mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +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 @@
|
||||
# EVWMA: Elastic Volume Weighted Moving Average
|
||||
|
||||
> *Volume is the one technical indicator that never lies.*
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Volume |
|
||||
@@ -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.
|
||||
|
||||
> "Volume is the one technical indicator that never lies." — Joe Granville
|
||||
|
||||
## Introduction
|
||||
|
||||
EVWMA (Elastic Volume Weighted Moving Average) is a volume-adaptive moving average that weights each bar's contribution to the average by its volume relative to a rolling volume sum. High-volume bars shift the average more aggressively toward the current price; low-volume bars barely nudge it. The "elastic" behavior emerges from volume-proportional blending: the smoothing factor is not fixed (like EMA's alpha) but varies dynamically with each bar's volume share.
|
||||
|
||||
Reference in New Issue
Block a user