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Miha Kralj
aec3a64e4e
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
36 lines
5.2 KiB
Markdown
36 lines
5.2 KiB
Markdown
# Dynamics
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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.
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## Indicators
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| Indicator | Full Name | Description |
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| :------------------------------------------ | :------------------------------------------- | :---------------------------------------------------------------------------- |
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| [ADX](adx/Adx.md) | Average Directional Index | Trend strength 0-100. Direction-agnostic. <20 weak, >40 strong. |
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| [ADXR](adxr/Adxr.md) | Average Directional Movement Rating | Smoothed ADX. Average of current and N-period ago ADX. |
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| [ALLIGATOR](alligator/Alligator.md) | Williams Alligator | Three SMAs (Jaw, Teeth, Lips). Spread indicates trend strength. |
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| [AMAT](amat/Amat.md) | Archer Moving Averages Trends | Multiple EMA alignment. Requires fast/slow EMA plus directional confirmation. |
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| [AROON](aroon/Aroon.md) | Aroon | Time since high/low. Aroon Up/Down measure recency of extremes. |
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| [AROONOSC](aroonosc/AroonOsc.md) | Aroon Oscillator | Aroon Up minus Aroon Down. Single line: +100 to -100. |
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| [CHOP](chop/Chop.md) | Choppiness Index | Trendiness measure. High values = choppy. Low = trending. |
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| [DMH](dmh/Dmh.md) | Ehlers Directional Movement with Hann | Hann-windowed FIR filter on EMA-smoothed directional movement. Zero-centered. |
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| [DMX](dmx/Dmx.md) | Jurik DMX | Smoothed bipolar DMI using Jurik smoothing. Low noise. |
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| [DX](dx/Dx.md) | Directional Movement Index | Raw directional strength. Unsmoothed ADX component. |
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| [GHLA](ghla/Ghla.md) | Gann High-Low Activator | SMA(High)/SMA(Low) alternating on crossover. |
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| [HT_TRENDMODE](ht_trendmode/HtTrendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
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| [ICHIMOKU](ichimoku/Ichimoku.md) | Ichimoku Cloud | Five-line system. Cloud defines support/resistance zones. |
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| [IMPULSE](impulse/Impulse.md) | Elder Impulse System | EMA + MACD histogram alignment. Color-coded trend/momentum filter. |
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| [MINUS_DI](minusdi/MinusDi.md) | Minus Directional Indicator | Downward directional movement as % of true range. 0-100. |
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| [MINUS_DM](minusdm/MinusDm.md) | Minus Directional Movement | Wilder-smoothed downward directional movement. Price units. |
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| [PFE](pfe/Pfe.md) | Polarized Fractal Efficiency | Trend efficiency: straight-line / total path distance. |
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| [PLUS_DI](plusdi/PlusDi.md) | Plus Directional Indicator | Upward directional movement as % of true range. 0-100. |
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| [PLUS_DM](plusdm/PlusDm.md) | Plus Directional Movement | Wilder-smoothed upward directional movement. Price units. |
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| [PTA](pta/Pta.md) | Ehlers Precision Trend Analysis | Dual highpass bandpass. Zero-centered near-zero-lag trend. |
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| [QSTICK](qstick/Qstick.md) | Qstick | MA of (Close - Open). Positive = buying pressure. |
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| [RAVI](ravi/Ravi.md) | Chande Range Action Verification Index | \|SMA(short) − SMA(long)\| / SMA(long) × 100. |
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| [SUPER](super/Super.md) | SuperTrend | ATR-based trailing stop. Flips on breakout. Color-coded direction. |
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| [TTM_SQUEEZE](ttm_squeeze/TtmSqueeze.md) | TTM Squeeze | BB inside KC squeeze detection with linear regression momentum. John Carter. |
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| [TTM_TREND](ttm_trend/TtmTrend.md) | TTM Trend | Fast 6-period EMA. Color-coded trend from John Carter. |
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| [VHF](vhf/Vhf.md) | Vertical Horizontal Filter | Max-min range / sum of absolute changes. |
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| [VORTEX](vortex/Vortex.md) | Vortex Indicator | VI+ and VI- measure positive/negative trend movement. |
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