Trend Detection

This folder contains the chart generators and re-export shims used by the analysis runners. The canonical AMA, Kalman, Hurst, and Permutation Entropy implementations live in market_adapter/core/ (see below).

Docs

DYNAMIC_WEIGHT_RESEARCH.md - dynamic weight research notes for the Kalman/Hurst/PE blend

Live Counterpart

Market Adapter - live AMA pricing, dynamic weights, and recalc triggers

Modules

dynamic_weight_chart_generator.ts
kalman_chart_generator.ts
regime_chart_generator.ts
volatility_chart_generator.ts

Backtests

huber_scale_variants.ts — research-only Huber scale variants (none/df/ mscale) plus an outlier-fraction diagnostic; the canonical estimator lives in market_adapter/core/strategies/dynamic_weight_series.ts and is untouched.
backtest_ama_slope_huber.ts — sweeps the Huber slope lookback window (--lookback, default 8..28 bars; the live default is DYNAMIC_WEIGHT_AMA_LOOKBACK_BARS = 16) over an LP candle shard directory and reports lag (cross-correlation group delay vs centred price/AMA slope, plus reversal-confirmation delay), resets (the canonical simulateGridResetSeries drift + slope-delta decision path: counts, reason split, rate, gap distribution, whipsaws) and noise (slope std, bar-to-bar wobble, second-difference energy, zero-crossing rate, saturation, range tilt).
```
npm run build
node dist/analysis/trend_detection/backtest_ama_slope_huber.js \
  --data market_adapter/data/lp/<market-pair> --lookback 8:28:2
```
Run --help for the full option list (AMA preset/overrides, reset thresholds, confirmation gate, whipsaw definition, --scale-mode, JSON output path).

--scale-mode none|df|mscale swaps the Huber robust-scale estimate (production is none); see huber_scale_variants.ts and docs/AMA_SLOPE_WINDOW.md for why the plug-in scale is kept.

revLag is measured against a centred reference whose half-window is --truth-window (default = max lookback), so compare it across runs only at a fixed truth window; amaLag (cross-correlation group delay) is reference-robust.

The Kalman/Hurst/PE analyzers below are re-export shims; the implementations live in market_adapter/core/signals/ and are shared with the live market adapter:

hurst_analyzer.ts → market_adapter/core/signals/hurst_analyzer.ts
kalman_trend_analyzer.ts → market_adapter/core/signals/kalman_trend_analyzer.ts
kalman_velocity_smoothing.ts → market_adapter/core/signals/kalman_velocity_smoothing.ts
permutation_entropy_analyzer.ts → market_adapter/core/signals/permutation_entropy_analyzer.ts