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

- 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
-13
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@@ -35,19 +35,6 @@ $$ VIDYA_t = (\alpha_{dynamic} \times Price_t) + ((1 - \alpha_{dynamic}) \times
## Performance Profile
### Zero-Allocation Design
The implementation uses two `RingBuffer`s to track the sum of up-moves and down-moves for the CMO calculation. This allows O(1) updates of the volatility index without re-iterating history.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | High | CMO + EMA |
| **Complexity** | O(1) | Constant time update |
| **Accuracy** | 8/10 | Adapts to volatility, tracking trends |
| **Timeliness** | 8/10 | Speeds up in volatile markets |
| **Overshoot** | 7/10 | Can overshoot if volatility spikes |
| **Smoothness** | 7/10 | Smoother than EMA in quiet markets |
## Validation
Validated against the original formula and reference implementations.