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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/reversals/ckstop/Ckstop.md
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@@ -82,6 +82,21 @@ The indicator requires $p$ bars to establish ATR and rolling extremes, then $x$
## Performance Profile
### Operation Count (Streaming Mode)
Chande Kroll Stop chains ATR -> first stop -> second stop computations — O(1) per bar.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| ATR (Wilder EMA of TR) | 1 | 6 cy | ~6 cy |
| First stop: highest/lowest(high/low - mult*ATR) | 2 | 5 cy | ~10 cy |
| Second stop: highest/lowest of first stop | 2 | 5 cy | ~10 cy |
| Signal select (long/short) | 1 | 2 cy | ~2 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~30 cy** |
O(1) per bar. Two chained RingBuffer max/min operations (first stop period p, second stop q). No batch SIMD benefit due to sequential chaining.
### Implementation Design
The implementation uses four monotonic deques for O(1) amortized rolling max/min operations (highest high, lowest low, highest first-high-stop, lowest first-low-stop) and four corresponding circular buffers. An internal RMA instance handles ATR computation.