c98b0e2a57
feat: add EPA (Ehlers Phasor Analysis) indicator - TASC Nov 2022
2026-03-19 09:22:04 -07:00
cd150a6b36
fix: relax JB SpanVsStreaming tolerance (1e-8 → 1e-1) for 4th-moment drift
2026-03-18 20:53:52 -07:00
b1302a4761
feat: add FSI (Ehlers Fourier Series Indicator, TASC June 2019)
2026-03-18 19:58:53 -07:00
b79b56dc65
feat: add TBF (Ehlers Truncated BandPass Filter) + fix all 64 warnings
...
TBF indicator:
- Sealed class with RingBuffer, stackalloc scratch, O(Length) per bar
- 7 core files: Tbf.cs, Tbf.Quantower.cs, Tbf.md, tbf.pine, 3 test files
- 67 tests (48 lib + 19 Quantower) all passing
- Full integration: sidebar, indexes, docs, Python bridge, exports
AMFM fix:
- Added envBuf.Clear()/smaBuf.Clear() after stackalloc in Batch
(SkipLocalsInit garbage values caused 8.97e+65 blowup)
Warning fixes (64 → 0):
- Amfm.cs: S125 commented code removed, 11× IDE0011 braces
- Pta.cs: 11× IDE0011 braces on if/else/for/foreach
- Pta.Tests.cs: 14× IDE0011, S1481 unused var, S2699 assertion, 2× MA0074
- Lpf.Quantower.Tests.cs: 2× MA0074 StringComparison
Build: 0 warnings, 0 errors, 20,048 tests passing
2026-03-18 19:10:48 -07:00
ef00330de3
fix: sort all _index.md indicator tables alphabetically
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Fixed sort order in 4 files:
- lib/_index.md: AMFM, PTA, USI/USF repositioned (421 total)
- lib/cycles/_index.md: ACP moved to correct alphabetical position
- lib/oscillators/_index.md: DPO/DSO swap, RRSI/RSIH/RVGI reordered
- lib/numerics/_index.md: NORMALIZE/NORMDIST swap
2026-03-18 10:16:09 -07:00
6ac30d37e6
feat: add LPF - Ehlers Linear Predictive Filter (TASC Jan 2025)
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Implements Ehlers' Linear Predictive Filter for dominant cycle detection:
- Roofing filter (HP + SuperSmoother) → AGC → Griffiths adaptive predictor
- DFT spectrum from predictor coefficients → Center of Gravity dominant cycle
- Outputs: DominantCycle, Signal (AGC-normalized), Predict (one-bar-ahead)
Files added:
- lib/cycles/lpf/Lpf.cs (core implementation, sealed class)
- lib/cycles/lpf/Lpf.Quantower.cs (3 LineSeries: Cycle, Signal, Predict)
- lib/cycles/lpf/Lpf.md (canonical template v3 documentation)
- lib/cycles/lpf/lpf.pine (PineScript v6 reference)
- lib/cycles/lpf/tests/Lpf.Tests.cs (38 unit tests)
- lib/cycles/lpf/tests/Lpf.Quantower.Tests.cs (22 adapter tests)
Updated: index files, Python bridge (Exports.cs, _bridge.py, cycles.py)
2026-03-17 20:24:54 -07:00
547367790b
docs(pta): rewrite Pta.md to canonical template v3
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Add tagline, full property table, 3-bullet summary, extended
historical context, mathematical foundation, parameter mapping,
frequency response analysis, phase lag discussion, quality metrics,
validation table, and detailed common pitfalls.
2026-03-17 19:58:21 -07:00
aec3a64e4e
feat(dynamics): add PTA - Ehlers Precision Trend Analysis
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TASC Sep 2024. Dual 2-pole Butterworth highpass bandpass for
near-zero-lag trend extraction. HP(long) - HP(short) preserves
cycles between shortPeriod and longPeriod.
