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Add PWMA implementation and tests; enhance documentation

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Miha Kralj
2025-12-13 20:21:21 -08:00
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lib/trends/_index.md
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@@ -4,7 +4,9 @@ Trend indicators help identify the direction and strength of a market trend. Mov
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [ALMA](trends/alma/Alma.md) | Arnaud Legoux MA | Uses Gaussian distribution weights to balance smoothness and responsiveness. |
| ALLIGATOR | Williams Alligator | |
| [ALMA](alma/Alma.md) | Arnaud Legoux MA | Uses Gaussian distribution weights to balance smoothness and responsiveness. |
| AMAT | Archer Moving Averages Trends | |
| BESSEL | Bessel Filter | |
| BILATERAL | Bilateral Filter | |
| BLMA | Blackman Window MA | |
@@ -13,54 +15,57 @@ Trend indicators help identify the direction and strength of a market trend. Mov
| BWMA | Bessel-Weighted MA | |
| CHEBY1 | Chebyshev Type I Filter | |
| CHEBY2 | Chebyshev Type II Filter | |
| [CONV](trends/conv/Conv.md) | Convolution Indicator | Applies a custom kernel (weights) to the data window. |
| [DEMA](trends/dema/Dema.md) | Double Exponential Moving Average | Reduces lag by placing more weight on recent data than a standard EMA. |
| [CONV](conv/Conv.md) | Convolution MA with any kernel | Applies a custom kernel (weights) to the data window. |
| [DEMA](dema/Dema.md) | Double Exponential MA | Reduces lag by placing more weight on recent data than a standard EMA. |
| DSMA | Deviation-Scaled MA | |
| [DWMA](trends/dwma/Dwma.md) | Double Weighted MA | Applies WMA smoothing twice to reduce noise further. |
| [DWMA](dwma/Dwma.md) | Double Weighted MA | Applies WMA smoothing twice to reduce noise further. |
| ELLIPTIC | Elliptic (Cauer) Filter | |
| [EMA](trends/ema/Ema.md) | Exponential Moving Average | Weighted average giving more importance to recent price data. |
| [EMA](ema/Ema.md) | Exponential MA | Weighted average giving more importance to recent price data. |
| EPMA | Endpoint MA | |
| FRAMA | Fractal Adaptive MA | |
| FRAMA | Ehlers Fractal Adaptive MA | |
| GAUSS | Gaussian Filter | |
| GWMA | Gaussian-Weighted MA | |
| HAMMA | Hamming Window MA | |
| HANN | Hann FIR Filter | |
| HANMA | Hanning Window MA | |
| HANN | Hann FIR Filter | |
| HEMA | Hull Exponential MA | |
| [HMA](trends/hma/Hma.md) | Hull Moving Average | Developed by Alan Hull to reduce lag while improving smoothing. |
| [HMA](hma/Hma.md) | Hull MA | Developed by Alan Hull to reduce lag while improving smoothing. |
| HP | Hodrick-Prescott Filter | |
| HPF | Ehlers Highpass Filter | |
| HTIT | Hilbert Transform Instantaneous Trend | |
| HTIT | Ehlers Hilbert Transform Instantaneous Trend | |
| HT_TRENDMODE | Ehlers Hilbert Transform Trend Mode | |
| HWMA | Holt Weighted MA | |
| [JMA](trends/jma/Jma.md) | Jurik MA | Adaptive moving average that adjusts to market volatility for superior smoothing with minimal lag. |
| [KAMA](trends/kama/Kama.md) | Kaufman Adaptive MA | Adapts to market volatility by adjusting its smoothing factor based on an Efficiency Ratio. |
| ICHIMOKU | Ichimoku Cloud | |
| [JMA](jma/Jma.md) | Jurik MA | Adaptive moving average that adjusts to market volatility for superior smoothing with minimal lag. |
