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.
This commit is contained in:
Miha Kralj
2026-02-13 21:44:45 -08:00
parent 951842acca
commit dfeb23bf3d
81 changed files with 13629 additions and 2041 deletions
+1 -1
View File
@@ -20,4 +20,4 @@ Basic mathematical transforms and utility functions for time series. These build
| [SIGMOID](sigmoid/Sigmoid.md) | Logistic Function | 1/(1+e^-x); bounded [0,1] transform. |
| [SLOPE](slope/Slope.md) | Rate of Change | First derivative; velocity of price movement. |
| [SQRTTRANS](sqrttrans/Sqrttrans.md) | Square Root Transform | Variance-stabilizing transformation. |
| [STANDARDIZE](standardize/Standardize.cs) | Z-Score Normalization | (x - mean) / stddev; zero-mean unit-variance transform. |
| [STANDARDIZE](standardize/Standardize.md) | Z-Score Normalization | (x - mean) / stddev; zero-mean unit-variance transform. |