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Enhance documentation and validation for various indicators
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@@ -34,7 +34,8 @@ Despite the complex math, the $O(1)$ implementation makes LSMA fly.
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| Metric | Score | Notes |
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| :--- | :--- | :--- |
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| **Throughput** | High | O(1) updates |
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| **Throughput** | [N] ns/bar | O(1) updates |
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| **Allocations** | 0 | Stack-based calculations only |
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| **Complexity** | O(1) | Constant time update |
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| **Accuracy** | 8/10 | Mathematically precise regression endpoint |
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| **Timeliness** | 8/10 | Projects trend, reducing lag |
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@@ -43,13 +44,15 @@ Despite the complex math, the $O(1)$ implementation makes LSMA fly.
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## Validation
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Validated against standard statistical libraries and TradingView's LSMA.
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Validated against Skender.
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| Provider | Error Tolerance | Notes |
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| Library | Status | Notes |
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| :--- | :--- | :--- |
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| **TradingView** | $10^{-9}$ | Matches `linreg` function |
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| **Excel** | $10^{-9}$ | Matches `FORECAST` / `TREND` |
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| **Skender** | ✅ | Matches `GetEpma` |
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| **TA-Lib** | N/A | Not implemented |
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| **Tulip** | N/A | Not implemented. |
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| **Ooples** | N/A | Not implemented. |
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### Common Pitfalls
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1. **Overshoot**: Because it projects a trend, LSMA will overshoot significantly when the trend reverses. It assumes the trend continues.
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