 Miha Kralj
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eb9e41fc2e
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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
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2026-03-17 09:25:32 -07:00 |
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Miha Kralj
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15f4bb90f3
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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
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2026-03-17 08:35:29 -07:00 |
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Miha Kralj
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6f0a339c9b
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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"
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2026-03-16 12:45:13 -07:00 |
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Miha Kralj
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e3bd07aa87
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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
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2026-03-15 17:56:54 -07:00 |
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Miha Kralj
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c23fbbd99f
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fix(frama): rewire Python export to use H/L arrays instead of single source
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2026-03-02 15:56:12 -08:00 |
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Miha Kralj
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fa77882be7
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refactor: remove unused JMA power parameter from entire stack
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2026-03-01 22:14:30 -08:00 |
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Miha Kralj
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ce4416d388
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fix(python): critical bug fixes across Python wrapper
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2026-03-01 21:35:19 -08:00 |
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Miha Kralj
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768123d056
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minor
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2026-02-28 16:05:11 -08:00 |
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Miha Kralj
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83e9511261
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python wrapper
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2026-02-28 14:14:35 -08:00 |
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