F11: add SuperTrend, Chandelier Exit, Chande Kroll Stop and ATR Trailing Stop

- Rust core: super_trend.rs (SuperTrend — ATR-banded trailing stop with
  flip logic; SuperTrendOutput { value, direction }), chandelier_exit.rs
  (Chandelier Exit — ATR stop hung off the window's highest high / lowest
  low; ChandelierExitOutput { long_stop, short_stop }),
  chande_kroll_stop.rs (Chande Kroll Stop — a two-stage ATR stop;
  ChandeKrollStopOutput { stop_long, stop_short }), atr_trailing_stop.rs
  (ATR Trailing Stop — a single ratcheting close-based stop). Each with a
  full Indicator impl, runnable doctest and reference / property / warmup
  / reset / batch==streaming tests.
- Python: PySuperTrend / PyChandelierExit / PyChandeKrollStop /
  PyAtrTrailingStop PyO3 classes (struct outputs as tuples and (n, 2)
  arrays) + module registration + .pyi stubs.
- Node: explicit SuperTrendNode / ChandelierExitNode / ChandeKrollStopNode
  / AtrTrailingStopNode with SuperTrendValue / ChandelierExitValue /
  ChandeKrollStopValue objects; index.d.ts and index.js updated.
- WASM: WasmSuperTrend / WasmChandelierExit / WasmChandeKrollStop /
  WasmAtrTrailingStop.
- Wiki: Indicator-SuperTrend/ChandelierExit/ChandeKrollStop/
  AtrTrailingStop.md plus rows in the "Trailing stop" table of
  Indicators-Overview.md and entries in Home.md.
- Add clippy.toml with doc-valid-idents for the proper noun "LeBeau".

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 427 core tests,
25 data tests and 61 doctests green.
This commit is contained in:
kingchenc
2026-05-22 19:42:14 +02:00
parent 0b11a523a0
commit 21bbd521b3
18 changed files with 2643 additions and 13 deletions
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# Indicators Overview
Wickra ships 54 indicators, organised in source under the four classical
Wickra ships 58 indicators, organised in source under the four classical
families — trend, momentum, volatility, volume — that map directly to the
directory structure of `crates/wickra-core/src/indicators/`. The same family
labels are used here, plus a second-level grouping that reflects how the
@@ -118,10 +118,10 @@ Centered on zero or driven by raw price differences; no fixed cap.
## Volatility
Volatility indicators sit in two functional groups: those that draw an
envelope around price, and those that report a scalar dispersion/range.
PSAR is a special case — a trailing-stop tracker rather than a width
measure — that lives in the volatility module by source convention.
Volatility indicators sit in three functional groups: those that draw an
envelope around price, those that report a scalar dispersion/range, and a
set of trailing stops — ATR-driven stop-loss trackers rather than width
measures — that live in the volatility module by source convention.
### Envelopes
@@ -148,6 +148,10 @@ measure — that lives in the volatility module by source convention.
| Indicator | One-liner | Input | Output | Range | Defaults | Warmup | Deep dive |
|-----------|-----------|-------|--------|-------|----------|--------|-----------|
| `Psar` | Wilder's Parabolic Stop-and-Reverse; per-bar stop level that flips sides on price crossing. | `Candle` | `f64` | unbounded (price scale) | `(af_start=0.02, af_step=0.02, af_max=0.20)` (Python) | `2` | [Indicator-Psar.md](indicators/volatility/Indicator-Psar.md) |
| `SuperTrend` | ATR-banded trailing stop that flips on a close through the band; reports the line and the trend direction. | `Candle` | `(value, direction)` | `value` price scale; `direction` `±1` | `(atr_period=10, multiplier=3.0)` (Python) | `atr_period` | [Indicator-SuperTrend.md](indicators/volatility/Indicator-SuperTrend.md) |
| `ChandelierExit` | `highest_high k·ATR` (long stop) and `lowest_low + k·ATR` (short stop). | `Candle` | `(long_stop, short_stop)` | unbounded (price scale) | `(period=22, multiplier=3.0)` (Python) | `period` | [Indicator-ChandelierExit.md](indicators/volatility/Indicator-ChandelierExit.md) |
| `ChandeKrollStop` | Two-stage ATR stop: an extreme-based stop, then smoothed over a shorter window. | `Candle` | `(stop_long, stop_short)` | unbounded (price scale) | `(atr_period=10, atr_multiplier=1.0, stop_period=9)` (Python) | `atr_period + stop_period 1` | [Indicator-ChandeKrollStop.md](indicators/volatility/Indicator-ChandeKrollStop.md) |
| `AtrTrailingStop` | A single line trailing the close by `k·ATR`, ratcheting toward the trend and flipping on a cross. | `Candle` | `f64` | unbounded (price scale) | `(atr_period=14, multiplier=3.0)` (Python) | `atr_period` | [Indicator-AtrTrailingStop.md](indicators/volatility/Indicator-AtrTrailingStop.md) |
## Volume