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

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/rmse/Rmse.md
+2 -4
View File
@@ -13,9 +13,7 @@
| **PineScript** | [rmse.pine](rmse.pine) |
- Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitiv...
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [MSE](../mse/Mse.md), [MAE](../mae/Mae.md) | **Trading note:** Root Mean Squared Error; same units as input, emphasizes large deviations. Most common accuracy metric.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitivity to large errors.
@@ -76,4 +74,4 @@ Batch SIMD: 4x-8x speedup for large windows. ~3-5 cy/bar amortized in vectorized
## Related Indicators
* [MSE](../mse/Mse.md) - Mean Squared Error
* [MAE](../mae/Mae.md) - Mean Absolute Error
* [MAE](../mae/Mae.md) - Mean Absolute Error