mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-18 02:28:05 +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 @@
|
||||
# LRSI: Laguerre RSI
|
||||
|
||||
> *The Laguerre transform lets you trade off between lag and smoothness using a single parameter.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Oscillator |
|
||||
@@ -16,8 +18,6 @@
|
||||
- Requires `4` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "The Laguerre transform lets you trade off between lag and smoothness using a single parameter." — John Ehlers
|
||||
|
||||
Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage cascaded Laguerre filter. A single γ (gamma) parameter controls the entire responsiveness-smoothness trade-off. Output is dimensionless, always in [0, 1]. No period selection required.
|
||||
|
||||
## Historical Context
|
||||
|
||||
Reference in New Issue
Block a user