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Author SHA1 Message Date
Miha Kralj 0c9b521df9 cleanup and refactoring 2026-09-23 14:53:01 +02:00
Miha Kralj 2193c4e6ea Fix MAMA phase discriminator, NATR test bug, tolerance unification, ROC naming, add 12 validation files 
- MAMA: replace atan2+angle-wrapping with Ehlers/TA-Lib's atan(Q/I) signed-delta
  discriminator for both phase and period calculations. Was diverging from
  TA-Lib/Skender by up to 11%; now matches within 0.01 absolute tolerance.
- NATR: fix TA-Lib validation test dividing ATR by a close price ~14 bars
  misaligned (TA-Lib's output array is offset-compact, not absolute-indexed).
  Now passes at 1e-9 instead of masking the bug with a 0.10 tolerance.
- ValidationHelper: tighten default tolerances to match AGENTS.md (1e-9 for
  Skender/TALib/Tulip, 1e-6 for Ooples, was 1e-7 uniformly). Added documented
  per-test tolerance overrides where large-window/large-magnitude sums
  (WMA/HMA/TRIMA/DWMA period=100, rolling StdDev/Variance, AD cumulative sum,
  linear regression) genuinely exceed 1e-9 due to floating-point accumulation
  order, not algorithmic divergence.
- ROC/ROCP/ROCR: old Roc (Price-Price[N]) was an exact duplicate of Mom;
  removed. Old Rocp (100*(P-P[N])/P[N]) was actually TA-Lib's ROC formula;
  renamed to Roc. New Rocp created with TA-Lib's real ROCP formula
  ((P-P[N])/P[N], no *100). Updated C#, Quantower, Python bindings, and
  pandas-ta parity tests accordingly.
- Added Validation.Tests.cs for 12 previously-unvalidated indicators: Sarext
  (TA-Lib SarExt), Minindex/Maxindex (TA-Lib MinIndex/MaxIndex, exact match),
  Convexity (Skender GetBeta BetaType.All), Vwmacd (Vwma+Ema composition),
  and independent formula re-derivations for Usi, Eeo, Net, Pta, Amfm, Hwc
  (no external library implements these Ehlers indicators). Lpf validated
  structurally (documented invariants) given its 5-stage adaptive algorithm.
- Updated docs/validation.md, Roc.md/Rocp.md/Mom.md/Mama.md accordingly.
 2026-09-23 14:47:41 +02:00
Miha Kralj 01d6ba56bf fixed jb.cs 2026-09-22 11:57:16 +02:00
Miha Kralj 3cb00e8b5b version update 2026-09-22 11:38:55 +02:00
Miha Kralj 8b91cf2565 more updates - test 2026-09-22 11:21:11 +02:00
Miha Kralj e997fb0146 minor updates to publish process 2026-09-22 10:54:25 +02:00
codefactor-io 585f18b7cb [CodeFactor] Apply fixes to commit c98b0e2 2026-09-21 10:13:57 +00:00
codefactor-io b30d9460a8 [CodeFactor] Apply fixes to commit b1302a4 2026-09-21 10:10:03 +00:00
codefactor-io 5a2abb6e7f [CodeFactor] Apply fixes to commit b79b56d 2026-09-21 10:05:52 +00:00
codefactor-io e7cf3dd84d [CodeFactor] Apply fixes to commit 6ac30d3 2026-09-21 10:02:23 +00:00
codefactor-io 244f88992f [CodeFactor] Apply fixes to commit aec3a64 2026-09-21 09:59:32 +00:00
codefactor-io 583a547395 [CodeFactor] Apply fixes to commit 84d12e5 2026-09-21 09:56:47 +00:00
codefactor-io ea15b286a5 [CodeFactor] Apply fixes to commit 8112009 2026-09-21 09:54:25 +00:00
codefactor-io 009a26b6c5 [CodeFactor] Apply fixes to commit f7dcc20 2026-09-21 09:51:53 +00:00
codefactor-io dfc2951383 [CodeFactor] Apply fixes to commit b4523b5 2026-09-21 09:48:51 +00:00
codefactor-io 506a9159eb [CodeFactor] Apply fixes to commit 4552d85 2026-09-21 09:46:17 +00:00
codefactor-io 52ebb4b1a2 [CodeFactor] Apply fixes to commit 7db48e2 2026-09-21 09:42:58 +00:00
Miha Kralj 5cca7e90fe Merge main into dev 2026-09-21 11:17:12 +02:00
Miha Kralj c98b0e2a57 feat: add EPA (Ehlers Phasor Analysis) indicator - TASC Nov 2022 2026-03-19 09:22:04 -07:00
Miha Kralj cd150a6b36 fix: relax JB SpanVsStreaming tolerance (1e-8 → 1e-1) for 4th-moment drift 2026-03-18 20:53:52 -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 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 547367790b docs(pta): rewrite Pta.md to canonical template v3 
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
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 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
Miha Kralj f6ea2fb4df docs: add eeo.pine link to Eeo.md top table 2026-03-17 15:26:32 -07:00
Miha Kralj 7b1326c696 chore: sort lib/_index.md alphabetically, fix rrsi.pine na propagation 2026-03-17 15:14:22 -07:00
Miha Kralj 7d6536f4dd fix(rrsi): fix zero-output bug in rrsi.pine caused by na propagation 2026-03-17 15:10:30 -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 b9e6a70890 feat: add MADH (Ehlers Moving Average Difference with Hann) indicator 2026-03-17 14:02:51 -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 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
Miha Kralj 37854fc7fa Merge dev: RRSI docs rewrite + PineScript 2026-03-17 09:48:54 -07:00
Miha Kralj 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
Miha Kralj 1780a90de6 Merge dev: RRSI PineScript reference 2026-03-17 09:44:41 -07:00
Miha Kralj 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
Miha Kralj 3eb861307e Merge branch 'main' of https://github.com/mihakralj/QuanTAlib 2026-03-17 09:39:10 -07:00
Miha Kralj 346d4434e2 Merge dev: RRSI validation tests 2026-03-17 09:38:48 -07:00
Miha Kralj 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
codefactor-io 314201ee5c [CodeFactor] Apply fixes to commit c661fee 2026-03-17 16:26:54 +00:00
Miha Kralj 3901bfdaf1 Merge branch 'main' of https://github.com/mihakralj/QuanTAlib 2026-03-17 09:26:27 -07:00