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

This commit is contained in:
Miha Kralj
2026-03-13 13:46:52 -07:00
parent e3e9555fc1
commit c75135ab14
402 changed files with 2222 additions and 1779 deletions
+1 -3
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@@ -12,11 +12,9 @@
| **Warmup** | `period` bars |
- MAXINDEX finds the position (index) of the maximum value within a rolling lookback window.
- Parameterized by `period` (minimum 2).
- Streaming mode outputs bars-ago offset (0 = current bar holds the max, period-1 = oldest bar).
- Batch span mode outputs absolute array indices (TA-Lib MAXINDEX compatible).
- Tie-breaking: last occurrence wins (most recent bar, `>=` comparison).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Cross-validation: `source[Maxindex.Batch[i]] == Highest.Batch[i]` for all bars after warmup.
MAXINDEX identifies the position of the maximum value within a rolling window. While HIGHEST tells you the peak *value*, MAXINDEX tells you *where* that peak is relative to the current bar. This is essential for pattern recognition, timing analysis, and detecting how "stale" a high is.
@@ -162,4 +160,4 @@ Streaming uses a linear scan of the RingBuffer, which is O(period) per bar — a
- TA-Lib: MAXINDEX function documentation.
- Lemire, Daniel. (2006). "Streaming Maximum-Minimum Filter Using No More than Three Comparisons per Element."
- Tarjan, Robert E. (1985). "Amortized Computational Complexity." SIAM Journal on Algebraic Discrete Methods.
- Tarjan, Robert E. (1985). "Amortized Computational Complexity." SIAM Journal on Algebraic Discrete Methods.