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Add Choppiness Index (CHOP) implementation and tests

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- Implemented ChopIndicator for Quantower with configurable period and cold value display.
- Created Chop class for calculating the Choppiness Index with detailed documentation.
- Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases.
- Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples.
- Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
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Miha Kralj
2026-02-05 19:42:49 -08:00
parent 95838a6435
commit 26280ce80b
73 changed files with 8485 additions and 5254 deletions
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lib/cycles/_index.md
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@@ -13,12 +13,11 @@ Cycle analysis identifies repeating patterns in price data. John Ehlers pioneere
| [EACP](eacp/Eacp.md) | Autocorrelation Periodogram | Ehlers. Spectral analysis via autocorrelation. Detects dominant period. |
| [EBSW](ebsw/Ebsw.md) | Even Better Sinewave | Ehlers. Improved sinewave extraction. Reduces false signals. |
| [HOMOD](homod/Homod.md) | Homodyne Discriminator | Dominant cycle detection via homodyne technique. |
| [HT_DCPERIOD](ht_dcperiod/Ht_dcperiod.md) | HT Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
| [HT_DCPHASE](ht_dcphase/Ht_dcphase.md) | HT Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
| [HT_PHASOR](ht_phasor/Ht_phasor.md) | HT Phasor Components | Ehlers. In-phase and quadrature components. |
| [HT_DCPERIOD](ht_dcperiod/Ht_dcperiod.md) | Hilbert Transform Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
| [HT_DCPHASE](ht_dcphase/Ht_dcphase.md) | Hilbert Transform Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
| [HT_PHASOR](ht_phasor/HtPhasor.md) | Hilbert Transform Phasor Components | Ehlers. In-phase and quadrature components. |
| [HT_SINE](ht_sine/HtSine.md) | Hilbert Transform SineWave | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
| [LUNAR](lunar/Lunar.md) | Lunar Phase | 29.5-day lunar cycle. Studied for market correlations. |
| [PHASOR](phasor/Phasor.md) | Phasor Analysis | Ehlers. Phase angle from Hilbert Transform. |
| [SINE](sine/Sine.md) | Sine Wave | Ehlers. Basic sinewave indicator for cycle mode. |
| [SOLAR](solar/Solar.md) | Solar Activity Cycle | ~11-year sunspot cycle. Long-term research indicator. |
| [SSFDSP](ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Super Smoother Filter based DSP. Cleaner cycle extraction. |