chore: update docs (#896)

DaveSkender · Sep 17, 2022 · 315f2df · 315f2df
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diff --git a/docs/_indicators/AtrStop.md b/docs/_indicators/AtrStop.md
@@ -60,8 +60,8 @@ IEnumerable<AtrStopResult>
 | -- |-- |--
 | `Date` | DateTime | Date
 | `AtrStop` | decimal | ATR Trailing Stop line contains both Upper and Lower segments
-| `BuyStop` | decimal | Upper band only (bearish/red)
-| `SellStop` | decimal | Lower band only (bullish/green)
+| `BuyStop` | decimal | Upper band only (green)
+| `SellStop` | decimal | Lower band only (red)
 
 `BuyStop` and `SellStop` values are provided to differentiate buy vs sell stop lines and to clearly demark trend reversal.  `AtrStop` is the contiguous combination of both upper and lower line data.
 

diff --git a/docs/_indicators/Hurst.md b/docs/_indicators/Hurst.md
@@ -10,7 +10,7 @@ layout: indicator
 
 # {{ page.title }}
 
-The [Hurst Exponent](https://en.wikipedia.org/wiki/Hurst_exponent) ('H') is a [random-walk](https://en.wikipedia.org/wiki/Random_walk) path analysis that measures trending and mean-reverting tendencies of incremental return values.  When `H` is greater than 0.5 it depicts trending.  When `H` is less than 0.5 it is is more likely to revert to the mean.  When `H` is around 0.5 it represents a random walk.
+The [Hurst Exponent](https://en.wikipedia.org/wiki/Hurst_exponent) (`H`) is part of a Rescaled Range Analysis, a [random-walk](https://en.wikipedia.org/wiki/Random_walk) path analysis that measures trending and mean-reverting tendencies of incremental return values.  When `H` is greater than 0.5 it depicts trending.  When `H` is less than 0.5 it is is more likely to revert to the mean.  When `H` is around 0.5 it represents a random walk.
 [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/477 "Community discussion about this indicator")
 
 ![image]({{site.baseurl}}{{page.image}})

diff --git a/docs/_indicators/Slope.md b/docs/_indicators/Slope.md
@@ -25,7 +25,7 @@ IEnumerable<SlopeResult> results =
 
 | name | type | notes
 | -- |-- |--
-| `lookbackPeriods` | int | Number of periods (`N`) for the linear regression.  Must be greater than 0.
+| `lookbackPeriods` | int | Number of periods (`N`) for the linear regression.  Must be greater than 1.
 
 ### Historical quotes requirements
 

diff --git a/docs/examples.png b/docs/examples.png
diff --git a/docs/examples.webp b/docs/examples.webp
diff --git a/docs/examples/CustomIndicators/README.md b/docs/examples/CustomIndicators/README.md
@@ -1,5 +1,6 @@
 ---
 title: Custom Indicators
+description: The Stock Indicators for .NET library includes extra features to make it easy for you to extend and to add your own custom indicators.  Here's an example.
 permalink: /custom-indicators/
 relative_path: examples/CustomIndicators/README.md
 layout: page

diff --git a/docs/examples/README.md b/docs/examples/README.md
@@ -1,5 +1,6 @@
 ---
 title: Example usage code
+description: The Stock Indicators for .NET library is a simple yet flexible tool to help you build your financial market systems.  Here's a few complete working examples that you can download and try yourself.
 permalink: /examples/
 relative_path: examples/README.md
 layout: page

diff --git a/docs/performance.md b/docs/performance.md
diff --git a/docs/utilities.md b/docs/utilities.md
@@ -1,6 +1,6 @@
 ---
 title: Utilities and helpers
-description: The Stock Indicators for .NET library includes utilities to help you use and transform historical prices quotes and indicator results.  We have also made available the internal tools the methods we use, to help when creating your own custom indicators.
+description: The Stock Indicators for .NET library includes utilities to help you use and transform historical prices quotes and indicator results, and to create custom indicators.
 permalink: /utilities/
 relative_path: utilities.md
 layout: page
@@ -172,7 +172,7 @@ This library also includes several tools that we use internally to calculate ind
 
 | method | example usage
 | -- |--
-| Slope | `double[] xValues = { 1, 2, 5, 4, 1 };`<br>`double[] yValues = { 4, 7, 8, 1, 1 };`<br>`double slope = Slope(xValues, yValues);`
+| Slope | `double[] xValues = { 1, 2, 5, 4, 1 };`<br>`double[] yValues = { 4, 7, 8, 1, 1 };`<br>`double slope = Numerics.Slope(xValues, yValues);`
 | Standard deviation | `double[] values = { 1, 2, 3, 4, 5 };`<br>`double sd = values.StdDev();`
 
 ### NullMath

diff --git a/src/icon.png b/src/icon.png
diff --git a/src/s-z/Slope/Slope.Series.cs b/src/s-z/Slope/Slope.Series.cs
@@ -33,7 +33,7 @@ internal static List<SlopeResult> CalcSlope(
             double sumX = 0;
             double sumY = 0;
 
-            for (int p = i + 1 - lookbackPeriods; p <= i; p++)
+            for (int p = i - lookbackPeriods + 1; p <= i; p++)
             {
                 (DateTime _, double pValue) = tpList[p];
 
@@ -49,7 +49,7 @@ internal static List<SlopeResult> CalcSlope(
             double sumSqY = 0;
             double sumSqXY = 0;
 
-            for (int p = i + 1 - lookbackPeriods; p <= i; p++)
+            for (int p = i - lookbackPeriods + 1; p <= i; p++)
             {
                 (DateTime _, double pValue) = tpList[p];
 
@@ -95,10 +95,10 @@ private static void ValidateSlope(
         int lookbackPeriods)
     {
         // check parameter arguments
-        if (lookbackPeriods <= 0)
+        if (lookbackPeriods <= 1)
         {
             throw new ArgumentOutOfRangeException(nameof(lookbackPeriods), lookbackPeriods,
-                "Lookback periods must be greater than 0 for Slope/Linear Regression.");
+                "Lookback periods must be greater than 1 for Slope/Linear Regression.");
         }
     }
 }
diff --git a/tests/indicators/s-z/Slope/Slope.Tests.cs b/tests/indicators/s-z/Slope/Slope.Tests.cs
@@ -132,5 +132,5 @@ public void Removed()
     [TestMethod]
     public void Exceptions()
         => Assert.ThrowsException<ArgumentOutOfRangeException>(()
-            => Indicator.GetSlope(quotes, 0));
+            => quotes.GetSlope(1));
 }