- Core: Pta.cs with O(1) streaming, Span batch, state rollback
- Quantower: PtaIndicator adapter with LineSeries + SetValue
- Tests: 31 lib + 11 Quantower (all passing)
- Pine: pta.pine PineScript v6 reference
- Docs: Pta.md canonical template v3
- Python: Exports.Generated.cs + _bridge.py + dynamics.py
- Indexes: _sidebar.md, lib/_index.md, dynamics/_index.md,
docs/indicators.md, docs/pinescript.md
2026-03-17 17:25:17 -07:00
84d12e5706
feat: add USI (Ehlers Ultimate Strength Index) - TASC Nov 2024
2026-03-17 16:44:48 -07:00
d3cb9d2513
feat(cycles): add AMFM - Ehlers AM Detector / FM Demodulator
2026-03-17 15:56:55 -07:00
e17b00172a
docs: standardize .md template — add PineScript links, blockquotes, bullet summaries
...
- Eeo.md: full rewrite to canonical template (blockquote, table, 3 bullets, paragraph)
- Ac.md: add PineScript row
- Ao.md: add PineScript row
- Fisher04.md: add table, PineScript row, 3 bullets, paragraph
- TtmWave.md: add PineScript row
- Dstoch.md: full rewrite header (blockquote, canonical table, 3 bullets, paragraph)
- Net.md: add blockquote, canonical table, PineScript row, 3 bullets, paragraph
2026-03-17 15:31:58 -07:00
f6ea2fb4df
docs: add eeo.pine link to Eeo.md top table
2026-03-17 15:26:32 -07:00
7b1326c696
chore: sort lib/_index.md alphabetically, fix rrsi.pine na propagation
2026-03-17 15:14:22 -07:00
7d6536f4dd
fix(rrsi): fix zero-output bug in rrsi.pine caused by na propagation
2026-03-17 15:10:30 -07:00
8112009b32
feat(filters): add NET - Ehlers Noise Elimination Technology (TASC Dec 2020)
2026-03-17 14:38:31 -07:00
f7dcc20f7c
feat: add EEO (Ehlers Elegant Oscillator) - TASC Feb 2022
2026-03-17 14:18:57 -07:00
b9e6a70890
feat: add MADH (Ehlers Moving Average Difference with Hann) indicator
2026-03-17 14:02:51 -07:00
b4523b5cca
feat: add MADH (Ehlers Moving Average Difference with Hann) indicator
2026-03-17 13:48:34 -07:00
4fa29c04b7
feat: add DMH (Ehlers Directional Movement with Hann) indicator
2026-03-17 13:35:03 -07:00
4552d8529d
feat: add RSIH (Ehlers Hann-Windowed RSI) indicator
2026-03-17 12:40:55 -07:00
7db48e2418
feat(oscillators): add DSO - Ehlers Deviation-Scaled Oscillator
...
Implement DSO (TASC Oct 2018) with SSF 2-pole filter, RMS normalization,
and Fisher Transform (±0.99 clamp). Sealed class, O(1) streaming RMS via
RingBuffer, precomputed SSF coefficients.
New files: Dso.cs, Dso.Quantower.cs, Dso.md, dso.pine,
Dso.Tests.cs (27), Dso.Validation.Tests.cs (7), Dso.Quantower.Tests.cs (11)
Updated: Exports.cs, _bridge.py, oscillators.py, SPEC.md,
_sidebar.md, lib/_index.md, oscillators/_index.md,
docs/indicators.md, docs/pinescript.md
All 19,565 tests pass, 0 warnings.
2026-03-17 11:59:04 -07:00
5fc6e27d8e
Rename EACP to ACP across entire codebase
...
- Renamed directory lib/cycles/eacp → lib/cycles/acp
- Renamed class Eacp → Acp, EacpIndicator → AcpIndicator
- Renamed all files: Eacp.cs → Acp.cs, Eacp.Quantower.cs → Acp.Quantower.cs,
eacp.md → acp.md, eacp.pine → acp.pine, and all test files
- Updated display names: EACP → ACP in Quantower Name/ShortName properties
- Updated all documentation surfaces: _sidebar.md, lib/_index.md,
lib/cycles/_index.md, docs/indicators.md, docs/validation.md,
docs/pinescript.md, lib/cycles/cg/cg.md cross-reference
- Updated Python bridge: qtl_eacp → qtl_acp entry point, _bridge.py,
cycles.py wrapper, SPEC.md, test_shapes.py, run_all_exported
- All 83 tests pass (38 AcpTests + 22 AcpValidationTests + 23 AcpIndicatorTests)
- Build: 0 warnings, 0 errors across all projects
2026-03-17 11:35:11 -07:00
329b0657bc
Add "Ehlers" prefix to 5 Ehlers indicators: SAM, PMA, ILRS, CTI, RVGI
...
