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Refactor indicators to include "Ehlers" in names and descriptions for clarity

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- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)".
- Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average".
- Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)".
- Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)".
- Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)".
- Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)".
- Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names.
- Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)".
- Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)".
- Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)".
- Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX).
- Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
This commit is contained in:
Miha Kralj
2026-02-18 19:08:15 -08:00
parent 24e86d762a
commit 3dd05f23e4
144 changed files with 3468 additions and 788 deletions
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docs/validation.md
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@@ -47,8 +47,8 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Aroon Oscillator** | [AroonOsc](../lib/momentum/aroonosc/AroonOsc.md) | ✔️ | ✔️ | ✔️ | - |
| **ATR Bands** | Atrbands | ✔️ | - | ✔️ | ❔ |
| **Adaptive FIR Moving Average** | [Afirma](../lib/forecasts/afirma/Afirma.md) | - | - | - | - |
| **Adaptive Laguerre Filter** | [ALaguerre](../lib/filters/alaguerre/ALaguerre.md) | - | - | - | - |
| **Automatic Gain Control** | [Agc](../lib/filters/agc/Agc.md) | - | - | - | - |
| **Ehlers Adaptive Laguerre Filter** | [ALaguerre](../lib/filters/alaguerre/ALaguerre.md) | - | - | - | - |
| **Ehlers Automatic Gain Control** | [Agc](../lib/filters/agc/Agc.md) | - | - | - | - |
| **Average Daily Range** | [Adr](../lib/volatility/adr/Adr.md) | - | - | - | - |
| **Average Directional Index** | [Adx](../lib/momentum/adx/adx.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Average Directional Movement Rating** | [Adxr](../lib/momentum/adxr/Adxr.md) | ✔️ | ✔️ | - | - |
@@ -72,7 +72,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Bollinger Band Width Normalized** | Bbwn | - | - | - | - |
| **Bollinger Band Width Percentile** | Bbwp | - | - | - | - |
| **Bollinger Bands** | Bbands | ✔️ | ✔️ | ✔️ | ❔ |
| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **Ehlers Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **Camarilla Pivot Points** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | ❔ |
| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | - | ✔️ | - |
| **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - |
@@ -92,9 +92,10 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Correlation** | Correlation | - | - | ✔️ | - |
| **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - |
| **Decay Min-Max Channel** | [Decaychannel](../lib/channels/decaychannel/decaychannel.md) | - | - | - | - |
| **Ehlers Decycler** | [Decycler](../lib/trends_IIR/decycler/Decycler.md) | - | - | - | - |
| **DeMark Pivot Points** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | ❔ |
| **Detrended Price Oscillator** | [Dpo](../lib/oscillators/dpo/Dpo.md) | - | ⚠️ | - | ❔ |
| **Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
| **Ehlers Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
| **Deviation-Scaled MA** | Dsma | - | - | - | ❔ |
| **Directional Movement Index** | Dx | ✔️ | ✔️ | ✔️ | ✔️ |
| **Directional Movement Index (Jurik)** | [Dmx](../lib/momentum/dmx/dmx.md) | - | - | - | - |
