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feat: Implement Ehlers Ultimate Smoother Filter (USF) with documentation and tests

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Miha Kralj
2025-12-20 15:57:38 -08:00
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lib/trends/_index.md
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@@ -66,7 +66,7 @@ We don't do "laggy" here. We do mathematically rigorous, zero-allocation smoothi
| [TEMA](tema/Tema.md) | Triple Exponential MA | Three EMAs in a trench coat, trying to cancel out lag. |
| [TRIMA](trima/Trima.md) | Triangular MA | A double-smoothed SMA. Heavily weighted towards the center. Very smooth, very laggy. |
| TTM | TTM Trend | |
| USF | Ehlers Ultrasmooth Filter | |
| [USF](usf/Usf.md) | Ehlers Ultimate Smoother Filter | A zero-lag smoothing filter that subtracts high-frequency noise using a high-pass filter. |
| VAMA | Volatility Adjusted Moving Average | |
| [VIDYA](vidya/Vidya.md) | Variable Index Dynamic Average | Chande's adaptive average using the CMO for volatility adjustments. |
| WIENER | Wiener Filter | |