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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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@@ -17,8 +17,8 @@ The filter operates in two domains simultaneously:
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This dual-weighting mechanism ensures that:
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- Nearby prices with similar values have high influence (smoothing).
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- Distant prices or prices with very different values have low influence (edge preservation).
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* Nearby prices with similar values have high influence (smoothing).
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* Distant prices or prices with very different values have low influence (edge preservation).
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### Complexity
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@@ -32,18 +32,18 @@ $$ BF = \frac{\sum_{i=0}^{L-1} W_s(i) \cdot W_r(i) \cdot P_i}{\sum_{i=0}^{L-1} W
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Where:
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- $L$ is the length (period).
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- $P_i$ is the price at index $i$ (0 is current).
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- $W_s(i)$ is the spatial weight:
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* $L$ is the length (period).
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* $P_i$ is the price at index $i$ (0 is current).
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* $W_s(i)$ is the spatial weight:
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$$ W_s(i) = \exp\left(-\frac{i^2}{2\sigma_s^2}\right) $$
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- $W_r(i)$ is the range weight:
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* $W_r(i)$ is the range weight:
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$$ W_r(i) = \exp\left(-\frac{(P_0 - P_i)^2}{2\sigma_r^2}\right) $$
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Parameters:
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- $\sigma_s = \max(L \cdot \text{ratio}, 10^{-10})$
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- $\sigma_r = \max(\text{StDev}(P, L) \cdot \text{mult}, 10^{-10})$
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* $\sigma_s = \max(L \cdot \text{ratio}, 10^{-10})$
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* $\sigma_r = \max(\text{StDev}(P, L) \cdot \text{mult}, 10^{-10})$
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## Performance Profile
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