gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 03:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add Ehlers Hilbert Transform Instantaneous Trend (HTIT) implementation and tests

Browse Source 
- Implemented the HTIT indicator in Htit.cs, utilizing the Hilbert Transform for trend analysis.
- Added unit tests for HTIT validation against TA-Lib, Skender, and Ooples implementations in Htit.Validation.Tests.cs.
- Created documentation for HTIT in Htit.md, detailing its core concepts, formula, parameters, usage, and interpretation.
This commit is contained in:
Miha Kralj
2025-12-14 16:52:02 -08:00
parent f7b8fe1654
commit 822aaa0d40
18 changed files with 951 additions and 267 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/errors/_index.md
-1
View File
@@ -4,7 +4,6 @@ Error metrics and performance indicators for model/strategy evaluation.
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| DIRTY | Dirty Data Detection | |
| HUBER | Huber Loss | |
| MAE | Mean Absolute Error | |
| MAPD | Mean Absolute Percentage Difference | |