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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/numerics/edecay/Edecay.md
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| **PineScript** | [edecay.pine](edecay.pine) |
- EDECAY (Exponential Decay) tracks the maximum of the current input and the previous output multiplied by a decay factor of `(period-1)/period`.
- Parameterized by `period` (default 5).
- Output range: Same as input — this is an overlay indicator.
- Requires `1` bar of warmup before first valid output (IsHot = true).
- **Similar:** [Decay](../decay/Decay.md) | **Trading note:** Exponential decay; faster initial fading than linear. Natural half-life model for signal importance.
- Validated against Tulip Indicators `ti_edecay` reference algorithm.
EDECAY implements the exponential decaying function. When price is above the decayed level, output snaps to price. When price falls below, the output decays exponentially by multiplying by `(period-1)/period` per bar, creating a ceiling that gradually descends. Unlike linear DECAY which subtracts a fixed amount, EDECAY's multiplicative factor produces a proportional decay rate.
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## References
- Tulip Indicators Library: https://tulipindicators.org/edecay
- Kegel, L. "Tulip Indicators" — Open-source C library of technical indicators.
- Kegel, L. "Tulip Indicators" — Open-source C library of technical indicators.