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23 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 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
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 aec3a64e4e feat(dynamics): add PTA - Ehlers Precision Trend Analysis 
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
Miha Kralj 84d12e5706 feat: add USI (Ehlers Ultimate Strength Index) - TASC Nov 2024 2026-03-17 16:44:48 -07:00
Miha Kralj d3cb9d2513 feat(cycles): add AMFM - Ehlers AM Detector / FM Demodulator 2026-03-17 15:56:55 -07:00
Miha Kralj 8112009b32 feat(filters): add NET - Ehlers Noise Elimination Technology (TASC Dec 2020) 2026-03-17 14:38:31 -07:00
Miha Kralj f7dcc20f7c feat: add EEO (Ehlers Elegant Oscillator) - TASC Feb 2022 2026-03-17 14:18:57 -07:00
Miha Kralj b4523b5cca feat: add MADH (Ehlers Moving Average Difference with Hann) indicator 2026-03-17 13:48:34 -07:00
Miha Kralj 4fa29c04b7 feat: add DMH (Ehlers Directional Movement with Hann) indicator 2026-03-17 13:35:03 -07:00
Miha Kralj 4552d8529d feat: add RSIH (Ehlers Hann-Windowed RSI) indicator 2026-03-17 12:40:55 -07:00
Miha Kralj 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
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 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
Miha Kralj 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
Miha Kralj 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
Miha Kralj e3bd07aa87 feat: add ADF (Augmented Dickey-Fuller) indicator 
- 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
Miha Kralj c23fbbd99f fix(frama): rewire Python export to use H/L arrays instead of single source 2026-03-02 15:56:12 -08:00
Miha Kralj fa77882be7 refactor: remove unused JMA power parameter from entire stack 2026-03-01 22:14:30 -08:00
Miha Kralj ce4416d388 fix(python): critical bug fixes across Python wrapper 2026-03-01 21:35:19 -08:00
Miha Kralj 768123d056 minor 2026-02-28 16:05:11 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -08:00