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Add documentation links for various volatility indicators and channels

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- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
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Miha Kralj
2026-02-18 11:55:48 -08:00
parent 79c0d72d0a
commit 24e86d762a
332 changed files with 19813 additions and 323 deletions
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docs/indicators.md
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@@ -92,23 +92,36 @@ Signal processing filters adapted for financial time series. Designed to separat
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**AGC**](../lib/filters/agc/Agc.md) | Automatic Gain Control | Ehlers amplitude normalization via peak tracking |
| [**ALAGUERRE**](../lib/filters/alaguerre/ALaguerre.md) | Adaptive Laguerre Filter | Ehlers variable-alpha from tracking error |
| [**BAXTERKING**](../lib/filters/baxterking/BaxterKing.md) | Baxter-King Band-Pass Filter | Symmetric FIR band-pass for cycle extraction |
| [**CFITZ**](../lib/filters/cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass, random-walk optimal |
| [**BESSEL**](../lib/filters/bessel/Bessel.md) | Bessel Filter | Maximally flat group delay |
| [**BILATERAL**](../lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing |
| [**BPF**](../lib/filters/bpf/Bpf.md) | BandPass Filter | Frequency band isolation |
| [**BUTTER**](../lib/filters/butter/Butter.md) | Butterworth Filter | Maximally flat passband |
| [**CHEBY1**](../lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper rolloff with passband ripple |
| [**CHEBY2**](../lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Steeper rolloff with stopband ripple |
| [**EDCF**](../lib/filters/edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR, distance-weighted smoothing |
| [**ELLIPTIC**](../lib/filters/elliptic/Elliptic.md) | Elliptic (Cauer) Filter | Sharpest transition, both band ripple |
| [**GAUSS**](../lib/filters/gauss/Gauss.md) | Gaussian Filter | No overshoot, smooth response |
| [**HANN**](../lib/filters/hann/Hann.md) | Hann Filter | Raised cosine window filter |
| [**HP**](../lib/filters/hp/Hp.md) | Hodrick-Prescott Filter | Trend-cycle decomposition |
| [**HPF**](../lib/filters/hpf/Hpf.md) | High Pass Filter | Ehlers high-pass design |
| [**KALMAN**](../lib/filters/kalman/Kalman.md) | Kalman Filter | Optimal recursive estimation |
| [**LAGUERRE**](../lib/filters/laguerre/Laguerre.md) | Laguerre Filter | Ehlers 4-element all-pass cascade |
| [**LMS**](../lib/filters/lms/Lms.md) | Least Mean Squares | Widrow-Hoff adaptive FIR filter |
| [**RLS**](../lib/filters/rls/Rls.md) | Recursive Least Squares | Faster convergence than LMS |
| [**LOESS**](../lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression |
| [**NOTCH**](../lib/filters/notch/Notch.md) | Notch Filter | Single frequency rejection |
| [**ONEEURO**](../lib/filters/oneeuro/OneEuro.md) | One Euro Filter | Speed-adaptive low-pass, adaptive cutoff |
| [**ROOFING**](../lib/filters/roofing/Roofing.md) | Roofing Filter | Ehlers HP + SS bandpass cascade |
| [**SGF**](../lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Polynomial least-squares fitting |
| [**SPBF**](../lib/filters/spbf/Spbf.md) | Super Passband Filter | Ehlers wide-band bandpass with RMS envelope |
| [**SSF**](../lib/filters/ssf/Ssf.md) | Super Smooth Filter | Ehlers two-pole design |
| [**USF**](../lib/filters/usf/Usf.md) | Ultimate Smoother | Ehlers high-fidelity filter |
| [**VOSS**](../lib/filters/voss/Voss.md) | Voss Predictive Filter | Ehlers BPF + negative group delay predictor |
| [**WAVELET**](../lib/filters/wavelet/Wavelet.md) | Wavelet Denoising Filter | A trous Haar + MAD soft thresholding |
| [**WIENER**](../lib/filters/wiener/Wiener.md) | Wiener Filter | Minimum mean-square error denoising |
### Oscillators