineartrans/Lineartrans.md b/lib/numerics/lineartrans/Lineartrans.md index 7384f6be..8e2b3d81 100644 --- a/lib/numerics/lineartrans/Lineartrans.md +++ b/lib/numerics/lineartrans/Lineartrans.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Lineartrans) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [lineartrans.pine](lineartrans.pine) | - The Linear transformer applies an affine transformation $y = \text{slope} \cdot x + \text{intercept}$ to each value in a time series. - Parameterized by `slope` (default 1.0), `intercept` (default 0.0). diff --git a/lib/numerics/lognormdist/Lognormdist.md b/lib/numerics/lognormdist/Lognormdist.md index 64289cab..296506ae 100644 --- a/lib/numerics/lognormdist/Lognormdist.md +++ b/lib/numerics/lognormdist/Lognormdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Lognormdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [lognormdist.pine](lognormdist.pine) | - The Log-Normal Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the log-normal distribution, pro... - Parameterized by `mu` (default 0.0), `sigma` (default 1.0), `period` (default 14). diff --git a/lib/numerics/logtrans/Logtrans.md b/lib/numerics/logtrans/Logtrans.md index 566cf456..98283bd8 100644 --- a/lib/numerics/logtrans/Logtrans.md +++ b/lib/numerics/logtrans/Logtrans.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (LOGTRANS) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [logtrans.pine](logtrans.pine) | - The LOG transformer applies the natural logarithm function $\ln(x)$ to input values. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/lowest/Lowest.md b/lib/numerics/lowest/Lowest.md index 88b3b706..b883b7e4 100644 --- a/lib/numerics/lowest/Lowest.md +++ b/lib/numerics/lowest/Lowest.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Lowest) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [lowest.pine](lowest.pine) | - LOWEST calculates the minimum value over a rolling lookback window. - Parameterized by `period`. diff --git a/lib/numerics/maxindex/Maxindex.md b/lib/numerics/maxindex/Maxindex.md index 77923d9d..fdcb9b05 100644 --- a/lib/numerics/maxindex/Maxindex.md +++ b/lib/numerics/maxindex/Maxindex.md @@ -9,8 +9,6 @@ | **Output range** | Streaming: 0 to period-1 (bars-ago); Batch span: absolute array index | | **Warmup** | `period` bars | -### TL;DR - - MAXINDEX finds the position (index) of the maximum value within a rolling lookback window. - Parameterized by `period` (minimum 2). - Streaming mode outputs bars-ago offset (0 = current bar holds the max, period-1 = oldest bar). diff --git a/lib/numerics/minindex/Minindex.md b/lib/numerics/minindex/Minindex.md index 73b5a65d..5c2da793 100644 --- a/lib/numerics/minindex/Minindex.md +++ b/lib/numerics/minindex/Minindex.md @@ -9,8 +9,6 @@ | **Output range** | Streaming: 0 to period-1 (bars-ago); Batch span: absolute array index | | **Warmup** | `period` bars | -### TL;DR - - MININDEX finds the position (index) of the minimum value within a rolling lookback window. - Parameterized by `period` (minimum 2). - Streaming mode outputs bars-ago offset (0 = current bar holds the min, period-1 = oldest bar). diff --git a/lib/numerics/normalize/Normalize.md b/lib/numerics/normalize/Normalize.md index a5656164..08310b23 100644 --- a/lib/numerics/normalize/Normalize.md +++ b/lib/numerics/normalize/Normalize.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Normalize) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [normalize.pine](normalize.pine) | - The Normalize transformer applies min-max scaling to map any value series into the bounded range [0, 1] based on the observed minimum and maximum w... - Parameterized by `period` (default 14). diff --git a/lib/numerics/normdist/Normdist.md b/lib/numerics/normdist/Normdist.md index 717c2a1c..8e60f8f2 100644 --- a/lib/numerics/normdist/Normdist.md +++ b/lib/numerics/normdist/Normdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Normdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [normdist.pine](normdist.pine) | - The Normal Distribution CDF transforms a z-score normalized price into the cumulative distribution function of the Gaussian distribution, producing... - Parameterized by `mu` (default 0.0), `sigma` (default 1.0), `period` (default 14). diff --git a/lib/numerics/poissondist/Poissondist.md b/lib/numerics/poissondist/Poissondist.md index 4c9b39f7..156cdf59 100644 --- a/lib/numerics/poissondist/Poissondist.md +++ b/lib/numerics/poissondist/Poissondist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Poissondist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [poissondist.pine](poissondist.pine) | - The Poisson Distribution CDF computes the probability $P(X \le k)$ for a Poisson random variable whose rate parameter $\lambda$ is derived from the... - Parameterized by `lambda` (default 1.0), `period` (default 14), `threshold` (default 5). diff --git a/lib/numerics/relu/Relu.md b/lib/numerics/relu/Relu.md index a3b252be..1bb55668 100644 --- a/lib/numerics/relu/Relu.md +++ b/lib/numerics/relu/Relu.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (RELU) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [relu.pine](relu.pine) | - The Rectified Linear Unit (ReLU) activation function applies `max(0, x)` to each value, passing positive inputs unchanged while zeroing negative ones. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/sigmoid/Sigmoid.md b/lib/numerics/sigmoid/Sigmoid.md index a9f52c1c..5392d8f6 100644 --- a/lib/numerics/sigmoid/Sigmoid.md +++ b/lib/numerics/sigmoid/Sigmoid.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Sigmoid) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [sigmoid.pine](sigmoid.pine) | - The Sigmoid (Logistic) transformer maps any real-valued input to the bounded range (0, 1) using the standard logistic function. - Parameterized by `k` (default 1.0), `x0` (default 0.0). diff --git a/lib/numerics/slope/Slope.md b/lib/numerics/slope/Slope.md index 38cbf76d..547e6848 100644 --- a/lib/numerics/slope/Slope.md +++ b/lib/numerics/slope/Slope.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SLOPE) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [slope.pine](slope.pine) | - SLOPE measures the instantaneous rate of change—the velocity of a time series. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/sqrttrans/Sqrttrans.md b/lib/numerics/sqrttrans/Sqrttrans.md index 7fdf8529..221e6c70 100644 --- a/lib/numerics/sqrttrans/Sqrttrans.md +++ b/lib/numerics/sqrttrans/Sqrttrans.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (SQRTTRANS) | | **Output range** | Varies (see docs) | | **Warmup** | `0` bars | - -### TL;DR +| **PineScript** | [sqrttrans.pine](sqrttrans.pine) | - The Square Root (SQRT) transformer applies $\sqrt{x}$ to each value in a time series. - No configurable parameters; computation is stateless per bar. diff --git a/lib/numerics/tdist/Tdist.md b/lib/numerics/tdist/Tdist.md index f0e19d11..227b756d 100644 --- a/lib/numerics/tdist/Tdist.md +++ b/lib/numerics/tdist/Tdist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Tdist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [tdist.pine](tdist.pine) | - The Student's t-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of Student's t-distribution, produ... - Parameterized by `nu` (default 10), `period` (default 14). diff --git a/lib/numerics/weibulldist/Weibulldist.md b/lib/numerics/weibulldist/Weibulldist.md index b9e397d1..c72ee669 100644 --- a/lib/numerics/weibulldist/Weibulldist.md +++ b/lib/numerics/weibulldist/Weibulldist.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Weibulldist) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [weibulldist.pine](weibulldist.pine) | - The Weibull Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the Weibull distribution, producing... - Parameterized by `k` (default 1.5), `lambda` (default 1.0), `period` (default 14). diff --git a/lib/oscillators/bbi/Bbi.md b/lib/oscillators/bbi/Bbi.md index 8f54619b..ebe78b9a 100644 --- a/lib/oscillators/bbi/Bbi.md +++ b/lib/oscillators/bbi/Bbi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Bbi) | | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(Math.Max(p1, p2), Math.Max(p3, p4))` bars | - -### TL;DR +| **PineScript** | [bbi.pine](bbi.pine) | - BBI (Bulls Bears Index) computes the arithmetic mean of four Simple Moving Averages with geometrically spaced periods (3, 6, 12, 24 by default). - Parameterized by `p1` (default defaultp1), `p2` (default defaultp2), `p3` (default defaultp3), `p4` (default defaultp4). diff --git a/lib/oscillators/brar/Brar.md b/lib/oscillators/brar/Brar.md index 7a3936cc..e16f3b1f 100644 --- a/lib/oscillators/brar/Brar.md +++ b/lib/oscillators/brar/Brar.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Brar) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [brar.pine](brar.pine) | - BRAR is a dual-output sentiment oscillator from the Japanese technical analysis tradition that decomposes market pressure into two independent rati... - Parameterized by `period` (default 26). diff --git a/lib/oscillators/coppock/Coppock.md b/lib/oscillators/coppock/Coppock.md index 2af0a8c5..cb643846 100644 --- a/lib/oscillators/coppock/Coppock.md +++ b/lib/oscillators/coppock/Coppock.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Coppock) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [coppock.pine](coppock.pine) | - The Coppock Curve is a long-term momentum oscillator that applies a Weighted Moving Average to the sum of two Rate of Change calculations at differ... - Parameterized by `longRoc` (default 14), `shortRoc` (default 11), `wmaPeriod` (default 10). diff --git a/lib/oscillators/crsi/Crsi.md b/lib/oscillators/crsi/Crsi.md index 5536f160..4ae50cdc 100644 --- a/lib/oscillators/crsi/Crsi.md +++ b/lib/oscillators/crsi/Crsi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Crsi) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [crsi.pine](crsi.pine) | - Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output:... - Parameterized by `rsiperiod` (default 3), `streakperiod` (default 2), `rankperiod` (default 100). diff --git a/lib/oscillators/cti/Cti.md b/lib/oscillators/cti/Cti.md index e3cc9742..519a0460 100644 --- a/lib/oscillators/cti/Cti.md +++ b/lib/oscillators/cti/Cti.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cti) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [cti.pine](cti.pine) | - The Correlation Trend Indicator computes the Pearson correlation coefficient between the price series and a linear time index over a rolling window... - Parameterized by `period` (default 20). diff --git a/lib/oscillators/deco/Deco.md b/lib/oscillators/deco/Deco.md index 5ae4938c..c9b6bf31 100644 --- a/lib/oscillators/deco/Deco.md +++ b/lib/oscillators/deco/Deco.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Deco) | | **Output range** | $0$ to $1$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [deco.pine](deco.pine) | - The Decycler Oscillator (DECO) is a DSP-based oscillator developed by John F. - Parameterized by `shortperiod` (default 30), `longperiod` (default 60). diff --git a/lib/oscillators/dem/Dem.md b/lib/oscillators/dem/Dem.md index 1f57a4d2..da07870f 100644 --- a/lib/oscillators/dem/Dem.md +++ b/lib/oscillators/dem/Dem.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dem) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [dem.pine](dem.pine) | - DEM (DeMarker Oscillator) is a bounded [0, 1] momentum oscillator that measures sequential demand pressure by comparing each bar's high and low aga... - Parameterized by `period` (default 14). diff --git a/lib/oscillators/dosc/Dosc.md b/lib/oscillators/dosc/Dosc.md index d429c425..363f4983 100644 --- a/lib/oscillators/dosc/Dosc.md +++ b/lib/oscillators/dosc/Dosc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dosc) | | **Output range** | Varies (see docs) | | **Warmup** | `rsiPeriod + sigPeriod` bars | - -### TL;DR +| **PineScript** | [dosc.pine](dosc.pine) | - The Derivative Oscillator applies a four-stage signal processing pipeline to extract momentum inflection points: RSI via Wilder's smoothing, double... - Parameterized by `rsiperiod` (default 14), `ema1period` (default 5), `ema2period` (default 3), `sigperiod` (default 9). diff --git a/lib/oscillators/dpo/Dpo.md b/lib/oscillators/dpo/Dpo.md index eb9201f6..74578dbf 100644 --- a/lib/oscillators/dpo/Dpo.md +++ b/lib/oscillators/dpo/Dpo.md @@ -10,6 +10,7 @@ | **Outputs** | Single series (DPO line) | | **Output range** | Unbounded (centered on zero) | | **Warmup** | `period + floor(period / 2) + 1` bars | +| **PineScript** | [dpo.pine](dpo.pine) | ### Key takeaways diff --git a/lib/oscillators/dymoi/Dymoi.md b/lib/oscillators/dymoi/Dymoi.md index e027a65f..4e09be3f 100644 --- a/lib/oscillators/dymoi/Dymoi.md +++ b/lib/oscillators/dymoi/Dymoi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Dymoi) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [dymoi.pine](dymoi.pine) | - DYMOI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator be... - Parameterized by `baseperiod` (default 14), `shortperiod` (default 5), `longperiod` (default 10), `minperiod` (default 3), `maxperiod` (default 30). diff --git a/lib/oscillators/er/Er.md b/lib/oscillators/er/Er.md index c1061c30..044d093a 100644 --- a/lib/oscillators/er/Er.md +++ b/lib/oscillators/er/Er.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Efficiency Ratio) | | **Output range** | $0$ to $1$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [er.pine](er.pine) | - ER measures the signal-to-noise ratio of price movement: net directional change divided by total path length. - Clamped to $[0, 1]$; division by zero (zero noise) returns $0$. diff --git a/lib/oscillators/eri/Eri.md b/lib/oscillators/eri/Eri.md index 8e16ffc9..c0864b16 100644 --- a/lib/oscillators/eri/Eri.md +++ b/lib/oscillators/eri/Eri.md @@ -10,6 +10,7 @@ | **Outputs** | Dual: Bull Power (primary), Bear Power (property) | | **Output range** | Unbounded (centered around 0) | | **Warmup** | `period` bars | +| **PineScript** | [eri.pine](eri.pine) | ### Key takeaways diff --git a/lib/oscillators/fi/Fi.md b/lib/oscillators/fi/Fi.md index 5e532b0d..79c0bf7c 100644 --- a/lib/oscillators/fi/Fi.md +++ b/lib/oscillators/fi/Fi.md @@ -10,6 +10,7 @@ | **Outputs** | Single series (EMA-smoothed Force Index) | | **Output range** | Unbounded (centered around 0) | | **Warmup** | `period` bars | +| **PineScript** | [fi.pine](fi.pine) | ### Key takeaways diff --git a/lib/oscillators/gator/Gator.md b/lib/oscillators/gator/Gator.md index d9317c19..9cba1c5c 100644 --- a/lib/oscillators/gator/Gator.md +++ b/lib/oscillators/gator/Gator.