Commit Graph

10 Commits

Author SHA1 Message Date
Miha Kralj 4ab3a7fb53 doc headers 2026-02-27 07:48:12 -08:00
Miha Kralj 8a1ba95173 validation and profiles 2026-02-26 22:02:52 -08:00
Miha Kralj 90d5638008 Add new moving average implementations: LTMA, MCNMA, NLMA, NMA, NYQMA, RAIN, and TRAMA
- LTMA (Linear Trend Moving Average): Introduces a predictive moving average using dual cascaded EMAs for trend estimation.
- MCNMA (McNicholl EMA): Implements a zero-lag TEMA using a cascaded EMA structure for enhanced responsiveness.
- NLMA (Non-Lag Moving Average): Utilizes a damped cosine kernel to achieve reduced lag in moving averages.
- NMA (Natural Moving Average): Adapts smoothing based on volatility profiles using a square-root kernel.
- NYQMA (Nyquist Moving Average): Applies the Nyquist-Shannon theorem to prevent aliasing in cascaded moving averages.
- RAIN (Rainbow Moving Average): Combines multiple SMA layers with weighted averages for multi-scale smoothing.
- TRAMA (Trend Regularity Adaptive Moving Average): Adapts smoothing based on the frequency of new highs and lows in price data.
2026-02-20 21:40:32 -08:00
Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
2026-02-18 11:55:48 -08:00
Miha Kralj 653aafacd8 feat: Add Prime method to various indicators for initializing state with historical data
- Implemented Prime method in Vel, Ao, Apo, Frama, Adl, Adosc, Aobv, Cmf, Efi, Eom, Iii, Kvo, Mfi, Nvi, Obv, Pvd, Pvi, Pvo, Pvr, Pvt, Tvi, Twap, Va, Vf, Vo, Vroc, Vwad, Vwap, and Vwma classes.
- The Prime method resets the indicator state and processes the provided historical bar data to initialize the indicator.
- Added warmup period property to Adl and Wad classes to define the minimum number of data points required for validity.
- Updated benchmark tests to use Batch methods for performance evaluation.
2026-02-11 20:38:38 -08:00
Miha Kralj 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj 5ed4b6c0fc pine files 2026-01-31 14:05:53 -08:00
Miha Kralj 7b3a6520d2 volume indicators 2026-01-30 12:47:25 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -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