Merge branch 'dev'

This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
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| **PineScript** | [pseudohuber.pine](pseudohuber.pine) |
- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
- Parameterized by `period`, `delta` (default 1.0).
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [Huber](../huber/Huber.md), [LogCosh](../logcosh/LogCosh.md) | **Trading note:** Smooth approximation to Huber loss; continuously differentiable with tunable delta parameter.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function. Unlike Huber which has a piecewise definition with a kink at δ, Pseudo-Huber is continuously differentiable everywhere, making it ideal for gradient-based optimization.
@@ -191,4 +189,4 @@ Pseudo-Huber produces slightly smaller values but follows the same qualitative b
* [Huber](../huber/Huber.md) - Huber Loss (piecewise, with kink)
* [LogCosh](../logcosh/LogCosh.md) - Log-Cosh Loss (different smooth approximation)
* [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)