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Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation

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- 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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Miha Kralj
2026-02-13 21:44:45 -08:00
parent 951842acca
commit dfeb23bf3d
81 changed files with 13629 additions and 2041 deletions
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lib/statistics/_index.md
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@@ -13,9 +13,9 @@ Statistical tools applied to price and returns. These indicators quantify relati
| [COINTEGRATION](cointegration/Cointegration.md) | Cointegration | Tests if series share long-term equilibrium. Pairs trading foundation. |
| [CORRELATION](correlation/Correlation.md) | Correlation | Linear relationship between two variables. Range: -1 to +1. |
| [COVARIANCE](covariance/Covariance.md) | Covariance | Joint variability of two random variables. Building block for β. |
| ENTROPY | Shannon Entropy | Measures uncertainty/randomness. Higher entropy = less predictable. |
| GEOMEAN | Geometric Mean | nth root of product. Use for growth rates and ratios. |
| GRANGER | Granger Causality | Tests if one series helps predict another. Not true causality. |
| [ENTROPY](entropy/Entropy.md) | Shannon Entropy | Measures uncertainty/randomness. Higher entropy = less predictable. |
| [GEOMEAN](geomean/Geomean.md) | Geometric Mean | nth root of product. Use for growth rates and ratios. |
| [GRANGER](granger/Granger.md) | Granger Causality | Tests if one series helps predict another. Not true causality. |
| HARMEAN | Harmonic Mean | Reciprocal of arithmetic mean of reciprocals. For rates/ratios. |
| HURST | Hurst Exponent | Long-term memory. H>0.5: trending. H<0.5: mean-reverting. |
| IQR | Interquartile Range | P75 - P25. Robust dispersion measure. |