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Gator) | | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(jawPeriod + jawShift, Math.Max(teethPeriod + teethShift, lipsPeriod + lipsShift))` bars | - -### TL;DR +| **PineScript** | [gator.pine](gator.pine) | - The Williams Gator Oscillator is a dual-histogram visualization of the Alligator indicator's convergence and divergence. - Parameterized by `jawperiod` (default 13), `jawshift` (default 8), `teethperiod` (default 8), `teethshift` (default 5), `lipsperiod` (default 5), `lipsshift` (default 3). diff --git a/lib/oscillators/imi/Imi.md b/lib/oscillators/imi/Imi.md index 1165df58..a29b5027 100644 --- a/lib/oscillators/imi/Imi.md +++ b/lib/oscillators/imi/Imi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (IMI) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [imi.pine](imi.pine) | - The Intraday Momentum Index measures buying and selling pressure using the open-to-close relationship within each bar, rather than the close-to-clo... - Parameterized by `period` (default 14). diff --git a/lib/oscillators/kri/Kri.md b/lib/oscillators/kri/Kri.md index 2903c707..43387f9a 100644 --- a/lib/oscillators/kri/Kri.md +++ b/lib/oscillators/kri/Kri.md @@ -10,6 +10,7 @@ | **Outputs** | Single series (percentage deviation from SMA) | | **Output range** | Unbounded (centered around 0) | | **Warmup** | `period` bars | +| **PineScript** | [kri.pine](kri.pine) | ### Key takeaways diff --git a/lib/oscillators/kst/Kst.md b/lib/oscillators/kst/Kst.md index d1e4c00c..903f8f66 100644 --- a/lib/oscillators/kst/Kst.md +++ b/lib/oscillators/kst/Kst.md @@ -8,11 +8,10 @@ | **Outputs** | Multiple series (KstValue, Signal) | | **Output range** | Varies (see docs) | | **Warmup** | `Math.Max(Math.Max(r1, r2), Math.Max(r3, r4)) +| **PineScript** | [kst.pine](kst.pine) | + Math.Max(Math.Max(s1, s2), Math.Max(s3, s4)) + sigPeriod - 2` bars | -### TL;DR - - The Know Sure Thing is a multi-timeframe momentum oscillator that computes four Rate of Change values at progressively longer lookback periods, smo... - Parameterized by `r1` (default 10), `r2` (default 15), `r3` (default 20), `r4` (default 30), `s1` (default 10), `s2` (default 10), `s3` (default 10), `s4` (default 15), `sigPeriod` (default 9). - Output range: Varies (see docs). diff --git a/lib/oscillators/lrsi/Lrsi.md b/lib/oscillators/lrsi/Lrsi.md index 109c7214..cf677cba 100644 --- a/lib/oscillators/lrsi/Lrsi.md +++ b/lib/oscillators/lrsi/Lrsi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Lrsi) | | **Output range** | Varies (see docs) | | **Warmup** | `4` bars | - -### TL;DR +| **PineScript** | [lrsi.pine](lrsi.pine) | - Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage casca... - Parameterized by `gamma` (default 0.5). diff --git a/lib/oscillators/marketfi/Marketfi.md b/lib/oscillators/marketfi/Marketfi.md index 41029b8f..8692f384 100644 --- a/lib/oscillators/marketfi/Marketfi.md +++ b/lib/oscillators/marketfi/Marketfi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MARKETFI) | | **Output range** | Varies (see docs) | | **Warmup** | `> 1` bars | - -### TL;DR +| **PineScript** | [marketfi.pine](marketfi.pine) | - The Market Facilitation Index answers a single question with arithmetic directness: how much price moved per unit of volume traded? - No configurable parameters; computation is stateless per bar. diff --git a/lib/oscillators/mstoch/Mstoch.md b/lib/oscillators/mstoch/Mstoch.md index 9c0ac483..919bdfa6 100644 --- a/lib/oscillators/mstoch/Mstoch.md +++ b/lib/oscillators/mstoch/Mstoch.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mstoch) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [mstoch.pine](mstoch.pine) | - The MESA Stochastic applies John Ehlers' Roofing Filter as a preprocessing stage before computing a stochastic oscillator, then smooths the stochas... - Parameterized by `stochlength` (default 20), `hplength` (default 48), `sslength` (default 10). diff --git a/lib/oscillators/psl/Psl.md b/lib/oscillators/psl/Psl.md index e9067a19..385f43ce 100644 --- a/lib/oscillators/psl/Psl.md +++ b/lib/oscillators/psl/Psl.md @@ -10,6 +10,7 @@ | **Outputs** | Single series (percentage of up-bars) | | **Output range** | $0$ to $100$ | | **Warmup** | `period` bars | +| **PineScript** | [psl.pine](psl.pine) | ### Key takeaways diff --git a/lib/oscillators/qqe/Qqe.md b/lib/oscillators/qqe/Qqe.md index 4696397a..eebfae7f 100644 --- a/lib/oscillators/qqe/Qqe.md +++ b/lib/oscillators/qqe/Qqe.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Qqe) | | **Output range** | Varies (see docs) | | **Warmup** | `rsiPeriod + smoothFactor + darPeriod * 2` bars | - -### TL;DR +| **PineScript** | [qqe.pine](qqe.pine) | - Quantitative Qualitative Estimation applies a multi-stage smoothing pipeline to RSI and then constructs dynamic volatility-based trailing bands aro... - Parameterized by `rsiPeriod` (default 14), `smoothFactor` (default 5), `qqeFactor` (default 4.236). diff --git a/lib/oscillators/reflex/Reflex.md b/lib/oscillators/reflex/Reflex.md index 6b8fdb42..4b73b53b 100644 --- a/lib/oscillators/reflex/Reflex.md +++ b/lib/oscillators/reflex/Reflex.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Reflex) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [reflex.pine](reflex.pine) | - REFLEX is a zero-lag oscillator that measures the reversal tendency of price by comparing a Super-Smoother-filtered price against a linear extrapol... - Parameterized by `period`. diff --git a/lib/oscillators/reverseema/ReverseEma.md b/lib/oscillators/reverseema/ReverseEma.md index 41f7a808..7f1a4610 100644 --- a/lib/oscillators/reverseema/ReverseEma.md +++ b/lib/oscillators/reverseema/ReverseEma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ReverseEma) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [reverseema.pine](reverseema.pine) | - The Reverse EMA applies an 8-stage cascaded Z-transform inversion to a compensated EMA, progressively extracting and subtracting the accumulated la... - Parameterized by `period`. diff --git a/lib/oscillators/rvgi/Rvgi.md b/lib/oscillators/rvgi/Rvgi.md index 631f1337..216771b5 100644 --- a/lib/oscillators/rvgi/Rvgi.md +++ b/lib/oscillators/rvgi/Rvgi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rvgi) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rvgi.pine](rvgi.pine) | - The Relative Vigor Index measures the conviction of a price move by comparing closing strength (close minus open) to the total intrabar range (high... - Parameterized by `period` (default 10). diff --git a/lib/oscillators/smi/Smi.md b/lib/oscillators/smi/Smi.md index 6d29c3a9..611ba4eb 100644 --- a/lib/oscillators/smi/Smi.md +++ b/lib/oscillators/smi/Smi.md @@ -10,6 +10,7 @@ | **Outputs** | Dual series (K line, D signal line) | | **Output range** | $-100$ to $+100$ | | **Warmup** | `kPeriod + kSmooth + dSmooth` bars | +| **PineScript** | [smi.pine](smi.pine) | ### Key takeaways diff --git a/lib/oscillators/squeeze/Squeeze.md b/lib/oscillators/squeeze/Squeeze.md index 5ecadc6d..fbf3b588 100644 --- a/lib/oscillators/squeeze/Squeeze.md +++ b/lib/oscillators/squeeze/Squeeze.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Squeeze) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [squeeze.pine](squeeze.pine) | - Squeeze Momentum combines Bollinger Band and Keltner Channel width analysis to detect low-volatility compression ("squeeze") states, while simultan... - Parameterized by `period` (default 20), `bbmult` (default 2.0), `kcmult` (default 1.5). diff --git a/lib/oscillators/stc/stc.md b/lib/oscillators/stc/stc.md index b68065cc..3a682930 100644 --- a/lib/oscillators/stc/stc.md +++ b/lib/oscillators/stc/stc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Stc) | | **Output range** | $0$ to $100$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [stc.pine](stc.pine) | - The Schaff Trend Cycle is a cyclometric oscillator that applies double-Stochastic normalization to MACD, extracting the cyclical phase hidden withi... - Parameterized by `kperiod` (default 10), `dperiod` (default 3), `fastlength` (default 23), `slowlength` (default 50), `smoothing` (default stcsmoothing.ema). diff --git a/lib/oscillators/stoch/Stoch.md b/lib/oscillators/stoch/Stoch.md index a2ce275c..4cd53c85 100644 --- a/lib/oscillators/stoch/Stoch.md +++ b/lib/oscillators/stoch/Stoch.md @@ -10,6 +10,7 @@ | **Outputs** | Dual series (%K line, %D signal line) | | **Output range** | $0$ to $100$ | | **Warmup** | `kLength` bars | +| **PineScript** | [stoch.pine](stoch.pine) | ### Key takeaways diff --git a/lib/oscillators/stochf/Stochf.md b/lib/oscillators/stochf/Stochf.md index f1c431a5..ababff9f 100644 --- a/lib/oscillators/stochf/Stochf.md +++ b/lib/oscillators/stochf/Stochf.md @@ -10,6 +10,7 @@ | **Outputs** | Dual series (%K line, %D signal line) | | **Output range** | $0$ to $100$ | | **Warmup** | `kLength` bars | +| **PineScript** | [stochf.pine](stochf.pine) | ### Key takeaways diff --git a/lib/oscillators/stochrsi/Stochrsi.md b/lib/oscillators/stochrsi/Stochrsi.md index b5db9702..7b7efd11 100644 --- a/lib/oscillators/stochrsi/Stochrsi.md +++ b/lib/oscillators/stochrsi/Stochrsi.md @@ -10,6 +10,7 @@ | **Outputs** | Dual series (%K line, %D signal line) | | **Output range** | $0$ to $100$ | | **Warmup** | `rsiWarmup + stochLength - 1 + kSmooth - 1 + dSmooth - 1` bars | +| **PineScript** | [stochrsi.pine](stochrsi.pine) | ### Key takeaways diff --git a/lib/oscillators/td_seq/Td_seq.md b/lib/oscillators/td_seq/Td_seq.md index 919c7022..be09c243 100644 --- a/lib/oscillators/td_seq/Td_seq.md +++ b/lib/oscillators/td_seq/Td_seq.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TdSeq) | | **Output range** | Varies (see docs) | | **Warmup** | `comparePeriod + 1` bars | - -### TL;DR +| **PineScript** | [td_seq.pine](td_seq.pine) | - TD Sequential is Tom DeMark's exhaustion counting system that identifies potential trend reversals through two phases: a 9-count Setup phase that d... - No configurable parameters; computation is stateless per bar. diff --git a/lib/oscillators/trendflex/Trendflex.md b/lib/oscillators/trendflex/Trendflex.md index 33755645..4255d5f2 100644 --- a/lib/oscillators/trendflex/Trendflex.md +++ b/lib/oscillators/trendflex/Trendflex.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Trendflex) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [trendflex.pine](trendflex.pine) | - The Trendflex indicator combines a 2-pole Butterworth low-pass pre-filter (Super Smoother) with an O(1) cumulative slope measurement and exponentia... - Parameterized by `period`. diff --git a/lib/oscillators/willr/Willr.md b/lib/oscillators/willr/Willr.md index 635af130..03ab191f 100644 --- a/lib/oscillators/willr/Willr.md +++ b/lib/oscillators/willr/Willr.md @@ -10,6 +10,7 @@ | **Outputs** | Single series (Williams %R line) | | **Output range** | $-100$ to $0$ | | **Warmup** | `period` bars | +| **PineScript** | [willr.pine](willr.pine) | ### Key takeaways diff --git a/lib/reversals/chandelier/Chandelier.md b/lib/reversals/chandelier/Chandelier.md index f7497dad..bd21d0e8 100644 --- a/lib/reversals/chandelier/Chandelier.md +++ b/lib/reversals/chandelier/Chandelier.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Chandelier) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [chandelier.pine](chandelier.pine) | - The Chandelier Exit computes ATR-based trailing stop levels that hang from the highest high (for longs) or rise from the lowest low (for shorts) ov... - Parameterized by `period` (default 22), `multiplier` (default 3.0). diff --git a/lib/reversals/ckstop/Ckstop.md b/lib/reversals/ckstop/Ckstop.md index 7a078b29..4ee07539 100644 --- a/lib/reversals/ckstop/Ckstop.md +++ b/lib/reversals/ckstop/Ckstop.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ckstop) | | **Output range** | Varies (see docs) | | **Warmup** | `atrPeriod + stopPeriod` bars | - -### TL;DR +| **PineScript** | [ckstop.pine](ckstop.pine) | - The Chande Kroll Stop computes adaptive trailing stop levels using ATR-smoothed volatility envelopes around rolling extremes. - Parameterized by `atrPeriod` (default 10), `multiplier` (default 1.0), `stopPeriod` (default 9). diff --git a/lib/reversals/fractals/Fractals.md b/lib/reversals/fractals/Fractals.md index e58693b7..2b186fba 100644 --- a/lib/reversals/fractals/Fractals.md +++ b/lib/reversals/fractals/Fractals.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (FRACTALS) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [fractals.pine](fractals.pine) | - Williams Fractals detect local price extremes using a strict five-bar pattern: an Up Fractal marks a bar whose high exceeds the highs of the two ba... - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivot/Pivot.md b/lib/reversals/pivot/Pivot.md index 4af92280..14459218 100644 --- a/lib/reversals/pivot/Pivot.md +++ b/lib/reversals/pivot/Pivot.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOT) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivot.pine](pivot.pine) | - Classic Pivot Points calculate seven horizontal support and resistance levels from the previous bar's high, low, and close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivotcam/Pivotcam.md b/lib/reversals/pivotcam/Pivotcam.md index 8fed1e8b..52a6678f 100644 --- a/lib/reversals/pivotcam/Pivotcam.md +++ b/lib/reversals/pivotcam/Pivotcam.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOTCAM) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivotcam.pine](pivotcam.pine) | - Camarilla Pivot Points calculate nine horizontal support and resistance levels from the previous bar's high, low, and close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivotdem/Pivotdem.md b/lib/reversals/pivotdem/Pivotdem.md index 3302458e..14f18178 100644 --- a/lib/reversals/pivotdem/Pivotdem.md +++ b/lib/reversals/pivotdem/Pivotdem.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOTDEM) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivotdem.pine](pivotdem.pine) | - DeMark Pivot Points calculate three horizontal support and resistance levels from the previous bar's open, high, low, and close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivotext/Pivotext.md b/lib/reversals/pivotext/Pivotext.md index 16ccac4f..16cf1f62 100644 --- a/lib/reversals/pivotext/Pivotext.md +++ b/lib/reversals/pivotext/Pivotext.