gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev'

Browse Source
This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
parent a8946cfab7 c75135ab14
commit 86a1db286c
404 changed files with 2754 additions and 1763 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/errors/mae/Mae.md
+2 -4
View File
@@ -13,9 +13,7 @@
| **PineScript** | [mae.pine](mae.pine) |
- Mean Absolute Error (MAE) measures the average magnitude of errors in a set of predictions, without considering their direction.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [MSE](../mse/Mse.md), [MdAE](../mdae/Mdae.md) | **Trading note:** Mean Absolute Error; simple, interpretable forecast accuracy metric. Same units as input.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Mean Absolute Error (MAE) measures the average magnitude of errors in a set of predictions, without considering their direction. It represents the average of the absolute differences between actual and predicted values.
@@ -160,4 +158,4 @@ Batch SIMD: 4x-8x speedup for large windows. ~3-5 cy/bar amortized in vectorized
* [MSE](../mse/Mse.md) - Mean Squared Error
* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error
* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error