@@ -121,7 +122,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Exponential Weighted MA Volatility** | [Ewma](../lib/volatility/ewma/Ewma.md) | - | - | - | ❔ |
| **Extended Traditional Pivots** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | - |
| **Fibonacci Pivot Points** | Pivotfib | - | - | - | ❔ |
| **Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | ❔ | ❔ | ❔ |
| **Ehlers Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | ❔ | ❔ | ❔ |
| **Force Index** | [Efi](../lib/volume/efi/Efi.md) | - | - | ✔️ | ✔️ |
| **Fractal Chaos Bands** | [Fcb](../lib/channels/fcb/fcb.md) | - | - | ✔️ | ❔ |
| **Garman-Klass Volatility** | [Gkv](../lib/volatility/gkv/Gkv.md) | - | - | - | - |
@@ -135,16 +136,16 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Hanning Window MA** | Hanma | - | - | - | ❔ |
| **High-Low Volatility (Parkinson)** | [Hlv](../lib/volatility/hlv/Hlv.md) | - | - | - | - |
| **Highest value** | [Highest](../lib/numerics/highest/Highest.md) | ✔️ | ✔️ | - | - |
| **Hilbert Transform Dominant Cycle Period** | [HtDcPeriod](../lib/cycles/ht_dcperiod/ht_dcperiod.md) | ✔️ | - | - | - |
| **Hilbert Transform Dominant Cycle Phase** | [HtDcPhase](../lib/cycles/ht_dcphase/ht_dcphase.md) | ✔️ | - | - | - |
| **Hilbert Transform Instantaneous Trend** | [Htit](../lib/trends/htit/htit.md) | ✔️ | - | ✔️ | ✔️ |
| **Hilbert Transform Phasor** | [HtPhasor](../lib/cycles/ht_phasor/ht_phasor.md) | ✔️ | - | - | - |
| **Hilbert Transform Sine Wave** | [HtSine](../lib/cycles/ht_sine/ht_sine.md) | ✔️ | - | - | - |
| **Hilbert Transform Trend Mode** | Ht_trendmode | ✔️ | - | - | - |
| **Ehlers Hilbert Transform Dominant Cycle Period** | [HtDcPeriod](../lib/cycles/ht_dcperiod/ht_dcperiod.md) | ✔️ | - | - | - |
| **Ehlers Hilbert Transform Dominant Cycle Phase** | [HtDcPhase](../lib/cycles/ht_dcphase/ht_dcphase.md) | ✔️ | - | - | - |
| **Ehlers Hilbert Transform Instantaneous Trend** | [Htit](../lib/trends/htit/htit.md) | ✔️ | - | ✔️ | ✔️ |
| **Ehlers Hilbert Transform Phasor Components** | [HtPhasor](../lib/cycles/ht_phasor/ht_phasor.md) | ✔️ | - | - | - |
| **Ehlers Hilbert Transform SineWave** | [HtSine](../lib/cycles/ht_sine/ht_sine.md) | ✔️ | - | - | - |
| **Ehlers Hilbert Transform Trend vs Cycle Mode** | Ht_trendmode | ✔️ | - | - | - |
| **Historical Volatility (Close-to-Close)** | [Hv](../lib/volatility/hv/Hv.md) | - | - | - | - |
| **Hodrick-Prescott Filter** | [Hp](../lib/filters/hp/Hp.md) | - | - | - | - |
| **Holt Weighted MA** | Hwma | - | - | - | ❔ |
| **Homodyne Discriminator Dominant Cycle** | [Homod](../lib/cycles/homod/homod.md) | - | - | - | ❔ |
| **Ehlers Homodyne Discriminator** | [Homod](../lib/cycles/homod/homod.md) | - | - | - | ❔ |
| **Huber Loss** | Huber | - | - | - | - |
| **Hull Exponential MA** | [Hema](../lib/trends_IIR/hema/Hema.md) | - | - | - | - |
| **Hull Moving Average** | [Hma](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
@@ -167,7 +168,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Kendall Rank Correlation** | [Kendall](../lib/statistics/kendall/Kendall.md) | - | - | - | - |
| **Klinger Volume Oscillator** | [Kvo](../lib/volume/kvo/Kvo.md) | - | ✔️ | ✔️ | ❔ |
| **Kurtosis** | [Kurtosis](../lib/statistics/kurtosis/Kurtosis.md) | - | - | - | [✔️](../lib/statistics/kurtosis/Kurtosis.md#validation) |
| **Laguerre Filter** | [Laguerre](../lib/filters/laguerre/Laguerre.md) | - | - | - | - |
| **Ehlers Laguerre Filter** | [Laguerre](../lib/filters/laguerre/Laguerre.md) | - | - | - | - |
| **Least Mean Squares** | [Lms](../lib/filters/lms/Lms.md) | - | - | - | - |
| **Recursive Least Squares** | [Rls](../lib/filters/rls/Rls.md) | - | - | - | - |
| **Least Squares Moving Average** | [Lsma](../lib/trends/lsma/lsma.md) | - | - | ✔️ | ❔ |
