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docs: sweep all indicator references — fix paths, add missing entries, sort alphabetically

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_sidebar.md:
- Fix 4 wrong DI/DM paths (minus_di→minusdi, minus_dm→minusdm, plus_di→plusdi, plus_dm→plusdm)
- Sort Dynamics section alphabetically
- Add DECAY and EDECAY to Numerics section

lib/dynamics/_index.md:
- Fix HT_TRENDMODE link (Httrendmode.md→HtTrendmode.md)
- Sort all 25 indicators alphabetically

lib/core/_index.md:
- Sort all 8 indicators alphabetically (HA was out of order)

docs/indicators.md:
- FIR: Replace with all 33 entries sorted
- IIR: Replace with all 36 entries sorted
- Filters: Add SAK (now 37 entries)
- Oscillators: Add 17 missing (BBI, BRAR, COPPOCK, CRSI, CTI, DOSC, ER, ERI, FI, KRI, KST, MSTOCH, PSL, QQE, RVGI, SQUEEZE, TD_SEQ) — now 48 entries
- Dynamics: Sort all 25 entries alphabetically
- Statistics: Add POLYFIT, TRIM, WAVG, WINS — now 35 entries sorted
- Numerics: Add FFT, IFFT — now 31 entries sorted
- Core: Add HA — now 8 entries sorted

Total: 402 indicators across 16 categories, all cross-referenced.
This commit is contained in:
Miha Kralj
2026-03-11 20:36:36 -07:00
parent 33d20f2a18
commit b9783f7c03
4 changed files with 92 additions and 47 deletions
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_sidebar.md
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@@ -189,15 +189,15 @@
* [CHOP - Choppiness Index](/lib/dynamics/chop/Chop.md)
* [DMX - Jurik Directional Movement Index](/lib/dynamics/dmx/Dmx.md)
* [DX - Directional Movement Index](/lib/dynamics/dx/Dx.md)
* [MINUS_DI - Minus Directional Indicator](/lib/dynamics/minus_di/MinusDi.md)
* [MINUS_DM - Minus Directional Movement](/lib/dynamics/minus_dm/MinusDm.md)
* [GHLA - Gann High-Low Activator](/lib/dynamics/ghla/Ghla.md)
* [HT_TRENDMODE - Ehlers Hilbert Transform Trend vs Cycle Mode](/lib/dynamics/ht_trendmode/HtTrendmode.md)
* [ICHIMOKU - Ichimoku Cloud](/lib/dynamics/ichimoku/Ichimoku.md)
* [IMPULSE - Elder Impulse System](/lib/dynamics/impulse/Impulse.md)
* [MINUS_DI - Minus Directional Indicator](/lib/dynamics/minusdi/MinusDi.md)
* [MINUS_DM - Minus Directional Movement](/lib/dynamics/minusdm/MinusDm.md)
* [PFE - Polarized Fractal Efficiency](/lib/dynamics/pfe/Pfe.md)
* [PLUS_DI - Plus Directional Indicator](/lib/dynamics/plus_di/PlusDi.md)
* [PLUS_DM - Plus Directional Movement](/lib/dynamics/plus_dm/PlusDm.md)
* [PLUS_DI - Plus Directional Indicator](/lib/dynamics/plusdi/PlusDi.md)
* [PLUS_DM - Plus Directional Movement](/lib/dynamics/plusdm/PlusDm.md)
* [QSTICK - Qstick Indicator](/lib/dynamics/qstick/Qstick.md)
* [RAVI - Chande Range Action Verification Index](/lib/dynamics/ravi/Ravi.md)
* [SUPER - SuperTrend](/lib/dynamics/super/Super.md)
@@ -352,7 +352,9 @@
* [BINOMDIST - Binomial Distribution](/lib/numerics/binomdist/Binomdist.md)
* [CHANGE - Percentage Change](/lib/numerics/change/Change.md)
* [CWT - Continuous Wavelet Transform](/lib/numerics/cwt/Cwt.md)
* [DECAY - Linear Decay](/lib/numerics/decay/Decay.md)
* [DWT - Discrete Wavelet Transform](/lib/numerics/dwt/Dwt.md)
* [EDECAY - Exponential Decay](/lib/numerics/edecay/Edecay.md)
* [EXPDIST - Exponential Distribution](/lib/numerics/expdist/Expdist.md)
* [EXPTRANS - Exponential Transform](/lib/numerics/exptrans/Exptrans.md)
* [FDIST - F-Distribution](/lib/numerics/fdist/Fdist.md)
docs/indicators.md
+71 -28
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@@ -43,22 +43,34 @@ Finite Impulse Response filters. Output depends only on a fixed window of inputs
| [**BLMA**](../lib/trends_FIR/blma/Blma.md) | Blackman Window MA | Spectral leakage reduction |
| [**BWMA**](../lib/trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Linear phase response |
| [**CONV**](../lib/trends_FIR/conv/Conv.md) | Convolution MA | Arbitrary kernel support |
| [**CRMA**](../lib/trends_FIR/crma/Crma.md) | Cubic Regression MA | Higher-order polynomial trend fit |
| [**DWMA**](../lib/trends_FIR/dwma/Dwma.md) | Double Weighted MA | WMA applied twice |
| [**FWMA**](../lib/trends_FIR/fwma/Fwma.md) | Fibonacci Weighted MA | Golden ratio kernel convolution |
| [**GWMA**](../lib/trends_FIR/gwma/Gwma.md) | Gaussian Weighted MA | Normal distribution weights |
| [**HAMMA**](../lib/trends_FIR/hamma/Hamma.md) | Hamming Weighted MA | Spectral analysis window |
