mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 21:18:04 +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 @@
|
||||
# ROC: Rate of Change (Absolute)
|
||||
|
||||
> *The simplest momentum measure: how far has price moved? Not percentage, not ratio - just the raw difference.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Momentum |
|
||||
@@ -16,8 +18,6 @@
|
||||
- Requires `period + 1` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "The simplest momentum measure: how far has price moved? Not percentage, not ratio - just the raw difference."
|
||||
|
||||
ROC (Rate of Change) calculates the absolute price difference between the current value and the value N periods ago. This is the most basic form of momentum measurement, returning the raw price change in the same units as the input data. Unlike ROCP (percentage) or ROCR (ratio), ROC preserves the original scale, making it directly interpretable in dollar/point terms.
|
||||
|
||||
## Historical Context
|
||||
|
||||
Reference in New Issue
Block a user