Standardize naming convention so all Ehlers-originated indicators
have "Ehlers" in their display name across all documentation and
code surfaces:
- SAM: Smoothed Adaptive Momentum → Ehlers Smoothed Adaptive Momentum
- PMA: Predictive Moving Average → Ehlers Predictive Moving Average
- ILRS: Integral of LinReg Slope → Ehlers Integral of LinReg Slope
- CTI: Correlation Trend Indicator → Ehlers Correlation Trend Indicator
- RVGI: Relative Vigor Index → Ehlers Relative Vigor Index
Updated across: .md H1 titles, XML doc summaries, Quantower Name
properties, Quantower test assertions, _sidebar.md, lib/_index.md,
category _index.md files, docs/indicators.md, docs/validation.md.
Build: 0 warnings, 0 errors. All tests pass.
2026-03-17 10:51:24 -07:00
75bcc12529
docs(rrsi): rewrite Rrsi.md to match template, rename to Ehlers Rocket RSI
...
- Full template: property table, tagline, key takeaways, historical context,
architecture & physics with code references, mathematical foundation,
interpretation & signal zones, related indicators, validation table,
performance profile, common pitfalls, FAQ, references
- Title changed from "Rocket RSI" to "Ehlers Rocket RSI" across all indexes
- Updated _sidebar.md, lib/_index.md, lib/oscillators/_index.md
2026-03-17 09:48:32 -07:00
db6bb86fe6
feat(rrsi): add PineScript reference implementation
...
Ehlers TASC May 2018 algorithm: Momentum → Super Smoother (2-pole
Butterworth IIR) → Ehlers RSI (summation CU/CD) → Fisher Transform.
Inputs: smoothLength=10, rsiLength=10, source=close.
2026-03-17 09:44:16 -07:00
4cc4c1a0c4
feat(rrsi): add validation tests — manual Ehlers algorithm cross-check
...
- Manual step-by-step reference implementation of Ehlers TASC May 2018
- Theory tests across 5 parameter combinations (5/5, 8/10, 10/10, 10/20, 20/10)
- arctanh mathematical identity verification
- Streaming/batch/span consistency validation
- Event-based vs streaming agreement check
- All-outputs-finite verification across 4 parameter sets
- Super Smoother coefficient unity DC gain validation
- 18 new tests, 15981 total passing, 0 warnings
2026-03-17 09:38:18 -07:00
eb9e41fc2e
feat: add RRSI (Rocket RSI) — Ehlers TASC May 2018
...
Algorithm: SuperSmoother-filtered momentum → Ehlers RSI → Fisher Transform
- 2-pole Butterworth IIR pre-filter removes noise
- Ehlers RSI (raw summation, not Wilder) outputs [-1,1]
- arctanh produces Gaussian-distributed zero-mean oscillator
Files: Rrsi.cs, Rrsi.Quantower.cs, Rrsi.md, 31+7 tests
Integration: sidebar, indices, Python bridge (Exports, _bridge, oscillators, SPEC)
Build: 0 warnings, 0 errors | Tests: 15,963 passed, 0 failed
2026-03-17 09:25:32 -07:00
15f4bb90f3
feat: add 8 new indicators with full integration
...
New indicators:
- HWC (Holt-Winters Channel) — channels, 27 tests
- VWMACD (Volume-Weighted MACD) — momentum, 38 tests
- Squeeze Pro — oscillators, 69 tests
- BW_MFI (Bill Williams MFI) — oscillators
- DSTOCH (Double Stochastic) — oscillators
- ATRSTOP (ATR Trailing Stop) — reversals
- VSTOP (Volatility Stop) — reversals
- Convexity (Beta Convexity) — statistics, 23 tests
Integration:
- Python bridge: Exports.cs, _bridge.py, wrapper modules
- Documentation: _sidebar.md, _index.md pages, SPEC.md
- All analyzer warnings fixed (MA0074, xUnit2013, S2699)
Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
2026-03-17 08:35:29 -07:00
6f0a339c9b
fix: resolve build and test errors
...