| [**HANMA**](../lib/trends_FIR/hanma/Hanma.md) | Hanning Weighted MA | Cosine-based window |
| [**HEND**](../lib/trends_FIR/hend/Hend.md) | Henderson MA | Optimized for trend extraction, minimal distortion |
| [**HMA**](../lib/trends_FIR/hma/Hma.md) | Hull MA | Reduced lag via WMA differencing |
| [**ILRS**](../lib/trends_FIR/ilrs/Ilrs.md) | Integral of LinReg Slope | Cumulative linear regression slope |
| [**KAISER**](../lib/trends_FIR/kaiser/Kaiser.md) | Kaiser Window MA | Adjustable β for sidelobe control |
| [**LANCZOS**](../lib/trends_FIR/lanczos/Lanczos.md) | Lanczos (Sinc) Window MA | Optimal frequency-domain characteristics |
| [**LSMA**](../lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Linear regression endpoint |
| [**NLMA**](../lib/trends_FIR/nlma/Nlma.md) | Non-Lag MA | Damped cosine kernel FIR |
| [**NYQMA**](../lib/trends_FIR/nyqma/Nyqma.md) | Nyquist MA | Dual LWMA cascade FIR |
| [**PARZEN**](../lib/trends_FIR/parzen/Parzen.md) | Parzen Window MA | Piecewise cubic, good spectral leakage control |
| [**PMA**](../lib/trends_FIR/pma/Pma.md) | Predictive Moving Average | Ehlers WMA cascade + extrapolation |
| [**RAIN**](../lib/trends_FIR/rain/Rain.md) | Rainbow MA | 10× cascaded SMA |
| [**LSMA**](../lib/trends_FIR/lsma/Lsma.md) | Least Squares MA | Linear regression endpoint |
| [**PWMA**](../lib/trends_FIR/pwma/Pwma.md) | Pascal Weighted MA | Binomial coefficient weights |
| [**QRMA**](../lib/trends_FIR/qrma/Qrma.md) | Quadratic Regression MA | Quadratic polynomial regression endpoint |
| [**RAIN**](../lib/trends_FIR/rain/Rain.md) | Rainbow MA | 10× cascaded SMA |
| [**RWMA**](../lib/trends_FIR/rwma/Rwma.md) | Range Weighted MA | Volatility-adaptive FIR via bar range weights |
| [**SGMA**](../lib/trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Polynomial smoothing |
| [**SINEMA**](../lib/trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Sinusoidal weight distribution |
| [**SMA**](../lib/trends_FIR/sma/Sma.md) | Simple MA | Equal weights, the baseline |
| [**SP15**](../lib/trends_FIR/sp15/Sp15.md) | Spencer 15-Point MA | Classic statistical smoothing filter |
| [**SWMA**](../lib/trends_FIR/swma/Swma.md) | Symmetric Weighted MA | Equal emphasis on both tails |
| [**TRIMA**](../lib/trends_FIR/trima/Trima.md) | Triangular MA | Double-smoothed SMA |
| [**TSF**](../lib/trends_FIR/tsf/Tsf.md) | Time Series Forecast | Linear regression one-step-ahead projection |
| [**TUKEY_W**](../lib/trends_FIR/tukey_w/Tukey_w.md) | Tukey Window MA | Tapered cosine with adjustable α |
| [**WMA**](../lib/trends_FIR/wma/Wma.md) | Weighted MA | Linear weight decay |
### Trends (IIR)
@@ -67,23 +79,29 @@ Infinite Impulse Response filters. Output depends on current input and past outp
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ADXVMA**](../lib/trends_IIR/adxvma/Adxvma.md) | ADX Variable MA | ADX-based adaptive smoothing |
| [**AHRENS**](../lib/trends_IIR/ahrens/Ahrens.md) | Ahrens MA | Simple recursive IIR with minimal lag |
| [**CORAL**](../lib/trends_IIR/coral/Coral.md) | Coral Trend Filter | Six-stage cascaded EMA with polynomial combination |
| [**DECYCLER**](../lib/trends_IIR/decycler/Decycler.md) | Ehlers Decycler | Complementary HP filter subtracting high-frequency noise |
| [**DEMA**](../lib/trends_IIR/dema/Dema.md) | Double Exponential MA | EMA of EMA with lag compensation |
| [**DSMA**](../lib/trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Volatility-adaptive smoothing |
| [**EMA**](../lib/trends_IIR/ema/Ema.md) | Exponential MA | The fundamental IIR filter |
| [**FRAMA**](../lib/trends_IIR/frama/Frama.md) | Ehlers Fractal Adaptive MA | Dimension-based adaptation |
| [**GDEMA**](../lib/trends_IIR/gdema/Gdema.md) | Generalized DEMA | Configurable volume factor for tunable lag/smoothness |
| [**HEMA**](../lib/trends_IIR/hema/Hema.md) | Hull Exponential MA | Hull concept with EMA |
| [**HOLT**](../lib/trends_IIR/holt/Holt.md) | Holt Exponential Smoothing | Double exponential smoothing (level + trend) |
| [**HTIT**](../lib/trends_IIR/htit/Htit.md) | Ehlers Hilbert Instantaneous Trend (also known as HT_TRENDLINE) | Dominant cycle extraction |
| [**HWMA**](../lib/trends_IIR/hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing (IIR) |
| [**JMA**](../lib/trends_IIR/jma/Jma.md) | Jurik MA | Adaptive, low-lag, proprietary algorithm |
| [**KAMA**](../lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Efficiency ratio adaptation |
