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.
2026-08-16 01:28:05 +00:00 · 2026-02-13 21:44:45 -08:00
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+# Missing Indicators Report
+
+> Generated: 2026-02-13 (refreshed) | Source: Cross-reference of `_index.md` files vs actual filesystem
+
+## Summary
+
+| Status | Count | Description |
+|--------|------:|-------------|
+| **Fully Implemented** | 258 | `.cs` + tests + docs |
+| **Pine-Only** (has spec, no C#) | 25 | Directory exists with `.pine` file only |
+| **No Directory** (listed in master index, no files) | 38 | Planned but nothing on disk |
+| **Doc-Only** | 1 | Only `.md` file exists |
+| **Index Discrepancies** | 4 | Count or category mismatches |
+
+---
+
+## Implemented Categories (fully in C#)
+
+| Category | Subdirs | Implemented | Notes |
+|----------|--------:|------------:|-------|
+| Trends (FIR) | 17 | **17** | All complete |
+| Trends (IIR) | 23 | **23** | All complete (LTMA planned, no subdir) |
+| Filters | 18 | **18** | All complete |
+| Oscillators | 19 | **19** | All complete (16 more planned, no subdir) |
+| Dynamics | 17 | **17** | All complete (IMPULSE planned, no subdir) |
+| Momentum | 16 | **16** | All complete |
+| Volatility | 26 | **26** | All complete |
+| Volume | 26 | **26** | All complete |
+| Channels | 23 | **23** | All complete |
+| Cycles | 14 | **14** | All complete (PHASOR planned, broken link) |
+| Errors | 26 | **26** | All complete (no Quantower wrappers) |
+| Numerics | 15 | **15** | All complete (incl. ACCEL, JERK, SLOPE) |
+| Forecasts | 1 | **1** | AFIRMA only (MLP planned) |
+| Statistics | 30 | **14** | 16 pine-only — see below |
+| Reversals | 10 | **0** | 9 pine-only + 1 doc-only — see below |
+| Feeds | 3 | **3** | CSV, GBM, IFeed |
+
+---
+
+## 1. PINE-ONLY Indicators (spec exists, no C# implementation)
+
+These have directories with `.pine` reference files but **zero `.cs` files**. They need full implementation.
+
+### Statistics (16 indicators — pine-only)
+
+| Indicator | Directory |
+|-----------|-----------|
+| ENTROPY | `lib/statistics/entropy/` |
+| GEOMEAN | `lib/statistics/geomean/` |
+| GRANGER | `lib/statistics/granger/` |
+| HARMEAN | `lib/statistics/harmean/` |
+| HURST | `lib/statistics/hurst/` |
+| IQR | `lib/statistics/iqr/` |
+| JB | `lib/statistics/jb/` |
+| KENDALL | `lib/statistics/kendall/` |
+| KURTOSIS | `lib/statistics/kurtosis/` |
+| MODE | `lib/statistics/mode/` |
+| PERCENTILE | `lib/statistics/percentile/` |
+| QUANTILE | `lib/statistics/quantile/` |
+| SPEARMAN | `lib/statistics/spearman/` |
+| THEIL | `lib/statistics/theil/` |
+| ZSCORE | `lib/statistics/zscore/` |
+| ZTEST | `lib/statistics/ztest/` |
+
+### Reversals (9 indicators — pine-only)
+
+| Indicator | Directory |
+|-----------|-----------|
+| FRACTALS | `lib/reversals/fractals/` |
+| PIVOT | `lib/reversals/pivot/` |
+| PIVOTCAM | `lib/reversals/pivotcam/` |
+| PIVOTDEM | `lib/reversals/pivotdem/` |
+| PIVOTEXT | `lib/reversals/pivotext/` |
+| PIVOTFIB | `lib/reversals/pivotfib/` |
+| PIVOTWOOD | `lib/reversals/pivotwood/` |
+| PSAR | `lib/reversals/psar/` |
+| SWINGS | `lib/reversals/swings/` |
+
+---
+
+## 2. NO DIRECTORY at All (listed in master index, no files on disk)
+
+These indicators appear in `lib/_index.md` as plain text (no markdown link), meaning they are planned but have **no directory, no files**.
