kingchenc
d2f99efd78
The original taxonomy was four classical families plus a statistics group, with the F1-F12 expansion slotted in as sub-categories. This regroups the whole 71-indicator catalogue into eight top-level families, each with at least five members: Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9), Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5), Volume (9), Price Statistics (7). - Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71 indicator pages moved with `git mv`. Every internal cross-link is normalised to `../<family>/Indicator-X.md`, each page's `Family` field is set to its new family, and two pre-existing `../Indicator-Chaining.md` links (should have been `../../`) are corrected. A link check confirms every relative wiki link resolves. - Indicators-Overview.md fully rewritten around the eight families; Home.md indicator reference and the README family table follow suit. - Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the 46-indicator expansion (25 -> 71) and the eight-family taxonomy. - Tests: Node indicators.test.js and Python test_new_indicators.py cover all eight new indicators (Node 91/91, Python 117/117 green). cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests, 25 data tests and 74 doctests green.
144 lines
3.9 KiB
Markdown
144 lines
3.9 KiB
Markdown
# LinRegAngle
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> Linear Regression Angle — the slope of the rolling least-squares fit,
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> expressed as an angle in degrees.
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## Quick reference
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| Field | Value |
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|-------|-------|
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| Family | Price Statistics |
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| Input type | `f64` (price) |
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| Output type | `f64` |
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| Output range | `(−90°, +90°)` |
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| Default parameters | `period = 14` (Python) |
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| Warmup period | `period` |
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| Interpretation | Steepness of the trend; sign is direction, magnitude is pitch. |
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## Formula
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```
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LinRegAngle = atan(LinRegSlope) · 180 / π
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```
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The angle carries exactly the same information as
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[`LinRegSlope`](../price-statistics/Indicator-LinRegSlope.md) — positive while price trends up,
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negative while it trends down — but maps the unbounded slope through `atan`
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onto `(−90°, +90°)`. That bounded, price-unit-free scale makes "how steep is
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the trend" comparable at a glance and across instruments. This is TA-Lib's
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`LINEARREG_ANGLE`.
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## Parameters
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`period` — the regression window. Must be at least `2` (a line needs two
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points). The Python binding defaults it to `14`; the Rust and Node
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constructors require it explicitly.
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## Inputs / Outputs
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From `crates/wickra-core/src/indicators/linreg_angle.rs`:
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```rust
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impl Indicator for LinRegAngle {
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type Input = f64;
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type Output = f64;
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// update(&mut self, input: f64) -> Option<f64>
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}
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```
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`LinRegAngle` is a **scalar** indicator: it consumes one `f64` price per step.
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Because `Input = f64` it can sit inside a [`Chain`](../../Indicator-Chaining.md).
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## Warmup
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`LinRegAngle::new(14).warmup_period() == 14`. The first value lands once the
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window holds a full `period` prices.
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## Edge cases
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- **`period < 2`.** Rejected at construction — a regression line is undefined
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for fewer than two points.
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- **Unit slope.** A series rising by exactly `1` per step has slope `1`, and
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`atan(1) = 45°`.
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- **Flat series.** A constant input has slope `0` and therefore angle `0`.
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- **Reset.** `angle.reset()` clears the rolling regression window.
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## Examples
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### Rust
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```rust
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use wickra::{BatchExt, Indicator, LinRegAngle};
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let mut angle = LinRegAngle::new(5)?;
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// Closes rising by 1 per step -> slope 1 -> atan(1) = 45 degrees.
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let out = angle.batch(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0]);
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println!("{:?}", out);
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Ok(())
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}
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```
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Output:
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```
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[None, None, None, None, Some(45.0), Some(45.0)]
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```
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### Python
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```python
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import numpy as np
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import wickra as ta
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angle = ta.LinRegAngle(5)
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print(angle.batch(np.array([1.0, 2.0, 3.0, 4.0, 5.0, 6.0])))
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```
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Output:
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```
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[ nan nan nan nan 45. 45.]
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```
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### Node
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```javascript
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const ta = require('wickra');
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const angle = new ta.LinRegAngle(5);
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console.log(angle.batch([1, 2, 3, 4, 5, 6]));
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```
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Output:
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```
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[ NaN, NaN, NaN, NaN, 45, 45 ]
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```
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## Interpretation
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The angle is read like a slope: sign gives trend direction, magnitude gives
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how steeply price is pitched. Because it is bounded to `±90°` it is convenient
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for thresholds — e.g. "only trade with the trend while the angle exceeds
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`30°`" — and for comparing trend pitch across instruments with different price
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scales, which the raw [`LinRegSlope`](../price-statistics/Indicator-LinRegSlope.md) cannot do.
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## Common pitfalls
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- **Reading degrees as a price quantity.** The angle depends on the chart's
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implicit scaling; treat it as a relative steepness gauge, not an absolute.
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- **Tiny periods.** `period = 2` reduces the fit to the last difference.
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## References
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The angle of an ordinary least-squares fit to a rolling price window; matches
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TA-Lib's `LINEARREG_ANGLE`.
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## See also
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- [Indicator-LinRegSlope.md](../price-statistics/Indicator-LinRegSlope.md) — the same fit's slope,
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in raw price-per-bar units.
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- [Indicator-LinearRegression.md](../price-statistics/Indicator-LinearRegression.md) — the
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endpoint of the same rolling fit.
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- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
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