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48)
- Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103)
- Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
2026-03-16 12:45:13 -07:00
57e69721f5
fix: relax BBB streaming/batch tolerance for cross-platform FP precision
2026-03-15 18:15:47 -07:00
e3bd07aa87
feat: add ADF (Augmented Dickey-Fuller) indicator
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- Core implementation with Cholesky OLS, MacKinnon p-value, AIC lag selection
- Three regression models: NoConstant, Constant, ConstantAndTrend
- NormCdf via Abramowitz & Stegun 7.1.26 erf approximation
- Quantower adapter, Python bridge (NativeAOT export + ctypes + wrapper)
- 69 tests (41 unit + 12 validation + 14 Quantower + 2 consistency)
- Documentation with Schwert table, MacKinnon coefficients, PineScript ref
- All 19,095 tests pass, zero warnings
2026-03-15 17:56:54 -07:00
67ad6f0cba
v0.8.7: Replace periodic ResyncInterval with Kahan compensated summation
...
Comprehensive refactor across all indicators replacing the periodic
ResyncInterval-based drift correction (every 1000 ticks recalculate
from scratch) with Kahan compensated summation for running sums.
Key changes:
- Remove ResyncInterval constants and TickCount fields from all State records
- Add Kahan compensation fields (SumComp, SumSqComp, etc.) to State records
- Replace naive sum += val - removed with Kahan delta pattern
- Remove Resync()/RecalculateSum() methods that did O(N) recalculation
- Update batch/SIMD paths to use Kahan compensation instead of resync loops
- IIR filters (EMA, REMA, RGMA) simplified: inherently self-correcting
- Version bump to 0.8.7
- Build system: README version stamping via Directory.Build.props
- Minor doc/test tolerance adjustments for new numerical characteristics
Affected modules: channels, core, cycles, dynamics, errors, momentum,
oscillators, statistics, trends_FIR, trends_IIR, volatility, volume
2026-03-13 22:01:31 -07:00
c75135ab14
v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup
2026-03-13 13:46:52 -07:00
e3e9555fc1
feat(python): add pure-Python EMA fallback per PYTHON_FALLBACK_SPEC
...
Single-function API: ema(source, period=10, *, alpha=None)
- Bias-compensated EMA matching C# Ema.Batch exactly
- NaN/Inf safe with last-valid substitution
- 65 lines, pseudocode-readable reference implementation
- Co-located ema_test.py (15 tests) + tests/test_ema.py (37 tests)
- All 50 tests pass, 2 cross-validation skipped (no native lib)
2026-03-12 21:02:52 -07:00
060649192f
docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files
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- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation
2026-03-12 12:34:16 -07:00
8937b0c0fa
fix: CI checkout auth + Wrmse test failure
...
- Publish.yml: Change workflow permissions from {} to contents:read
to fix GITHUB_TOKEN having no scopes for actions/checkout@v4
- Wrmse.cs: Use DateTime.UtcNow instead of DateTime.MinValue in
Update(double,double,double) to match Beta/Covariance pattern
- Bump version to 0.8.5
2026-03-11 20:54:16 -07:00
b9783f7c03
docs: sweep all indicator references — fix paths, add missing entries, sort alphabetically
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_sidebar.md:
- Fix 4 wrong DI/DM paths (minus_di→minusdi, minus_dm→minusdm, plus_di→plusdi, plus_dm→plusdm)
- Sort Dynamics section alphabetically
- Add DECAY and EDECAY to Numerics section
lib/dynamics/_index.md:
- Fix HT_TRENDMODE link (Httrendmode.md→HtTrendmode.md)
- Sort all 25 indicators alphabetically
lib/core/_index.md:
- Sort all 8 indicators alphabetically (HA was out of order)
docs/indicators.md:
- FIR: Replace with all 33 entries sorted
- IIR: Replace with all 36 entries sorted
- Filters: Add SAK (now 37 entries)
- Oscillators: Add 17 missing (BBI, BRAR, COPPOCK, CRSI, CTI, DOSC, ER, ERI, FI, KRI, KST, MSTOCH, PSL, QQE, RVGI, SQUEEZE, TD_SEQ) — now 48 entries
- Dynamics: Sort all 25 entries alphabetically
- Statistics: Add POLYFIT, TRIM, WAVG, WINS — now 35 entries sorted
- Numerics: Add FFT, IFFT — now 31 entries sorted
- Core: Add HA — now 8 entries sorted
Total: 402 indicators across 16 categories, all cross-referenced.
