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Add Chaikin Money Flow (CMF) Indicator Implementation and Tests

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- Implemented CMF indicator in Cmf.cs with detailed calculations and methods.
- Created unit tests for CMF validation against Skender, Ooples, and batch processing.
- Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage.
- Updated project files to include new statistics library.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
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Miha Kralj
2026-01-23 18:40:20 -08:00
parent 71b7166e2e
commit fd6c80e8db
28 changed files with 2608 additions and 117 deletions
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lib/channels/_index.md
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@@ -8,25 +8,25 @@ Channels define dynamic support and resistance. Upper band shows where price ten
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [ABBER](lib/channels/abber/Abber.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
| [ACCBANDS](lib/channels/accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
| [APCHANNEL](lib/channels/apchannel/Apchannel.md) | Andrews' Pitchfork | Three-line channel based on pivot points. Projects trend support/resistance. |
| [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
| [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
| BBANDS | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
| [DCHANNEL](lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
| [DECAYCHANNEL](lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
| [FCB](lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
| [JBANDS](lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
| [KCHANNEL](lib/channels/kchannel/kchannel.md) | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
| [MAENV](lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
| [MMCHANNEL](lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
| [PCHANNEL](lib/channels/pchannel/pchannel.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
| [REGCHANNEL](lib/channels/regchannel/regchannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands. |
| [SDCHANNEL](lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | Moving average with standard deviation bands. |
| [STARCHANNEL](lib/channels/starchannel/starchannel.md) | Stoller Average Range Channel | SMA with ATR bands. Similar to Keltner but uses SMA instead of EMA. |
| [ABBER](abber/Abber.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
| [ACCBANDS](accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
| [APCHANNEL](apchannel/Apchannel.md) | Adaptive Price Channel | Channel based on adaptive moving average with volatility bands. |
| [APZ](apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
| [ATRBANDS](atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
| [BBANDS](bbands/Bbands.md) | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
| [DCHANNEL](dchannel/Dchannel.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
| [DECAYCHANNEL](decaychannel/DecayChannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
| [FCB](fcb/Fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
| [JBANDS](jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
| [KCHANNEL](kchannel/Kchannel.md) | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
| [MAENV](maenv/Maenv.md) | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
| [MMCHANNEL](mmchannel/MmChannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
| [PCHANNEL](pchannel/Pchannel.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
| [REGCHANNEL](regchannel/RegChannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands. |
| [SDCHANNEL](sdchannel/SdChannel.md) | Standard Deviation Channel | Moving average with standard deviation bands. |
| [STARCHANNEL](starchannel/StarChannel.md) | Stoller Average Range Channel | SMA with ATR bands. Similar to Keltner but uses SMA instead of EMA. |
| STBANDS | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
| UBANDS | Ultimate Bands | Composite volatility bands using multiple measures. |
| UCHANNEL | Ultimate Channel | Adaptive channel using multiple volatility inputs. |
| UBANDS | Universal Bands | Flexible band system supporting multiple MA types and band calculations. |
| UCHANNEL | Universal Channel | Flexible channel implementation supporting multiple methods. |
| VWAPBANDS | VWAP Bands | Volatility bands around VWAP. Institutional trading reference. |
| VWAPSD | VWAP Standard Deviation Bands | Standard deviation bands around VWAP. |