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOTEXT) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivotext.pine](pivotext.pine) | - Extended Traditional Pivot Points calculate eleven horizontal support and resistance levels from the previous bar's high, low, and close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivotfib/Pivotfib.md b/lib/reversals/pivotfib/Pivotfib.md index ec35637e..da7b8479 100644 --- a/lib/reversals/pivotfib/Pivotfib.md +++ b/lib/reversals/pivotfib/Pivotfib.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOTFIB) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivotfib.pine](pivotfib.pine) | - Fibonacci Pivot Points apply Fibonacci retracement ratios (38.2%, 61.8%, 100%) to the standard pivot point formula. - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/pivotwood/Pivotwood.md b/lib/reversals/pivotwood/Pivotwood.md index 5ef3cc13..7988e385 100644 --- a/lib/reversals/pivotwood/Pivotwood.md +++ b/lib/reversals/pivotwood/Pivotwood.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PIVOTWOOD) | | **Output range** | Varies (see docs) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [pivotwood.pine](pivotwood.pine) | - Woodie's Pivot Points weight the closing price twice in the pivot calculation, biasing the central pivot toward where the market actually settled r... - No configurable parameters; computation is stateless per bar. diff --git a/lib/reversals/psar/Psar.md b/lib/reversals/psar/Psar.md index c16a17db..915dbc61 100644 --- a/lib/reversals/psar/Psar.md +++ b/lib/reversals/psar/Psar.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Psar) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [psar.pine](psar.pine) | - The Parabolic Stop And Reverse (PSAR) is a trend-following overlay indicator created by J. - Parameterized by `afStart` (default 0.02), `afIncrement` (default 0.02), `afMax` (default 0.20). diff --git a/lib/reversals/sarext/Sarext.md b/lib/reversals/sarext/Sarext.md index 2fb3ed32..7eb0e325 100644 --- a/lib/reversals/sarext/Sarext.md +++ b/lib/reversals/sarext/Sarext.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (sign-encoded SAR) | | **Output range** | ±price level (positive = long, negative = short) | | **Warmup** | `2` bars | - -### TL;DR +| **PineScript** | [sarext.pine](sarext.pine) | - Extended Parabolic SAR with **asymmetric acceleration factors** for long and short positions. - Sign-encoded output: positive = long (SAR below price), negative = short (SAR above price). diff --git a/lib/reversals/swings/Swings.md b/lib/reversals/swings/Swings.md index 4656793c..4295811a 100644 --- a/lib/reversals/swings/Swings.md +++ b/lib/reversals/swings/Swings.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Swings) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [swings.pine](swings.pine) | - Swing High/Low detection identifies local price extremes using a configurable lookback window. - Parameterized by `lookback` (default 5). diff --git a/lib/reversals/ttm_scalper/TtmScalper.md b/lib/reversals/ttm_scalper/TtmScalper.md index faafe971..fae15150 100644 --- a/lib/reversals/ttm_scalper/TtmScalper.md +++ b/lib/reversals/ttm_scalper/TtmScalper.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TtmScalper) | | **Output range** | Varies (see docs) | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [ttmscalper.pine](ttmscalper.pine) | - John Carter designed TTM Scalper Alert for quick identification of potential reversal points using a simple three-bar pattern recognition. - Parameterized by `usecloses` (default false). diff --git a/lib/statistics/acf/Acf.md b/lib/statistics/acf/Acf.md index e46a82c8..01d9aef4 100644 --- a/lib/statistics/acf/Acf.md +++ b/lib/statistics/acf/Acf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Acf) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [acf.pine](acf.pine) | - The Autocorrelation Function (ACF) measures the correlation of a time series with a lagged copy of itself. - Parameterized by `period`, `lag` (default 1). diff --git a/lib/statistics/beta/Beta.md b/lib/statistics/beta/Beta.md index c00c252b..8c37bae4 100644 --- a/lib/statistics/beta/Beta.md +++ b/lib/statistics/beta/Beta.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Beta) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [beta.pine](beta.pine) | - Beta measures the volatility of an asset in relation to the overall market. - Parameterized by `period`. diff --git a/lib/statistics/cma/Cma.md b/lib/statistics/cma/Cma.md index e1285234..dbbb7a95 100644 --- a/lib/statistics/cma/Cma.md +++ b/lib/statistics/cma/Cma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (CMA) | | **Output range** | Varies (see docs) | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [cma.pine](cma.pine) | - The Cumulative Moving Average (CMA) calculates the arithmetic mean of ALL data points seen so far, not just a fixed window. - Parameterized by `source`. diff --git a/lib/statistics/cointegration/Cointegration.md b/lib/statistics/cointegration/Cointegration.md index eb1dcf08..7bbad98c 100644 --- a/lib/statistics/cointegration/Cointegration.md +++ b/lib/statistics/cointegration/Cointegration.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ADF statistic) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [cointegration.pine](cointegration.pine) | - The Cointegration indicator measures the long-run equilibrium relationship between two price series using the Engle-Granger two-step method with an... - Parameterized by `period` (default 20). diff --git a/lib/statistics/correlation/Correlation.md b/lib/statistics/correlation/Correlation.md index 91874d36..a50b56a7 100644 --- a/lib/statistics/correlation/Correlation.md +++ b/lib/statistics/correlation/Correlation.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pearson r) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [correlation.pine](correlation.pine) | - The Pearson Correlation Coefficient measures the linear relationship between two variables, returning a value from -1 (perfect negative correlation... - Parameterized by `period` (default 20). diff --git a/lib/statistics/covariance/Covariance.md b/lib/statistics/covariance/Covariance.md index 13ec3ef6..cdfc6309 100644 --- a/lib/statistics/covariance/Covariance.md +++ b/lib/statistics/covariance/Covariance.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cov) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [covariance.pine](covariance.pine) | - Covariance measures the joint variability of two random variables. - Parameterized by `period`, `ispopulation` (default false). diff --git a/lib/statistics/entropy/Entropy.md b/lib/statistics/entropy/Entropy.md index ed494592..081369fc 100644 --- a/lib/statistics/entropy/Entropy.md +++ b/lib/statistics/entropy/Entropy.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Entropy) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [entropy.pine](entropy.pine) | - Shannon Entropy measures the unpredictability or randomness of a time series over a sliding window. - Parameterized by `period`. diff --git a/lib/statistics/geomean/Geomean.md b/lib/statistics/geomean/Geomean.md index 6b6e5852..f9f2fcea 100644 --- a/lib/statistics/geomean/Geomean.md +++ b/lib/statistics/geomean/Geomean.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Geomean) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [geomean.pine](geomean.pine) | - The Geometric Mean computes the nth root of the product of n positive values over a sliding window. - Parameterized by `period`. diff --git a/lib/statistics/granger/Granger.md b/lib/statistics/granger/Granger.md index c02a2757..847f965c 100644 --- a/lib/statistics/granger/Granger.md +++ b/lib/statistics/granger/Granger.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Granger) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [granger.pine](granger.pine) | - The Granger Causality test asks a precise, falsifiable question: does knowing the history of series X improve your ability to predict series Y, bey... - Parameterized by `period` (default 20). diff --git a/lib/statistics/harmean/Harmean.md b/lib/statistics/harmean/Harmean.md index 8db2efa8..5101e8c2 100644 --- a/lib/statistics/harmean/Harmean.md +++ b/lib/statistics/harmean/Harmean.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Harmean) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [harmean.pine](harmean.pine) | - The Harmonic Mean computes the reciprocal of the arithmetic mean of reciprocals over a sliding window. - Parameterized by `period`. diff --git a/lib/statistics/hurst/Hurst.md b/lib/statistics/hurst/Hurst.md index 3c470dad..18c61339 100644 --- a/lib/statistics/hurst/Hurst.md +++ b/lib/statistics/hurst/Hurst.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Hurst) | | **Output range** | Varies (see docs) | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [hurst.pine](hurst.pine) | - The Hurst Exponent ($H$) quantifies long-range dependence in a time series through Rescaled Range (R/S) analysis. - Parameterized by `period`. diff --git a/lib/statistics/iqr/Iqr.md b/lib/statistics/iqr/Iqr.md index 03d9fbc2..111f62f3 100644 --- a/lib/statistics/iqr/Iqr.md +++ b/lib/statistics/iqr/Iqr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Iqr) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [iqr.pine](iqr.pine) | - The Interquartile Range measures the spread of the middle 50% of a sorted dataset within a rolling window. - Parameterized by `period`. diff --git a/lib/statistics/jb/Jb.md b/lib/statistics/jb/Jb.md index 7b62f373..60c5c6a1 100644 --- a/lib/statistics/jb/Jb.md +++ b/lib/statistics/jb/Jb.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Jb) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [jb.pine](jb.pine) | - The Jarque-Bera test quantifies departure from normality by combining skewness and excess kurtosis into a single chi-squared statistic. - Parameterized by `period`. diff --git a/lib/statistics/kurtosis/Kurtosis.md b/lib/statistics/kurtosis/Kurtosis.md index 4fedc5fd..5ece3e55 100644 --- a/lib/statistics/kurtosis/Kurtosis.md +++ b/lib/statistics/kurtosis/Kurtosis.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Kurtosis) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [kurtosis.pine](kurtosis.pine) | - Kurtosis measures the **tailedness** of a probability distribution. - Parameterized by `period`, `ispopulation` (default false). diff --git a/lib/statistics/linreg/LinReg.md b/lib/statistics/linreg/LinReg.md index ee2e0f71..95cd08fd 100644 --- a/lib/statistics/linreg/LinReg.md +++ b/lib/statistics/linreg/LinReg.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (LinReg) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [linreg.pine](linreg.pine) | - The Linear Regression Curve plots the end point of the linear regression line for each bar. - Parameterized by `period`, `offset` (default 0). diff --git a/lib/statistics/meandev/MeanDev.md b/lib/statistics/meandev/MeanDev.md index d2bd5f1b..d76e8ddd 100644 --- a/lib/statistics/meandev/MeanDev.md +++ b/lib/statistics/meandev/MeanDev.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (MeanDev) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [meandev.pine](meandev.pine) | - ````markdown - Parameterized by `period`. diff --git a/lib/statistics/median/Median.md b/lib/statistics/median/Median.md index cd0f7c07..015e0969 100644 --- a/lib/statistics/median/Median.md +++ b/lib/statistics/median/Median.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Median) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [median.pine](median.pine) | - The Rolling Median is a robust statistic that represents the middle value of a dataset within a moving window. - Parameterized by `period`. diff --git a/lib/statistics/mode/Mode.md b/lib/statistics/mode/Mode.md index ba06248a..98044e7f 100644 --- a/lib/statistics/mode/Mode.md +++ b/lib/statistics/mode/Mode.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mode) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [mode.pine](mode.pine) | - The **Mode** is a rolling statistical indicator that identifies the most frequently occurring value within a sliding window of recent observations. - Parameterized by `period`. diff --git a/lib/statistics/pacf/Pacf.md b/lib/statistics/pacf/Pacf.md index 6e34020f..d4078393 100644 --- a/lib/statistics/pacf/Pacf.md +++ b/lib/statistics/pacf/Pacf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pacf) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [pacf.pine](pacf.pine) | - The Partial Autocorrelation Function (PACF) measures the correlation between a time series and its lagged values, after removing the effects of all... - Parameterized by `period`, `lag` (default 1). diff --git a/lib/statistics/percentile/Percentile.md b/lib/statistics/percentile/Percentile.md index c7ae43ff..921fe367 100644 --- a/lib/statistics/percentile/Percentile.md +++ b/lib/statistics/percentile/Percentile.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Percentile) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [percentile.pine](percentile.pine) | - The Rolling Percentile computes the value below which a given percentage of observations fall within a sliding window. - Parameterized by `period`, `percent` (default 50.0). diff --git a/lib/statistics/polyfit/Polyfit.md b/lib/statistics/polyfit/Polyfit.md index 5161dffb..e9bd78ed 100644 --- a/lib/statistics/polyfit/Polyfit.md +++ b/lib/statistics/polyfit/Polyfit.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Polyfit) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [polyfit.pine](polyfit.pine) | - Polynomial Fitting computes a rolling polynomial regression of configurable degree over a lookback window, returning the fitted value at the curren... - Parameterized by `period`, `degree` (default 2). diff --git a/lib/statistics/quantile/Quantile.md b/lib/statistics/quantile/Quantile.md index daaa1fa0..89037071 100644 --- a/lib/statistics/quantile/Quantile.md +++ b/lib/statistics/quantile/Quantile.