mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-16 01:28:05 +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 @@
|
||||
# DECAY: Linear Decay
|
||||
|
||||
> *A ratchet that only moves down slowly: price can push it up instantly, but gravity pulls it back at a steady, linear pace.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Numerics |
|
||||
@@ -16,8 +18,6 @@
|
||||
- Requires `1` bar of warmup before first valid output (IsHot = true).
|
||||
- Validated against Tulip Indicators `ti_decay` reference algorithm.
|
||||
|
||||
> "A ratchet that only moves down slowly: price can push it up instantly, but gravity pulls it back at a steady, linear pace."
|
||||
|
||||
DECAY implements the Tulip Indicators `ti_decay` function. When price is above the decayed level, output snaps to price. When price falls below, the output decays linearly at a rate of `1/period` per bar, creating a ceiling that gradually descends. This produces a one-sided envelope that hugs price from above.
|
||||
|
||||
## Historical Context
|
||||
|
||||
Reference in New Issue
Block a user