+
+### Oscillators (16 planned)
+
+| Indicator | Full Name |
+|-----------|-----------|
+| BBI | Bulls Bears Index |
+| BRAR | BRAR |
+| COPPOCK | Coppock Curve |
+| CRSI | Connors RSI |
+| CTI | Correlation Trend Indicator |
+| DOSC | Derivative Oscillator |
+| ER | Efficiency Ratio |
+| ERI | Elder Ray Index |
+| FOSC | Forecast Oscillator |
+| KRI | Kairi Relative Index |
+| KST | KST Oscillator |
+| PSL | Psychological Line |
+| QQE | Quantitative Qualitative Estimation |
+| RVGI | Relative Vigor Index |
+| SQUEEZE | Squeeze |
+| TD_SEQ | TD Sequential |
+
+### Numerics (14 planned — distributions and transforms)
+
+| Indicator | Full Name |
+|-----------|-----------|
+| BETADIST | Beta Distribution |
+| BINOMDIST | Binomial Distribution |
+| CWT | Continuous Wavelet Transform |
+| DWT | Discrete Wavelet Transform |
+| EXPDIST | Exponential Distribution |
+| FDIST | F-Distribution |
+| FFT | Fast Fourier Transform |
+| GAMMADIST | Gamma Distribution |
+| IFFT | Inverse Fast Fourier Transform |
+| LOGNORMDIST | Log-normal Distribution |
+| NORMDIST | Normal Distribution |
+| POISSONDIST | Poisson Distribution |
+| TDIST | Student's t-Distribution |
+| WEIBULLDIST | Weibull Distribution |
+
+### Statistics (3 planned)
+
+| Indicator | Full Name |
+|-----------|-----------|
+| POLYFIT | Polynomial Fitting |
+| TSF | Time Series Forecast |
+| WAVG | Weighted Average |
+
+### Reversals (2 planned)
+
+| Indicator | Full Name |
+|-----------|-----------|
+| CHANDELIER | Chandelier Exit |
+| CKSTOP | Chande Kroll Stop |
+
+### Forecasts (1 planned)
+
+| Indicator | Full Name |
+|-----------|-----------|
+| MLP | Multilayer Perceptron |
+
+---
+
+## 3. DOC-ONLY (has `.md` but no `.cs` or `.pine`)
+
+| Indicator | Directory | Files Present |
+|-----------|-----------|---------------|
+| TTM_SCALPER | `lib/reversals/ttm_scalper/` | `TtmScalper.md` only |
+
+---
+
+## 4. Index Discrepancies
+
+### Category Mismatches
+
+| Issue | Details |
+|-------|---------|
+| **APO** | Listed under Momentum in `_index.md` (`momentum/apo/Apo.md`) but actually lives at `lib/oscillators/apo/`. Broken link. |
+| **PHASOR** | Listed under Cycles with link `cycles/phasor/Phasor.md` but `lib/cycles/phasor/` does not exist. Broken link. |
+
+### Count Mismatches in Master `_index.md` Header
+
+| Category | Claimed | Actual Subdirs | Notes |
+|----------|--------:|-----------:|-------|
+| Oscillators | 18 | 19 | APO counted here, not in Momentum |
+| Dynamics | 16 | 17 | Actual has 17 implemented subdirs |
+| Momentum | 17 | 16 | APO missing (lives in oscillators) |
+| Channels | 22 | 23 | Actual has 23 implemented subdirs |
+| Cycles | 15 | 14 | PHASOR counted but subdir doesn't exist |
+| Statistics | 31 | 30 | 30 subdirs (14 implemented + 16 pine-only); 3 more planned with no subdir |
+
+---
+
+## 5. Priority Implementation Order
+
+### Tier 1 — High Value (pine-only, well-specified)
+
+1. **Reversals** (9 pine-only) — Entire category unimplemented in C#
+   - PSAR, FRACTALS, PIVOT, PIVOTCAM, PIVOTDEM, PIVOTEXT, PIVOTFIB, PIVOTWOOD, SWINGS
+
+2. **Statistics** (16 pine-only) — Large gap in core functionality