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Quantile) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [quantile.pine](quantile.pine) | - The Rolling Quantile computes the value below which a given fraction of observations fall within a sliding window. - Parameterized by `period`, `quantilelevel` (default 0.25). diff --git a/lib/statistics/skew/Skew.md b/lib/statistics/skew/Skew.md index 047f9175..ae2acc1d 100644 --- a/lib/statistics/skew/Skew.md +++ b/lib/statistics/skew/Skew.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Skew) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [skew.pine](skew.pine) | - Skewness measures the asymmetry of the probability distribution of a real-valued random variable about its mean. - Parameterized by `period`, `ispopulation` (default false). diff --git a/lib/statistics/spearman/Spearman.md b/lib/statistics/spearman/Spearman.md index 1c61eae5..cd0904ef 100644 --- a/lib/statistics/spearman/Spearman.md +++ b/lib/statistics/spearman/Spearman.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Spearman) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [spearman.pine](spearman.pine) | - Spearman's ρ (rho) measures the strength and direction of monotonic association between two variables. - Parameterized by `period` (default 20). diff --git a/lib/statistics/stddev/StdDev.md b/lib/statistics/stddev/StdDev.md index e5b158ae..5a5993de 100644 --- a/lib/statistics/stddev/StdDev.md +++ b/lib/statistics/stddev/StdDev.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (StdDev) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [stddev.pine](stddev.pine) | - Standard Deviation measures the amount of variation or dispersion of a set of values. - Parameterized by `period`, `ispopulation` (default false). diff --git a/lib/statistics/stderr/Stderr.md b/lib/statistics/stderr/Stderr.md index 202a3fd9..349c3050 100644 --- a/lib/statistics/stderr/Stderr.md +++ b/lib/statistics/stderr/Stderr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Stderr) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [stderr.pine](stderr.pine) | - `Stderr` computes the standard error of an OLS regression fit over a rolling window. - Parameterized by `period`. diff --git a/lib/statistics/sum/Sum.md b/lib/statistics/sum/Sum.md index 0630dbfb..a8a3face 100644 --- a/lib/statistics/sum/Sum.md +++ b/lib/statistics/sum/Sum.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Sum) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [sum.pine](sum.pine) | - The Sum indicator calculates a rolling window summation using the Kahan-Babuška algorithm (also known as "improved Kahan" or "second-order compensa... - Parameterized by `period`. diff --git a/lib/statistics/theil/Theil.md b/lib/statistics/theil/Theil.md index 3c89a339..b0820d9e 100644 --- a/lib/statistics/theil/Theil.md +++ b/lib/statistics/theil/Theil.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Theil) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [theil.pine](theil.pine) | - The Theil T Index is an information-theoretic measure of inequality (or concentration) within a distribution of positive values. - Parameterized by `period`. diff --git a/lib/statistics/trim/Trim.md b/lib/statistics/trim/Trim.md index 3a176fe8..cfc6a3c3 100644 --- a/lib/statistics/trim/Trim.md +++ b/lib/statistics/trim/Trim.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Trim) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [trim.pine](trim.pine) | - The Trimmed Mean Moving Average computes a rolling average after discarding a configurable percentage of the most extreme values from each tail of ... - Parameterized by `period`, `trimpct` (default 10.0). diff --git a/lib/statistics/variance/Variance.md b/lib/statistics/variance/Variance.md index 19aac746..212a969a 100644 --- a/lib/statistics/variance/Variance.md +++ b/lib/statistics/variance/Variance.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Variance) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [variance.pine](variance.pine) | - Variance measures how far a set of numbers is spread out from their average value. - Parameterized by `period`, `ispopulation` (default false). diff --git a/lib/statistics/wavg/Wavg.md b/lib/statistics/wavg/Wavg.md index 0080781b..e6db6469 100644 --- a/lib/statistics/wavg/Wavg.md +++ b/lib/statistics/wavg/Wavg.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Wavg) | | **Output range** | $0$ to $1$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [wavg.pine](wavg.pine) | - The Weighted Average computes a rolling linearly-weighted mean where the most recent observation receives weight $N$ and the oldest receives weight... - Parameterized by `period`. diff --git a/lib/statistics/wins/Wins.md b/lib/statistics/wins/Wins.md index 967e8416..04726316 100644 --- a/lib/statistics/wins/Wins.md +++ b/lib/statistics/wins/Wins.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Wins) | | **Output range** | Varies (see docs) | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [wins.pine](wins.pine) | - The Winsorized Mean Moving Average computes a rolling average after replacing (not discarding) the most extreme values in each tail with the bounda... - Parameterized by `period`, `winpct` (default 10.0). diff --git a/lib/statistics/zscore/Zscore.md b/lib/statistics/zscore/Zscore.md index 7c5e8e7c..e2e1ea7d 100644 --- a/lib/statistics/zscore/Zscore.md +++ b/lib/statistics/zscore/Zscore.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Zscore) | | **Output range** | Unbounded | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [zscore.pine](zscore.pine) | - The Z-Score measures how many population standard deviations a value lies from the rolling mean over a lookback window. - Parameterized by `period` (default 14). diff --git a/lib/statistics/ztest/Ztest.md b/lib/statistics/ztest/Ztest.md index b75b20d2..c6c76679 100644 --- a/lib/statistics/ztest/Ztest.md +++ b/lib/statistics/ztest/Ztest.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ztest) | | **Output range** | Unbounded | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ztest.pine](ztest.pine) | - ZTEST computes the **one-sample t-statistic**, measuring how many standard errors the rolling sample mean deviates from a hypothesized population m... - Parameterized by `period` (default 30), `mu0` (default 0.0). diff --git a/lib/trends_FIR/alma/Alma.md b/lib/trends_FIR/alma/Alma.md index d6d66c6a..299328b6 100644 --- a/lib/trends_FIR/alma/Alma.md +++ b/lib/trends_FIR/alma/Alma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Alma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [alma.pine](alma.pine) | | **Signature** | [alma_signature](alma_signature.md) | -### TL;DR - - ALMA is a Finite Impulse Response (FIR) filter that applies a Gaussian window to price data. - Parameterized by `period`, `offset` (default 0.85), `sigma` (default 6.0). - Output range: Tracks input. diff --git a/lib/trends_FIR/blma/Blma.md b/lib/trends_FIR/blma/Blma.md index 4ed75741..f14b0f0c 100644 --- a/lib/trends_FIR/blma/Blma.md +++ b/lib/trends_FIR/blma/Blma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Blma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [blma.pine](blma.pine) | | **Signature** | [blma_signature](blma_signature.md) | -### TL;DR - - The Blackman Window Moving Average (BLMA) applies a triple-cosine window function from digital signal processing to financial time series. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/bwma/Bwma.md b/lib/trends_FIR/bwma/Bwma.md index 74ffd684..e09041f8 100644 --- a/lib/trends_FIR/bwma/Bwma.md +++ b/lib/trends_FIR/bwma/Bwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Bwma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [bwma.pine](bwma.pine) | | **Signature** | [bwma_signature](bwma_signature.md) | -### TL;DR - - BWMA is a Finite Impulse Response (FIR) filter that applies a Bessel-derived window function to weight price data. - Parameterized by `period`, `order` (default 0). - Output range: Tracks input. diff --git a/lib/trends_FIR/conv/Conv.md b/lib/trends_FIR/conv/Conv.md index d81d450e..c9b75d37 100644 --- a/lib/trends_FIR/conv/Conv.md +++ b/lib/trends_FIR/conv/Conv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Conv) | | **Output range** | Tracks input | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [conv.pine](conv.pine) | - CONV (Convolution Moving Average) is the ultimate tool for the signal processing purist. - Parameterized by double[] kernel. diff --git a/lib/trends_FIR/crma/Crma.md b/lib/trends_FIR/crma/Crma.md index a81b0d7d..33fed673 100644 --- a/lib/trends_FIR/crma/Crma.md +++ b/lib/trends_FIR/crma/Crma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Crma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [crma.pine](crma.pine) | | **Signature** | [crma_signature](crma_signature.md) | -### TL;DR - - CRMA fits a degree-3 polynomial $y = a_0 + a_1 x + a_2 x^2 + a_3 x^3$ to the most recent $N$ bars via ordinary least squares, then returns the fitt... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/dwma/Dwma.md b/lib/trends_FIR/dwma/Dwma.md index a139bc30..339dc950 100644 --- a/lib/trends_FIR/dwma/Dwma.md +++ b/lib/trends_FIR/dwma/Dwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Dwma) | | **Output range** | Tracks input | | **Warmup** | `(period * 2) - 1` bars | +| **PineScript** | [dwma.pine](dwma.pine) | | **Signature** | [dwma_signature](dwma_signature.md) | -### TL;DR - - DWMA (Double Weighted Moving Average) is exactly what it says on the tin: a Weighted Moving Average of a Weighted Moving Average. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/fwma/Fwma.md b/lib/trends_FIR/fwma/Fwma.md index ebd1e36c..d2c02952 100644 --- a/lib/trends_FIR/fwma/Fwma.md +++ b/lib/trends_FIR/fwma/Fwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Fwma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [fwma.pine](fwma.pine) | | **Signature** | [fwma_signature](fwma_signature.md) | -### TL;DR - - The Fibonacci Weighted Moving Average applies the Fibonacci sequence as FIR filter weights, assigning exponentially growing importance to recent bars. - Parameterized by `period` (default 10). - Output range: Tracks input. diff --git a/lib/trends_FIR/gwma/Gwma.md b/lib/trends_FIR/gwma/Gwma.md index 172b28c4..90afc022 100644 --- a/lib/trends_FIR/gwma/Gwma.md +++ b/lib/trends_FIR/gwma/Gwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Gwma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [gwma.pine](gwma.pine) | | **Signature** | [gwma_signature](gwma_signature.md) | -### TL;DR - - GWMA is a Finite Impulse Response (FIR) filter that applies a centered Gaussian window to price data. - Parameterized by `period`, `sigma` (default 0.4). - Output range: Tracks input. diff --git a/lib/trends_FIR/hamma/Hamma.md b/lib/trends_FIR/hamma/Hamma.md index f53488c0..a00a8c64 100644 --- a/lib/trends_FIR/hamma/Hamma.md +++ b/lib/trends_FIR/hamma/Hamma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hamma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [hamma.pine](hamma.pine) | | **Signature** | [hamma_signature](hamma_signature.md) | -### TL;DR - - HAMMA is a Finite Impulse Response (FIR) filter that applies a Hamming window to price data. - Parameterized by `period` (default 10). - Output range: Tracks input. diff --git a/lib/trends_FIR/hanma/Hanma.md b/lib/trends_FIR/hanma/Hanma.md index 1fcd3dd8..9bad1d3a 100644 --- a/lib/trends_FIR/hanma/Hanma.md +++ b/lib/trends_FIR/hanma/Hanma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hanma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [hanma.pine](hanma.pine) | | **Signature** | [hanma_signature](hanma_signature.md) | -### TL;DR - - HANMA is a Finite Impulse Response (FIR) filter that applies a Hanning (Hann) window to price data. - Parameterized by `period` (default 10). - Output range: Tracks input. diff --git a/lib/trends_FIR/hend/Hend.md b/lib/trends_FIR/hend/Hend.md index 43f5af69..e331784f 100644 --- a/lib/trends_FIR/hend/Hend.md +++ b/lib/trends_FIR/hend/Hend.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hend) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [hend.pine](hend.pine) | | **Signature** | [hend_signature](hend_signature.md) | -### TL;DR - - HEND is a symmetric FIR filter derived from the Henderson (1916) closed-form weight formula, designed to pass cubic polynomial trends without disto... - Parameterized by `period` (default 7). - Output range: Tracks input. diff --git a/lib/trends_FIR/hma/Hma.md b/lib/trends_FIR/hma/Hma.md index ba674632..f7fa6783 100644 --- a/lib/trends_FIR/hma/Hma.md +++ b/lib/trends_FIR/hma/Hma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hma) | | **Output range** | Tracks input | | **Warmup** | `period + sqrtPeriod - 1` bars | +| **PineScript** | [hma.pine](hma.pine) | | **Signature** | [hma_signature](hma_signature.md) | -### TL;DR - - HMA (Hull Moving Average) is a solution to the eternal struggle between smoothness and lag. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/ilrs/Ilrs.md b/lib/trends_FIR/ilrs/Ilrs.md index 6cbcff54..46145058 100644 --- a/lib/trends_FIR/ilrs/Ilrs.md +++ b/lib/trends_FIR/ilrs/Ilrs.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Ilrs) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [ilrs.pine](ilrs.pine) | | **Signature** | [ilrs_signature](ilrs_signature.md) | -### TL;DR - - ILRS computes the linear regression slope over a rolling window, then accumulates it via discrete integration (running sum) to reconstruct a smooth... - Parameterized by `period` (default 14). - Output range: Tracks input. diff --git a/lib/trends_FIR/kaiser/Kaiser.md b/lib/trends_FIR/kaiser/Kaiser.md index 5d9982dd..ecc5b504 100644 --- a/lib/trends_FIR/kaiser/Kaiser.md +++ b/lib/trends_FIR/kaiser/Kaiser.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Kaiser) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [kaiser.pine](kaiser.pine) | | **Signature** | [kaiser_signature](kaiser_signature.md) | -### TL;DR - - KAISER applies the Kaiser-Bessel window function as FIR filter weights, providing a single parameter ($\beta$) that continuously controls the trade... - Parameterized by `period` (default 14), `beta` (default 3.0). - Output range: Tracks input. diff --git a/lib/trends_FIR/lanczos/Lanczos.md b/lib/trends_FIR/lanczos/Lanczos.md index fcc81c48..673cbe72 100644 --- a/lib/trends_FIR/lanczos/Lanczos.md +++ b/lib/trends_FIR/lanczos/Lanczos.