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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
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lib/errors/mpe/Mpe.md
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@@ -13,9 +13,7 @@
| **PineScript** | [mpe.pine](mpe.pine) |
- Mean Percentage Error measures the average percentage difference between actual and predicted values while preserving the sign.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [ME](../me/Me.md), [MAPE](../mape/Mape.md) | **Trading note:** Mean Percentage Error; reveals directional bias as percentage. Positive/negative cancellation is a feature.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Mean Percentage Error measures the average percentage difference between actual and predicted values while preserving the sign. Unlike MAPE, which takes absolute values, MPE reveals systematic bias in predictions—whether a model consistently over-predicts or under-predicts.
@@ -176,4 +174,4 @@ Unlike MAPE (bounded at 0% to ∞), MPE can range from -∞ to +100%:
* [MAPE](../mape/Mape.md) - Unsigned percentage error for magnitude
* [ME](../me/Me.md) - Signed absolute error for absolute bias
* [MAE](../mae/Mae.md) - Unsigned absolute error for magnitude
* [MAE](../mae/Mae.md) - Unsigned absolute error for magnitude