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# SQRTTRANS: Square Root Transform
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Numeric |
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| **Inputs** | Source (close) |
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| **Parameters** | None |
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| **Outputs** | Single series (SQRTTRANS) |
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| **Output range** | Varies (see docs) |
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| **Warmup** | `0` bars |
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### TL;DR
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- The Square Root (SQRT) transformer applies $\sqrt{x}$ to each value in a time series.
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- No configurable parameters; computation is stateless per bar.
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- Output range: Varies (see docs).
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- Requires `0` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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> "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."
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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.
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@@ -193,4 +210,4 @@ var recovered = Sqrttrans.Calculate(squared);
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- Box, G.E.P., & Cox, D.R. (1964). "An Analysis of Transformations." *Journal of the Royal Statistical Society, Series B*, 26(2), 211-252.
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- Tukey, J.W. (1977). *Exploratory Data Analysis*. Addison-Wesley. (Variance-stabilizing transformations)
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- IEEE 754-2019. *Standard for Floating-Point Arithmetic*. (sqrt specification)
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- IEEE 754-2019. *Standard for Floating-Point Arithmetic*. (sqrt specification)
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