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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/trends_IIR/frama/Frama.md
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@@ -14,9 +14,7 @@
| **Signature** | [frama_signature](frama_signature.md) |
- FRAMA is John Ehlers' fractal adaptive moving average.
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `pe` bars of warmup before first valid output (IsHot = true).
- **Similar:** [KAMA](../kama/kama.md), [VIDYA](../vidya/vidya.md) | **Complementary:** ADX for trend context | **Trading note:** Fractal Adaptive MA; uses fractal dimension to adjust smoothing.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
FRAMA is John Ehlers' fractal adaptive moving average. It estimates a fractal dimension from high and low ranges, then converts that dimension into a dynamic EMA alpha. The result is a moving average that tightens in trends and relaxes in noise.
@@ -127,4 +125,4 @@ FRAMA is not implemented in the common TA libraries used by QuanTAlib. Validatio
1. **Period parity**: The algorithm requires even `N`. Odd values are rounded up.
2. **Warmup**: Outputs are `NaN` until `N` bars are available.
3. **Range source**: FRAMA uses High and Low ranges. Feeding Close-only data collapses the ranges.
4. **Bar correction**: Use `isNew=false` for corrections so the last bar is recomputed safely.
4. **Bar correction**: Use `isNew=false` for corrections so the last bar is recomputed safely.