gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 13:58:04 +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
lib/oscillators/_index.md
+1
View File
@@ -19,6 +19,7 @@ Oscillators fluctuate above and below a centerline or within bounded ranges. Use
| [DECO](deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass isolating intermediate-frequency market cycles. |
| [DEM](dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 oscillator comparing sequential highs and lows. |
| [DOSC](dosc/Dosc.md) | Derivative Oscillator | Double-smoothed RSI minus signal line. Momentum acceleration. |
| [DSO](dso/Dso.md) | Ehlers Deviation-Scaled Oscillator | SSF-filtered zeros with RMS normalization and Fisher Transform. TASC Oct 2018. |
| [DPO](dpo/Dpo.md) | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
| [DSTOCH](dstoch/Dstoch.md) | Double Stochastic (Bressert) | Stochastic applied to Stochastic with EMA smoothing. Bounded 0-100. |
| [DYMI](dymi/Dymi.md) | Dynamic Momentum Index | RSI with volatility-adaptive period. Shorter in volatile markets. |