@@ -191,7 +192,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Mean Percentage Error** | Mpe | - | - | - | - |
| **Mean Squared Error** | Mse | - | - | - | - |
| **Mean Squared Logarithmic Error** | Msle | - | - | - | - |
| **MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | - | - | ✔️ | ✔️ |
| **Ehlers MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | - | - | ✔️ | ✔️ |
| **Midpoint** | [Midpoint](../lib/numerics/midpoint/Midpoint.md) | ✔️ | - | - | - |
| **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | - | - | ✔️ | - |
| **Min-Max Scaling (Normalization)** | [Normalize](../lib/numerics/normalize/Normalize.md) | - | - | - | - |
@@ -248,7 +249,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Relative Volatility Index** | [Rvi](../lib/volatility/rvi/Rvi.md) | - | - | - | ❔ |
| **Renko** | - | - | - | ✔️ | - |
| **Rogers-Satchell Volatility** | Rsv | - | - | - | - |
| **Roofing Filter** | [Roofing](../lib/filters/roofing/Roofing.md) | - | - | - | ✔️ |
| **Ehlers Roofing Filter** | [Roofing](../lib/filters/roofing/Roofing.md) | - | - | - | ✔️ |
| **Root Mean Squared Error** | Rmse | - | - | - | - |
| **Root Mean Squared Logarithmic Error** | Rmsle | - | - | - | - |
| **R-Squared** | [RSquared](../lib/statistics/linreg/LinReg.md) | - | - | ✔️ | ❔ |
@@ -260,7 +261,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Smoothed Moving Average** | [Rma](../lib/trends/rma/rma.md) | - | - | ✔️ | ✔️ |
| **Solar Activity Cycle** | Solar | - | - | - | - |
| **Spearman Rank Correlation** | Spearman | - | - | - | ❔ |
| **Super Passband Filter** | [Spbf](../lib/filters/spbf/Spbf.md) | - | - | - | - |
| **Ehlers Super Passband Filter** | [Spbf](../lib/filters/spbf/Spbf.md) | - | - | - | - |
| **Square Root Transformation** | [Sqrttrans](../lib/numerics/sqrttrans/Sqrttrans.md) | - | - | - | - |
| **Standard Deviation Channel** | [Sdchannel](../lib/channels/sdchannel/sdchannel.md) | - | - | - | ❔ |
| **Standardization (Z-score)** | Standardize | - | - | - | ❔ |
@@ -289,8 +290,8 @@ No external reference exists. Implementation verified through unit tests, edge c
| **TTM Wave** | [TtmWave](../lib/oscillators/ttm_wave/TtmWave.md) | - | - | - | - |
| **Two-Argument Arctangent** | Atan2 | - | - | - | - |
| **Ulcer Index** | Ui | - | - | - | ❔ |
| **Ultimate Bands (Ehlers)** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - |
| **Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - |
| **Ehlers Ultimate Bands** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - |
| **Ehlers Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - |
| **Ultimate Oscillator** | [Ultosc](../lib/momentum/ultosc/Ultosc.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variable Index Dynamic Average** | [Vidya](../lib/trends/vidya/vidya.md) | - | - | - | ❔ |
| **Velocity (Jurik)** | [Vel](../lib/momentum/vel/vel.md) | - | - | - | - |
@@ -305,7 +306,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Volume Weighted Average Price** | [Vwap](../lib/volume/vwap/Vwap.md) | - | - | - | - |
| **Volume Weighted Moving Average** | [Vwma](../lib/volume/vwma/Vwma.md) | - | - | ✔️ | - |
| **Vortex Indicator** | Vortex | - | - | ✔️ | ❔ |
| **Voss Predictive Filter** | [Voss](../lib/filters/voss/Voss.md) | - | - | - | ✔️ |
| **Ehlers Voss Predictive Filter** | [Voss](../lib/filters/voss/Voss.md) | - | - | - | ✔️ |
| **VWAP Bands** | [Vwapbands](../lib/channels/vwapbands/Vwapbands.md) | - | - | - | - |
| **VWAP with Standard Deviation Bands** | [Vwapsd](../lib/channels/vwapsd/Vwapsd.md) | - | - | - | - |
| **Wavelet Denoising Filter** | [Wavelet](../lib/filters/wavelet/Wavelet.md) | - | - | - | - |