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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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lib/forecasts/afirma/Afirma.md
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| **PineScript** | [afirma.pine](afirma.pine) |
- AFIRMA is a Windowed Weighted Moving Average that replaces standard linear weighting with weights derived from signal processing window functions (...
- Parameterized by `period`, `window` (default windowtype.blackmanharris), `leastsquares` (default false).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [TSF](../../trends_FIR/tsf/Tsf.md), [LinReg](../../statistics/linreg/LinReg.md) | **Complementary:** Error metrics for accuracy | **Trading note:** Adaptive FIR Moving Average for forecasting; projects price using optimized FIR coefficients.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
AFIRMA is a Windowed Weighted Moving Average that replaces standard linear weighting with weights derived from signal processing window functions (Hanning, Hamming, Blackman, Blackman-Harris). This approach achieves specific frequency response characteristics tailored to noise reduction.
@@ -202,4 +200,4 @@ For identical period, different windows trade smoothness for responsiveness:
## References
- Harris, F. J. (1978). "On the use of windows for harmonic analysis with the discrete Fourier transform." *Proceedings of the IEEE*, 66(1), 51-83.
- Nuttall, A. H. (1981). "Some windows with very good sidelobe behavior." *IEEE Transactions on Acoustics, Speech, and Signal Processing*, 29(1), 84-91.
- Nuttall, A. H. (1981). "Some windows with very good sidelobe behavior." *IEEE Transactions on Acoustics, Speech, and Signal Processing*, 29(1), 84-91.