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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/rema/Rema.md
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@@ -14,9 +14,7 @@
| **Signature** | [rema_signature](rema_signature.md) |
- REMA (Regularized Exponential Moving Average) combines exponential smoothing with a regularization term that penalizes deviations from the previous...
- Parameterized by `period`, `lambda` (default 0.5).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [EMA](../ema/ema.md), [DEMA](../dema/dema.md) | **Complementary:** Volatility filters | **Trading note:** Regularized EMA; lambda term reduces whipsaws.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
REMA (Regularized Exponential Moving Average) combines exponential smoothing with a regularization term that penalizes deviations from the previous trend direction. The result is a filter that responds to genuine price movements while suppressing noise-induced oscillations. Think of it as an EMA with momentum awareness: it knows where it was heading and applies a penalty for sudden course corrections.
@@ -211,4 +209,4 @@ REMA is ideal when:
REMA is less suitable when:
- You need maximum responsiveness (use EMA instead)
- You're comparing against external libraries that don't implement REMA
- You need predictable, standardized behavior across platforms
- You need predictable, standardized behavior across platforms