| [**LEMA**](../lib/trends_IIR/lema/Lema.md) | Leader EMA | Dual EMA with error-correction lag reduction |
| [**LTMA**](../lib/trends_IIR/ltma/Ltma.md) | Linear Trend MA | Linear trend extraction via recursive IIR |
| [**MAMA**](../lib/trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Homodyne discriminator based |
| [**MAVP**](../lib/trends_IIR/mavp/Mavp.md) | Moving Average Variable Period | Per-bar dynamic period EMA |
| [**MCNMA**](../lib/trends_IIR/mcnma/Mcnma.md) | McNicholl EMA | Six cascaded EMA stages, inner+outer TEMA |
| [**MGDI**](../lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic | Market-speed tracking |
| [**MMA**](../lib/trends_IIR/mma/Mma.md) | Modified MA | Smoothed EMA variant |
| [**NMA**](../lib/trends_IIR/nma/Nma.md) | Natural MA | Volatility-weighted sqrt-kernel adaptation (Sloman) |
| [**HWMA**](../lib/trends_IIR/hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing (IIR) |
| [**QEMA**](../lib/trends_IIR/qema/Qema.md) | Quad Exponential MA | Four-stage exponential |
| [**REMA**](../lib/trends_IIR/rema/Rema.md) | Regularized Exponential MA | Regularization for stability |
| [**RGMA**](../lib/trends_IIR/rgma/Rgma.md) | Recursive Gaussian MA | Gaussian approximation |
@@ -107,12 +125,12 @@ Signal processing filters adapted for financial time series. Designed to separat
| [**AGC**](../lib/filters/agc/Agc.md) | Ehlers Automatic Gain Control | Amplitude normalization via peak tracking |
| [**ALAGUERRE**](../lib/filters/alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Ehlers variable-alpha from tracking error |
| [**BAXTERKING**](../lib/filters/baxterking/BaxterKing.md) | Baxter-King Band-Pass Filter | Symmetric FIR band-pass for cycle extraction |
| [**CFITZ**](../lib/filters/cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass, random-walk optimal |
| [**BESSEL**](../lib/filters/bessel/Bessel.md) | Bessel Filter | Maximally flat group delay |
| [**BILATERAL**](../lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing |
| [**BPF**](../lib/filters/bpf/Bpf.md) | BandPass Filter | Frequency band isolation |
| [**BUTTER2**](../lib/filters/butter2/Butter2.md) | Ehlers 2-Pole Butterworth Filter | Maximally flat passband |
| [**BUTTER3**](../lib/filters/butter3/Butter3.md) | Ehlers 3-Pole Butterworth Filter | Steeper rolloff, 3rd-order |
| [**CFITZ**](../lib/filters/cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass, random-walk optimal |
| [**CHEBY1**](../lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper rolloff with passband ripple |
| [**CHEBY2**](../lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Steeper rolloff with stopband ripple |
| [**EDCF**](../lib/filters/edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR, distance-weighted smoothing |
@@ -124,14 +142,15 @@ Signal processing filters adapted for financial time series. Designed to separat
| [**KALMAN**](../lib/filters/kalman/Kalman.md) | Kalman Filter | Optimal recursive estimation |
| [**LAGUERRE**](../lib/filters/laguerre/Laguerre.md) | Ehlers Laguerre Filter | Ehlers 4-element all-pass cascade |
| [**LMS**](../lib/filters/lms/Lms.md) | Least Mean Squares | Widrow-Hoff adaptive FIR filter |
| [**RLS**](../lib/filters/rls/Rls.md) | Recursive Least Squares | Faster convergence than LMS |
| [**LOESS**](../lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression |
| [**MODF**](../lib/filters/modf/Modf.md) | Modular Filter | Dual-path adaptive filter with state selection |
| [**NOTCH**](../lib/filters/notch/Notch.md) | Notch Filter | Single frequency rejection |
| [**NW**](../lib/filters/nw/Nw.md) | Nadaraya-Watson Estimator | Non-parametric Gaussian kernel regression smoothing |
| [**RMED**](../lib/filters/rmed/Rmed.md) | Ehlers Recursive Median Filter | Recursive median + IIR smoothing, outlier-resistant |
| [**ONEEURO**](../lib/filters/oneeuro/OneEuro.md) | One Euro Filter | Speed-adaptive low-pass, adaptive cutoff |
| [**RLS**](../lib/filters/rls/Rls.md) | Recursive Least Squares | Faster convergence than LMS |
| [**RMED**](../lib/filters/rmed/Rmed.md) | Ehlers Recursive Median Filter | Recursive median + IIR smoothing, outlier-resistant |
| [**ROOFING**](../lib/filters/roofing/Roofing.md) | Ehlers Roofing Filter | Ehlers HP + SS bandpass cascade |
| [**SAK**](../lib/filters/sak/Sak.md) | Ehlers Swiss Army Knife | Configurable multi-mode filter (LP, HP, BP, BS) |
