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Refactor documentation for various filters and indicators to enhance clarity and consistency
- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features. - Added a new Qodana configuration file for code analysis. - Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
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@@ -59,9 +59,9 @@ $$ w_k = W(k) \cdot \text{sinc}\left(\frac{\pi (k - c)}{P}\right) $$
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Where:
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- $c = \frac{N-1}{2}$ is the center tap
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- $P$ is the period parameter
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- $W(k)$ is the window function value at tap $k$
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* $c = \frac{N-1}{2}$ is the center tap
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* $P$ is the period parameter
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* $W(k)$ is the window function value at tap $k$
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### 2. Window Functions
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@@ -91,9 +91,9 @@ $$ \text{AFIRMA}_t = \frac{\sum_{k=0}^{N-1} w_k \cdot P_{t-k}}{\sum_{k=0}^{N-1}
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### Parameter Selection Guide
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- **Period**: Start with half your expected cycle length. For intraday on 1-minute bars with 20-minute cycles, use Period=10.
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- **Taps**: Use odd numbers (5, 7, 9...) for symmetric response. More taps = more lag but sharper cutoff. 6-12 is typical.
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- **Window**: Blackman-Harris for noisy data, Hamming for faster response, Rectangular only for experimentation.
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* **Period**: Start with half your expected cycle length. For intraday on 1-minute bars with 20-minute cycles, use Period=10.
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* **Taps**: Use odd numbers (5, 7, 9...) for symmetric response. More taps = more lag but sharper cutoff. 6-12 is typical.
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* **Window**: Blackman-Harris for noisy data, Hamming for faster response, Rectangular only for experimentation.
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## Usage
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@@ -174,9 +174,9 @@ For the same Period and Taps, different windows produce different smoothing char
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1. **Tap Inflation:** There is a temptation to set `Taps = 50` thinking it provides "more accuracy." It provides more lag. Keep taps between 5 and 15 for trading. If you need 50 taps, you don't need a filter; you need a weekly chart.
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2. **Period vs. Taps Confusion:**
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- **Period** is the *what* (which frequencies to remove).
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- **Taps** is the *how* (how much math to throw at the removal).
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- Increasing Taps without changing Period just makes the filter steeper, not smoother.
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* **Period** is the *what* (which frequencies to remove).
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* **Taps** is the *how* (how much math to throw at the removal).
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* Increasing Taps without changing Period just makes the filter steeper, not smoother.
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3. **The "Cold Start" Reality:** AFIRMA is an FIR filter. It requires `Taps` number of bars to fill its buffer. The first `Taps-1` values are approximations. Check `.IsHot` before trading real money.
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@@ -184,6 +184,6 @@ For the same Period and Taps, different windows produce different smoothing char
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## See Also
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- [ALMA](../alma/Alma.md) - Arnaud Legoux's Gaussian approach (similar goal, different math)
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- [JMA](../jma/Jma.md) - Jurik's proprietary-turned-open filter (often slower, high overshoot)
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- [SSF](../ssf/Ssf.md) - Ehlers Super Smoother (2-pole IIR, infinite memory)
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* [ALMA](../alma/Alma.md) - Arnaud Legoux's Gaussian approach (similar goal, different math)
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* [JMA](../jma/Jma.md) - Jurik's proprietary-turned-open filter (often slower, high overshoot)
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* [SSF](../ssf/Ssf.md) - Ehlers Super Smoother (2-pole IIR, infinite memory)
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