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Lanczos) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [lanczos.pine](lanczos.pine) | | **Signature** | [lanczos_signature](lanczos_signature.md) | -### TL;DR - - LANCZOS applies the normalized sinc function $\text{sinc}(x) = \sin(\pi x)/(\pi x)$ as a symmetric FIR window, producing a moving average with near... - Parameterized by `period` (default 14). - Output range: Tracks input. diff --git a/lib/trends_FIR/lsma/Lsma.md b/lib/trends_FIR/lsma/Lsma.md index 8d4e70dd..24584f1e 100644 --- a/lib/trends_FIR/lsma/Lsma.md +++ b/lib/trends_FIR/lsma/Lsma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Lsma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [lsma.pine](lsma.pine) | | **Signature** | [lsma_signature](lsma_signature.md) | -### TL;DR - - LSMA (Least Squares Moving Average), also known as the Moving Linear Regression or Endpoint Moving Average, calculates the least squares regression... - Parameterized by `period`, `offset` (default 0). - Output range: Tracks input. diff --git a/lib/trends_FIR/nlma/Nlma.md b/lib/trends_FIR/nlma/Nlma.md index b1fba527..ff7ccbaf 100644 --- a/lib/trends_FIR/nlma/Nlma.md +++ b/lib/trends_FIR/nlma/Nlma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Nlma) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [nlma.pine](nlma.pine) | | **Signature** | [nlma_signature](nlma_signature.md) | -### TL;DR - - NLMA uses a two-phase damped cosine kernel with $5P - 1$ taps (where $P$ is the user period). - Parameterized by `period` (default 14). - Output range: Tracks input. diff --git a/lib/trends_FIR/nyqma/Nyqma.md b/lib/trends_FIR/nyqma/Nyqma.md index fdcfa703..bd6f7795 100644 --- a/lib/trends_FIR/nyqma/Nyqma.md +++ b/lib/trends_FIR/nyqma/Nyqma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Nyqma) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [nyqma.pine](nyqma.pine) | | **Signature** | [nyqma_signature](nyqma_signature.md) | -### TL;DR - - NYQMA combines a primary LWMA (Linear Weighted Moving Average) with a secondary LWMA applied to the first, using lag-compensating extrapolation: $\... - Parameterized by `period` (default 89), `nyquistperiod` (default 21). - Output range: Tracks input. diff --git a/lib/trends_FIR/parzen/Parzen.md b/lib/trends_FIR/parzen/Parzen.md index 6328849c..fcf0ba94 100644 --- a/lib/trends_FIR/parzen/Parzen.md +++ b/lib/trends_FIR/parzen/Parzen.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Parzen) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [parzen.pine](parzen.pine) | | **Signature** | [parzen_signature](parzen_signature.md) | -### TL;DR - - PARZEN applies the Parzen (de la Vallée-Poussin) window function as FIR filter weights, producing a moving average with exceptional sidelobe suppre... - Parameterized by `period` (default 14). - Output range: Tracks input. diff --git a/lib/trends_FIR/pma/Pma.md b/lib/trends_FIR/pma/Pma.md index e8d3124c..7aaf4a8b 100644 --- a/lib/trends_FIR/pma/Pma.md +++ b/lib/trends_FIR/pma/Pma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Pma) | | **Output range** | Tracks input | | **Warmup** | `(period * 2) - 1` bars | +| **PineScript** | [pma.pine](pma.pine) | | **Signature** | [pma_signature](pma_signature.md) | -### TL;DR - - PMA (Predictive Moving Average) is a lag-cancellation filter that uses linear extrapolation of dual WMA (Weighted Moving Average) cascades to predi... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/pwma/Pwma.md b/lib/trends_FIR/pwma/Pwma.md index 130583c8..f6b17e01 100644 --- a/lib/trends_FIR/pwma/Pwma.md +++ b/lib/trends_FIR/pwma/Pwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Pwma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [pwma.pine](pwma.pine) | | **Signature** | [pwma_signature](pwma_signature.md) | -### TL;DR - - PWMA (Parabolic Weighted Moving Average) applies a parabolic ($i^2$) weighting scheme to the data window. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/qrma/Qrma.md b/lib/trends_FIR/qrma/Qrma.md index 9f9b4a94..175f2ef2 100644 --- a/lib/trends_FIR/qrma/Qrma.md +++ b/lib/trends_FIR/qrma/Qrma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Qrma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [qrma.pine](qrma.pine) | | **Signature** | [qrma_signature](qrma_signature.md) | -### TL;DR - - QRMA fits a second-degree polynomial $y = a + bx + cx^2$ to the most recent $N$ bars via ordinary least squares, then returns the fitted value at t... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/rain/Rain.md b/lib/trends_FIR/rain/Rain.md index ba40c001..c8850938 100644 --- a/lib/trends_FIR/rain/Rain.md +++ b/lib/trends_FIR/rain/Rain.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Rain) | | **Output range** | Tracks input | | **Warmup** | 1 bar | +| **PineScript** | [rain.pine](rain.pine) | | **Signature** | [rain_signature](rain_signature.md) | -### TL;DR - - RAIN recursively applies SMA 10 times, producing 10 layers of progressively smoother price representation, then computes a weighted average across ... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/rwma/Rwma.md b/lib/trends_FIR/rwma/Rwma.md index c0b5b157..3179b704 100644 --- a/lib/trends_FIR/rwma/Rwma.md +++ b/lib/trends_FIR/rwma/Rwma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rwma) | | **Output range** | Tracks input | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [rwma.pine](rwma.pine) | - RWMA weights each bar's contribution to the average by its price range (high minus low), giving greater influence to volatile bars and less to narr... - Parameterized by `period` (default 14). diff --git a/lib/trends_FIR/sgma/Sgma.md b/lib/trends_FIR/sgma/Sgma.md index 8877bde5..f9a67aeb 100644 --- a/lib/trends_FIR/sgma/Sgma.md +++ b/lib/trends_FIR/sgma/Sgma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Sgma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [sgma.pine](sgma.pine) | | **Signature** | [sgma_signature](sgma_signature.md) | -### TL;DR - - SGMA is a Finite Impulse Response (FIR) filter that uses polynomial fitting to smooth data while preserving higher moments (peaks, valleys, and inf... - Parameterized by `period` (default 9), `degree` (default 2). - Output range: Tracks input. diff --git a/lib/trends_FIR/sinema/Sinema.md b/lib/trends_FIR/sinema/Sinema.md index 7e6f0753..7137feb9 100644 --- a/lib/trends_FIR/sinema/Sinema.md +++ b/lib/trends_FIR/sinema/Sinema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Sinema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [sinema.pine](sinema.pine) | | **Signature** | [sinema_signature](sinema_signature.md) | -### TL;DR - - The Sine-Weighted Moving Average (SINEMA) applies sine-wave weighting to data points within the lookback window. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/sma/Sma.md b/lib/trends_FIR/sma/Sma.md index cc2c0536..2776afcc 100644 --- a/lib/trends_FIR/sma/Sma.md +++ b/lib/trends_FIR/sma/Sma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Sma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [sma.pine](sma.pine) | | **Signature** | [sma_signature](sma_signature.md) | -### TL;DR - - The Simple Moving Average (SMA) is the unweighted arithmetic mean of the last $N$ data points. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/sp15/Sp15.md b/lib/trends_FIR/sp15/Sp15.md index 6faf3ba0..c0a3067b 100644 --- a/lib/trends_FIR/sp15/Sp15.md +++ b/lib/trends_FIR/sp15/Sp15.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (SP15) | | **Output range** | Tracks input | | **Warmup** | `Period` bars | +| **PineScript** | [sp15.pine](sp15.pine) | | **Signature** | [sp15_signature](sp15_signature.md) | -### TL;DR - - SP15 is a fixed-coefficient symmetric FIR filter with 15 weights: $[-3, -6, -5, 3, 21, 46, 67, 74, 67, 46, 21, 3, -5, -6, -3]$ divided by 320. - No configurable parameters; computation is stateless per bar. - Output range: Tracks input. diff --git a/lib/trends_FIR/swma/Swma.md b/lib/trends_FIR/swma/Swma.md index c3d3b32a..12bc482b 100644 --- a/lib/trends_FIR/swma/Swma.md +++ b/lib/trends_FIR/swma/Swma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Swma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [swma.pine](swma.pine) | | **Signature** | [swma_signature](swma_signature.md) | -### TL;DR - - SWMA applies triangular (symmetric) weights that peak at the center of the window and taper linearly to the edges. - Parameterized by `period` (default 4). - Output range: Tracks input. diff --git a/lib/trends_FIR/trima/Trima.md b/lib/trends_FIR/trima/Trima.md index 5f8bddbc..bacc1731 100644 --- a/lib/trends_FIR/trima/Trima.md +++ b/lib/trends_FIR/trima/Trima.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Trima) | | **Output range** | Tracks input | | **Warmup** | `p1 + p2 - 1` bars | +| **PineScript** | [trima.pine](trima.pine) | | **Signature** | [trima_signature](trima_signature.md) | -### TL;DR - - The Triangular Moving Average (TRIMA) places the majority of its weight on the middle of the data window, tapering off linearly towards the ends. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_FIR/tsf/Tsf.md b/lib/trends_FIR/tsf/Tsf.md index 9b14ba75..7dfbf85c 100644 --- a/lib/trends_FIR/tsf/Tsf.md +++ b/lib/trends_FIR/tsf/Tsf.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Tsf) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [tsf.pine](tsf.pine) | | **Signature** | [tsf_signature](tsf_signature.md) | -### TL;DR - - TSF projects the least-squares regression line one bar forward, providing a statistically grounded forecast of the next bar's value. - Parameterized by `period` (default 14). - Output range: Tracks input. diff --git a/lib/trends_FIR/tukey_w/Tukey_w.md b/lib/trends_FIR/tukey_w/Tukey_w.md index f20459f7..3df13e29 100644 --- a/lib/trends_FIR/tukey_w/Tukey_w.md +++ b/lib/trends_FIR/tukey_w/Tukey_w.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Tukey_w) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [tukey_w.pine](tukey_w.pine) | | **Signature** | [tukey_w_signature](tukey_w_signature.md) | -### TL;DR - - TUKEY_W applies the Tukey (tapered cosine) window as FIR filter weights, offering a single parameter $\alpha$ that controls the fraction of the win... - Parameterized by `period` (default 20), `alpha` (default 0.5). - Output range: Tracks input. diff --git a/lib/trends_FIR/wma/Wma.md b/lib/trends_FIR/wma/Wma.md index 3609c7d8..44086c0e 100644 --- a/lib/trends_FIR/wma/Wma.md +++ b/lib/trends_FIR/wma/Wma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Wma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [wma.pine](wma.pine) | | **Signature** | [wma_signature](wma_signature.md) | -### TL;DR - - The Weighted Moving Average (WMA) assigns a linearly decreasing weight to data points. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/adxvma/Adxvma.md b/lib/trends_IIR/adxvma/Adxvma.md index 230bf6d1..a9c64751 100644 --- a/lib/trends_IIR/adxvma/Adxvma.md +++ b/lib/trends_IIR/adxvma/Adxvma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Adxvma) | | **Output range** | Tracks input | | **Warmup** | `period * 2` bars | - -### TL;DR +| **PineScript** | [adxvma.pine](adxvma.pine) | - ADXVMA is an adaptive IIR filter that uses the Average Directional Index (ADX) as its smoothing constant. - Parameterized by `period` (default 14). diff --git a/lib/trends_IIR/ahrens/Ahrens.md b/lib/trends_IIR/ahrens/Ahrens.md index 53f6935d..e8082d7d 100644 --- a/lib/trends_IIR/ahrens/Ahrens.md +++ b/lib/trends_IIR/ahrens/Ahrens.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Ahrens) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [ahrens.pine](ahrens.pine) | | **Signature** | [ahrens_signature](ahrens_signature.md) | -### TL;DR - - AHRENS is a recursive IIR filter that adjusts toward the source price minus the midpoint of its current and lagged (by one period) states. - Parameterized by `period` (default 9). - Output range: Tracks input. diff --git a/lib/trends_IIR/coral/Coral.md b/lib/trends_IIR/coral/Coral.md index 7240c99c..d6eeb59a 100644 --- a/lib/trends_IIR/coral/Coral.md +++ b/lib/trends_IIR/coral/Coral.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Coral) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [coral.pine](coral.pine) | | **Signature** | [coral_signature](coral_signature.md) | -### TL;DR - - The **Coral** filter is a smooth, low-lag trend indicator that chains six cascaded EMA passes and combines stages 3–6 using polynomial coefficients... - Parameterized by `period`, `cd` (default 0.4). - Output range: Tracks input. diff --git a/lib/trends_IIR/decycler/Decycler.md b/lib/trends_IIR/decycler/Decycler.md index cbabc981..2740de24 100644 --- a/lib/trends_IIR/decycler/Decycler.md +++ b/lib/trends_IIR/decycler/Decycler.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Decycler) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [decycler.pine](decycler.pine) | | **Signature** | [decycler_signature](decycler_signature.md) | -### TL;DR - - The Ehlers Decycler extracts the trend component from a price series by subtracting a 2-pole Butterworth high-pass filter from the source signal. - Parameterized by `period` (default 60). - Output range: Tracks input. diff --git a/lib/trends_IIR/dema/Dema.md b/lib/trends_IIR/dema/Dema.md index 2fed5bab..c9238421 100644 --- a/lib/trends_IIR/dema/Dema.md +++ b/lib/trends_IIR/dema/Dema.md @@ -12,6 +12,7 @@ | **Outputs** | Single series (Dema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [dema.pine](dema.pine) | | **Signature** | [dema_signature](dema_signature.md) | ## Key Takeaways diff --git a/lib/trends_IIR/dsma/Dsma.md b/lib/trends_IIR/dsma/Dsma.md index be8116e1..be909f3b 100644 --- a/lib/trends_IIR/dsma/Dsma.md +++ b/lib/trends_IIR/dsma/Dsma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Dsma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [dsma.pine](dsma.pine) | | **Signature** | [dsma_signature](dsma_signature.md) | -### TL;DR - - DSMA (Deviation-Scaled Moving Average) is a volatility-adaptive trend filter that combines a Super Smoother (2-pole Butterworth IIR filter) with RM... - Parameterized by `period`, `scalefactor` (default 0.5). - Output range: Tracks input. diff --git a/lib/trends_IIR/ema/Ema.md b/lib/trends_IIR/ema/Ema.md index 6c0ba0f4..6e9cad4a 100644 --- a/lib/trends_IIR/ema/Ema.md +++ b/lib/trends_IIR/ema/Ema.md @@ -12,6 +12,7 @@ | **Outputs** | Single series (Ema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [ema.pine](ema.pine) | | **Signature** | [ema_signature](ema_signature.md) | ## Key Takeaways diff --git a/lib/trends_IIR/frama/Frama.md b/lib/trends_IIR/frama/Frama.md index 51b8378c..49ea2761 100644 --- a/lib/trends_IIR/frama/Frama.md +++ b/lib/trends_IIR/frama/Frama.