F10: add Chaikin Money Flow, Chaikin Oscillator, Force Index and Ease of Movement
- Rust core: cmf.rs (Chaikin Money Flow — summed money-flow volume over summed volume, bounded to [-1, +1]), chaikin_oscillator.rs (Chaikin Oscillator — the MACD of the ADL, EMA(ADL, fast) - EMA(ADL, slow)), force_index.rs (Elder's Force Index — EMA of price change scaled by volume), ease_of_movement.rs (Arms' Ease of Movement — SMA of distance travelled per unit of volume). Each with a full Indicator impl, runnable doctest and reference / property / warmup / reset / batch==streaming tests. - Python: PyChaikinMoneyFlow / PyChaikinOscillator / PyForceIndex / PyEaseOfMovement PyO3 classes + module registration + .pyi stubs. - Node: explicit ChaikinMoneyFlowNode / ChaikinOscillatorNode / ForceIndexNode / EaseOfMovementNode; index.d.ts and index.js updated. - WASM: WasmChaikinMoneyFlow / WasmChaikinOscillator / WasmForceIndex / WasmEaseOfMovement. - Wiki: Indicator-ChaikinMoneyFlow/ChaikinOscillator/ForceIndex/ EaseOfMovement.md plus a new "Oscillators" sub-table in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 402 core tests, 25 data tests and 57 doctests green.
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# ChaikinOscillator
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> Chaikin Oscillator — the MACD of the Accumulation/Distribution Line:
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> a fast EMA of the ADL minus a slow EMA of the ADL.
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## Quick reference
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| Field | Value |
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|-------|-------|
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| Family | Volume |
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| Sub-category | Oscillators |
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| Input type | `Candle` (uses `high`, `low`, `close`, `volume`) |
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| Output type | `f64` |
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| Output range | unbounded around zero |
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| Default parameters | `fast = 3`, `slow = 10` (Python) |
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| Warmup period | `slow` |
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| Interpretation | Momentum of accumulation/distribution; zero-line crossings are the signal. |
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## Formula
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```
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ChaikinOsc_t = EMA(ADL, fast)_t − EMA(ADL, slow)_t
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```
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The [`Adl`](Indicator-Adl.md) is an unbounded line that drifts with cumulative
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volume — useful for its slope but awkward to trade directly. The Chaikin
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Oscillator applies the MACD construction to it: difference a fast and a slow
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EMA of the ADL to get a zero-centred momentum reading. Positive values mean
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short-term accumulation is outrunning the longer trend; negative values mean
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distribution leads.
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## Parameters
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- `fast` — period of the fast EMA on the ADL (classic `3`).
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- `slow` — period of the slow EMA on the ADL (classic `10`).
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`fast` must be strictly less than `slow`. `ChaikinOscillator::classic()`
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returns the `(3, 10)` configuration.
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## Inputs / Outputs
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From `crates/wickra-core/src/indicators/chaikin_oscillator.rs`:
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```rust
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impl Indicator for ChaikinOscillator {
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type Input = Candle;
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type Output = f64;
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// update(&mut self, input: Candle) -> Option<f64>
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}
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```
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It is a **candle-input** indicator (the ADL inside it needs `high`, `low`,
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`close`, `volume`). Python's streaming `update` accepts a 6-tuple or a dict;
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the batch helper takes `high`, `low`, `close`, `volume` numpy arrays. Node and
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WASM expose `update(high, low, close, volume)` and the matching `batch`.
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## Warmup
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`ChaikinOscillator::classic().warmup_period() == 10`. The ADL emits a value
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from the very first candle, so both EMAs are fed every bar and the slow EMA
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gates the first output — the warmup is exactly `slow`.
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## Edge cases
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- **Flat market.** A flat candle has zero money-flow volume, so the ADL never
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moves and both EMAs of the constant-zero series stay at zero — the
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oscillator sits at `0.0` (`flat_market_yields_zero` pins this).
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- **`fast >= slow`.** Rejected at construction with an error.
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- **Reset.** `osc.reset()` clears the ADL and both EMAs.
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## Examples
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### Rust
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```rust
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use wickra::{BatchExt, Candle, Indicator, ChaikinOscillator};
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let mut osc = ChaikinOscillator::classic(); // EMA(ADL, 3) − EMA(ADL, 10)
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// A flat market: the ADL never moves, so the oscillator sits at zero.
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let candles: Vec<Candle> = (0..20)
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.map(|i| Candle::new(10.0, 10.0, 10.0, 10.0, 100.0, i).unwrap())
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.collect();
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let out = osc.batch(&candles);
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println!("{:?}", out.last().unwrap());
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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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Some(0.0)
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```
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A flat series produces a flat ADL and therefore a zero oscillator. This
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matches the `flat_market_yields_zero` test in
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`crates/wickra-core/src/indicators/chaikin_oscillator.rs`.
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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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osc = ta.ChaikinOscillator(3, 10)
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n = 20
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flat = np.full(n, 10.0)
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print(osc.batch(flat, flat, flat, np.full(n, 100.0))[-1])
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```
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Output:
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```
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0.0
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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 osc = new ta.ChaikinOscillator(3, 10);
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const flat = Array(20).fill(10);
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const vol = Array(20).fill(100);
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const out = osc.batch(flat, flat, flat, vol);
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console.log(out[out.length - 1]);
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```
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Output:
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```
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0
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```
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## Interpretation
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Trade the Chaikin Oscillator like any MACD-style line: a cross above zero is a
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bullish accumulation signal, a cross below is bearish. Divergence between the
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oscillator and price is the higher-conviction setup — for example, price
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making a new high while the oscillator does not is the same warning the raw
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ADL gives, but packaged as a bounded, zero-centred series.
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## Common pitfalls
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- **Treating the level as meaningful.** Only the sign and the slope carry
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information; the magnitude scales with the instrument's volume.
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- **Feeding it scalar prices.** It needs the full OHLCV bar.
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## References
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Marc Chaikin's Chaikin Oscillator — the MACD construction applied to his
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Accumulation/Distribution Line (StockCharts).
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## See also
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- [Indicator-Adl.md](Indicator-Adl.md) — the cumulative line this oscillates.
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- [Indicator-ChaikinMoneyFlow.md](Indicator-ChaikinMoneyFlow.md) — a bounded
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ratio built from the same money-flow volume.
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- [Indicator-MacdIndicator.md](../momentum/Indicator-MacdIndicator.md) — the
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same fast/slow EMA-difference construction on price.
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- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
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