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Miha Kralj dfeb23bf3d Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation 
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source.
- Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios.
- Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup.
- Removed legacy SGMA implementation and tests to streamline the codebase.
- Updated project files to include new indicator and tests in the build process.
- Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
2026-02-13 21:44:45 -08:00

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Missing Indicators Report

Generated: 2026-02-13 (refreshed) | Source: Cross-reference of _index.md files vs actual filesystem

Summary

Status Count Description
Fully Implemented 258 .cs + tests + docs
Pine-Only (has spec, no C#) 25 Directory exists with .pine file only
No Directory (listed in master index, no files) 38 Planned but nothing on disk
Doc-Only 1 Only .md file exists
Index Discrepancies 4 Count or category mismatches

Implemented Categories (fully in C#)

Category Subdirs Implemented Notes
Trends (FIR) 17 17 All complete
Trends (IIR) 23 23 All complete (LTMA planned, no subdir)
Filters 18 18 All complete
Oscillators 19 19 All complete (16 more planned, no subdir)
Dynamics 17 17 All complete (IMPULSE planned, no subdir)
Momentum 16 16 All complete
Volatility 26 26 All complete
Volume 26 26 All complete
Channels 23 23 All complete
Cycles 14 14 All complete (PHASOR planned, broken link)
Errors 26 26 All complete (no Quantower wrappers)
Numerics 15 15 All complete (incl. ACCEL, JERK, SLOPE)
Forecasts 1 1 AFIRMA only (MLP planned)
Statistics 30 14 16 pine-only — see below
Reversals 10 0 9 pine-only + 1 doc-only — see below
Feeds 3 3 CSV, GBM, IFeed

1. PINE-ONLY Indicators (spec exists, no C# implementation)

These have directories with .pine reference files but zero .cs files. They need full implementation.

Statistics (16 indicators — pine-only)

Indicator Directory
ENTROPY lib/statistics/entropy/
GEOMEAN lib/statistics/geomean/
GRANGER lib/statistics/granger/
HARMEAN lib/statistics/harmean/
HURST lib/statistics/hurst/
IQR lib/statistics/iqr/
JB lib/statistics/jb/
KENDALL lib/statistics/kendall/
KURTOSIS lib/statistics/kurtosis/
MODE lib/statistics/mode/
PERCENTILE lib/statistics/percentile/
QUANTILE lib/statistics/quantile/
SPEARMAN lib/statistics/spearman/
THEIL lib/statistics/theil/
ZSCORE lib/statistics/zscore/
ZTEST lib/statistics/ztest/

Reversals (9 indicators — pine-only)

Indicator Directory
FRACTALS lib/reversals/fractals/
PIVOT lib/reversals/pivot/
PIVOTCAM lib/reversals/pivotcam/
PIVOTDEM lib/reversals/pivotdem/
PIVOTEXT lib/reversals/pivotext/
PIVOTFIB lib/reversals/pivotfib/
PIVOTWOOD lib/reversals/pivotwood/
PSAR lib/reversals/psar/
SWINGS lib/reversals/swings/

2. NO DIRECTORY at All (listed in master index, no files on disk)

These indicators appear in lib/_index.md as plain text (no markdown link), meaning they are planned but have no directory, no files.

Oscillators (16 planned)

Indicator Full Name
BBI Bulls Bears Index
BRAR BRAR
COPPOCK Coppock Curve
CRSI Connors RSI
CTI Correlation Trend Indicator
DOSC Derivative Oscillator
ER Efficiency Ratio
ERI Elder Ray Index
FOSC Forecast Oscillator
KRI Kairi Relative Index
KST KST Oscillator
PSL Psychological Line
QQE Quantitative Qualitative Estimation
RVGI Relative Vigor Index
SQUEEZE Squeeze
TD_SEQ TD Sequential

Numerics (14 planned — distributions and transforms)

Indicator Full Name
BETADIST Beta Distribution
BINOMDIST Binomial Distribution
CWT Continuous Wavelet Transform
DWT Discrete Wavelet Transform
EXPDIST Exponential Distribution
FDIST F-Distribution
FFT Fast Fourier Transform
GAMMADIST Gamma Distribution
IFFT Inverse Fast Fourier Transform
LOGNORMDIST Log-normal Distribution
NORMDIST Normal Distribution
POISSONDIST Poisson Distribution
TDIST Student's t-Distribution
WEIBULLDIST Weibull Distribution

Statistics (3 planned)

Indicator Full Name
POLYFIT Polynomial Fitting
TSF Time Series Forecast
WAVG Weighted Average

Reversals (2 planned)

Indicator Full Name
CHANDELIER Chandelier Exit
CKSTOP Chande Kroll Stop

Forecasts (1 planned)

Indicator Full Name
MLP Multilayer Perceptron

3. DOC-ONLY (has .md but no .cs or .pine)

Indicator Directory Files Present
TTM_SCALPER lib/reversals/ttm_scalper/ TtmScalper.md only

4. Index Discrepancies

Category Mismatches

Issue Details
APO Listed under Momentum in _index.md (momentum/apo/Apo.md) but actually lives at lib/oscillators/apo/. Broken link.
PHASOR Listed under Cycles with link cycles/phasor/Phasor.md but lib/cycles/phasor/ does not exist. Broken link.

Count Mismatches in Master _index.md Header

Category Claimed Actual Subdirs Notes
Oscillators 18 19 APO counted here, not in Momentum
Dynamics 16 17 Actual has 17 implemented subdirs
Momentum 17 16 APO missing (lives in oscillators)
Channels 22 23 Actual has 23 implemented subdirs
Cycles 15 14 PHASOR counted but subdir doesn't exist
Statistics 31 30 30 subdirs (14 implemented + 16 pine-only); 3 more planned with no subdir

5. Priority Implementation Order

Tier 1 — High Value (pine-only, well-specified)

  1. Reversals (9 pine-only) — Entire category unimplemented in C#

    • PSAR, FRACTALS, PIVOT, PIVOTCAM, PIVOTDEM, PIVOTEXT, PIVOTFIB, PIVOTWOOD, SWINGS

  2. Statistics (16 pine-only) — Large gap in core functionality

    • ENTROPY, GEOMEAN, HARMEAN, KURTOSIS, PERCENTILE, QUANTILE, ZSCORE
    • HURST, KENDALL, SPEARMAN, IQR, JB, ZTEST, THEIL, MODE, GRANGER

Tier 2 — Medium Value (planned oscillators/dynamics)

  1. Oscillators (16 planned, no files) — Many well-known indicators

    • QQE, RVGI, COPPOCK, KST, CRSI, TD_SEQ, ERI, SQUEEZE
    • BBI, BRAR, CTI, DOSC, ER, FOSC, KRI, PSL

  2. Dynamics — IMPULSE (Elder Impulse System)

  3. Reversals — CHANDELIER, CKSTOP (no pine spec)

  4. TTM_SCALPER — doc exists, needs C# implementation

Tier 3 — Lower Priority (math/distributions/misc)

  1. Numerics distributions (14 planned) — Statistical distributions + transforms
  2. Statistics — POLYFIT, TSF, WAVG
  3. Trends IIR — LTMA
  4. Forecasts — MLP
  5. Cycles — PHASOR

6. Totals

Type Count
Pine-only (spec ready, no C#) 25
No directory (planned only) 38
Doc-only 1
Total missing indicators 64
Total implemented (C#) 258
Total listed in master index 278
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