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fix(docs): correct .md documentation across errors, dynamics, filters, forecasts, momentum, numerics, oscillators, reversals, statistics, trends, volatility, volume

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Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
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Miha Kralj
2026-03-10 18:38:23 -07:00
parent 8906c62dcf
commit 35a6702b06
178 changed files with 2579 additions and 998 deletions
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lib/errors/huber/Huber.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period`, `delta` (default 1.345) |
| **Outputs** | Single series (Huber) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/logcosh/LogCosh.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (UNKNOWN) |
| **Outputs** | Single series (LogCosh) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/maape/Maape.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MAAPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Output range** | $[0, \pi/2]$ |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mae/Mae.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MAE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mapd/Mapd.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MAPD) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mape/Mape.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MAPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mase/Mase.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (Mase) |
| **Output range** | $\geq 0$ |
lib/errors/mdae/Mdae.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (Mdae) |
| **Output range** | $\geq 0$ |
lib/errors/mdape/Mdape.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (Mdape) |
| **Output range** | $\geq 0$ |
lib/errors/me/Me.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (ME) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Output range** | Any (positive or negative) |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mpe/Mpe.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Output range** | Any (positive or negative) |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mrae/Mrae.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MRAE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/mse/Mse.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MSE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/msle/Msle.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (MSLE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/pseudohuber/PseudoHuber.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period`, `delta` (default 1.0) |
| **Outputs** | Single series (UNKNOWN) |
| **Outputs** | Single series (PseudoHuber) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
- Parameterized by `period`, `delta` (default 1.0).
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "All the robustness of Huber, none of the discontinuities."
lib/errors/quantileloss/QuantileLoss.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period`, `quantile` (default 0.5) |
| **Outputs** | Single series (Quantile) |
| **Outputs** | Single series (QuantileLoss) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/rae/Rae.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (Rae) |
| **Output range** | $\geq 0$ |
lib/errors/rmse/Rmse.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual, Predicted (dual series) |
| **Parameters** | `period` |
| **Outputs** | Single series (RMSE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
lib/errors/rmsle/Rmsle.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (RMSLE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
- Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "RMSLE: because sometimes your errors need to be measured in decades, not dollars."
lib/errors/rse/Rse.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (Rse) |
| **Output range** | $\geq 0$ |
lib/errors/rsquared/Rsquared.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (R) |
| **Output range** | $\geq 0$ |
| **Outputs** | Single series (R²) |
| **Output range** | $(-\infty, 1]$ |
| **Warmup** | `period` bars |
### TL;DR
- The Coefficient of Determination (R²) measures the proportion of variance in the actual values that is predictable from the predicted values.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Output range: $(-\infty, 1]$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
lib/errors/smape/Smape.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (SMAPE) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
- Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the sam...
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "MAPE punishes based on who's right; SMAPE punishes based on how different they are."
lib/errors/theilu/TheilU.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (TheilU) |
| **Output range** | $\geq 0$ |
lib/errors/tukeybiweight/TukeyBiweight.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `c` (default DefaultC) |
| **Outputs** | Single series (UNKNOWN) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period`, `c` (default 4.685) |
| **Outputs** | Single series (TukeyBiweight) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
| **Warmup** | `period` bars |
### TL;DR
- Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold.
- Parameterized by `period`, `c` (default defaultc).
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "When outliers need to be silenced, not just quieted."
lib/errors/wmape/Wmape.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (Wmape) |
| **Output range** | $\geq 0$ |
lib/errors/wrmse/Wrmse.md
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| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Inputs** | Actual vs Predicted (dual input) |
| **Parameters** | `period` |
| **Outputs** | Single series (Wrmse) |
| **Output range** | $\geq 0$ |