| [**SGF**](../lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Polynomial least-squares fitting |
| [**SPBF**](../lib/filters/spbf/Spbf.md) | Ehlers Super Passband Filter | Ehlers wide-band bandpass with RMS envelope |
| [**SSF2**](../lib/filters/ssf2/Ssf2.md) | Ehlers 2-Pole Super Smoother Filter | Ehlers two-pole design |
@@ -151,28 +170,45 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
| [**AO**](../lib/oscillators/ao/Ao.md) | Awesome Oscillator | Midpoint momentum |
| [**APO**](../lib/oscillators/apo/Apo.md) | Absolute Price Oscillator | EMA difference |
| [**BBB**](../lib/oscillators/bbb/Bbb.md) | Bollinger %B | Position within Bollinger Bands |
| [**BBI**](../lib/oscillators/bbi/Bbi.md) | Bulls Bears Index | Multi-period SMA composite trend strength |
| [**BBS**](../lib/oscillators/bbs/Bbs.md) | Bollinger Band Squeeze | BB inside KC squeeze detection |
| [**BRAR**](../lib/oscillators/brar/Brar.md) | Bull-Bear Power Ratio | Open-relative bull/bear power ratio |
| [**CFO**](../lib/oscillators/cfo/Cfo.md) | Chande Forecast Oscillator | Forecast error percentage |
| [**COPPOCK**](../lib/oscillators/coppock/Coppock.md) | Coppock Curve | Long-term momentum via weighted ROC sum |
| [**CRSI**](../lib/oscillators/crsi/Crsi.md) | Connors RSI | Composite RSI + streak RSI + percentile rank |
| [**CTI**](../lib/oscillators/cti/Cti.md) | Correlation Trend Indicator | Linear regression correlation as trend strength |
| [**DECO**](../lib/oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass cycle isolation |
| [**DEM**](../lib/oscillators/dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 oscillator comparing sequential highs/lows; DeMarker's demand pressure |
| [**DEM**](../lib/oscillators/dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 comparing sequential highs/lows |
| [**DOSC**](../lib/oscillators/dosc/Dosc.md) | Derivative Oscillator | Double-smoothed RSI minus signal line |
| [**DPO**](../lib/oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Displaced SMA trend removal |
| [**DYMOI**](../lib/oscillators/dymoi/Dymoi.md) | Dynamic Momentum Index | Volatility-adaptive RSI period; shorter in volatile markets, longer in quiet |
| [**DYMOI**](../lib/oscillators/dymoi/Dymoi.md) | Dynamic Momentum Index | Volatility-adaptive RSI period |
| [**ER**](../lib/oscillators/er/Er.md) | Efficiency Ratio | Net movement / total path length |
| [**ERI**](../lib/oscillators/eri/Eri.md) | Elder Ray Index | Bull/bear power relative to EMA |
| [**FI**](../lib/oscillators/fi/Fi.md) | Force Index | Price change × volume buying/selling power |
| [**FISHER**](../lib/oscillators/fisher/Fisher.md) | Ehlers Fisher Transform | Gaussian-normalized price reversal |
| [**FISHER04**](../lib/oscillators/fisher04/Fisher04.md) | Ehlers Fisher Transform (2004) | Cybernetic Analysis variant with gentler arctanh scaling |
| [**GATOR**](../lib/oscillators/gator/Gator.md) | Williams Gator Oscillator | Alligator line difference histograms (upper/lower) |
| [**FISHER04**](../lib/oscillators/fisher04/Fisher04.md) | Ehlers Fisher Transform (2004) | Cybernetic Analysis variant with gentler arctanh |
| [**GATOR**](../lib/oscillators/gator/Gator.md) | Williams Gator Oscillator | Alligator line difference histograms |
| [**IMI**](../lib/oscillators/imi/Imi.md) | Intraday Momentum Index | Candlestick RSI (0-100 oscillator) |
| [**INERTIA**](../lib/oscillators/inertia/Inertia.md) | Inertia | Linear regression residual |
| [**KDJ**](../lib/oscillators/kdj/Kdj.md) | KDJ Indicator | Enhanced Stochastic (J = 3K − 2D) |
| [**LRSI**](../lib/oscillators/lrsi/Lrsi.md) | Ehlers Laguerre RSI | Laguerre filter-based RSI; single γ parameter trades lag vs smoothness; output [0,1] |
| [**MARKETFI**](../lib/oscillators/marketfi/Marketfi.md) | Market Facilitation Index | Bill Williams' price-range-per-unit-of-volume efficiency; no period; volume-required |
| [**KRI**](../lib/oscillators/kri/Kri.md) | Kairi Relative Index | Percentage deviation from SMA |
| [**KST**](../lib/oscillators/kst/Kst.md) | Know Sure Thing | Summed weighted ROCs across 4 timeframes |
| [**LRSI**](../lib/oscillators/lrsi/Lrsi.md) | Ehlers Laguerre RSI | Laguerre filter-based RSI; output [0,1] |
| [**MARKETFI**](../lib/oscillators/marketfi/Marketfi.md) | Market Facilitation Index | Price-range-per-unit-of-volume efficiency |
| [**MSTOCH**](../lib/oscillators/mstoch/Mstoch.md) | Ehlers MESA Stochastic | Hilbert Transform cycle-tuned Stochastic |
| [**PGO**](../lib/oscillators/pgo/Pgo.md) | Pretty Good Oscillator | ATR-normalized SMA displacement |
| [**PSL**](../lib/oscillators/psl/Psl.md) | Psychological Line | Up-period ratio crowd sentiment gauge |
| [**QQE**](../lib/oscillators/qqe/Qqe.md) | Quantitative Qualitative Estimation | Smoothed RSI with dynamic volatility bands |
| [**REFLEX**](../lib/oscillators/reflex/Reflex.md) | Ehlers Reflex | Zero-centered reversal oscillator |
| [**REVERSEEMA**](../lib/oscillators/reverseema/ReverseEma.md) | Ehlers Reverse EMA | 8-stage cascaded Z-transform inversion oscillator |
| [**RVGI**](../lib/oscillators/rvgi/Rvgi.md) | Relative Vigor Index | Open-close vs high-low ratio with smoothing |
| [**SMI**](../lib/oscillators/smi/Smi.md) | Stochastic Momentum Index | Distance from range midpoint (K/D lines) |
| [**STC**](../lib/oscillators/stc/Stc.md) | Schaff Trend Cycle | MACD + double Stochastic (0-100 momentum oscillator) |
| [**SQUEEZE**](../lib/oscillators/squeeze/Squeeze.md) | Squeeze Momentum | BB inside KC squeeze with momentum |
| [**STC**](../lib/oscillators/stc/Stc.md) | Schaff Trend Cycle | MACD + double Stochastic (0-100) |
| [**STOCH**](../lib/oscillators/stoch/Stoch.md) | Stochastic Oscillator | Close within N-period H/L range (%K/%D) |
| [**STOCHF**](../lib/oscillators/stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic (%K/%D, SMA smoothing only) |
| [**STOCHF**](../lib/oscillators/stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic (%K/%D) |
| [**STOCHRSI**](../lib/oscillators/stochrsi/Stochrsi.md) | Stochastic RSI | Stochastic applied to RSI (%K/%D) |
| [**TD_SEQ**](../lib/oscillators/td_seq/Td_seq.md) | TD Sequential | DeMark sequential countdown exhaustion |
| [**TRENDFLEX**](../lib/oscillators/trendflex/Trendflex.md) | Ehlers Trendflex | Zero-lag sum-of-differences trend oscillator |
| [**TRIX**](../lib/oscillators/trix/Trix.md) | Triple Exponential Average | ROC of triple-smoothed EMA |
| [**TTM_WAVE**](../lib/oscillators/ttm_wave/TtmWave.md) | TTM Wave | Fibonacci-period MACD composite (A/B/C waves) |
@@ -194,16 +230,16 @@ Indicators measuring trend strength, regime, and directional movement quality.
| [**CHOP**](../lib/dynamics/chop/Chop.md) | Choppiness Index | ATR sum vs range; trending vs choppy |
| [**DMX**](../lib/dynamics/dmx/Dmx.md) | Jurik DMX | Enhanced directional movement |
| [**DX**](../lib/dynamics/dx/Dx.md) | Directional Movement Index | Raw directional strength |
| [**MINUS_DI**](../lib/dynamics/minusdi/MinusDi.md) | Minus Directional Indicator | Downward DI (0-100) |
| [**MINUS_DM**](../lib/dynamics/minusdm/MinusDm.md) | Minus Directional Movement | Smoothed downward DM |
| [**GHLA**](../lib/dynamics/ghla/Ghla.md) | Gann High-Low Activator | SMA(High)/SMA(Low) alternating on crossover |
| [**HT_TRENDMODE**](../lib/dynamics/ht_trendmode/HtTrendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Cycle vs trend regime detection |
| [**ICHIMOKU**](../lib/dynamics/ichimoku/Ichimoku.md) | Ichimoku Cloud | Multi-component trend system |
| [**IMPULSE**](../lib/dynamics/impulse/Impulse.md) | Elder Impulse System | EMA + MACD-H trend/momentum fusion |
| [**QSTICK**](../lib/dynamics/qstick/Qstick.md) | Qstick | Average close-open difference |
| [**MINUS_DI**](../lib/dynamics/minusdi/MinusDi.md) | Minus Directional Indicator | Downward DI (0-100) |
| [**MINUS_DM**](../lib/dynamics/minusdm/MinusDm.md) | Minus Directional Movement | Smoothed downward DM |
| [**PFE**](../lib/dynamics/pfe/Pfe.md) | Polarized Fractal Efficiency | Fractal path efficiency as trend strength |
| [**PLUS_DI**](../lib/dynamics/plusdi/PlusDi.md) | Plus Directional Indicator | Upward DI (0-100) |
| [**PLUS_DM**](../lib/dynamics/plusdm/PlusDm.md) | Plus Directional Movement | Smoothed upward DM |
| [**QSTICK**](../lib/dynamics/qstick/Qstick.md) | Qstick | Average close-open difference |
| [**RAVI**](../lib/dynamics/ravi/Ravi.md) | Chande Range Action Verification Index | Dual-SMA divergence as trend strength |
| [**SUPER**](../lib/dynamics/super/Super.md) | SuperTrend | ATR-based trend bands |
| [**TTM_SQUEEZE**](../lib/dynamics/ttm_squeeze/TtmSqueeze.md) | TTM Squeeze | BB inside KC squeeze with momentum |
@@ -356,19 +392,23 @@ Mathematical and statistical computations on price series.
| [**KENDALL**](../lib/statistics/kendall/Kendall.md) | Kendall Tau-a | Rank-based ordinal association |
| [**KURTOSIS**](../lib/statistics/kurtosis/Kurtosis.md) | Kurtosis | Fourth-moment tail heaviness |
| [**LINREG**](../lib/statistics/linreg/LinReg.md) | Linear Regression | Best-fit line via least squares |
| [**MEANDEV**](../lib/statistics/meandev/MeanDev.md) | Mean Absolute Deviation | Outlier-robust dispersion, CCI core |
| [**MEDIAN**](../lib/statistics/median/Median.md) | Rolling Median | 50th percentile |
| [**MODE**](../lib/statistics/mode/Mode.md) | Mode | Most frequent value in window |
| [**PACF**](../lib/statistics/pacf/Pacf.md) | Partial Autocorrelation | Direct correlation at lag k |
| [**PERCENTILE**](../lib/statistics/percentile/Percentile.md) | Percentile | Value at given percentile rank |
| [**POLYFIT**](../lib/statistics/polyfit/Polyfit.md) | Polynomial Fitting | Polynomial curve fitting over rolling window |
| [**QUANTILE**](../lib/statistics/quantile/Quantile.md) | Quantile | Value at given quantile (0-1) |
| [**SKEW**](../lib/statistics/skew/Skew.md) | Skewness | Distribution asymmetry |
| [**SPEARMAN**](../lib/statistics/spearman/Spearman.md) | Spearman Rank Correlation | Monotonic association [-1, +1] |
| [**STDDEV**](../lib/statistics/stddev/StdDev.md) | Standard Deviation | Dispersion measure |
| [**STDERR**](../lib/statistics/stderr/Stderr.md) | Standard Error of Regression | OLS residual scatter over rolling window |
| [**SUM**](../lib/statistics/sum/Sum.md) | Rolling Sum | Windowed sum |
| [**THEIL**](../lib/statistics/theil/Theil.md) | Theil T Index | Information-theoretic inequality |
| [**TRIM**](../lib/statistics/trim/Trim.md) | Trimmed Mean Moving Average | Outlier-excluded rolling mean |
| [**VARIANCE**](../lib/statistics/variance/Variance.md) | Variance | Squared deviation |
| [**MEANDEV**](../lib/statistics/meandev/MeanDev.md) | Mean Absolute Deviation | Outlier-robust dispersion, CCI core |
| [**STDERR**](../lib/statistics/stderr/Stderr.md) | Standard Error of Regression | OLS residual scatter over rolling window |
| [**WAVG**](../lib/statistics/wavg/Wavg.md) | Weighted Average | Weighted rolling average |
| [**WINS**](../lib/statistics/wins/Wins.md) | Winsorized Mean Moving Average | Outlier-clamped rolling mean |
| [**ZSCORE**](../lib/statistics/zscore/Zscore.md) | Z-Score | Standard deviations from rolling mean |
| [**ZTEST**](../lib/statistics/ztest/Ztest.md) | Z-Test | One-sample t-statistic |
@@ -408,10 +448,11 @@ Price transforms and fundamental building blocks. These indicators compute deriv
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**AVGPRICE**](../lib/core/avgprice/Avgprice.md) | Average Price | (O+H+L+C) * 0.25 via FMA |
| [**HA**](../lib/core/ha/Ha.md) | Heikin-Ashi | Modified OHLC candles; smoothed trend visualization |
| [**MEDPRICE**](../lib/core/medprice/Medprice.md) | Median Price | (H+L) * 0.5 |
| [**MIDBODY**](../lib/core/midbody/Midbody.md) | Open-Close Average | (O+C) * 0.5 |
| [**MIDPOINT**](../lib/core/midpoint/Midpoint.md) | Rolling Midpoint | (Max+Min) * 0.5 over lookback window |
| [**MIDPRICE**](../lib/core/midprice/Midprice.md) | Mid Price | (Highest High + Lowest Low) * 0.5 |
| [**MIDBODY**](../lib/core/midbody/Midbody.md) | Open-Close Average | (O+C) * 0.5 |
| [**TYPPRICE**](../lib/core/typprice/Typprice.md) | Typical Price | (H+L+C) * OneThird via FMA |
| [**WCLPRICE**](../lib/core/wclprice/Wclprice.md) | Weighted Close Price | (H+L+2C) * 0.25 via FMA |
@@ -424,32 +465,34 @@ Mathematical transformations and derivative indicators. Building blocks for anal
| [**ACCEL**](../lib/numerics/accel/Accel.md) | Acceleration (2nd Derivative) | Change in slope |
| [**BETADIST**](../lib/numerics/betadist/Betadist.md) | Beta Distribution (CDF/PDF) | Rolling Beta CDF — probability normalized observation falls below threshold |
| [**BINOMDIST**](../lib/numerics/binomdist/Binomdist.md) | Binomial Distribution (CDF) | Rolling Binomial CDF — probability normalized observation falls below threshold |
| [**EXPDIST**](../lib/numerics/expdist/Expdist.md) | Exponential Distribution (CDF) | Rolling Exponential CDF — probability normalized observation falls below threshold |
| [**FDIST**](../lib/numerics/fdist/Fdist.md) | F-Distribution (CDF) | Rolling Fisher-Snedecor CDF — variance-ratio probability transform via regularized incomplete beta |
| [**GAMMADIST**](../lib/numerics/gammadist/Gammadist.md) | Gamma Distribution (CDF) | Rolling Gamma CDF — shape/scale-parameterized probability transform via regularized incomplete gamma |
| [**NORMDIST**](../lib/numerics/normdist/Normdist.md) | Normal Distribution (CDF) | Rolling Gaussian CDF — z-score normalized probability transform via erf approximation |
