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Enhance validation tests for various indicators with external library comparisons
- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations. - Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement. - Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender. - Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling. - Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations. - Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values. - Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons. - Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.
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@@ -4,6 +4,13 @@ namespace QuanTAlib.Tests;
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public class MmaValidationTests
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{
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// Note: External library validation is not feasible for MMA:
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// - MMA (Modified Moving Average) is a QuanTAlib-specific algorithm that blends SMA with
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// a weighted deviation component: output = SMA + weightedSum * 6/(count*(count+1)).
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// - Skender's GetSmma() / Tulip's wilders = Wilder's smoothing (SMMA), a completely different algorithm.
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// - TALib, OoplesFinance: No equivalent MMA implementation.
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// Validated against independent reference implementation in tests below.
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[Fact]
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public void Mma_Streaming_MatchesReference()
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{
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