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Refactor documentation for various filters and indicators to enhance clarity and consistency

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- 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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Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
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lib/trends/alma/Alma.md
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@@ -16,9 +16,9 @@ ALMA is a weighted moving average where weights follow a normal distribution (be
The physics of ALMA rely on shifting the "center of gravity" of the window.
- **SMA:** Center of gravity is always the middle ($0.5$). Lag is fixed.
- **EMA:** Center of gravity is front-loaded but has an infinite tail.
- **ALMA:** You move the center. An offset of $0.85$ pushes the bulk of the weight to the most recent 15% of the window.
* **SMA:** Center of gravity is always the middle ($0.5$). Lag is fixed.
* **EMA:** Center of gravity is front-loaded but has an infinite tail.
* **ALMA:** You move the center. An offset of $0.85$ pushes the bulk of the weight to the most recent 15% of the window.
This shift allows the indicator to capture momentum (high responsiveness) while the Gaussian decay kills high-frequency noise (smoothness). It behaves less like a lagging indicator and more like a mass-dampener system.
@@ -117,7 +117,7 @@ QuanTAlib validates against reference implementations that respect the Gaussian
1. **Offset Abuse**: Setting offset to `0.99` creates a filter that barely filters. It tracks price so closely you might as well use `Price[0]`. Setting it to `0.5` makes it a centered moving average (great for smoothing, terrible for trading due to repainting if used as such, but ALMA does not repaint). The magic is in the `0.85` region.
2. **Sigma Confusion**:
- $\sigma = 1$: The curve is flat. You have reinvented the Simple Moving Average (badly).
- $\sigma = 10$: The curve is a needle. You are sampling one specific bar in history.
* $\sigma = 1$: The curve is flat. You have reinvented the Simple Moving Average (badly).
* $\sigma = 10$: The curve is a needle. You are sampling one specific bar in history.
3. **Cold Start**: ALMA requires a full window ($L$) to be mathematically valid. First $L-1$ bars are convergence noise. Ignore them.