Files
Miha Kralj b9783f7c03 docs: sweep all indicator references — fix paths, add missing entries, sort alphabetically
_sidebar.md:
- Fix 4 wrong DI/DM paths (minus_di→minusdi, minus_dm→minusdm, plus_di→plusdi, plus_dm→plusdm)
- Sort Dynamics section alphabetically
- Add DECAY and EDECAY to Numerics section

lib/dynamics/_index.md:
- Fix HT_TRENDMODE link (Httrendmode.md→HtTrendmode.md)
- Sort all 25 indicators alphabetically

lib/core/_index.md:
- Sort all 8 indicators alphabetically (HA was out of order)

docs/indicators.md:
- FIR: Replace with all 33 entries sorted
- IIR: Replace with all 36 entries sorted
- Filters: Add SAK (now 37 entries)
- Oscillators: Add 17 missing (BBI, BRAR, COPPOCK, CRSI, CTI, DOSC, ER, ERI, FI, KRI, KST, MSTOCH, PSL, QQE, RVGI, SQUEEZE, TD_SEQ) — now 48 entries
- Dynamics: Sort all 25 entries alphabetically
- Statistics: Add POLYFIT, TRIM, WAVG, WINS — now 35 entries sorted
- Numerics: Add FFT, IFFT — now 31 entries sorted
- Core: Add HA — now 8 entries sorted

Total: 402 indicators across 16 categories, all cross-referenced.
2026-03-11 20:36:36 -07:00

1.6 KiB

Core

Price transforms and fundamental building blocks. These indicators compute derived prices from OHLCV bars and serve as inputs to higher-order indicators.

Indicators

Indicator Full Name Description
AVGPRICE Average Price (O+H+L+C) * 0.25 via FMA
HA Heikin-Ashi Modified OHLC candles. Smoothed trend visualization. Output is TBar.
MEDPRICE Median Price (H+L) * 0.5
MIDBODY Open-Close Average (O+C) * 0.5
MIDPOINT Rolling Midpoint (Max+Min) * 0.5 over lookback window
MIDPRICE Mid Price (Highest High + Lowest Low) * 0.5
TYPPRICE Typical Price (H+L+C) * OneThird via FMA
WCLPRICE Weighted Close Price (H+L+2C) * 0.25 via FMA

Architecture

All Core indicators share common traits:

  • Zero allocation in Update hot path
  • FMA optimization where applicable (Avgprice, Typprice, Wclprice)
  • Multiplication over division (0.25 instead of /4, OneThird instead of /3)
  • NaN/Infinity guard via last-valid-value substitution
  • Bar correction via isNew rollback pattern
  • Dual API with stateful Update + stateless static Calculate
  • SIMD batch via ReadOnlySpan<double> / Span<double> overloads

TBar-Based vs TValue-Based

Type Indicators Input
TBar AVGPRICE, MEDPRICE, MIDPRICE, MIDBODY, TYPPRICE, WCLPRICE OHLCV bars
TValue MIDPOINT Single value series