mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 02:58:05 +00:00
Add documentation links for various volatility indicators and channels
- 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.
This commit is contained in:
@@ -4,7 +4,6 @@
|
||||
indicator("Log-Cosh Loss", "LogCosh", overlay=false)
|
||||
|
||||
//@function Computes log(cosh(x)) in a numerically stable way
|
||||
//@doc For large |x|, cosh(x) ≈ exp(|x|)/2, so log(cosh(x)) ≈ |x| - log(2)
|
||||
//@param x The input value
|
||||
//@returns log(cosh(x))
|
||||
stable_logcosh(float x) =>
|
||||
@@ -14,9 +13,6 @@ stable_logcosh(float x) =>
|
||||
absX > 20.0 ? absX - LOG2 : math.log(math.cosh(x))
|
||||
|
||||
//@function Calculates Log-Cosh Loss
|
||||
//@doc Smooth approximation to absolute error, twice differentiable everywhere.
|
||||
//@doc Approximates L1 loss for large errors, L2 for small errors.
|
||||
//@doc Less sensitive to outliers than MSE.
|
||||
//@param actual Series of actual values
|
||||
//@param predicted Series of predicted/forecast values
|
||||
//@param length Rolling window for averaging
|
||||
@@ -42,4 +38,4 @@ logcosh_value = logcosh_loss(i_actual, i_predicted, i_length)
|
||||
|
||||
// Plot
|
||||
plot(logcosh_value, "Log-Cosh Loss", color=color.yellow, linewidth=2)
|
||||
hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
|
||||
hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
|
||||
|
||||
Reference in New Issue
Block a user