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b9783f7c03
_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.
1.6 KiB
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
Updatehot 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
isNewrollback pattern - Dual API with stateful
Update+ stateless staticCalculate - 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 |