gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 05:48:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup

Browse Source 
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
This commit is contained in:
Miha Kralj
2025-12-21 14:37:44 -08:00
parent 54c309e5cf
commit a7b7207801
65 changed files with 1766 additions and 482 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends/kama/Kama.md
-7
View File
@@ -18,13 +18,6 @@ KAMA uses an **Efficiency Ratio (ER)** to drive the smoothing constant of an EMA
- ER approaches 0.0 in pure noise.
2. **Smoothing Constant (SC)**: Scales between a "Fast" EMA (e.g., 2-period) and a "Slow" EMA (e.g., 30-period) based on ER.
### Zero-Allocation Design
Our implementation is efficient and allocation-free.
- **RingBuffer**: Stores the price history needed for the ER calculation (Period + 1).
- **Incremental Volatility**: We update the volatility sum incrementally (subtracting the exiting difference, adding the entering difference) to keep complexity O(1).
## Mathematical Foundation
$$ ER = \frac{|P_t - P_{t-n}|}{\sum_{i=0}^{n-1} |P_{t-i} - P_{t-i-1}|} $$