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Miha Kralj
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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
5.2 KiB
5.2 KiB
Dynamics
Dynamics indicators measure trend strength, speed, and direction. Unlike momentum indicators that measure rate of change, dynamics indicators answer: "Is there a trend, and how strong is it?" Critical for filtering signals and avoiding whipsaws in ranging markets.
Indicators
| Indicator | Full Name | Description |
|---|---|---|
| ADX | Average Directional Index | Trend strength 0-100. Direction-agnostic. <20 weak, >40 strong. |
| ADXR | Average Directional Movement Rating | Smoothed ADX. Average of current and N-period ago ADX. |
| ALLIGATOR | Williams Alligator | Three SMAs (Jaw, Teeth, Lips). Spread indicates trend strength. |
| AMAT | Archer Moving Averages Trends | Multiple EMA alignment. Requires fast/slow EMA plus directional confirmation. |
| AROON | Aroon | Time since high/low. Aroon Up/Down measure recency of extremes. |
| AROONOSC | Aroon Oscillator | Aroon Up minus Aroon Down. Single line: +100 to -100. |
| CHOP | Choppiness Index | Trendiness measure. High values = choppy. Low = trending. |
| DMH | Ehlers Directional Movement with Hann | Hann-windowed FIR filter on EMA-smoothed directional movement. Zero-centered. |
| DMX | Jurik DMX | Smoothed bipolar DMI using Jurik smoothing. Low noise. |
| DX | Directional Movement Index | Raw directional strength. Unsmoothed ADX component. |
| GHLA | Gann High-Low Activator | SMA(High)/SMA(Low) alternating on crossover. |
| HT_TRENDMODE | Ehlers Hilbert Transform Trend vs Cycle Mode | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
| ICHIMOKU | Ichimoku Cloud | Five-line system. Cloud defines support/resistance zones. |
| IMPULSE | Elder Impulse System | EMA + MACD histogram alignment. Color-coded trend/momentum filter. |
| MINUS_DI | Minus Directional Indicator | Downward directional movement as % of true range. 0-100. |
| MINUS_DM | Minus Directional Movement | Wilder-smoothed downward directional movement. Price units. |
| PFE | Polarized Fractal Efficiency | Trend efficiency: straight-line / total path distance. |
| PLUS_DI | Plus Directional Indicator | Upward directional movement as % of true range. 0-100. |
| PLUS_DM | Plus Directional Movement | Wilder-smoothed upward directional movement. Price units. |
| PTA | Ehlers Precision Trend Analysis | Dual highpass bandpass. Zero-centered near-zero-lag trend. |
| QSTICK | Qstick | MA of (Close - Open). Positive = buying pressure. |
| RAVI | Chande Range Action Verification Index | |SMA(short) − SMA(long)| / SMA(long) × 100. |
| SUPER | SuperTrend | ATR-based trailing stop. Flips on breakout. Color-coded direction. |
| TTM_SQUEEZE | TTM Squeeze | BB inside KC squeeze detection with linear regression momentum. John Carter. |
| TTM_TREND | TTM Trend | Fast 6-period EMA. Color-coded trend from John Carter. |
| VHF | Vertical Horizontal Filter | Max-min range / sum of absolute changes. |
| VORTEX | Vortex Indicator | VI+ and VI- measure positive/negative trend movement. |