16 Commits

Author SHA1 Message Date
Miha Kralj c98b0e2a57 feat: add EPA (Ehlers Phasor Analysis) indicator - TASC Nov 2022 2026-03-19 09:22:04 -07:00
Miha Kralj b1302a4761 feat: add FSI (Ehlers Fourier Series Indicator, TASC June 2019) 2026-03-18 19:58:53 -07:00
Miha Kralj ef00330de3 fix: sort all _index.md indicator tables alphabetically
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
Miha Kralj 6ac30d37e6 feat: add LPF - Ehlers Linear Predictive Filter (TASC Jan 2025)
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
Miha Kralj d3cb9d2513 feat(cycles): add AMFM - Ehlers AM Detector / FM Demodulator 2026-03-17 15:56:55 -07:00
Miha Kralj 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
Miha Kralj 33d20f2a18 feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
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
Miha Kralj 467a8c1cef filters update 2026-02-23 17:27:35 -08:00
Miha Kralj 7253f61299 Add TRAMA implementation and comprehensive tests
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
2026-02-21 20:45:38 -08:00
Miha Kralj 3dd05f23e4 Refactor indicators to include "Ehlers" in names and descriptions for clarity
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)".
- Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average".
- Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)".
- Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)".
- Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)".
- Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)".
- Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names.
- Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)".
- Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)".
- Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)".
- Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX).
- Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
2026-02-18 19:08:15 -08:00
Miha Kralj 26280ce80b Add Choppiness Index (CHOP) implementation and tests
- Implemented ChopIndicator for Quantower with configurable period and cold value display.
- Created Chop class for calculating the Choppiness Index with detailed documentation.
- Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases.
- Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples.
- Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-02-05 19:42:49 -08:00
Miha Kralj 95838a6435 Add SSF-DSP implementation with validation tests and documentation
- Implemented the SSF-DSP (Super Smooth Filter Detrended Synthetic Price) indicator using dual Super Smooth Filters.
- Added validation tests to ensure correctness against PineScript implementation and mathematical properties.
- Created comprehensive documentation outlining the architecture, mathematical foundation, performance profile, and common pitfalls.
- Included batch processing capabilities for efficient calculations on time series data.
2026-02-04 20:58:05 -08:00
Miha Kralj 3e854eac3f Refactor documentation links in numerics, oscillators, reversals, and statistics modules to use relative paths; update Bias class to handle division by zero more robustly; remove obsolete CUMMEAN Pine script; enhance trend indicators documentation; add Visual Studio Code workspace configuration. 2026-02-04 11:43:59 -08:00
Miha Kralj a03d7aa0ce more volatilty 2026-02-02 13:42:47 -08:00
Miha Kralj b2c1787782 docs: update category index files and fix indicator implementations (#58) 2026-01-19 18:25:48 -08:00
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00