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Enhance documentation and validation for various indicators

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Miha Kralj
2025-12-22 20:42:26 -08:00
parent 5bb8c122c0
commit 4efa0e773e
81 changed files with 4267 additions and 640 deletions
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lib/trends/jma/Jma.md
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@@ -36,7 +36,8 @@ JMA is computationally expensive compared to an EMA, but still fast enough for r
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | Low | Complex algorithm |
| **Throughput** | [N] ns/bar | Complex algorithm |
| **Allocations** | 0 | Stack-based calculations only |
| **Complexity** | O(1) | Constant time update |
| **Accuracy** | 9/10 | Tracks price action with high fidelity |
| **Timeliness** | 9/10 | Minimal lag due to adaptive phase |
@@ -47,10 +48,14 @@ JMA is computationally expensive compared to an EMA, but still fast enough for r
Validated against known JMA outputs from other platforms (e.g., AmiBroker, NinjaTrader).
| Provider | Error Tolerance | Notes |
| Library | Status | Notes |
| :--- | :--- | :--- |
| **Reverse Eng.** | $10^{-6}$ | Matches standard decompiled logic |
| **TA-Lib** | N/A | Not implemented |
| **Skender** | N/A | Not implemented |
| **Reverse Eng.** | ✅ | Matches standard decompiled logic |
| **Tulip** | N/A | Not implemented. |
| **Ooples** | N/A | Not implemented. |
### Common Pitfalls
1. **Phase Parameter**: The `phase` parameter controls overshoot. Positive values (up to 100) make it overshoot like a DEMA. Negative values make it lag more but smoother. 0 is neutral.