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.
This commit is contained in:
Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
+8 -8
View File
@@ -17,8 +17,8 @@ The filter operates in two domains simultaneously:
This dual-weighting mechanism ensures that:
- Nearby prices with similar values have high influence (smoothing).
- Distant prices or prices with very different values have low influence (edge preservation).
* Nearby prices with similar values have high influence (smoothing).
* Distant prices or prices with very different values have low influence (edge preservation).
### Complexity
@@ -32,18 +32,18 @@ $$ BF = \frac{\sum_{i=0}^{L-1} W_s(i) \cdot W_r(i) \cdot P_i}{\sum_{i=0}^{L-1} W
Where:
- $L$ is the length (period).
- $P_i$ is the price at index $i$ (0 is current).
- $W_s(i)$ is the spatial weight:
* $L$ is the length (period).
* $P_i$ is the price at index $i$ (0 is current).
* $W_s(i)$ is the spatial weight:
$$ W_s(i) = \exp\left(-\frac{i^2}{2\sigma_s^2}\right) $$
- $W_r(i)$ is the range weight:
* $W_r(i)$ is the range weight:
$$ W_r(i) = \exp\left(-\frac{(P_0 - P_i)^2}{2\sigma_r^2}\right) $$
Parameters:
- $\sigma_s = \max(L \cdot \text{ratio}, 10^{-10})$
- $\sigma_r = \max(\text{StDev}(P, L) \cdot \text{mult}, 10^{-10})$
* $\sigma_s = \max(L \cdot \text{ratio}, 10^{-10})$
* $\sigma_r = \max(\text{StDev}(P, L) \cdot \text{mult}, 10^{-10})$
## Performance Profile