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Frama) | | **Output range** | Tracks input | | **Warmup** | `pe` bars | +| **PineScript** | [frama.pine](frama.pine) | | **Signature** | [frama_signature](frama_signature.md) | -### TL;DR - - FRAMA is John Ehlers' fractal adaptive moving average. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/gdema/Gdema.md b/lib/trends_IIR/gdema/Gdema.md index 21956ea7..3f25850a 100644 --- a/lib/trends_IIR/gdema/Gdema.md +++ b/lib/trends_IIR/gdema/Gdema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Gdema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [gdema.pine](gdema.pine) | | **Signature** | [gdema_signature](gdema_signature.md) | -### TL;DR - - GDEMA extends the standard DEMA (Double Exponential Moving Average) with a tunable gain factor $v$ that controls the aggressiveness of lag compensa... - Parameterized by `period` (default 10), `vfactor` (default 1.0). - Output range: Tracks input. diff --git a/lib/trends_IIR/hema/Hema.md b/lib/trends_IIR/hema/Hema.md index fe8820d5..183296dc 100644 --- a/lib/trends_IIR/hema/Hema.md +++ b/lib/trends_IIR/hema/Hema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hema) | | **Output range** | Tracks input | | **Warmup** | `EstimateWarmupPeriod()` bars | +| **PineScript** | [hema.pine](hema.pine) | | **Signature** | [hema_signature](hema_signature.md) | -### TL;DR - - HEMA is a Hull-style moving average built entirely from **exponential smoothers**. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/holt/Holt.md b/lib/trends_IIR/holt/Holt.md index 470c7911..d76956ef 100644 --- a/lib/trends_IIR/holt/Holt.md +++ b/lib/trends_IIR/holt/Holt.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (HOLT) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [holt.pine](holt.pine) | | **Signature** | [holt_signature](holt_signature.md) | -### TL;DR - - Holt's exponential smoothing extends simple exponential smoothing (EMA) by adding a second equation that explicitly tracks the local trend. - Parameterized by `period`, `gamma` (default 0). - Output range: Tracks input. diff --git a/lib/trends_IIR/htit/Htit.md b/lib/trends_IIR/htit/Htit.md index e7574edc..bbb4c181 100644 --- a/lib/trends_IIR/htit/Htit.md +++ b/lib/trends_IIR/htit/Htit.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (HTIT) | | **Output range** | Tracks input | | **Warmup** | `12` bars | +| **PineScript** | [htit.pine](htit.pine) | | **Signature** | [htit_signature](htit_signature.md) | -### TL;DR - - 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. diff --git a/lib/trends_IIR/hwma/Hwma.md b/lib/trends_IIR/hwma/Hwma.md index 8e9d64d5..e77b986f 100644 --- a/lib/trends_IIR/hwma/Hwma.md +++ b/lib/trends_IIR/hwma/Hwma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Hwma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [hwma.pine](hwma.pine) | | **Signature** | [hwma_signature](hwma_signature.md) | -### TL;DR - - HWMA is an Infinite Impulse Response (IIR) filter that applies triple exponential smoothing with level (F), velocity (V), and acceleration (A) comp... - Parameterized by `period` (default 10). - Output range: Tracks input. diff --git a/lib/trends_IIR/jma/Jma.md b/lib/trends_IIR/jma/Jma.md index 8718fd54..dca2a3bc 100644 --- a/lib/trends_IIR/jma/Jma.md +++ b/lib/trends_IIR/jma/Jma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Jma) | | **Output range** | $-100$ to $+100$ | | **Warmup** | 1 bar | +| **PineScript** | [jma.pine](jma.pine) | | **Signature** | [jma_signature](jma_signature.md) | -### TL;DR - - JMA (Jurik Moving Average) is Mark Jurik's flagship adaptive smoother, recovered through decompilation of his proprietary AmiBroker/MetaTrader bina... - Parameterized by `period`, `phase` (default 0), `power` (default 0.45). - Output range: $-100$ to $+100$. diff --git a/lib/trends_IIR/kama/Kama.md b/lib/trends_IIR/kama/Kama.md index 3cfee872..69c2dd1e 100644 --- a/lib/trends_IIR/kama/Kama.md +++ b/lib/trends_IIR/kama/Kama.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Kama) | | **Output range** | Tracks input | | **Warmup** | `period + 1` bars | +| **PineScript** | [kama.pine](kama.pine) | | **Signature** | [kama_signature](kama_signature.md) | -### TL;DR - - KAMA (Kaufman's Adaptive Moving Average) is an intelligent moving average that adjusts its smoothing speed based on market noise. - Parameterized by `period` (default 10), `fastperiod` (default 2), `slowperiod` (default 30). - Output range: Tracks input. diff --git a/lib/trends_IIR/lema/Lema.md b/lib/trends_IIR/lema/Lema.md index aecac29b..66cfb494 100644 --- a/lib/trends_IIR/lema/Lema.md +++ b/lib/trends_IIR/lema/Lema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Lema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [lema.pine](lema.pine) | | **Signature** | [lema_signature](lema_signature.md) | -### TL;DR - - LEMA (Leader EMA) adds a smoothed error correction to the standard EMA, creating a moving average that anticipates price movement. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/mama/Mama.md b/lib/trends_IIR/mama/Mama.md index 39c8e500..5d1f5973 100644 --- a/lib/trends_IIR/mama/Mama.md +++ b/lib/trends_IIR/mama/Mama.md @@ -8,11 +8,10 @@ | **Outputs** | Single series (Mama) | | **Output range** | Tracks input | | **Warmup** | `50` bars | +| **PineScript** | [mama.pine](mama.pine) | | **Signature** | [mama_signature](mama_signature.md) | -### TL;DR - - MAMA (MESA Adaptive Moving Average) is a unique adaptive moving average that uses the Hilbert Transform to determine the phase rate of change of th... - Parameterized by `fastlimit` (default 0.5), `slowlimit` (default 0.05). - Output range: Tracks input. diff --git a/lib/trends_IIR/mavp/Mavp.md b/lib/trends_IIR/mavp/Mavp.md index 68de1a97..dd40c308 100644 --- a/lib/trends_IIR/mavp/Mavp.md +++ b/lib/trends_IIR/mavp/Mavp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mavp) | | **Output range** | Tracks input | | **Warmup** | `maxPeriod` bars | - -### TL;DR +| **PineScript** | [mavp.pine](mavp.pine) | - MAVP applies an EMA-style exponential smoothing where the period -- and therefore the smoothing constant alpha -- changes on every bar. - Parameterized by `minperiod` (default 2), `maxperiod` (default 30). diff --git a/lib/trends_IIR/mcnma/Mcnma.md b/lib/trends_IIR/mcnma/Mcnma.md index 78bb5479..e3c7800d 100644 --- a/lib/trends_IIR/mcnma/Mcnma.md +++ b/lib/trends_IIR/mcnma/Mcnma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Mcnma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [mcnma.pine](mcnma.pine) | | **Signature** | [mcnma_signature](mcnma_signature.md) | -### TL;DR - - MCNMA computes $2 \times \text{TEMA}(x, N) - \text{TEMA}(\text{TEMA}(x, N), N)$, applying the DEMA lag-cancellation technique to TEMA itself. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/mgdi/Mgdi.md b/lib/trends_IIR/mgdi/Mgdi.md index 19e9ee3b..820871f4 100644 --- a/lib/trends_IIR/mgdi/Mgdi.md +++ b/lib/trends_IIR/mgdi/Mgdi.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Mgdi) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [mgdi.pine](mgdi.pine) | | **Signature** | [mgdi_signature](mgdi_signature.md) | -### TL;DR - - MGDI (McGinley Dynamic Indicator) looks like a moving average but operates on a fundamentally different principle. - Parameterized by `period` (default 14), `k` (default 0.6). - Output range: Tracks input. diff --git a/lib/trends_IIR/mma/Mma.md b/lib/trends_IIR/mma/Mma.md index 4e157cb5..e599fab6 100644 --- a/lib/trends_IIR/mma/Mma.md +++ b/lib/trends_IIR/mma/Mma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Mma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [mma.pine](mma.pine) | | **Signature** | [mma_signature](mma_signature.md) | -### TL;DR - - MMA (Modified Moving Average) uses a **simple mean** as a baseline, then adds a **weighted correction** based on the position of values within the ... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/nma/Nma.md b/lib/trends_IIR/nma/Nma.md index 2417a84e..ee5e2f2c 100644 --- a/lib/trends_IIR/nma/Nma.md +++ b/lib/trends_IIR/nma/Nma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Nma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [nma.pine](nma.pine) | | **Signature** | [nma_signature](nma_signature.md) | -### TL;DR - - NMA is an adaptive IIR filter whose smoothing ratio is derived from a volatility-weighted square-root kernel analysis of log-price movements over a... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/qema/Qema.md b/lib/trends_IIR/qema/Qema.md index 79483908..6e2b62bf 100644 --- a/lib/trends_IIR/qema/Qema.md +++ b/lib/trends_IIR/qema/Qema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Qema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [qema.pine](qema.pine) | | **Signature** | [qema_signature](qema_signature.md) | -### TL;DR - - QEMA (Quad Exponential Moving Average) is a zero-lag smoothing filter that cascades four EMAs with geometrically ramped alphas and combines them us... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/rema/Rema.md b/lib/trends_IIR/rema/Rema.md index 4604bfa5..5d3f8f57 100644 --- a/lib/trends_IIR/rema/Rema.md +++ b/lib/trends_IIR/rema/Rema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Rema) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [rema.pine](rema.pine) | | **Signature** | [rema_signature](rema_signature.md) | -### TL;DR - - REMA (Regularized Exponential Moving Average) combines exponential smoothing with a regularization term that penalizes deviations from the previous... - Parameterized by `period`, `lambda` (default 0.5). - Output range: Tracks input. diff --git a/lib/trends_IIR/rgma/Rgma.md b/lib/trends_IIR/rgma/Rgma.md index 4dcf1acc..19b8d44e 100644 --- a/lib/trends_IIR/rgma/Rgma.md +++ b/lib/trends_IIR/rgma/Rgma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Rgma) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [rgma.pine](rgma.pine) | | **Signature** | [rgma_signature](rgma_signature.md) | -### TL;DR - - RGMA (Recursive Gaussian Moving Average) approximates Gaussian smoothing by cascading multiple identical exponential moving averages. - Parameterized by `period`, `passes` (default 3). - Output range: Tracks input. diff --git a/lib/trends_IIR/rma/Rma.md b/lib/trends_IIR/rma/Rma.md index e29a049e..ce5ed612 100644 --- a/lib/trends_IIR/rma/Rma.md +++ b/lib/trends_IIR/rma/Rma.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Rma) | | **Output range** | Tracks input | | **Warmup** | `ema.WarmupPeriod` bars | +| **PineScript** | [rma.pine](rma.pine) | | **Signature** | [rma_signature](rma_signature.md) | -### TL;DR - - The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/t3/T3.md b/lib/trends_IIR/t3/T3.md index 35d03566..e4f04a21 100644 --- a/lib/trends_IIR/t3/T3.md +++ b/lib/trends_IIR/t3/T3.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (T3) | | **Output range** | Tracks input | | **Warmup** | `period * 6` bars | +| **PineScript** | [t3.pine](t3.pine) | | **Signature** | [t3_signature](t3_signature.md) | -### TL;DR - - The T3 Moving Average is a hyper-smooth, low-lag filter that cascades six Exponential Moving Averages (EMAs). - Parameterized by `period`, `vfactor` (default 0.7). - Output range: Tracks input. diff --git a/lib/trends_IIR/trama/Trama.md b/lib/trends_IIR/trama/Trama.md index d94629d8..345f5138 100644 --- a/lib/trends_IIR/trama/Trama.md +++ b/lib/trends_IIR/trama/Trama.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Trama) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [trama.pine](trama.pine) | | **Signature** | [trama_signature](trama_signature.md) | -### TL;DR - - TRAMA is an adaptive EMA where the smoothing factor derives from the "trend regularity" of the lookback window, measured as the fraction of bars th... - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/vama/Vama.md b/lib/trends_IIR/vama/Vama.md index 824c9932..2e767fff 100644 --- a/lib/trends_IIR/vama/Vama.md +++ b/lib/trends_IIR/vama/Vama.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vama) | | **Output range** | Tracks input | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [vama.pine](vama.pine) | - Most moving averages use a fixed lookback period. - Parameterized by `baselength` (default 20), `shortatrperiod` (default 10), `longatrperiod` (default 50), `minlength` (default 5), `maxlength` (default 100). diff --git a/lib/trends_IIR/vidya/Vidya.md b/lib/trends_IIR/vidya/Vidya.md index 7f454bb8..44573a29 100644 --- a/lib/trends_IIR/vidya/Vidya.md +++ b/lib/trends_IIR/vidya/Vidya.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Vidya) | | **Output range** | Tracks input | | **Warmup** | `period` bars | +| **PineScript** | [vidya.pine](vidya.pine) | | **Signature** | [vidya_signature](vidya_signature.md) | -### TL;DR - - The Variable Index Dynamic Average (VIDYA) is an adaptive moving average that automatically adjusts its smoothing speed based on market volatility. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/yzvama/Yzvama.md b/lib/trends_IIR/yzvama/Yzvama.md index 0fa9b056..1d85248b 100644 --- a/lib/trends_IIR/yzvama/Yzvama.md +++ b/lib/trends_IIR/yzvama/Yzvama.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Yzvama) | | **Output range** | Tracks input | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [yzvama.pine](yzvama.pine) | - Most adaptive moving averages measure volatility using close-to-close changes (standard deviation) or high-low ranges (ATR). - Parameterized by `yzvshortperiod` (default 3), `yzvlongperiod` (default 50), `percentilelookback` (default 100), `minlength` (default 5), `maxlength` (default 100). diff --git a/lib/trends_IIR/zldema/Zldema.md b/lib/trends_IIR/zldema/Zldema.md index 71e8512a..d7bb60ad 100644 --- a/lib/trends_IIR/zldema/Zldema.md +++ b/lib/trends_IIR/zldema/Zldema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Zldema) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars | +| **PineScript** | [zldema.pine](zldema.pine) | | **Signature** | [zldema_signature](zldema_signature.md) | -### TL;DR - - ZLDEMA takes a standard DEMA and feeds it a **zero-lag signal**: current price minus a lagged price. