doc headers

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Miha Kralj
2026-02-27 07:48:12 -08:00
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# SQRTTRANS: Square Root Transform
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Numeric |
| **Inputs** | Source (close) |
| **Parameters** | None |
| **Outputs** | Single series (SQRTTRANS) |
| **Output range** | Varies (see docs) |
| **Warmup** | `0` bars |
### TL;DR
- The Square Root (SQRT) transformer applies $\sqrt{x}$ to each value in a time series.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires `0` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The square root is nature's variance-stabilizing trick—halving the exponent space while preserving monotonicity. When price volatility scales with level, sqrt compresses the noise."
The Square Root (SQRT) transformer applies $\sqrt{x}$ to each value in a time series. This variance-stabilizing transformation compresses ranges where volatility scales with magnitude, making it useful for heteroscedastic data where standard deviation increases with price level.
@@ -193,4 +210,4 @@ var recovered = Sqrttrans.Calculate(squared);
- Box, G.E.P., & Cox, D.R. (1964). "An Analysis of Transformations." *Journal of the Royal Statistical Society, Series B*, 26(2), 211-252.
- Tukey, J.W. (1977). *Exploratory Data Analysis*. Addison-Wesley. (Variance-stabilizing transformations)
- IEEE 754-2019. *Standard for Floating-Point Arithmetic*. (sqrt specification)
- IEEE 754-2019. *Standard for Floating-Point Arithmetic*. (sqrt specification)