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feat: add MADH (Ehlers Moving Average Difference with Hann) indicator

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Miha Kralj
2026-03-17 13:48:34 -07:00
parent 4fa29c04b7
commit b4523b5cca
16 changed files with 1410 additions and 0 deletions
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python/quantalib/_bridge.py
+1
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@@ -450,6 +450,7 @@ HAS_DECO = _bind("qtl_deco", [_dp, _ci, _dp, _ci, _ci])
HAS_DOSC = _bind("qtl_dosc", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
HAS_DSO = _bind("qtl_dso", [_dp, _ci, _dp, _ci])
HAS_RSIH = _bind("qtl_rsih", [_dp, _ci, _dp, _ci])
HAS_MADH = _bind("qtl_madh", [_dp, _ci, _dp, _ci, _ci])
HAS_DYMI = _bind("qtl_dymi", [_dp, _ci, _dp, _ci, _ci, _ci, _ci, _ci])
HAS_CRSI = _bind("qtl_crsi", [_dp, _ci, _dp, _ci, _ci, _ci])
HAS_BBB = _bind("qtl_bbb", [_dp, _ci, _dp, _ci, _cd])
python/quantalib/oscillators.py
+8
View File
@@ -51,6 +51,7 @@ __all__ = [
"dosc",
"dso",
"rsih",
"madh",
"dymi",
"crsi",
"bbb",
@@ -565,6 +566,13 @@ def rsih(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, f"RSIH_{period}", "oscillators", offset)
def madh(close: object, shortLength: int = 8, dominantCycle: int = 27, offset: int = 0, **kwargs) -> object:
"""Ehlers Moving Average Difference with Hann Windowing."""
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_madh(_ptr(src), n, _ptr(dst), int(shortLength), int(dominantCycle)))
return _wrap(dst, idx, f"MADH_{shortLength}_{dominantCycle}", "oscillators", int(offset))
def dymi(close: object, base_period: int = 14, short_period: int = 5,
long_period: int = 10, min_period: int = 3, max_period: int = 30,
offset: int = 0, **kwargs) -> object: