diff --git a/_sidebar.md b/_sidebar.md index ed53dcda..0a0f6058 100644 --- a/_sidebar.md +++ b/_sidebar.md @@ -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) diff --git a/docs/indicators.md b/docs/indicators.md index 2e388c36..d879ac87 100644 --- a/docs/indicators.md +++ b/docs/indicators.md @@ -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 diff --git a/lib/core/_index.md b/lib/core/_index.md index f112e2df..5808c06e 100644 --- a/lib/core/_index.md +++ b/lib/core/_index.md @@ -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 diff --git a/lib/dynamics/_index.md b/lib/dynamics/_index.md index 4abab565..6d989000 100644 --- a/lib/dynamics/_index.md +++ b/lib/dynamics/_index.md @@ -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. |