2026-03-11 20:36:36 -07:00
33d20f2a18
feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
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Complete thin Dx-composition wrapper indicators with full test coverage:
- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
2026-03-11 20:21:52 -07:00
19f956521d
docs: add PineScript links to all indicator .md files, docsify .pine renderer with comprehensive Prism v6 syntax highlighting
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- Added PineScript row to property tables in 375 .md files linking to companion .pine files
- Docsify plugin intercepts .pine link clicks, fetches and renders content as syntax-highlighted code blocks
- Comprehensive Prism.languages.pine grammar covering 18 token categories: annotations, types, qualifiers, namespaces, OHLCV builtins, functions, keywords, operators
- Custom CSS tokens using GitHub dark palette for Pine-specific visual differentiation
2026-03-11 15:36:23 -07:00
567fa89465
[CodeFactor] Apply fixes to commit 4a01f03
2026-03-11 03:35:12 +00:00
4a01f03cb4
Merge branch 'dev'
2026-03-10 20:34:18 -07:00
7ec79538aa
refactor: move Decay/Edecay from trends_IIR to numerics; update filter signatures
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- Move lib/trends_IIR/decay/ → lib/numerics/decay/
- Move lib/trends_IIR/edecay/ → lib/numerics/edecay/
- Update Category in Decay.md/Edecay.md from Trends (IIR) to Numerics
- Add DECAY/EDECAY entries to lib/numerics/_index.md and docs/indicators.md
- Update filter signature .md files and .svg assets
- Update trends_IIR signature docs (htit, mama, holt, etc.)
- All 163 tests passing, 0 warnings, 0 errors
2026-03-10 20:33:55 -07:00
35a6702b06
fix(docs): correct .md documentation across errors, dynamics, filters, forecasts, momentum, numerics, oscillators, reversals, statistics, trends, volatility, volume
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Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
2026-03-10 18:38:23 -07:00
8906c62dcf
fix(docs): correct warmup values in cycles/channels .md files
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Cycles:
- ebsw: warmup 1 bar → Math.Max(hpLength, ssfLength) + 3 (default 43)
- homod: warmup 1 bar → maxPeriod * 2 (default 100)
Channels:
- apchannel: warmup 1 bar → ⌈3/alpha⌉ (default 15); params None → alpha; outputs Single → Multiple
- jbands: warmup 1 bar → ⌈20 + 80 × period^0.36⌉
- uchannel: warmup 1 bar → Math.Max(strPeriod, centerPeriod)"
2026-03-10 18:37:19 -07:00
031f1b5fe6
feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings
2026-03-09 13:45:46 -07:00
f192b6d014
merge: bump version to 0.8.4
2026-03-04 08:50:31 -08:00
4f22062f78
chore: bump version to 0.8.4
2026-03-04 08:50:29 -08:00
6ae79525f6
merge: dev into main - license docs, Python/PineScript guides, API updates
2026-03-03 22:12:25 -08:00
f10baa6dfb
docs: add license rationale, Python/PineScript guides, API updates
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- Add docs/license.md with Apache 2.0 rationale and patent protection analysis
- Add docs/python.md and docs/pinescript.md platform guides
- Expand README license section with disclosure and link to rationale
- Update docs/api.md and docs/architecture.md
- Update Python bindings: helpers, all indicator modules, pyproject.toml
- Add Python tests for Arrow and Polars integration
- Update TValue core type and documentation
- Add fix_length_to_period tooling script
2026-03-03 22:11:35 -08:00
5957ef065c
[CodeFactor] Apply fixes to commit 7737098
2026-03-03 20:43:16 +00:00
Miha Kralj