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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/volume/adl/Adl.md
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## Performance Profile
ADL is extremely lightweight.
| Metric | Complexity | Notes |
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | ~2ns / bar | Simple arithmetic + accumulation |
| **Allocations** | 0 bytes | Hot path is allocation-free |
| **Complexity** | O(1) | Constant time per update |
| **Precision** | `double` | Essential for cumulative sums |
| **Throughput** | 10 | High; O(1) calculation with simple arithmetic. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Constant time per update. |
| **Accuracy** | 10 | Matches all standard libraries exactly. |
| **Timeliness** | 10 | No lag; updates immediately with each bar. |
| **Overshoot** | N/A | Cumulative indicator; concept doesn't apply. |
| **Smoothness** | 2 | Jagged; reflects raw volume and price location. |
## Validation
Validation is performed against **TA-Lib**, **Skender.Stock.Indicators**, and **Tulip Indicators**.
- **Accuracy**: Matches external libraries to 9 decimal places.
- **Edge Cases**: Handles `High == Low` (division by zero protection) by setting MFM to 0.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **QuanTAlib** | ✅ | Validated. |
| **TA-Lib** | ✅ | Matches `TA_AD` exactly. |
| **Skender** | ✅ | Matches `GetAdl` exactly. |
| **Tulip** | ✅ | Matches `ad` exactly. |
| **Ooples** | ✅ | Matches `CalculateAccumulationDistributionLine`. |
### Common Pitfalls