mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-11-02 07:26:12 +00:00

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T

Miha Kralj dafc569f4c Add series algebra and signal predicates layer

Series arithmetic (lib/numerics):
- Add, Sub, Mul, Div, Lag, reusing BiInputIndicatorBase at period=1
- Div publishes 0.0 (not NaN) on a zero denominator, since a non-finite
  ComputeError result permanently poisons the base's running sum
- BiInputIndicatorBase gains Subscribe(a, b) implementing the
  strategy-primitives spec's time-join rule for event-chained two-input nodes

Phase 0 contracts (lib/core):
- TTradeContext, BracketFlags, ExitReason, TrendState, VolState
- SignalConstants (DefaultEpsilon, TruthThreshold), OutOfRangePolicy
- ConfirmOnClose: bar-confirmation wrapper (Section 8.6)

Signal predicates (lib/signals/predicates), Phase 1:
- Above, Below, Equal (ComparePredicateBase<TOp> generic comparison core)
- InsideChannel, OutsideChannel, ChannelPosition (new MultiInputBase,
  3-input time-join)
- IsRising, IsFalling (exclude current bar, confirm-then-push window)
- AtHighest, AtLowest (include current bar, rebuild-on-correction,
  mirrors channels/Dc)
- Hysteresis, PercentDistance

All new nodes ship with .cs, tests, and .md docs; indices and the
StrategyPrimitives.Spec.md are updated with placement decisions and
design notes. Full suite: 16730 tests, 0 failures, 0 warnings.

2026-09-25 06:45:03 -07:00

2.4 KiB

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BELOW: Less-Than Predicate

The mirror image of Above — and just as fundamental to a strategy's vocabulary.

Property	Value
Category	Signals (Predicates)
Inputs	A, B (dual series, or A and a fixed scalar)
Parameters	None
Outputs	Single crisp series (Below)
Output range	`{0.0, 1.0}` while hot; `NaN` while cold
Warmup	`0` bars (hot after the first tick)
PineScript	`a < b`

BELOW tests whether the left value is strictly less than the right value or a fixed scalar.
Similar: Above, Equal | Trading note: Feeds "RSI below 30" oversold conditions and CrossUnder-style exits.
Part of the strategy-primitives signal algebra (lib/signals/StrategyPrimitives.Spec.md, Section 9.1).

BELOW is ComparePredicateBase<BelowOp>, the exact structural mirror of Above: same generic comparison core over BiInputIndicatorBase at period = 1, same scalar-overload and time-join behavior, same cold-NaN contract. See Above.md for the full implementation rationale, which applies here unchanged with a < b in place of a > b.

Mathematical Foundation


\text{Below}_t = \begin{cases} 1.0 & \text{if } a_t < b_t \\ 0.0 & \text{otherwise} \end{cases}

A tie (a == b) is 0.0: the comparison is strict.

Validation

Test	Status
Strict inequality at the boundary (tie → false)	✅
NaN/Infinity substitution	✅
Time-join across two independent publishers	✅
Scalar overload against a fixed threshold	✅
Cold → `NaN`, hot after first tick, `Reset()` returns to cold	✅

Common Pitfalls

Same as Above: a tie is false, boundary flicker needs Hysteresis, and cold reads as NaN, not false.

Usage Examples

// Fixed threshold: RSI below 30
var rsi = new Rsi(14);
var oversold = new Below(rsi, 30.0);

// Two streams: fast EMA below slow EMA
var fast = new Ema(12);
var slow = new Ema(26);
var bearish = new Below(fast, slow);

References

Murphy, J. (1999). Technical Analysis of the Financial Markets. New York Institute of Finance.

2.4 KiB Raw Blame History