pine files

This commit is contained in:
Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
+5 -5
View File
@@ -8,12 +8,12 @@ namespace QuanTAlib;
/// BWMA: Bessel-Weighted Moving Average
/// </summary>
/// <remarks>
/// BWMA applies a Bessel window over the last N samples (FIR).
/// <para>Window coefficient definition:</para>
/// <para>x(i) = 2*i/(p-1) - 1 (maps i to [-1, 1]), arg = 1 - x(i)^2</para>
/// <para>w(i) = arg^(order/2 + 0.5) (with PineScript special-cases for order 0 and 1)</para>
/// <para>Output = sum(window[i] * w(i)) / sum(w(i))</para>
/// FIR MA using Bessel window coefficients with adjustable order.
/// Higher order produces sharper window; order 0 = parabolic.
///
/// Calculation: <c>W_i = (1 - x²)^(order/2 + 0.5)</c> where <c>x = 2i/(n-1) - 1</c>.
/// </remarks>
/// <seealso href="Bwma.md">Detailed documentation</seealso>
[SkipLocalsInit]
public sealed class Bwma : AbstractBase
{