gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 22:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
- 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
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends/kama/Kama.md
+3 -3
View File
@@ -13,9 +13,9 @@ Perry Kaufman introduced KAMA in his book *Smarter Trading* (1998). It was one o
KAMA uses an **Efficiency Ratio (ER)** to drive the smoothing constant of an EMA.
1. **Efficiency Ratio (ER)**: Measures the fractal efficiency of price movement.
- $ER = \frac{\text{Net Change}}{\text{Sum of Absolute Changes}}$
- ER approaches 1.0 in a straight line trend.
- ER approaches 0.0 in pure noise.
* $ER = \frac{\text{Net Change}}{\text{Sum of Absolute Changes}}$
* ER approaches 1.0 in a straight line trend.
* ER approaches 0.0 in pure noise.
2. **Smoothing Constant (SC)**: Scales between a "Fast" EMA (e.g., 2-period) and a "Slow" EMA (e.g., 30-period) based on ER.
## Mathematical Foundation