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Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
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@@ -20,6 +20,7 @@ QuanTAlib provides technical indicators organized into mathematical families. Un
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| [**Errors**](../lib/errors/_index.md) | Measurement accuracy and model fit quality | MAE, RMSE, Residuals, R² | Model validation and forecast assessment. Quantifying wrongness before production quantifies losses. |
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| [**Forecasts**](../lib/forecasts/_index.md) | Future price prediction and projection | Linear regression extrapolation, adaptive prediction | Projecting price based on historical patterns. Predictions that invite humility. |
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| [**Cycles**](../lib/cycles/_index.md) | Periodic patterns and dominant frequencies | Hilbert Transform, Dominant Cycle | Identifying cyclical market behavior. Markets exhibit cycles; detecting them reliably remains hard. |
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| [**Reversals**](../lib/reversals/_index.md) | Turning points and stop levels | Pivot Points, PSAR, Chande Kroll Stop | Identifying potential trend reversals, computing adaptive stops, and defining support/resistance. |
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## Selection by Experience Level
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@@ -137,6 +138,7 @@ Indicators measuring trend strength, regime, and directional movement quality.
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| [**AROON**](../lib/dynamics/aroon/Aroon.md) | Aroon | High/low recency |
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| [**AROONOSC**](../lib/dynamics/aroonosc/AroonOsc.md) | Aroon Oscillator | Aroon Up minus Down |
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| [**DMX**](../lib/dynamics/dmx/Dmx.md) | Jurik DMX | Enhanced directional movement |
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| [**IMPULSE**](../lib/dynamics/impulse/Impulse.md) | Elder Impulse System | EMA + MACD-H trend/momentum fusion |
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| [**SUPER**](../lib/dynamics/super/Super.md) | SuperTrend | ATR-based trend bands |
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### Momentum
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@@ -210,6 +212,9 @@ Mathematical and statistical computations on price series.
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| [**CORRELATION**](../lib/statistics/correlation/Correlation.md) | Pearson Correlation | Linear relationship between two series [-1, +1] |
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| [**CMA**](../lib/statistics/cma/Cma.md) | Cumulative Moving Average | Expanding window average |
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| [**COVARIANCE**](../lib/statistics/covariance/Covariance.md) | Covariance | Joint variability |
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| [**ENTROPY**](../lib/statistics/entropy/Entropy.md) | Shannon Entropy | Normalized information entropy via histogram binning |
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| [**GEOMEAN**](../lib/statistics/geomean/Geomean.md) | Geometric Mean | Rolling geometric mean via log-sum approach |
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| [**GRANGER**](../lib/statistics/granger/Granger.md) | Granger Causality | F-statistic testing if X helps predict Y |
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| [**LINREG**](../lib/statistics/linreg/LinReg.md) | Linear Regression | Best-fit line |
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| [**MEDIAN**](../lib/statistics/median/Median.md) | Rolling Median | 50th percentile |
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| [**SKEW**](../lib/statistics/skew/Skew.md) | Skewness | Distribution asymmetry |
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@@ -262,3 +267,12 @@ Error metrics and loss functions for model evaluation, forecast assessment, and
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| Indicator | Full Name | Notes |
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| :-------- | :-------- | :---- |
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| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |
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### Reversals
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Reversal indicators identify potential turning points, compute adaptive stop levels, and define support/resistance zones. Where trend indicators tell you what is happening, reversal indicators warn you when it might stop.
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| Indicator | Full Name | Notes |
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| :-------- | :-------- | :---- |
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| [**CHANDELIER**](../lib/reversals/chandelier/Chandelier.md) | Chandelier Exit | ATR-based trailing stops from HH/LL; dual ExitLong/ExitShort |
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| [**CKSTOP**](../lib/reversals/ckstop/Ckstop.md) | Chande Kroll Stop | ATR-based adaptive trailing stops; dual StopLong/StopShort levels |
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@@ -70,6 +70,8 @@ No external reference exists. Implementation verified through unit tests, edge c
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| **Bollinger Bands** | Bbands | ✔️ | ✔️ | ✔️ | ❔ |
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| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
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| **Camarilla Pivot Points** | Pivotcam | - | - | - | ❔ |
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| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | ✔️ | - | - |
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| **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - |
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| **Chaikin Money Flow** | Cmf | - | - | ✔️ | ❔ |
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| **Chaikin Volatility** | [Cvi](../lib/volatility/cvi/Cvi.md) | - | ✔️ | - | ❔ |
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| **Chande Forecast Oscillator** | [Cfo](../lib/oscillators/cfo/Cfo.md) | - | ✔️ | - | ❔ |
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@@ -143,6 +145,7 @@ No external reference exists. Implementation verified through unit tests, edge c
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| **Hull Moving Average** | [Hma](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
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| **Hurst Exponent** | Hurst | - | - | ✔️ | ❔ |
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| **Ichimoku Cloud** | Ichimoku | - | - | ✔️ | ❔ |
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| **Impulse (Elder)** | [Impulse](../lib/dynamics/impulse/Impulse.md) | - | - | - | - |
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| **Inertia** | [Inertia](../lib/oscillators/inertia/Inertia.md) | - | - | - | ❔ |
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| **Interquartile Range** | Iqr | - | - | - | - |
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| **Intraday Intensity Index** | [Iii](../lib/volume/iii/Iii.md) | - | - | - | - |
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@@ -310,6 +313,9 @@ No external reference exists. Implementation verified through unit tests, edge c
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| :-------- | :-------- | :-----: | :----: | :---: | :-----: |
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| **Autocorrelation Function** | [Acf](../lib/statistics/acf/Acf.md) | - | - | - | - |
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| **Covariance** | [Covariance](../lib/statistics/covariance/Covariance.md) | - | - | - | - |
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| **Entropy (Shannon)** | [Entropy](../lib/statistics/entropy/Entropy.md) | - | - | - | - |
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| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | ✔️ | - | - | - |
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| **Granger Causality** | [Granger](../lib/statistics/granger/Granger.md) | - | - | - | - |
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| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | ✔️ | - | - | - |
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| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | ✔️ | - | - | - |
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| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | ✔️ | ✔️ | ✔️ | ✔️ |
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