| [**POISSONDIST**](../lib/numerics/poissondist/Poissondist.md) | Poisson Distribution (CDF) | Rolling Poisson CDF — count-based probability transform via regularized incomplete gamma |
| [**TDIST**](../lib/numerics/tdist/Tdist.md) | Student's t-Distribution (CDF) | Rolling Student's t CDF — heavy-tailed probability transform via regularized incomplete beta |
| [**WEIBULLDIST**](../lib/numerics/weibulldist/Weibulldist.md) | Weibull Distribution (CDF) | Rolling Weibull CDF — two-parameter closed-form probability transform via pow + exp |
| [**CHANGE**](../lib/numerics/change/Change.md) | Percentage Change | Relative price movement |
| [**CWT**](../lib/numerics/cwt/Cwt.md) | Continuous Wavelet Transform | Morlet CWT magnitude at a specified scale — time-frequency decomposition |
| [**DECAY**](../lib/numerics/decay/Decay.md) | Linear Decay | Peak envelope with linear degradation |
| [**DWT**](../lib/numerics/dwt/Dwt.md) | Discrete Wavelet Transform | À trous Haar stationary DWT — multi-resolution approximation + detail, WarmupPeriod = 2^levels |
| [**EDECAY**](../lib/numerics/edecay/Edecay.md) | Exponential Decay | Peak envelope with exponential degradation |
| [**EXPDIST**](../lib/numerics/expdist/Expdist.md) | Exponential Distribution (CDF) | Rolling Exponential CDF — probability normalized observation falls below threshold |
| [**EXPTRANS**](../lib/numerics/exptrans/Exptrans.md) | Exponential Transform | e^x for log-space reversal |
| [**FDIST**](../lib/numerics/fdist/Fdist.md) | F-Distribution (CDF) | Rolling Fisher-Snedecor CDF — variance-ratio probability transform via regularized incomplete beta |
| [**FFT**](../lib/numerics/fft/Fft.md) | Fast Fourier Transform | Dominant cycle detection via frequency domain |
| [**GAMMADIST**](../lib/numerics/gammadist/Gammadist.md) | Gamma Distribution (CDF) | Rolling Gamma CDF — shape/scale-parameterized probability transform via regularized incomplete gamma |
| [**HIGHEST**](../lib/numerics/highest/Highest.md) | Rolling Maximum | O(1) via monotonic deque |
| [**MAXINDEX**](../lib/numerics/maxindex/Maxindex.md) | Rolling Maximum Index | Position of max in window |
| [**IFFT**](../lib/numerics/ifft/Ifft.md) | Inverse Fast Fourier Transform | Spectral low-pass filter via frequency domain |
| [**JERK**](../lib/numerics/jerk/Jerk.md) | Jerk (3rd Derivative) | Change in acceleration |
| [**LINEARTRANS**](../lib/numerics/lineartrans/Lineartrans.md) | Linear Transform | y = ax + b scaling |
| [**LOGNORMDIST**](../lib/numerics/lognormdist/Lognormdist.md) | Log-Normal Distribution | Log-normal CDF via min-max normalization |
| [**LOGTRANS**](../lib/numerics/logtrans/Logtrans.md) | Logarithmic Transform | Natural log for percentage analysis |
| [**LOWEST**](../lib/numerics/lowest/Lowest.md) | Rolling Minimum | O(1) via monotonic deque |
| [**MAXINDEX**](../lib/numerics/maxindex/Maxindex.md) | Rolling Maximum Index | Position of max in window |
| [**MININDEX**](../lib/numerics/minindex/Minindex.md) | Rolling Minimum Index | Position of min in window |
| [**NORMDIST**](../lib/numerics/normdist/Normdist.md) | Normal Distribution (CDF) | Rolling Gaussian CDF — z-score normalized probability transform via erf approximation |
| [**NORMALIZE**](../lib/numerics/normalize/Normalize.md) | Min-Max Normalization | Scale to [0,1] via rolling min/max |
| [**POISSONDIST**](../lib/numerics/poissondist/Poissondist.md) | Poisson Distribution (CDF) | Rolling Poisson CDF — count-based probability transform via regularized incomplete gamma |
| [**RELU**](../lib/numerics/relu/Relu.md) | Rectified Linear Unit | max(0, x) activation |
| [**SIGMOID**](../lib/numerics/sigmoid/Sigmoid.md) | Logistic Function | 1/(1+e^-x) bounded [0,1] |
| [**SLOPE**](../lib/numerics/slope/Slope.md) | Slope (1st Derivative) | Rate of change; velocity |
| [**SQRTTRANS**](../lib/numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | √x variance-to-StdDev conversion |
| [**TDIST**](../lib/numerics/tdist/Tdist.md) | Student's t-Distribution (CDF) | Rolling Student's t CDF — heavy-tailed probability transform via regularized incomplete beta |
| [**WEIBULLDIST**](../lib/numerics/weibulldist/Weibulldist.md) | Weibull Distribution (CDF) | Rolling Weibull CDF — two-parameter closed-form probability transform via pow + exp |
### Errors
lib/core/_index.md
+2 -2
View File
@@ -7,12 +7,12 @@ Price transforms and fundamental building blocks. These indicators compute deriv
| Indicator | Full Name | Description |
| :-------- | :-------- | :---------- |
| [AVGPRICE](avgprice/Avgprice.md) | Average Price | (O+H+L+C) * 0.25 via FMA |
| [HA](ha/Ha.md) | Heikin-Ashi | Modified OHLC candles. Smoothed trend visualization. Output is TBar. |
| [MEDPRICE](medprice/Medprice.md) | Median Price | (H+L) * 0.5 |
