mirror of
https://github.com/mihakralj/QuanTAlib.git
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docs: add PineScript links to all indicator .md files, docsify .pine renderer with comprehensive Prism v6 syntax highlighting
- Added PineScript row to property tables in 375 .md files linking to companion .pine files - Docsify plugin intercepts .pine link clicks, fetches and renders content as syntax-highlighted code blocks - Comprehensive Prism.languages.pine grammar covering 18 token categories: annotations, types, qualifiers, namespaces, OHLCV builtins, functions, keywords, operators - Custom CSS tokens using GitHub dark palette for Pine-specific visual differentiation
This commit is contained in:
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| **Outputs** | Single series (Huber) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [huber.pine](huber.pine) |
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- Huber Loss is a hybrid loss function that combines the best properties of Mean Squared Error (MSE) and Mean Absolute Error (MAE).
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- Parameterized by `period`, `delta` (default 1.345).
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| **Outputs** | Single series (LogCosh) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [logcosh.pine](logcosh.pine) |
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- Log-Cosh Loss combines the best properties of L1 (absolute) and L2 (squared) error metrics through the logarithm of the hyperbolic cosine function.
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- Parameterized by `period`.
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| **Outputs** | Single series (MAAPE) |
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| **Output range** | $[0, \pi/2]$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [maape.pine](maape.pine) |
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- Mean Arctangent Absolute Percentage Error (MAAPE) transforms percentage errors through the arctangent function, naturally bounding the metric betwe...
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- Parameterized by `period`.
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| **Outputs** | Single series (MAE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mae.pine](mae.pine) |
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- Mean Absolute Error (MAE) measures the average magnitude of errors in a set of predictions, without considering their direction.
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- Parameterized by `period`.
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| **Outputs** | Single series (MAPD) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mapd.pine](mapd.pine) |
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- Mean Absolute Percentage Deviation (MAPD) measures the average absolute percentage difference between actual and predicted values, using the predic...
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- Parameterized by `period`.
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| **Outputs** | Single series (MAPE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mape.pine](mape.pine) |
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- Mean Absolute Percentage Error (MAPE) measures the average absolute percentage difference between actual and predicted values.
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- Parameterized by `period`.
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| **Outputs** | Single series (Mase) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period + 1` bars |
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### TL;DR
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| **PineScript** | [mase.pine](mase.pine) |
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- Mean Absolute Scaled Error (MASE) normalizes forecast errors by the average error of a naive "random walk" forecast (using the previous value as th...
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- Parameterized by `period`.
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| **Outputs** | Single series (Mdae) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mdae.pine](mdae.pine) |
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- Median Absolute Error (MdAE) measures the middle value of all absolute errors.
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- Parameterized by `period`.
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| **Outputs** | Single series (Mdape) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mdape.pine](mdape.pine) |
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- Median Absolute Percentage Error (MdAPE) combines the scale-independence of percentage errors with the robustness of median statistics.
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- Parameterized by `period`.
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+1
-2
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| **Outputs** | Single series (ME) |
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| **Output range** | Any (positive or negative) |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [me.pine](me.pine) |
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- Mean Error (ME), also known as Mean Bias Error, measures the average error between actual and predicted values while preserving the sign.
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- Parameterized by `period`.
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| **Outputs** | Single series (MPE) |
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| **Output range** | Any (positive or negative) |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mpe.pine](mpe.pine) |
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- Mean Percentage Error measures the average percentage difference between actual and predicted values while preserving the sign.
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- Parameterized by `period`.
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| **Outputs** | Single series (MRAE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mrae.pine](mrae.pine) |
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- Mean Relative Absolute Error (MRAE) measures the average magnitude of errors relative to the actual values.
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- Parameterized by `period`.
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| **Outputs** | Single series (MSE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [mse.pine](mse.pine) |
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- Mean Squared Error (MSE) measures the average of the squares of the errors between actual and predicted values.
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- Parameterized by `period`.
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| **Outputs** | Single series (MSLE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [msle.pine](msle.pine) |
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- Mean Squared Logarithmic Error transforms both actual and predicted values through logarithms before computing squared error.
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- Parameterized by `period`.
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| **Outputs** | Single series (PseudoHuber) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [pseudohuber.pine](pseudohuber.pine) |
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- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
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- Parameterized by `period`, `delta` (default 1.0).
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| **Outputs** | Single series (QuantileLoss) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [quantileloss.pine](quantileloss.pine) |
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- Quantile Loss (also called Pinball Loss) measures prediction accuracy with asymmetric penalties for over-prediction versus under-prediction.
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- Parameterized by `period`, `quantile` (default 0.5).
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| **Outputs** | Single series (Rae) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [rae.pine](rae.pine) |
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- Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor ...
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- Parameterized by `period`.
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| **Outputs** | Single series (RMSE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [rmse.pine](rmse.pine) |
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- 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...
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- Parameterized by `period`.
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| **Outputs** | Single series (RMSLE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [rmsle.pine](rmsle.pine) |
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- Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units.
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- Parameterized by `period`.
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| **Outputs** | Single series (Rse) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [rse.pine](rse.pine) |
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- Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor tha...
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- Parameterized by `period`.
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| **Outputs** | Single series (R²) |
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| **Output range** | $(-\infty, 1]$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [rsquared.pine](rsquared.pine) |
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- The Coefficient of Determination (R²) measures the proportion of variance in the actual values that is predictable from the predicted values.
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- Parameterized by `period`.
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| **Outputs** | Single series (SMAPE) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [smape.pine](smape.pine) |
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- Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the sam...
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- Parameterized by `period`.
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| **Outputs** | Single series (TheilU) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [theilu.pine](theilu.pine) |
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- Theil's U Statistic measures forecast accuracy relative to a naive no-change forecast.
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- Parameterized by `period`.
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| **Outputs** | Single series (TukeyBiweight) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [tukeybiweight.pine](tukeybiweight.pine) |
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- Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold.
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- Parameterized by `period`, `c` (default defaultc).
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| **Outputs** | Single series (Wmape) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [wmape.pine](wmape.pine) |
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- Weighted Mean Absolute Percentage Error (WMAPE) adjusts MAPE by weighting each error by the magnitude of the actual value.
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- Parameterized by `period`.
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| **Outputs** | Single series (Wrmse) |
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| **Output range** | $\geq 0$ |
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| **Warmup** | `period` bars |
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### TL;DR
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| **PineScript** | [wrmse.pine](wrmse.pine) |
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- WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent ob...
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- Parameterized by `period`.
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