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lib/reversals/ckstop/Ckstop.md
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# CKSTOP: Chande Kroll Stop
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Reversal |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `atrPeriod` (default DefaultAtrPeriod), `multiplier` (default DefaultMultiplier), `stopPeriod` (default DefaultStopPeriod) |
| **Outputs** | Single series (Ckstop) |
| **Output range** | Varies (see docs) |
| **Warmup** | `atrPeriod + stopPeriod` bars |
### TL;DR
- The Chande Kroll Stop computes adaptive trailing stop levels using ATR-smoothed volatility envelopes around rolling extremes.
- Parameterized by `atrperiod` (default defaultatrperiod), `multiplier` (default defaultmultiplier), `stopperiod` (default defaultstopperiod).
- Output range: Varies (see docs).
- Requires `atrPeriod + stopPeriod` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The best stop-loss is the one that knows where volatility ends and trend begins."
The Chande Kroll Stop computes adaptive trailing stop levels using ATR-smoothed volatility envelopes around rolling extremes. It produces two lines: StopLong (support) and StopShort (resistance). When price trades above both stops, the trend is bullish. When below both, bearish. Crossovers between the two stops signal potential reversals.