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https://github.com/mihakralj/QuanTAlib.git
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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.
24 lines
1.8 KiB
Markdown
24 lines
1.8 KiB
Markdown
# Numerics
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> "Price is raw signal. Transform exposes hidden structure. Derivative reveals momentum. Normalization enables comparison."
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Basic mathematical transforms and utility functions for time series. These building blocks convert raw price data into forms suitable for analysis, comparison, and downstream indicator consumption.
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| Indicator | Full Name | Description |
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| :--- | :--- | :--- |
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| [ACCEL](accel/Accel.md) | Acceleration | Momentum change; second derivative of price. |
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| [CHANGE](change/Change.md) | Percentage Change | Relative price movement over lookback period. |
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| [EXPTRANS](exptrans/Exptrans.md) | Exponential Transform | e^x transform for log-space conversion reversal. |
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| [HIGHEST](highest/Highest.md) | Rolling Maximum | Maximum value over lookback window. |
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| [JERK](jerk/Jerk.md) | Jerk | Rate of acceleration; third derivative of price. |
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| [LINEARTRANS](lineartrans/Lineartrans.md) | Linear Transform | y = ax + b scaling transformation. |
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| [LOGTRANS](logtrans/Logtrans.md) | Logarithmic Transform | Natural log for percentage-based analysis. |
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| [LOWEST](lowest/Lowest.md) | Rolling Minimum | Minimum value over lookback window. |
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| [MIDPOINT](midpoint/Midpoint.md) | Midrange | (Highest + Lowest) / 2 over lookback window. |
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| [NORMALIZE](normalize/Normalize.md) | Min-Max Normalization | Scale to [0,1] range using rolling min/max. |
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| [RELU](relu/Relu.md) | Rectified Linear Unit | max(0, x); neural network activation function. |
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| [SIGMOID](sigmoid/Sigmoid.md) | Logistic Function | 1/(1+e^-x); bounded [0,1] transform. |
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| [SLOPE](slope/Slope.md) | Rate of Change | First derivative; velocity of price movement. |
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| [SQRTTRANS](sqrttrans/Sqrttrans.md) | Square Root Transform | Variance-stabilizing transformation. |
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| [STANDARDIZE](standardize/Standardize.md) | Z-Score Normalization | (x - mean) / stddev; zero-mean unit-variance transform. |
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