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/zlema/Zlema.md b/lib/trends_IIR/zlema/Zlema.md index 53d38d34..05cb1c4b 100644 --- a/lib/trends_IIR/zlema/Zlema.md +++ b/lib/trends_IIR/zlema/Zlema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Zlema) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars | +| **PineScript** | [zlema.pine](zlema.pine) | | **Signature** | [zlema_signature](zlema_signature.md) | -### TL;DR - - ZLEMA takes a standard EMA and feeds it a **zero-lag signal**: current price minus a lagged price. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/trends_IIR/zltema/Zltema.md b/lib/trends_IIR/zltema/Zltema.md index 4798f465..b84655f6 100644 --- a/lib/trends_IIR/zltema/Zltema.md +++ b/lib/trends_IIR/zltema/Zltema.md @@ -8,10 +8,9 @@ | **Outputs** | Single series (Zltema) | | **Output range** | Tracks input | | **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars | +| **PineScript** | [zltema.pine](zltema.pine) | | **Signature** | [zltema_signature](zltema_signature.md) | -### TL;DR - - ZLTEMA takes a standard TEMA and feeds it a **zero-lag signal**: current price minus a lagged price. - Parameterized by `period`. - Output range: Tracks input. diff --git a/lib/volatility/adr/Adr.md b/lib/volatility/adr/Adr.md index 7bc1d4b1..9d01764b 100644 --- a/lib/volatility/adr/Adr.md +++ b/lib/volatility/adr/Adr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Adr) | | **Output range** | $\geq 0$ | | **Warmup** | `ma.WarmupPeriod` bars | - -### TL;DR +| **PineScript** | [adr.pine](adr.pine) | - The Average Daily Range (ADR) measures the average distance between High and Low prices over a specified period. - Parameterized by `period`, `method` (default adrmethod.sma). diff --git a/lib/volatility/atr/Atr.md b/lib/volatility/atr/Atr.md index a99e2373..5008fe67 100644 --- a/lib/volatility/atr/Atr.md +++ b/lib/volatility/atr/Atr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Atr) | | **Output range** | $\geq 0$ | | **Warmup** | `rma.WarmupPeriod` bars | - -### TL;DR +| **PineScript** | [atr.pine](atr.pine) | - The Average True Range measures market "heat" with complete disregard for direction. - Parameterized by `period`. diff --git a/lib/volatility/atrn/Atrn.md b/lib/volatility/atrn/Atrn.md index 5fe34001..3d1bedc2 100644 --- a/lib/volatility/atrn/Atrn.md +++ b/lib/volatility/atrn/Atrn.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Atrn) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [atrn.pine](atrn.pine) | - ATRN transforms the absolute ATR into a relative measure by normalizing it to a [0,1] scale using min-max scaling over a lookback window. - Parameterized by `period`. diff --git a/lib/volatility/bbw/Bbw.md b/lib/volatility/bbw/Bbw.md index 0ec53c14..2b3238a4 100644 --- a/lib/volatility/bbw/Bbw.md +++ b/lib/volatility/bbw/Bbw.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Bbw) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [bbw.pine](bbw.pine) | - Bollinger Band Width measures the distance between upper and lower Bollinger Bands, normalized by the middle band. - Parameterized by `period`, `multiplier` (default 2.0). diff --git a/lib/volatility/bbwn/Bbwn.md b/lib/volatility/bbwn/Bbwn.md index 185eb29a..b1c58e37 100644 --- a/lib/volatility/bbwn/Bbwn.md +++ b/lib/volatility/bbwn/Bbwn.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Bbwn) | | **Output range** | $\geq 0$ | | **Warmup** | `period + lookback` bars | - -### TL;DR +| **PineScript** | [bbwn.pine](bbwn.pine) | - Bollinger Band Width Normalized (BBWN) extends the standard BBW by normalizing it to a [0,1] range based on historical minimum and maximum values o... - Parameterized by `period`, `multiplier` (default 2.0), `lookback` (default 252). diff --git a/lib/volatility/bbwp/Bbwp.md b/lib/volatility/bbwp/Bbwp.md index fb52bd26..a0cefec5 100644 --- a/lib/volatility/bbwp/Bbwp.md +++ b/lib/volatility/bbwp/Bbwp.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Bbwp) | | **Output range** | $\geq 0$ | | **Warmup** | `period + lookback` bars | - -### TL;DR +| **PineScript** | [bbwp.pine](bbwp.pine) | - BBWP (Bollinger Band Width Percentile) measures where the current Bollinger Band Width falls within its historical distribution, expressing the res... - Parameterized by `period`, `multiplier` (default 2.0), `lookback` (default 252). diff --git a/lib/volatility/ccv/Ccv.md b/lib/volatility/ccv/Ccv.md index 46f00674..4bc4be8b 100644 --- a/lib/volatility/ccv/Ccv.md +++ b/lib/volatility/ccv/Ccv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ccv) | | **Output range** | $\geq 0$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [ccv.pine](ccv.pine) | - Close-to-Close Volatility (CCV) calculates the annualized standard deviation of logarithmic returns using only closing prices. - Parameterized by `period`, `method` (default 1). diff --git a/lib/volatility/cv/Cv.md b/lib/volatility/cv/Cv.md index d14c8d25..79e5a40f 100644 --- a/lib/volatility/cv/Cv.md +++ b/lib/volatility/cv/Cv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cv) | | **Output range** | $\geq 0$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [cv.pine](cv.pine) | - Conditional Volatility (CV) implements the GARCH(1,1) model for volatility forecasting, the most widely used time-varying volatility model in finan... - Parameterized by `period` (default 20), `alpha` (default 0.2), `beta` (default 0.7). diff --git a/lib/volatility/cvi/Cvi.md b/lib/volatility/cvi/Cvi.md index 21e6cd55..dd75d1bd 100644 --- a/lib/volatility/cvi/Cvi.md +++ b/lib/volatility/cvi/Cvi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Cvi) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [cvi.pine](cvi.pine) | - Chaikin's Volatility (CVI) measures the rate of change of the EMA-smoothed high-low trading range. - Parameterized by `roclength` (default 10), `smoothlength` (default 10). diff --git a/lib/volatility/etherm/Etherm.md b/lib/volatility/etherm/Etherm.md index ed5f3f72..17ef39f1 100644 --- a/lib/volatility/etherm/Etherm.md +++ b/lib/volatility/etherm/Etherm.md @@ -8,8 +8,7 @@ | **Outputs** | Temperature + Signal (EMA) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [etherm.pine](etherm.pine) | - Elder's Thermometer (ETHERM) measures how far today's price bar protrudes beyond yesterday's range, capturing the maximum outward extension in either direction. - Parameterized by `period` (default 22) for the EMA signal line. @@ -123,4 +122,4 @@ Not beneficial — the recursive EMA dependency prevents vectorization. Each bar ## References - **Elder, Alexander** (2002). *Come Into My Trading Room: A Complete Guide to Trading*, Wiley. p. 162. -- **Elder, Alexander** (1993). *Trading for a Living*, Wiley. (Earlier discussion of volatility-based stops.) \ No newline at end of file +- **Elder, Alexander** (1993). *Trading for a Living*, Wiley. (Earlier discussion of volatility-based stops.) diff --git a/lib/volatility/ewma/Ewma.md b/lib/volatility/ewma/Ewma.md index 50fa4002..08968494 100644 --- a/lib/volatility/ewma/Ewma.md +++ b/lib/volatility/ewma/Ewma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (EWMA) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ewma.pine](ewma.pine) | - EWMA Volatility calculates market volatility using an exponentially weighted moving average of squared log returns with bias correction. - Parameterized by `period` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/gkv/Gkv.md b/lib/volatility/gkv/Gkv.md index f8c064ba..282c4888 100644 --- a/lib/volatility/gkv/Gkv.md +++ b/lib/volatility/gkv/Gkv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Gkv) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [gkv.pine](gkv.pine) | - Garman-Klass Volatility (GKV) is a range-based volatility estimator that uses all four OHLC prices to provide more efficient volatility estimates t... - Parameterized by `period` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/hlv/Hlv.md b/lib/volatility/hlv/Hlv.md index 74c9ab31..dc7435af 100644 --- a/lib/volatility/hlv/Hlv.md +++ b/lib/volatility/hlv/Hlv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Hlv) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [hlv.pine](hlv.pine) | - *Also known as: PV (Parkinson Volatility)* - Parameterized by `period` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/hv/Hv.md b/lib/volatility/hv/Hv.md index 7f9002e4..fefc4f59 100644 --- a/lib/volatility/hv/Hv.md +++ b/lib/volatility/hv/Hv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Hv) | | **Output range** | $\geq 0$ | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [hv.pine](hv.pine) | - Historical Volatility (HV), also known as close-to-close volatility or realized volatility, is the classical measure of price volatility using the ... - Parameterized by `period` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/jvolty/Jvolty.md b/lib/volatility/jvolty/Jvolty.md index 62c10801..7209b295 100644 --- a/lib/volatility/jvolty/Jvolty.md +++ b/lib/volatility/jvolty/Jvolty.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Jvolty) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [jvolty.pine](jvolty.pine) | - Jurik Volatility (JVOLTY) is the adaptive volatility component extracted from Mark Jurik's JMA algorithm. - Parameterized by `period`. diff --git a/lib/volatility/jvoltyn/Jvoltyn.md b/lib/volatility/jvoltyn/Jvoltyn.md index 929e3d94..6ad78aa8 100644 --- a/lib/volatility/jvoltyn/Jvoltyn.md +++ b/lib/volatility/jvoltyn/Jvoltyn.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Jvoltyn) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [jvoltyn.pine](jvoltyn.pine) | - Normalized Jurik Volatility (JVOLTYN) maps the raw JVOLTY dynamic exponent to a 0-100 scale. - Parameterized by `period`. diff --git a/lib/volatility/massi/Massi.md b/lib/volatility/massi/Massi.md index 270c300d..3d343a08 100644 --- a/lib/volatility/massi/Massi.md +++ b/lib/volatility/massi/Massi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Massi) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [massi.pine](massi.pine) | - The Mass Index, developed by Donald Dorsey and introduced in the June 1992 issue of *Technical Analysis of Stocks & Commodities*, identifies potent... - Parameterized by `emalength` (default 9), `sumlength` (default 25). diff --git a/lib/volatility/natr/Natr.md b/lib/volatility/natr/Natr.md index 8fc49977..e2c769ef 100644 --- a/lib/volatility/natr/Natr.md +++ b/lib/volatility/natr/Natr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Natr) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [natr.pine](natr.pine) | - NATR normalizes the Average True Range (ATR) as a percentage of the closing price. - Parameterized by `period` (default 14). diff --git a/lib/volatility/rsv/Rsv.md b/lib/volatility/rsv/Rsv.md index 7afaa553..ae05db95 100644 --- a/lib/volatility/rsv/Rsv.md +++ b/lib/volatility/rsv/Rsv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rsv) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [rsv.pine](rsv.pine) | - Rogers-Satchell Volatility (RSV) is a drift-adjusted OHLC-based volatility estimator that uses all four price points (Open, High, Low, Close) to pr... - Parameterized by `period` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/rv/Rv.md b/lib/volatility/rv/Rv.md index 49943cf2..9a590d35 100644 --- a/lib/volatility/rv/Rv.md +++ b/lib/volatility/rv/Rv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rv) | | **Output range** | $\geq 0$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [rv.pine](rv.pine) | - Realized Volatility (RV) measures price volatility using the sum of squared logarithmic returns over a rolling window, then applying SMA smoothing ... - Parameterized by `period` (default 5), `smoothingperiod` (default 20), `annualize` (default true), `annualperiods` (default 252). diff --git a/lib/volatility/rvi/Rvi.md b/lib/volatility/rvi/Rvi.md index 57fc36c6..4da3dd82 100644 --- a/lib/volatility/rvi/Rvi.md +++ b/lib/volatility/rvi/Rvi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Rvi) | | **Output range** | $0$ to $100$ | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [rvi.pine](rvi.pine) | - The Relative Volatility Index (RVI) implements Dorsey's **revised (1995)** version: computes original RVI separately on High and Low series, then averages. - When fed single-price data (TValue), both channels receive the same value, reducing to the original (1993) formula. diff --git a/lib/volatility/tr/Tr.md b/lib/volatility/tr/Tr.md index 62f7508d..63422b85 100644 --- a/lib/volatility/tr/Tr.md +++ b/lib/volatility/tr/Tr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TR) | | **Output range** | $\geq 0$ | | **Warmup** | `1` bars | - -### TL;DR +| **PineScript** | [tr.pine](tr.pine) | - True Range (TR) is a volatility measure that captures the maximum price movement for each bar, including any gap from the previous close. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volatility/ui/Ui.md b/lib/volatility/ui/Ui.md index 67f2486f..8e29b396 100644 --- a/lib/volatility/ui/Ui.md +++ b/lib/volatility/ui/Ui.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Ui) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [ui.pine](ui.pine) | - Ulcer Index (UI) is a downside volatility measure that quantifies the depth and duration of drawdowns from recent highs. - Parameterized by `period` (default 14). diff --git a/lib/volatility/vov/Vov.md b/lib/volatility/vov/Vov.md index 5a1d86b0..97f56850 100644 --- a/lib/volatility/vov/Vov.md +++ b/lib/volatility/vov/Vov.