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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
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lib/trends/mgdi/Mgdi.md
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@@ -31,7 +31,8 @@ This is one of the fastest adaptive indicators available.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | High | Scalar math |
| **Throughput** | [N] ns/bar | Scalar math |
| **Allocations** | 0 | Stack-based calculations only |
| **Complexity** | O(1) | Constant time update |
| **Accuracy** | 9/10 | Hugs price closely without breaking |
| **Timeliness** | 8/10 | Accelerates to catch up to price |
@@ -40,12 +41,16 @@ This is one of the fastest adaptive indicators available.
## Validation
Validated against standard definitions and TradingView implementations.
Validated against Skender and Ooples.
| Provider | Error Tolerance | Notes |
| Library | Status | Notes |
| :--- | :--- | :--- |
| **TradingView** | $10^{-9}$ | Matches `mcginley` |
| **QuanTAlib** | ✅ | Validated. |
| **Skender** | ✅ | Matches `GetDynamic` |
| **Ooples** | ✅ | Matches `CalculateMcGinleyDynamicIndicator` |
| **TA-Lib** | N/A | Not implemented |
| **Tulip** | N/A | Not implemented. |
### Common Pitfalls
1. **Not an EMA**: Do not treat it like an EMA. It does not have a fixed alpha.