F1: wire SMMA and TRIMA through every binding and the wiki
Completes the F1 family (Simple & Weighted MAs). The Rust core for both SMMA (Wilder's RMA) and TRIMA (triangular MA) already landed; this adds the remaining Definition-of-Done steps: - Python: PySmma / PyTrima PyO3 classes + module registration + .pyi stubs. - Node: SmmaNode / TrimaNode via the scalar-indicator macro; index.d.ts and index.js updated for the two new classes. - WASM: WasmSmma / WasmTrima via the scalar-indicator macro. - Wiki: Indicator-Smma.md and Indicator-Trima.md (full pages) plus rows in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 208 core tests, 25 data tests and 31 doctests green.
This commit is contained in:
@@ -1,6 +1,6 @@
|
||||
# Indicators Overview
|
||||
|
||||
Wickra ships 25 indicators, organised in source under the four classical
|
||||
Wickra ships 27 indicators, organised in source under the four classical
|
||||
families — trend, momentum, volatility, volume — that map directly to the
|
||||
directory structure of `crates/wickra-core/src/indicators/`. The same family
|
||||
labels are used here, plus a second-level grouping that reflects how the
|
||||
@@ -35,6 +35,7 @@ benchmarks against fancier averages.
|
||||
|-----------|-----------|-------|--------|-------|----------|--------|-----------|
|
||||
| `Sma` | Equal-weighted rolling mean over `period` closes. | `f64` | `f64` | unbounded (price scale) | `period` (no default in core; Python defaults vary by binding) | `period` | [Indicator-Sma.md](indicators/trend/Indicator-Sma.md) |
|
||||
| `Wma` | Linear weights `1, 2, …, period` so the newest bar matters most. | `f64` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Wma.md](indicators/trend/Indicator-Wma.md) |
|
||||
| `Trima` | A `period`-window SMA applied twice; triangular weights centred on the middle bar. | `f64` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Trima.md](indicators/trend/Indicator-Trima.md) |
|
||||
|
||||
### Exponential family
|
||||
|
||||
@@ -46,6 +47,7 @@ you stack more EMAs, but so does responsiveness to noise.
|
||||
| `Ema` | EMA with `α = 2 / (period + 1)`, seeded from the SMA of the first `period` inputs. | `f64` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Ema.md](indicators/trend/Indicator-Ema.md) |
|
||||
| `Dema` | Mulloy's `2·EMA − EMA(EMA)`; removes first-order EMA lag. | `f64` | `f64` | unbounded (price scale) | `period` | `2·period − 1` | [Indicator-Dema.md](indicators/trend/Indicator-Dema.md) |
|
||||
| `Tema` | Mulloy's `3·EMA − 3·EMA(EMA) + EMA(EMA(EMA))`; removes more lag than DEMA. | `f64` | `f64` | unbounded (price scale) | `period` | `3·period − 2` | [Indicator-Tema.md](indicators/trend/Indicator-Tema.md) |
|
||||
| `Smma` | Wilder's RMA: an SMA-seeded exponential average with the slow `1/period` factor. | `f64` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Smma.md](indicators/trend/Indicator-Smma.md) |
|
||||
|
||||
`Trix` is also built from a triple-smoothed EMA, but it is a *momentum
|
||||
oscillator* — it emits the rate of change of that EMA, not a price-scale
|
||||
|
||||
Reference in New Issue
Block a user