mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 10:08:05 +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 @@
|
||||
# REVERSEEMA: Ehlers Reverse EMA
|
||||
|
||||
> *The best way to remove lag is to understand where it comes from.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Oscillator |
|
||||
@@ -16,8 +18,6 @@
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "The best way to remove lag is to understand where it comes from." — John F. Ehlers
|
||||
|
||||
## Introduction
|
||||
|
||||
The Reverse EMA applies an 8-stage cascaded Z-transform inversion to a compensated EMA, progressively extracting and subtracting the accumulated lag component. Where standard EMA smoothing introduces phase delay proportional to the filter order, the reverse cascade reconstructs the lag error through successively doubled power coefficients of the decay factor, producing a signal with dramatically reduced latency. O(1) per bar, zero allocation, 8 FMA operations in the critical path.
|
||||
|
||||
Reference in New Issue
Block a user