+   - ENTROPY, GEOMEAN, HARMEAN, KURTOSIS, PERCENTILE, QUANTILE, ZSCORE
+   - HURST, KENDALL, SPEARMAN, IQR, JB, ZTEST, THEIL, MODE, GRANGER
+
+### Tier 2 — Medium Value (planned oscillators/dynamics)
+
+1. **Oscillators** (16 planned, no files) — Many well-known indicators
+   - QQE, RVGI, COPPOCK, KST, CRSI, TD_SEQ, ERI, SQUEEZE
+   - BBI, BRAR, CTI, DOSC, ER, FOSC, KRI, PSL
+
+2. **Dynamics** — IMPULSE (Elder Impulse System)
+3. **Reversals** — CHANDELIER, CKSTOP (no pine spec)
+4. **TTM_SCALPER** — doc exists, needs C# implementation
+
+### Tier 3 — Lower Priority (math/distributions/misc)
+
+1. **Numerics distributions** (14 planned) — Statistical distributions + transforms
+2. **Statistics** — POLYFIT, TSF, WAVG
+3. **Trends IIR** — LTMA
+4. **Forecasts** — MLP
+5. **Cycles** — PHASOR
+
+---
+
+## 6. Totals
+
+| Type | Count |
+|------|------:|
+| Pine-only (spec ready, no C#) | **25** |
+| No directory (planned only) | **38** |
+| Doc-only | **1** |
+| **Total missing indicators** | **64** |
+| **Total implemented (C#)** | **258** |
+| **Total listed in master index** | **278** |
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+# Plan: Rewrite All Oscillator .md Files to Gold Standard Template
+
+## Context
+
+The gold standard documentation template lives at `temp/doc_template.md`. It was derived from comparative analysis of 8 existing indicator docs across tiers (Jma.md, Rsi.md, Willr.md, Obv.md, Ssf.md, Adx.md, Imi.md, Mom.md) and is stored in qdrant.
+
+The first application was `lib/oscillators/trix/Trix.md` (completed, verified against source with 22 verification points). This serves as the reference exemplar for oscillator-category docs.
+
+## Inventory (19 indicators, 1 done)
+
+| # | Indicator | Current Lines | File | Status |
+|---|-----------|:------------:|------|--------|
+| 1 | TRIX | 157 | `lib/oscillators/trix/Trix.md` | **Done** |
+| 2 | WillR | 110 | `lib/oscillators/willr/Willr.md` | Pending |
+| 3 | Stoch | 91 | `lib/oscillators/stoch/Stoch.md` | Pending |
+| 4 | Stochf | 94 | `lib/oscillators/stochf/Stochf.md` | Pending |
+| 5 | StochRSI | 157 | `lib/oscillators/stochrsi/Stochrsi.md` | Pending |
+| 6 | SMI | 106 | `lib/oscillators/smi/Smi.md` | Pending |
+| 7 | KDJ | 81 | `lib/oscillators/kdj/Kdj.md` | Pending |
+| 8 | Fisher | 43 | `lib/oscillators/fisher/Fisher.md` | Pending |
+| 9 | AC | 84 | `lib/oscillators/ac/Ac.md` | Pending |
+| 10 | AO | 45 | `lib/oscillators/ao/Ao.md` | Pending |
+| 11 | APO | 47 | `lib/oscillators/apo/Apo.md` | Pending |
+| 12 | BBB | 71 | `lib/oscillators/bbb/Bbb.md` | Pending |
+| 13 | BBS | 89 | `lib/oscillators/bbs/Bbs.md` | Pending |
+| 14 | CFO | 102 | `lib/oscillators/cfo/Cfo.md` | Pending |
+| 15 | DPO | 73 | `lib/oscillators/dpo/Dpo.md` | Pending |
+| 16 | Inertia | 52 | `lib/oscillators/inertia/Inertia.md` | Pending |
+| 17 | PGO | 82 | `lib/oscillators/pgo/Pgo.md` | Pending |
+| 18 | TTM Wave | 106 | `lib/oscillators/ttm_wave/TtmWave.md` | Pending |
+| 19 | Ultosc | 88 | `lib/oscillators/ultosc/Ultosc.md` | Pending |
+
+## Execution Workflow (per indicator)
+