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vov) | | **Output range** | $\geq 0$ | | **Warmup** | `volatilityPeriod + vovPeriod - 1` bars | - -### TL;DR +| **PineScript** | [vov.pine](vov.pine) | - Volatility of Volatility (VOV) measures the standard deviation of volatility itself, quantifying how much volatility fluctuates over time. - Parameterized by `volatilityperiod` (default 20), `vovperiod` (default 10). diff --git a/lib/volatility/vr/Vr.md b/lib/volatility/vr/Vr.md index cc16bfe6..1a7ecad2 100644 --- a/lib/volatility/vr/Vr.md +++ b/lib/volatility/vr/Vr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vr) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [vr.pine](vr.pine) | - Volatility Ratio (VR) measures the current bar's True Range relative to its Average True Range (ATR), providing a normalized indicator of short-ter... - Parameterized by `period` (default 14). diff --git a/lib/volatility/yzv/Yzv.md b/lib/volatility/yzv/Yzv.md index b6bd38eb..82800bda 100644 --- a/lib/volatility/yzv/Yzv.md +++ b/lib/volatility/yzv/Yzv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Yzv) | | **Output range** | $\geq 0$ | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [yzv.pine](yzv.pine) | - Yang-Zhang Volatility is a sophisticated volatility estimator that combines overnight (close-to-open) returns with Rogers-Satchell intraday volatil... - Parameterized by `period` (default 20). diff --git a/lib/volatility/yzv/yzv.pine b/lib/volatility/yzv/yzv.pine index fc4652e6..f19db7e2 100644 --- a/lib/volatility/yzv/yzv.pine +++ b/lib/volatility/yzv/yzv.pine @@ -27,7 +27,7 @@ yzv(int length) => raw_rma_val := (nz(raw_rma_val[1]) * (length - 1) + s_sq_daily) / length e_comp_val := (1.0 - rma_alpha) * e_comp_val smoothed_s_sq := e_comp_val > EPSILON_YZV ? raw_rma_val / (1.0 - e_comp_val) : raw_rma_val - result = math.sqrt(smoothed_s_sq) + result = math.sqrt(math.max(0.0, nz(smoothed_s_sq))) result // Inputs diff --git a/lib/volume/adl/Adl.md b/lib/volume/adl/Adl.md index 2046e2ff..aff18461 100644 --- a/lib/volume/adl/Adl.md +++ b/lib/volume/adl/Adl.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (ADL) | | **Output range** | Unbounded | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [adl.pine](adl.pine) | - The Accumulation/Distribution Line (ADL) is the bedrock of volume analysis. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/adosc/Adosc.md b/lib/volume/adosc/Adosc.md index 5a2adfa9..d9acd491 100644 --- a/lib/volume/adosc/Adosc.md +++ b/lib/volume/adosc/Adosc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Adosc) | | **Output range** | Unbounded | | **Warmup** | `slowPeriod` bars | - -### TL;DR +| **PineScript** | [adosc.pine](adosc.pine) | - The Chaikin Oscillator (ADOSC) is an indicator of an indicator. - Parameterized by `fastperiod` (default 3), `slowperiod` (default 10). diff --git a/lib/volume/aobv/Aobv.md b/lib/volume/aobv/Aobv.md index 2be193cb..c5bb0df9 100644 --- a/lib/volume/aobv/Aobv.md +++ b/lib/volume/aobv/Aobv.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (LastFast, LastSlow) | | **Output range** | Unbounded | | **Warmup** | `> SlowPeriod` bars | - -### TL;DR +| **PineScript** | [aobv.pine](aobv.pine) | - Archer On-Balance Volume (AOBV) applies dual exponential smoothing to the classic On-Balance Volume indicator, creating a responsive yet noise-filt... - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/cmf/Cmf.md b/lib/volume/cmf/Cmf.md index fe09af19..d027d177 100644 --- a/lib/volume/cmf/Cmf.md +++ b/lib/volume/cmf/Cmf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (CMF) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [cmf.pine](cmf.pine) | - Chaikin Money Flow (CMF) is the normalized cousin of the Accumulation/Distribution Line. - Parameterized by `period` (default 20). diff --git a/lib/volume/efi/Efi.md b/lib/volume/efi/Efi.md index e89f91e6..c82e147a 100644 --- a/lib/volume/efi/Efi.md +++ b/lib/volume/efi/Efi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (EFI) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [efi.pine](efi.pine) | - Elder's Force Index (EFI) quantifies the buying and selling pressure behind price movements by multiplying price change by volume. - Parameterized by `period` (default 13). diff --git a/lib/volume/eom/Eom.md b/lib/volume/eom/Eom.md index ffdea07a..0eaba6ae 100644 --- a/lib/volume/eom/Eom.md +++ b/lib/volume/eom/Eom.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Eom) | | **Output range** | Unbounded | | **Warmup** | `period + 1` bars | - -### TL;DR +| **PineScript** | [eom.pine](eom.pine) | - Ease of Movement (EOM) quantifies how easily price moves relative to volume. - Parameterized by `period` (default 14), `volumescale` (default 10000). diff --git a/lib/volume/evwma/Evwma.md b/lib/volume/evwma/Evwma.md index c6947271..e9d46818 100644 --- a/lib/volume/evwma/Evwma.md +++ b/lib/volume/evwma/Evwma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (EVWMA) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [evwma.pine](evwma.pine) | - EVWMA (Elastic Volume Weighted Moving Average) is a volume-adaptive moving average that weights each bar's contribution to the average by its volum... - Parameterized by `period` (default 20). diff --git a/lib/volume/iii/Iii.md b/lib/volume/iii/Iii.md index 122ad448..fbd1bdc5 100644 --- a/lib/volume/iii/Iii.md +++ b/lib/volume/iii/Iii.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (III) | | **Output range** | Unbounded | | **Warmup** | `period` bars | - -### TL;DR +| **PineScript** | [iii.pine](iii.pine) | - The Intraday Intensity Index (III) measures buying and selling pressure by analyzing where the close price falls within the high-low range, weighte... - Parameterized by `period` (default 14), `cumulative` (default false). diff --git a/lib/volume/kvo/Kvo.md b/lib/volume/kvo/Kvo.md index ad385d76..73afaab5 100644 --- a/lib/volume/kvo/Kvo.md +++ b/lib/volume/kvo/Kvo.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Kvo) | | **Output range** | Unbounded | | **Warmup** | `slowPeriod` bars | - -### TL;DR +| **PineScript** | [kvo.pine](kvo.pine) | - The Klinger Volume Oscillator (KVO), developed by Stephen Klinger in the 1970s, measures the long-term trend of money flow while remaining sensitiv... - Parameterized by `fastperiod` (default 34), `slowperiod` (default 55), `signalperiod` (default 13). diff --git a/lib/volume/mfi/Mfi.md b/lib/volume/mfi/Mfi.md index 4dbfca2c..727a3d12 100644 --- a/lib/volume/mfi/Mfi.md +++ b/lib/volume/mfi/Mfi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Mfi) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [mfi.pine](mfi.pine) | - Money Flow Index is the volume-weighted cousin of RSI. - Parameterized by `period` (default 14). diff --git a/lib/volume/nvi/Nvi.md b/lib/volume/nvi/Nvi.md index 5e90654d..bede9152 100644 --- a/lib/volume/nvi/Nvi.md +++ b/lib/volume/nvi/Nvi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Nvi) | | **Output range** | Unbounded | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [nvi.pine](nvi.pine) | - The Negative Volume Index tracks price changes exclusively on days when trading volume decreases compared to the previous day. - Parameterized by `startvalue` (default 100.0). diff --git a/lib/volume/obv/Obv.md b/lib/volume/obv/Obv.md index 1b362a05..4740c344 100644 --- a/lib/volume/obv/Obv.md +++ b/lib/volume/obv/Obv.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (OBV) | | **Output range** | Unbounded | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [obv.pine](obv.pine) | - On Balance Volume distills the relationship between price and volume into a single cumulative indicator. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/pvd/Pvd.md b/lib/volume/pvd/Pvd.md index 186c8d90..9c703aab 100644 --- a/lib/volume/pvd/Pvd.md +++ b/lib/volume/pvd/Pvd.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pvd) | | **Output range** | Unbounded | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [pvd.pine](pvd.pine) | - Price Volume Divergence (PVD) quantifies the disagreement between price momentum and volume momentum. - Parameterized by `priceperiod` (default 14), `volumeperiod` (default 14), `smoothingperiod` (default 3). diff --git a/lib/volume/pvi/Pvi.md b/lib/volume/pvi/Pvi.md index 5c8454b5..f67dd915 100644 --- a/lib/volume/pvi/Pvi.md +++ b/lib/volume/pvi/Pvi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Pvi) | | **Output range** | Unbounded | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [pvi.pine](pvi.pine) | - The Positive Volume Index tracks price changes exclusively on days when trading volume increases compared to the previous day. - Parameterized by `startvalue` (default 100.0). diff --git a/lib/volume/pvo/Pvo.md b/lib/volume/pvo/Pvo.md index 91702abe..b98f9f22 100644 --- a/lib/volume/pvo/Pvo.md +++ b/lib/volume/pvo/Pvo.md @@ -8,8 +8,7 @@ | **Outputs** | Multiple series (Signal, Histogram) | | **Output range** | Unbounded | | **Warmup** | `slowPeriod` bars | - -### TL;DR +| **PineScript** | [pvo.pine](pvo.pine) | - The Percentage Volume Oscillator (PVO) measures the difference between two exponential moving averages of volume, expressed as a percentage of the ... - Parameterized by `fastperiod` (default 12), `slowperiod` (default 26), `signalperiod` (default 9). diff --git a/lib/volume/pvr/Pvr.md b/lib/volume/pvr/Pvr.md index 095a280c..e5a0f703 100644 --- a/lib/volume/pvr/Pvr.md +++ b/lib/volume/pvr/Pvr.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PVR) | | **Output range** | Unbounded | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [pvr.pine](pvr.pine) | - Price Volume Rank distills the price-volume relationship into a simple categorical indicator. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/pvt/Pvt.md b/lib/volume/pvt/Pvt.md index 8356f4c5..50add2cd 100644 --- a/lib/volume/pvt/Pvt.md +++ b/lib/volume/pvt/Pvt.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (PVT) | | **Output range** | Unbounded | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [pvt.pine](pvt.pine) | - Price Volume Trend refines the OBV concept by weighting volume according to the percentage price change rather than using an all-or-nothing approach. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/tvi/Tvi.md b/lib/volume/tvi/Tvi.md index 8a9f5731..84e43eff 100644 --- a/lib/volume/tvi/Tvi.md +++ b/lib/volume/tvi/Tvi.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Tvi) | | **Output range** | Unbounded | | **Warmup** | `> 2` bars | - -### TL;DR +| **PineScript** | [tvi.pine](tvi.pine) | - Trade Volume Index refines the relationship between price and volume by introducing a threshold filter. - Parameterized by `mintick` (default 0.125). diff --git a/lib/volume/twap/Twap.md b/lib/volume/twap/Twap.md index 0ecccb0f..25dc8f28 100644 --- a/lib/volume/twap/Twap.md +++ b/lib/volume/twap/Twap.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (TWAP) | | **Output range** | Unbounded | | **Warmup** | `> 1` bars | - -### TL;DR +| **PineScript** | [twap.pine](twap.pine) | - Time Weighted Average Price (TWAP) calculates the average price over a period by giving equal weight to each price point, regardless of volume. - Parameterized by `period` (default defaultperiod). diff --git a/lib/volume/va/Va.md b/lib/volume/va/Va.md index 2762ec95..c461fadf 100644 --- a/lib/volume/va/Va.md +++ b/lib/volume/va/Va.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (VA) | | **Output range** | Unbounded | | **Warmup** | `> 1` bars | - -### TL;DR +| **PineScript** | [va.pine](va.pine) | - Volume Accumulation (VA) measures the cumulative flow of volume weighted by where price closes relative to the bar's midpoint. - No configurable parameters; computation is stateless per bar. diff --git a/lib/volume/vf/Vf.md b/lib/volume/vf/Vf.md index 461e71bc..8ebd7d8f 100644 --- a/lib/volume/vf/Vf.md +++ b/lib/volume/vf/Vf.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vf) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [vf.pine](vf.pine) | - Volume Force (VF) quantifies the strength of volume behind price movements by multiplying price change by volume and applying EMA smoothing with wa... - Parameterized by `period` (default 14). diff --git a/lib/volume/vo/Vo.md b/lib/volume/vo/Vo.md index e975d808..1d460f92 100644 --- a/lib/volume/vo/Vo.md +++ b/lib/volume/vo/Vo.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vo) | | **Output range** | Unbounded | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [vo.pine](vo.pine) | - The Volume Oscillator (VO) measures the difference between two moving averages of volume, expressed as a percentage. - Parameterized by `shortperiod` (default 5), `longperiod` (default 10), `signalperiod` (default 10). diff --git a/lib/volume/vroc/Vroc.md b/lib/volume/vroc/Vroc.md index 3c6cfbbb..139d84dc 100644 --- a/lib/volume/vroc/Vroc.md +++ b/lib/volume/vroc/Vroc.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (Vroc) | | **Output range** | Unbounded | | **Warmup** | `> period + 1` bars | - -### TL;DR +| **PineScript** | [vroc.pine](vroc.pine) | - VROC (Volume Rate of Change) measures the percentage or absolute change in volume over a specified lookback period. - Parameterized by `period` (default 12), `usepercent` (default true). diff --git a/lib/volume/vwad/Vwad.md b/lib/volume/vwad/Vwad.md index afb4bd66..94a43da5 100644 --- a/lib/volume/vwad/Vwad.md +++ b/lib/volume/vwad/Vwad.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (VWAD) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [vwad.pine](vwad.pine) | - Volume Weighted Accumulation/Distribution (VWAD) takes the classic ADL concept and asks a sharper question: not just "where did the close fall in t... - Parameterized by `period` (default 20). diff --git a/lib/volume/vwap/Vwap.md b/lib/volume/vwap/Vwap.md index 93ea3324..b0019cf7 100644 --- a/lib/volume/vwap/Vwap.md +++ b/lib/volume/vwap/Vwap.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (VWAP) | | **Output range** | Unbounded | | **Warmup** | `> 1` bars | - -### TL;DR +| **PineScript** | [vwap.pine](vwap.pine) | - VWAP (Volume Weighted Average Price) calculates the cumulative average price weighted by trading volume, typically reset at session boundaries. - Parameterized by `period` (default 0). diff --git a/lib/volume/vwma/Vwma.md b/lib/volume/vwma/Vwma.md index 8c9435e6..1196b59e 100644 --- a/lib/volume/vwma/Vwma.md +++ b/lib/volume/vwma/Vwma.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (VWMA) | | **Output range** | Unbounded | | **Warmup** | `> period` bars | - -### TL;DR +| **PineScript** | [vwma.pine](vwma.pine) | - VWMA (Volume Weighted Moving Average) calculates a moving average where each price is weighted by its corresponding volume over a specified lookbac... - Parameterized by `period` (default 20). diff --git a/lib/volume/wad/Wad.md b/lib/volume/wad/Wad.md index 12548f97..bfa6e42d 100644 --- a/lib/volume/wad/Wad.md +++ b/lib/volume/wad/Wad.md @@ -8,8 +8,7 @@ | **Outputs** | Single series (WAD) | | **Output range** | Unbounded | | **Warmup** | 1 bar | - -### TL;DR +| **PineScript** | [wad.pine](wad.pine) | - Williams Accumulation/Distribution (WAD) is Larry Williams' contribution to the volume analysis toolkit. - No configurable parameters; computation is stateless per bar.