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Add new moving average implementations: LTMA, MCNMA, NLMA, NMA, NYQMA, RAIN, and TRAMA

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- LTMA (Linear Trend Moving Average): Introduces a predictive moving average using dual cascaded EMAs for trend estimation.
- MCNMA (McNicholl EMA): Implements a zero-lag TEMA using a cascaded EMA structure for enhanced responsiveness.
- NLMA (Non-Lag Moving Average): Utilizes a damped cosine kernel to achieve reduced lag in moving averages.
- NMA (Natural Moving Average): Adapts smoothing based on volatility profiles using a square-root kernel.
- NYQMA (Nyquist Moving Average): Applies the Nyquist-Shannon theorem to prevent aliasing in cascaded moving averages.
- RAIN (Rainbow Moving Average): Combines multiple SMA layers with weighted averages for multi-scale smoothing.
- TRAMA (Trend Regularity Adaptive Moving Average): Adapts smoothing based on the frequency of new highs and lows in price data.
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Miha Kralj
2026-02-20 21:40:32 -08:00
parent cbeefc9d64
commit 90d5638008
121 changed files with 9595 additions and 6315 deletions
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@@ -126,8 +126,8 @@
| [ENTROPY](statistics/entropy/Entropy.md) | Shannon Entropy | Statistics |
| [EOM](volume/eom/Eom.md) | Ease of Movement | Volume |
| [EVWMA](volume/evwma/Evwma.md) | Elastic Volume Weighted MA | Volume |
| ER | Efficiency Ratio | Oscillators |
| ERI | Elder Ray Index | Oscillators |
| [ER](oscillators/er/Er.md) | Efficiency Ratio | Oscillators |
| [ERI](oscillators/eri/Eri.md) | Elder Ray Index | Oscillators |
| [EWMA](volatility/ewma/Ewma.md) | EWMA Volatility | Volatility |
| EXPDIST | Exponential Distribution | Numerics |
| [EXPTRANS](numerics/exptrans/Exptrans.md) | Exponential Transform | Numerics |
@@ -192,7 +192,7 @@
| [KCHANNEL](channels/kchannel/kchannel.md) | Keltner Channel | Channels |
| [KDJ](oscillators/kdj/Kdj.md) | KDJ Indicator | Oscillators |
| [KENDALL](statistics/kendall/Kendall.md) | Kendall Rank Correlation | Statistics |
| KRI | Kairi Relative Index | Oscillators |
| [KRI](oscillators/kri/Kri.md) | Kairi Relative Index | Oscillators |
| LANCZOS | Lanczos (sinc) Window MA | Trends (FIR) |
| KST | KST Oscillator | Oscillators |
| [KURTOSIS](statistics/kurtosis/Kurtosis.md) | Kurtosis | Statistics |
@@ -267,7 +267,7 @@
| [PPO](momentum/ppo/Ppo.md) | Percentage Price Oscillator | Momentum |
| [PRS](momentum/prs/Prs.md) | Price Relative Strength | Momentum |
| [PSAR](reversals/psar/Psar.md) | Parabolic Stop And Reverse | Reversals |
| PSL | Psychological Line | Oscillators |
| [PSL](oscillators/psl/Psl.md) | Psychological Line | Oscillators |
| [PSEUDOHUBER](errors/pseudohuber/Pseudohuber.md) | Pseudo-Huber Loss | Errors |
| [PVD](volume/pvd/Pvd.md) | Price Volume Divergence | Volume |
| [PVI](volume/pvi/Pvi.md) | Positive Volume Index | Volume |