mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-20 19:48:05 +00:00
feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
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:
@@ -1,5 +1,7 @@
|
||||
# HT_SINE: Ehlers Hilbert Transform SineWave (also known as SINE)
|
||||
|
||||
> *The Hilbert sine wave renders cycle timing visible — crossovers of sine and lead-sine mark turning points.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Cycle |
|
||||
@@ -70,27 +72,6 @@ $O(P)$ per bar where $P$ is the smoothed period (typically 6-50), due to the DFT
|
||||
|
||||
All constants are fixed by the TA-Lib specification.
|
||||
|
||||
### Pseudo-code
|
||||
|
||||
```
|
||||
function HT_SINE(source):
|
||||
// Full Hilbert cascade (same as HT_DCPHASE)
|
||||
// Produces: smoothPeriod, smoothPriceBuf, dcPhase
|
||||
|
||||
for each bar (after warmup):
|
||||
// Phase from DFT accumulation (see HT_DCPHASE)
|
||||
φ ← computeDCPhase(smoothPeriod, smoothPriceBuf)
|
||||
|
||||
// Convert phase to radians
|
||||
φ_rad ← φ · (π / 180)
|
||||
|
||||
// Dual sine output
|
||||
sine ← sin(φ_rad)
|
||||
leadSine ← sin(φ_rad + π/4) // 45° lead
|
||||
|
||||
emit sine, leadSine
|
||||
```
|
||||
|
||||
### Crossover Signals
|
||||
|
||||
| Pattern | Signal |
|
||||
|
||||
Reference in New Issue
Block a user