gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 11:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

Browse Source 
Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
This commit is contained in:
Miha Kralj
2026-03-11 20:21:52 -07:00
parent 56b86bebfb
commit 33d20f2a18
437 changed files with 4589 additions and 2792 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/pchannel/pchannel.md
+2 -35
View File
@@ -1,5 +1,7 @@
# PCHANNEL: Price Channel
> *Price channels frame the trading range by its own high-low extremes, defining the field of play.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -79,41 +81,6 @@ Streaming: $O(1)$ amortized per bar. Each element enters and exits each deque at
|--------|------|------------|-------------|
| $n$ | period | $> 0$ | Lookback window size |
### Pseudo-code
```
function pchannel(high[], low[], period):
max_deque = empty // decreasing monotonic deque of indices
min_deque = empty // increasing monotonic deque of indices
hbuf = circular_buffer(period)
lbuf = circular_buffer(period)
for each bar t:
hbuf[t mod period] = high[t]
lbuf[t mod period] = low[t]
// expire stale front entries
while max_deque not empty AND max_deque.front <= t - period:
max_deque.pop_front()
while min_deque not empty AND min_deque.front <= t - period:
min_deque.pop_front()
// remove dominated back entries
while max_deque not empty AND hbuf[max_deque.back mod period] <= high[t]:
max_deque.pop_back()
while min_deque not empty AND lbuf[min_deque.back mod period] >= low[t]:
min_deque.pop_back()
max_deque.push_back(t)
min_deque.push_back(t)
upper = hbuf[max_deque.front mod period]
lower = lbuf[min_deque.front mod period]
middle = (upper + lower) / 2
emit (upper, middle, lower)
```
### Output Interpretation
| Output | Interpretation |