+Each rewrite follows the same proven workflow used for TRIX:
+
+### Step 1: Gather Implementation Details
+- Use `understand` (dotnet-semantic-mcp) scoped to the indicator class to get full source, hierarchy, references
+- Read the `.Validation.Tests.cs` file to extract validation library coverage and tolerances
+- Check for `.pine` file in the indicator directory (source material reference)
+
+### Step 2: Write the Document
+Follow the gold standard template sections in order:
+1. **Title + Quote** - `# ABBREV: Full Name` + witty one-liner
+2. **Quick-ref card** - Category, Inputs, Parameters, Outputs, Output range, Warmup
+3. **Key takeaways** - 5 bullets
+4. **Historical Context** - 2-3 paragraphs
+5. **What It Measures and Why It Matters** - 2-3 opinionated paragraphs
+6. **Mathematical Foundation** - LaTeX formulas, parameter mapping, warmup period
+7. **Architecture & Physics** - Pipeline description, state management, FMA usage, edge cases
+8. **Interpretation and Signals** - Signal zones table, patterns, practical notes
+9. **Related Indicators** - 2-4 with relative links
+10. **Validation** - Simplified table (Status/Notes columns only)
+11. **Performance Profile** - Key optimizations, operation count, SIMD analysis
+12. **Common Pitfalls** - 5-7 numbered items
+13. **FAQ** - Optional, for complex indicators
+14. **References** - Academic and web sources
+
+### Step 3: Verify Against Source
+Cross-check all technical claims against the `.cs` source:
+- Default period, parameter constraints
+- State struct fields and initialization
+- Alpha/decay formulas
+- Warmup period formula and IsHot condition
+- FMA patterns used
+- NaN/Infinity handling
+- Bar correction logic
+- Validation library coverage matches test file
+
+### Step 4: Store in qdrant
+Record completion with tags for future reference.
+
+## Batching Strategy
+
+Process in groups of related indicators for cross-referencing efficiency:
+
+### Batch 1: Stochastic Family (share architecture patterns)
+- Stoch, Stochf, StochRSI, KDJ, SMI
+
+### Batch 2: Bill Williams / Momentum Oscillators
+- AC, AO, APO, CFO, DPO
+
+### Batch 3: Bollinger/Statistical Oscillators
+- BBB, BBS, PGO, Inertia
+
+### Batch 4: Remaining
+- Fisher, WillR, TtmWave, Ultosc
+
+## Template Rules Reminder
+
+- **Voice**: GRINGE blend. Skeptical-architect tone.
+- **Anti-slop forbidden words**: delve, leverage, pivotal, tapestry, landscape, furthermore, seamless, ecosystem, transformative, foster
+- **No em-dashes**
+- **Quality Metrics section**: OMIT (oscillators are not trends/filters)
+- **Validation table**: Simplified 2-column format (Status, Notes)
+- **LaTeX**: Only in Mathematical Foundation section
+- **Code blocks**: Only in Architecture & Physics section for pipeline diagrams
+- **Exemplar**: `lib/oscillators/trix/Trix.md` (completed reference)
+
+## Dependencies
+
+- Gold standard template: `temp/doc_template.md`
+- Reference exemplar: `lib/oscillators/trix/Trix.md`
+- C# analysis: requires `__unlock_csharp_analysis__` per session
+- All 19 indicators have validation tests (confirmed)
+- All 19 indicators have existing .md files to be replaced