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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

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Miha Kralj
2026-03-13 13:46:52 -07:00
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commit c75135ab14
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lib/dynamics/impulse/Impulse.md
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@@ -12,9 +12,6 @@
| **Warmup** | `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34) |
- The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as ...
- Parameterized by `emaperiod` (default 13), `macdfast` (default 12), `macdslow` (default 26), `macdsignal` (default 9).
- Output range: Varies (see docs).
- Requires `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34) of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as bullish (+1), bearish (-1), or neutral (0). Both EMA slope and histogram slope must agree for a directional signal; disagreement forces neutral. The system functions as a permission filter rather than a signal generator, requiring 34 bars warmup and running at O(1) per bar through composition of two child indicators.
@@ -131,4 +128,4 @@ Same EMA constraint across all impulse components.
- Elder, A. (2002). *Come Into My Trading Room*. John Wiley and Sons.
- Appel, G. (1979). "The Moving Average Convergence-Divergence Method."
- Aspray, T. (1986). "MACD Histogram." *Technical Analysis of Stocks and Commodities*.
- Aspray, T. (1986). "MACD Histogram." *Technical Analysis of Stocks and Commodities*.