| [MIDBODY](midbody/Midbody.md) | Open-Close Average | (O+C) * 0.5 |
| [MIDPOINT](midpoint/Midpoint.md) | Rolling Midpoint | (Max+Min) * 0.5 over lookback window |
| [MIDPRICE](midprice/Midprice.md) | Mid Price | (Highest High + Lowest Low) * 0.5 |
| [MIDBODY](midbody/Midbody.md) | Open-Close Average | (O+C) * 0.5 |
| [TYPPRICE](typprice/Typprice.md) | Typical Price | (H+L+C) * OneThird via FMA |
| [HA](ha/Ha.md) | Heikin-Ashi | Modified OHLC candles. Smoothed trend visualization. Output is TBar. |
| [WCLPRICE](wclprice/Wclprice.md) | Weighted Close Price | (H+L+2C) * 0.25 via FMA |
## Architecture
lib/dynamics/_index.md
+13 -13
View File
@@ -11,23 +11,23 @@ Dynamics indicators measure trend strength, speed, and direction. Unlike momentu
| [ALLIGATOR](alligator/Alligator.md) | Williams Alligator | Three SMAs (Jaw, Teeth, Lips). Spread indicates trend strength. |
| [AMAT](amat/Amat.md) | Archer Moving Averages Trends | Multiple EMA alignment. Requires fast/slow EMA plus directional confirmation. |
| [AROON](aroon/Aroon.md) | Aroon | Time since high/low. Aroon Up/Down measure recency of extremes. |
| [AROONOSC](aroonosc/Aroonosc.md) | Aroon Oscillator | Aroon Up minus Aroon Down. Single line: +100 to -100. |
| [AROONOSC](aroonosc/AroonOsc.md) | Aroon Oscillator | Aroon Up minus Aroon Down. Single line: +100 to -100. |
| [CHOP](chop/Chop.md) | Choppiness Index | Trendiness measure. High values = choppy. Low = trending. |
| [DMX](dmx/Dmx.md) | Jurik DMX | Smoothed bipolar DMI using Jurik smoothing. Low noise. |
| [DX](dx/Dx.md) | Directional Movement Index | Raw directional strength. Unsmoothed ADX component. |
| [MINUS_DI](minusdi/MinusDi.md) | Minus Directional Indicator | Downward directional movement as % of true range. 0-100. |
| [MINUS_DM](minusdm/MinusDm.md) | Minus Directional Movement | Wilder-smoothed downward directional movement. Price units. |
| [HT_TRENDMODE](ht_trendmode/Httrendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
| [GHLA](ghla/Ghla.md) | Gann High-Low Activator | SMA(High)/SMA(Low) alternating on crossover. |
| [HT_TRENDMODE](ht_trendmode/HtTrendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
| [ICHIMOKU](ichimoku/Ichimoku.md) | Ichimoku Cloud | Five-line system. Cloud defines support/resistance zones. |
| [IMPULSE](impulse/Impulse.md) | Elder Impulse System | EMA + MACD histogram alignment. Color-coded trend/momentum filter. |
| [MINUS_DI](minusdi/MinusDi.md) | Minus Directional Indicator | Downward directional movement as % of true range. 0-100. |
| [MINUS_DM](minusdm/MinusDm.md) | Minus Directional Movement | Wilder-smoothed downward directional movement. Price units. |
| [PFE](pfe/Pfe.md) | Polarized Fractal Efficiency | Trend efficiency: straight-line / total path distance. |
| [PLUS_DI](plusdi/PlusDi.md) | Plus Directional Indicator | Upward directional movement as % of true range. 0-100. |
| [PLUS_DM](plusdm/PlusDm.md) | Plus Directional Movement | Wilder-smoothed upward directional movement. Price units. |
| [QSTICK](qstick/Qstick.md) | Qstick | MA of (Close - Open). Positive = buying pressure. |
| [SUPER](super/Super.md) | SuperTrend | ATR-based trailing stop. Flips on breakout. Color-coded direction. |
| [TTM_TREND](ttm_trend/TtmTrend.md) | TTM Trend | Fast 6-period EMA. Color-coded trend from John Carter. |
| [RAVI](ravi/Ravi.md) | Chande Range Action Verification Index | \|SMA(short) − SMA(long)\| / SMA(long) × 100. |
| [SUPER](super/Super.md) | SuperTrend | ATR-based trailing stop. Flips on breakout. Color-coded direction. |
| [TTM_SQUEEZE](ttm_squeeze/TtmSqueeze.md) | TTM Squeeze | BB inside KC squeeze detection with linear regression momentum. John Carter. |
| [VORTEX](vortex/Vortex.md) | Vortex Indicator | VI+ and VI- measure positive/negative trend movement. |
| [GHLA](ghla/Ghla.md) | Gann High-Low Activator | SMA(High)/SMA(Low) alternating on crossover. |
| [PFE](pfe/Pfe.md) | Polarized Fractal Efficiency | Trend efficiency: straight-line / total path distance. |
| [PLUS_DI](plusdi/PlusDi.md) | Plus Directional Indicator | Upward directional movement as % of true range. 0-100. |
| [PLUS_DM](plusdm/PlusDm.md) | Plus Directional Movement | Wilder-smoothed upward directional movement. Price units. |
| [RAVI](ravi/Ravi.md) | Chande Range Action Verification Index | \|SMA(short) − SMA(long)\| / SMA(long) × 100. |
| [VHF](vhf/Vhf.md) | Vertical Horizontal Filter | Max-min range / sum of absolute changes. |
| [TTM_TREND](ttm_trend/TtmTrend.md) | TTM Trend | Fast 6-period EMA. Color-coded trend from John Carter. |
| [VHF](vhf/Vhf.md) | Vertical Horizontal Filter | Max-min range / sum of absolute changes. |
| [VORTEX](vortex/Vortex.md) | Vortex Indicator | VI+ and VI- measure positive/negative trend movement. |