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Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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lib/trends_IIR/jma/Jma.cs
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@@ -4,13 +4,16 @@ using System.Runtime.InteropServices;
namespace QuanTAlib;
/// <summary>
/// Jurik Moving Average (JMA):
/// - 10-bar SMA of local deviation
/// - 128-sample volatility distribution
/// - middle-65 trimmed mean as volatility reference
/// - Jurik dynamic exponent and 2-pole IIR core
/// - power parameter kept for API compatibility; ignored (matches Pine reference)
/// JMA: Jurik Moving Average
/// </summary>
/// <remarks>
/// Proprietary adaptive filter with minimal lag and overshoot using volatility-based smoothing.
/// Combines 2-pole IIR core with trimmed-mean volatility estimation.
///
/// Key features: phase control [-100,100], adaptive band tracking, dynamic exponent.
/// </remarks>
/// <seealso href="Jma.md">Detailed documentation</seealso>
/// <seealso href="jma.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Jma : AbstractBase
{