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

- 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.
This commit is contained in:
Miha Kralj
2026-02-20 21:40:32 -08:00
parent cbeefc9d64
commit 90d5638008
121 changed files with 9595 additions and 6315 deletions
+4
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@@ -14,10 +14,14 @@ Oscillators fluctuate above and below a centerline or within bounded ranges. Use
| [CFO](cfo/Cfo.md) | Chande Forecast Oscillator | Percentage difference between price and linear regression forecast. |
| [DECO](deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass isolating intermediate-frequency market cycles. |
| [DPO](dpo/Dpo.md) | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
| [ER](er/Er.md) | Efficiency Ratio | Measures directional efficiency. Net movement / total path length. |
| [ERI](eri/Eri.md) | Elder Ray Index | Separates bull and bear power relative to EMA. |
| [FISHER](fisher/Fisher.md) | Ehlers Fisher Transform | Converts prices to Gaussian distribution. Sharp reversals. |
| [INERTIA](inertia/Inertia.md) | Inertia | Linear regression residual. Raw deviation from trend forecast. |
| [KDJ](kdj/Kdj.md) | KDJ Indicator | Enhanced Stochastic. J = 3K - 2D provides leading signal. |
| [KRI](kri/Kri.md) | Kairi Relative Index | Percentage deviation of price from SMA. Overbought/oversold. |
| [PGO](pgo/Pgo.md) | Pretty Good Oscillator | Distance from SMA normalized by ATR. Units: ATR multiples. |
| [PSL](psl/Psl.md) | Psychological Line | Ratio of up periods to total periods. Crowd sentiment gauge. |
| [SMI](smi/Smi.md) | Stochastic Momentum Index | Distance from range midpoint. More sensitive than classic Stochastic. |
| [STOCH](stoch/Stoch.md) | Stochastic Oscillator | Close position within N-period high-low range. Classic overbought/oversold. |
| [STOCHF](stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic. Faster but noisier. |