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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
parent e3e9555fc1
commit c75135ab14
402 changed files with 2222 additions and 1779 deletions
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lib/errors/mdae/Mdae.md
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@@ -13,9 +13,7 @@
| **PineScript** | [mdae.pine](mdae.pine) |
- Median Absolute Error (MdAE) measures the middle value of all absolute errors.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [MAE](../mae/Mae.md), [MdAPE](../mdape/Mdape.md) | **Trading note:** Median Absolute Error; robust central-tendency error metric, resistant to outliers.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Median Absolute Error (MdAE) measures the middle value of all absolute errors. Unlike MAE which averages errors, MdAE finds the median, providing exceptional robustness against outliers and extreme values.
@@ -167,4 +165,4 @@ Batch SIMD: 4x-8x speedup for large windows. ~3-5 cy/bar amortized in vectorized
* [MAE](../mae/Mae.md) - Mean Absolute Error (uses mean)
* [MdAPE](../mdape/Mdape.md) - Median Absolute Percentage Error
* [Huber](../huber/Huber.md) - Huber Loss (robust but differentiable)
* [Huber](../huber/Huber.md) - Huber Loss (robust but differentiable)