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Miha Kralj
dfeb23bf3d
- 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.
2.4 KiB
2.4 KiB
Dynamics
"The trend is your friend, but only if you know its strength." Unknown
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.
Indicators
| Indicator | Full Name | Description |
|---|---|---|
| ADX | Average Directional Index | Trend strength 0-100. Direction-agnostic. <20 weak, >40 strong. |
| ADXR | Average Directional Movement Rating | Smoothed ADX. Average of current and N-period ago ADX. |
| ALLIGATOR | Williams Alligator | Three SMAs (Jaw, Teeth, Lips). Spread indicates trend strength. |
| AMAT | Archer Moving Averages Trends | Multiple EMA alignment. Requires fast/slow EMA plus directional confirmation. |
| AROON | Aroon | Time since high/low. Aroon Up/Down measure recency of extremes. |
| AROONOSC | Aroon Oscillator | Aroon Up minus Aroon Down. Single line: +100 to -100. |
| CHOP | Choppiness Index | Trendiness measure. High values = choppy. Low = trending. |
| DMX | Jurik DMX | Smoothed bipolar DMI using Jurik smoothing. Low noise. |
| DX | Directional Movement Index | Raw directional strength. Unsmoothed ADX component. |
| HT_TRENDMODE | HT Trend vs Cycle | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
| ICHIMOKU | Ichimoku Cloud | Five-line system. Cloud defines support/resistance zones. |
| IMI | Intraday Momentum Index | RSI variant using open-close range. Intraday overbought/oversold. |
| IMPULSE | Elder Impulse System | EMA + MACD histogram alignment. Color-coded trend/momentum filter. |
| QSTICK | Qstick | MA of (Close - Open). Positive = buying pressure. |
| SUPER | SuperTrend | ATR-based trailing stop. Flips on breakout. Color-coded direction. |
| TTM_TREND | TTM Trend | Fast 6-period EMA. Color-coded trend from John Carter. |
| TTM_SQUEEZE | TTM Squeeze | BB inside KC squeeze detection with linear regression momentum. John Carter. |
| VORTEX | Vortex Indicator | VI+ and VI- measure positive/negative trend movement. |