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Add Vortex Indicator implementation and documentation
- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling. - Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation. - Updated oscillators index to include TTM Wave indicator. - Added TTM Wave documentation with algorithm and trading interpretation. - Updated reversals index to include TTM Scalper Alert indicator. - Added TTM Scalper Alert documentation with algorithm and trading strategy. - Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
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@@ -22,5 +22,6 @@ Oscillators fluctuate above and below a centerline or within bounded ranges. Use
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| [STOCHF](stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic. Faster but noisier. |
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| [STOCHRSI](stochrsi/Stochrsi.md) | Stochastic RSI | Stochastic applied to RSI. More sensitive than either alone. |
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| [TRIX](trix/Trix.md) | Triple Exponential Average | ROC of triple EMA. Filters noise through three smoothings. |
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| [TTM_WAVE](ttm_wave/TtmWave.md) | TTM Wave | Fibonacci-period MACD composite (Waves A/B/C). John Carter. |
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| [ULTOSC](ultosc/Ultosc.md) | Ultimate Oscillator | Multi-timeframe oscillator. Combines 7, 14, 28 period buying pressure. |
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| [WILLR](willr/Willr.md) | Williams %R | Inverse Stochastic. -100 to 0 range. Overbought/oversold. |
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# TTM_WAVE: TTM Wave
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> **Pending Implementation** - Placeholder for John Carter's TTM Wave indicator
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## Historical Context
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John Carter developed TTM Wave as a multi-period MACD composite indicator using Fibonacci-based periods. The indicator displays three "waves" (A, B, C) that help traders identify the alignment of multiple timeframes and the strength of momentum across different cycle lengths.
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## Algorithm
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### Wave A (Short-term momentum)
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```
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Wave_A1 = EMA(close, 8) - EMA(close, 34)
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Wave_A2 = EMA(Wave_A1, 34)
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```
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### Wave B (Medium-term momentum)
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```
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Wave_B1 = EMA(close, 8) - EMA(close, 55)
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Wave_B2 = EMA(Wave_B1, 55)
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```
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### Wave C (Long-term momentum using Fibonacci periods)
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```
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e1 = EMA(close, 34)
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e2 = EMA(close, 55)
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e3 = EMA(close, 89)
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e4 = EMA(close, 144)
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e5 = EMA(close, 233)
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e6 = EMA(close, 377)
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Wave_C = e1 + e2 + e3 + e4 + e5 + e6 - 6 * EMA(close, some_avg_period)
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```
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## Fibonacci Periods
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| Period | Fibonacci |
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|:-------|:----------|
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| 8 | F(6) |
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| 34 | F(9) |
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| 55 | F(10) |
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| 89 | F(11) |
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| 144 | F(12) |
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| 233 | F(13) |
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| 377 | F(14) |
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## Outputs
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| Output | Type | Description |
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|:-------|:-----|:------------|
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| WaveA | double | Fast momentum oscillator (red/magenta histogram) |
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| WaveB | double | Medium momentum oscillator (dark red/magenta histogram) |
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| WaveC | double | Slow momentum composite (blue histogram) |
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## Trading Interpretation
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1. **All waves aligned:** Strong trend - ride the move
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2. **Wave A diverges from C:** Early warning of potential reversal
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3. **Waves crossing zero:** Momentum shift in progress
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4. **Wave C color change:** Major cycle direction changing
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## Category
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**Oscillators** - Multi-period momentum composite oscillating around zero line.
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## See Also
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- [MACD: Moving Average Convergence Divergence](../../momentum/macd/Macd.md)
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- [AO: Awesome Oscillator](../ao/Ao.md)
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- [TTM_SQUEEZE: TTM Squeeze](../../dynamics/ttm_squeeze/TtmSqueeze.md)
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