13 Commits

Author SHA1 Message Date
Miha Kralj b9783f7c03 docs: sweep all indicator references — fix paths, add missing entries, sort alphabetically
_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
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 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
Miha Kralj 9ab37c1200 adding missing validations 2026-02-26 09:59:44 -08:00
Miha Kralj 467a8c1cef filters update 2026-02-23 17:27:35 -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 dfeb23bf3d 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.
2026-02-13 21:44:45 -08:00
Miha Kralj 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj 58f0812584 Add Vortex Indicator implementation and documentation
- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling.
- Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation.
- Updated oscillators index to include TTM Wave indicator.
- Added TTM Wave documentation with algorithm and trading interpretation.
- Updated reversals index to include TTM Scalper Alert indicator.
- Added TTM Scalper Alert documentation with algorithm and trading strategy.
- Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
2026-02-06 07:43:40 -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