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Miha Kralj
2026-02-02 13:42:47 -08:00
parent dde19f2226
commit a03d7aa0ce
89 changed files with 21551 additions and 438 deletions
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lib/trends_FIR/_index.md
+17 -17
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@@ -8,20 +8,20 @@ Finite Impulse Response (FIR) trend indicators. These use fixed-length windows w
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [ALMA](lib/trends_FIR/alma/Alma.md) | Arnaud Legoux MA | Gaussian window with offset parameter. Smooth with configurable lag. |
| [BLMA](lib/trends_FIR/blma/Blma.md) | Blackman MA | Blackman window. Excellent side-lobe suppression (-58 dB). |
| [BWMA](lib/trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Bessel window function. Good frequency resolution. |
| [CONV](lib/trends_FIR/conv/Conv.md) | Convolution MA | Generic convolution with custom kernel. Building block for others. |
| [DWMA](lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | WMA of WMA. Smoother than single WMA. Triangular-like response. |
| [GWMA](lib/trends_FIR/gwma/Gwma.md) | Gaussian Weighted MA | Centered Gaussian bell curve. No overshoot. σ controls width. |
| [HAMMA](lib/trends_FIR/hamma/Hamma.md) | Hamming MA | Hamming window. -43 dB side lobes. Good general purpose. |
| [HANMA](lib/trends_FIR/hanma/Hanma.md) | Hanning MA | Hanning (raised cosine). Zero at edges. Smooth roll-off. |
| [HMA](lib/trends_FIR/hma/Hma.md) | Hull MA | Reduced lag via weighted average differencing. Can overshoot. |
| [HWMA](lib/trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing. Tracks level, velocity, acceleration. |
| [LSMA](lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Linear regression endpoint. Extrapolates trend. |
| [PWMA](lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Pascal's triangle coefficients. Binomial distribution weights. |
| [SGMA](lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Polynomial fit. Preserves higher moments. Shape-preserving. |
| [SINEMA](lib/trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Sine wave weighting. Smooth bell-shaped emphasis. |
| [SMA](lib/trends_FIR/sma/Sma.md) | Simple MA | Equal weights. Baseline reference. Lag = (N-1)/2. |
| [TRIMA](lib/trends_FIR/trima/Trima.md) | Triangular MA | Triangular weights. SMA of SMA. Emphasizes middle. |
| [WMA](lib/trends_FIR/wma/Wma.md) | Weighted MA | Linear weights. Recent prices weighted more. Lag < SMA. |
| [ALMA](/lib/trends_FIR/alma/Alma.md) | Arnaud Legoux MA | Gaussian window with offset parameter. Smooth with configurable lag. |
| [BLMA](/lib/trends_FIR/blma/Blma.md) | Blackman MA | Blackman window. Excellent side-lobe suppression (-58 dB). |
| [BWMA](/lib/trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Bessel window function. Good frequency resolution. |
| [CONV](/lib/trends_FIR/conv/Conv.md) | Convolution MA | Generic convolution with custom kernel. Building block for others. |
| [DWMA](/lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | WMA of WMA. Smoother than single WMA. Triangular-like response. |
| [GWMA](/lib/trends_FIR/gwma/Gwma.md) | Gaussian Weighted MA | Centered Gaussian bell curve. No overshoot. σ controls width. |
| [HAMMA](/lib/trends_FIR/hamma/Hamma.md) | Hamming MA | Hamming window. -43 dB side lobes. Good general purpose. |
| [HANMA](/lib/trends_FIR/hanma/Hanma.md) | Hanning MA | Hanning (raised cosine). Zero at edges. Smooth roll-off. |
| [HMA](/lib/trends_FIR/hma/Hma.md) | Hull MA | Reduced lag via weighted average differencing. Can overshoot. |
| [HWMA](/lib/trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing. Tracks level, velocity, acceleration. |
| [LSMA](/lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Linear regression endpoint. Extrapolates trend. |
| [PWMA](/lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Pascal's triangle coefficients. Binomial distribution weights. |
| [SGMA](/lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Polynomial fit. Preserves higher moments. Shape-preserving. |
| [SINEMA](/lib/trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Sine wave weighting. Smooth bell-shaped emphasis. |
| [SMA](/lib/trends_FIR/sma/Sma.md) | Simple MA | Equal weights. Baseline reference. Lag = (N-1)/2. |
| [TRIMA](/lib/trends_FIR/trima/Trima.md) | Triangular MA | Triangular weights. SMA of SMA. Emphasizes middle. |
| [WMA](/lib/trends_FIR/wma/Wma.md) | Weighted MA | Linear weights. Recent prices weighted more. Lag < SMA. |
lib/trends_FIR/bwma/Bwma.cs
+3 -3
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@@ -259,7 +259,7 @@ public sealed class Bwma : AbstractBase
return CalculateWeightedSumWarmup(_buffer.GetSpan(), count, _order, _power, fallbackValue);
}
if (_invWeightSum == 0.0)
if (Math.Abs(_invWeightSum) <= 0)
{
return fallbackValue;
}
@@ -319,7 +319,7 @@ public sealed class Bwma : AbstractBase
w = Math.Pow(arg, power);
}
if (w == 0.0)
if (Math.Abs(w) <= 0)
{
continue;
}
@@ -450,7 +450,7 @@ public sealed class Bwma : AbstractBase
continue;
}
if (invWeightSum == 0.0)
if (Math.Abs(invWeightSum) <= 0)
{
output[i] = val;
continue;
lib/trends_FIR/gwma/Gwma.cs
+2 -2
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@@ -236,7 +236,7 @@ public sealed class Gwma : AbstractBase
return CalculateWeightedSumWarmup(_buffer.GetSpan(), count, _sigma, fallbackValue);
}
if (_invWeightSum == 0.0)
if (Math.Abs(_invWeightSum) <= 0)
{
return fallbackValue;
}
@@ -411,7 +411,7 @@ public sealed class Gwma : AbstractBase
continue;
}
if (invWeightSum == 0.0)
if (Math.Abs(invWeightSum) <= 0)
{
output[i] = val;
continue;