Commit Graph
5 Commits
Author SHA1 Message Date
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 83e9511261 python wrapper 2026-02-28 14:14:35 -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 92709ef2ed Add Stochastic Oscillator implementation and validation tests
- Implemented Stochastic Oscillator (%K and %D) in Stoch.cs with streaming and batch processing capabilities.
- Added validation tests for the Stochastic Oscillator in Stoch.Validation.Tests.cs, ensuring consistency with Skender.Stock.Indicators.
- Created documentation for the Stochastic Oscillator in Stoch.md, detailing its mathematical formula, architecture, parameters, and common pitfalls.
- Updated project file to include necessary numeric libraries for highest and lowest calculations.
2026-02-12 14:29:54 -08:00