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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
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lib/trends/rma/Rma.md
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@@ -41,10 +41,27 @@ $$ RMA_t = \frac{P_t + (N-1) \cdot RMA_{t-1}}{N} $$
RMA is extremely lightweight, requiring only a single multiplication and addition per update.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | [N] ns/bar | Scalar math |
| **Allocations** | 0 | Stack-based calculations only |
| **Complexity** | O(1) | Constant time update |
| **Accuracy** | 9/10 | Standard for RSI/ATR |
| **Timeliness** | 6/10 | Slower than EMA |
| **Overshoot** | 9/10 | Very stable |
| **Smoothness** | 9/10 | Very smooth |
## Validation
RMA is validated against TA-Lib's internal macros used for RSI and ATR calculations.
Validated against Skender and Ooples.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **Skender** | ✅ | Matches `GetSmma` |
| **Ooples** | ✅ | Matches `CalculateWellesWilderMovingAverage` |
| **TA-Lib** | N/A | Not implemented |
| **Tulip** | N/A | Not implemented. |
### Common Pitfalls
1. **Initialization**: Like EMA, RMA requires a "warmup" period to converge. Wilder often initialized with a Simple Moving Average (SMA) of the first $N$ bars. QuanTAlib follows this convention.