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 @@
|
||||
# TRENDFLEX: Ehlers Trendflex Indicator
|
||||
|
||||
> *The trend is your friend until it bends.*
|
||||
|
||||
| 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 trend is your friend until it bends." — Ed Seykota, but Ehlers actually measures the bending.
|
||||
|
||||
## Introduction
|
||||
|
||||
The Trendflex indicator combines a 2-pole Butterworth low-pass pre-filter (Super Smoother) with an O(1) cumulative slope measurement and exponential RMS normalization to produce a zero-centered oscillator that quantifies trend strength. Unlike conventional slope or momentum indicators that suffer from noise amplification or lag, Trendflex pre-smooths via the Super Smoother, computes the least-squares slope of the filtered signal over a lookback window in constant time, then normalizes by a running RMS estimate. The result: a bounded oscillator where values above zero indicate uptrend, below zero indicate downtrend, and magnitude reflects trend conviction.
|
||||
|
||||
Reference in New Issue
Block a user