gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-17 18:18:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(oscillators): add DSO - Ehlers Deviation-Scaled Oscillator

Browse Source 
Implement DSO (TASC Oct 2018) with SSF 2-pole filter, RMS normalization,
and Fisher Transform (±0.99 clamp). Sealed class, O(1) streaming RMS via
RingBuffer, precomputed SSF coefficients.

New files: Dso.cs, Dso.Quantower.cs, Dso.md, dso.pine,
  Dso.Tests.cs (27), Dso.Validation.Tests.cs (7), Dso.Quantower.Tests.cs (11)

Updated: Exports.cs, _bridge.py, oscillators.py, SPEC.md,
  _sidebar.md, lib/_index.md, oscillators/_index.md,
  docs/indicators.md, docs/pinescript.md

All 19,565 tests pass, 0 warnings.
This commit is contained in:
Miha Kralj
2026-03-17 11:59:04 -07:00
parent 5fc6e27d8e
commit 7db48e2418
16 changed files with 1468 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/indicators.md
+1
View File
@@ -180,6 +180,7 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
| [**DECO**](../lib/oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass cycle isolation |
| [**DEM**](../lib/oscillators/dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 comparing sequential highs/lows |
| [**DOSC**](../lib/oscillators/dosc/Dosc.md) | Derivative Oscillator | Double-smoothed RSI minus signal line |
| [**DSO**](../lib/oscillators/dso/Dso.md) | Ehlers Deviation-Scaled Oscillator | SSF + RMS + Fisher Transform oscillator |
| [**DPO**](../lib/oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Displaced SMA trend removal |
| [**DYMI**](../lib/oscillators/dymi/Dymi.md) | Dynamic Momentum Index | Volatility-adaptive RSI period |
| [**ER**](../lib/oscillators/er/Er.md) | Efficiency Ratio | Net movement / total path length |