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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.
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
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lib/volatility/atr/Atr.md
+9 -9
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@@ -23,9 +23,9 @@ ATR is built on two concepts: **True Range (TR)** and **Wilder's Smoothing (RMA)
Standard range ($High - Low$) fails when markets gap.
- **Scenario**: Close = 100. Next Open = 110. High = 112. Low = 109.
- **Standard Range**: $112 - 109 = 3$.
- **True Range**: $112 - 100 = 12$.
* **Scenario**: Close = 100. Next Open = 110. High = 112. Low = 109.
* **Standard Range**: $112 - 109 = 3$.
* **True Range**: $112 - 100 = 12$.
ATR correctly identifies the volatility as 12, not 3.
@@ -39,9 +39,9 @@ $$
Where:
- $H_t$: Current High
- $L_t$: Current Low
- $C_{t-1}$: Previous Close
* $H_t$: Current High
* $L_t$: Current Low
* $C_{t-1}$: Previous Close
### 2. Average True Range (ATR)
@@ -79,6 +79,6 @@ $$
### Common Pitfalls
- **Directionality**: ATR is non-directional. A crashing market has high ATR. A rallying market has high ATR. Do not use it to predict direction.
- **Scale Dependence**: ATR is absolute, not relative. An ATR of 5.0 on a \$100 stock is different from an ATR of 5.0 on a \$10 stock. Use `ATRP` (ATR Percent) for comparisons across assets.
- **Lag**: Because it uses RMA (a slow-decaying average), ATR lags actual volatility spikes. It tells you what *has* happened, not what *will* happen.
* **Directionality**: ATR is non-directional. A crashing market has high ATR. A rallying market has high ATR. Do not use it to predict direction.
* **Scale Dependence**: ATR is absolute, not relative. An ATR of 5.0 on a \$100 stock is different from an ATR of 5.0 on a \$10 stock. Use `ATRP` (ATR Percent) for comparisons across assets.
* **Lag**: Because it uses RMA (a slow-decaying average), ATR lags actual volatility spikes. It tells you what *has* happened, not what *will* happen.