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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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@@ -42,22 +42,25 @@ Where:
## Performance Profile
| Metric | Complexity | Notes |
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | High | Few multiplications and additions per bar |
| **Complexity** | O(1) | Recursive calculation |
| **Accuracy** | 9/10 | Excellent noise suppression |
| **Timeliness** | 8/10 | Low lag for the amount of smoothing |
| **Overshoot** | 8/10 | Minimal overshoot due to Butterworth design |
| **Smoothness** | 9/10 | Superior to EMA/SMA |
| **Throughput** | 10 | Very high; few multiplications and additions per bar. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Recursive calculation. |
| **Accuracy** | 9 | Excellent noise suppression. |
| **Timeliness** | 8 | Low lag for the amount of smoothing. |
| **Overshoot** | 8 | Minimal overshoot due to Butterworth design. |
| **Smoothness** | 9 | Superior to EMA/SMA. |
## Validation
Validated against OoplesFinance.StockIndicators.
| Provider | Error Tolerance | Notes |
| Library | Status | Notes |
| :--- | :--- | :--- |
| **OoplesFinance** | $10.0$ | Matches `CalculateEhlersSuperSmootherFilter` with deviation due to our use of high-precision constants (`Math.Sqrt(2)`, `Math.PI`) vs Ooples' shallow approximations (`1.414`, `3.14159`). |
| **QuanTAlib** | ✅ | Validated. |
| **TA-Lib** | N/A | Not implemented. |
| **Skender** | N/A | Not implemented. |
| **Tulip** | N/A | Not implemented. |
| **Ooples** | ⚠️ | Matches `CalculateEhlersSuperSmootherFilter` with deviation due to our use of high-precision constants (`Math.Sqrt(2)`, `Math.PI`) vs Ooples' shallow approximations (`1.414`, `3.14159`). |
### Common Pitfalls