| [KAMA](kama/Kama.md) | Kaufman Adaptive MA | Adapts to market volatility by adjusting its smoothing factor based on an Efficiency Ratio. |
| KF | Kalman Filter | |
| LOESS | LOESS/LOWESS Smoothing | |
| [LSMA](trends/lsma/Lsma.md) | Least Squares MA | Calculates the linear regression line for a specified period. |
| [LSMA](lsma/Lsma.md) | Least Squares Moving Average | Calculates the linear regression line for a specified period. |
| LTMA | Linear Trend MA | |
| [MAMA](trends/mama/Mama.md) | MESA Adaptive MA | Adapts to market cycles using Hilbert Transform phase measurement. |
| MEDIAN | Median Filter | |
| [MAMA](mama/Mama.md) | Ehlers MESA Adaptive MA | Adapts to market cycles using Hilbert Transform phase measurement. |
| MGDI | McGinley Dynamic Indicator | |
| MMA | Modified MA | |
| NOTCH | Notch Filter | |
| PWMA | Pascal Weighted MA | |
| [PWMA](pwma/Pwma.md) | Parabolic Weighted MA | Uses parabolic weighting ($i^2$) to give more weight to recent data. |
| QEMA | Quadruple Exponential MA | |
| REMA | Regularized Exponential MA | |
| RGMA | Recursive Gaussian MA | |
| [RMA](trends/rma/Rma.md) | wildeR MA (SMMA, MMA) | Exponential moving average with alpha = 1/N. |
| [RMA](rma/Rma.md) | wildeR MA (SMMA, MMA) | Exponential moving average with alpha = 1/N. |
| SGF | Savitzky-Golay Filter | |
| SGMA | Savitzky-Golay MA | |
| SINEMA | Sine-weighted MA | |
| [SMA](trends/sma/Sma.md) | Simple Moving Average | The unweighted mean of the previous n data. |
| [SMA](sma/Sma.md) | Simple MA | The unweighted mean of the previous n data. |
| SSF | Ehlers Super Smooth Filter | |
| [T3](trends/t3/T3.md) | Tillson T3 Moving Average | A smooth moving average that uses a smoothing factor to reduce lag. |
| [TEMA](trends/tema/Tema.md) | Triple Exponential Moving Average | Designed to smooth price fluctuations and filter out volatility. |
| [TRIMA](trends/trima/Trima.md) | Triangular Moving Average | A double-smoothed SMA that gives more weight to the middle of the data window. |
| SUPER | SuperTrend | |
| [T3](t3/T3.md) | Tillson T3 MA | A smooth moving average that uses a smoothing factor to reduce lag. |
| [TEMA](tema/Tema.md) | Triple Exponential MA | Designed to smooth price fluctuations and filter out volatility. |
| [TRIMA](trima/Trima.md) | Triangular MA | A double-smoothed SMA that gives more weight to the middle of the data window. |
| TTM | TTM Trend | |
| USF | Ehlers Ultrasmooth Filter | |
| VAMA | Volatility Adjusted MA | |
| [VIDYA](trends/vidya/Vidya.md) | Variable Index Dynamic Average | Adapts smoothing based on volatility using the Chande Momentum Oscillator (CMO). |
| VAMA | Volatility Adjusted Moving Average | |
| [VIDYA](vidya/Vidya.md) | Variable Index Dynamic Average | Adapts smoothing based on volatility using the Chande Momentum Oscillator (CMO). |
| WIENER | Wiener Filter | |
| [WMA](trends/wma/Wma.md) | Weighted Moving Average | Assigns a heavier weighting to more current data points since they are more relevant. |
| [WMA](wma/Wma.md) | Weighted MA | Assigns a heavier weighting to more current data points since they are more relevant. |
| YZVAMA | Yang-Zhang Volatility Adjusted MA | |
| ZLDEMA | Zero-Lag Double Exponential MA | |
| ZLEMA | Zero-Lag Exponential MA | |