Add B7 Trailing Stops family (6 indicators) (#193)

Adds the **Trailing Stops** family deepening (B7), six new indicators (434 -> 440):

- **KaseDevStop** — Cynthia Kase's volatility stop on the standard deviation of the two-bar true range.
- **ElderSafeZone** — Alexander Elder's stop offset by a multiple of average market noise.
- **AtrRatchet** — Kaufman ATR ratchet that tightens its multiple by a per-bar increment.
- **Nrtr** — Nick Rypock Trailing Reverse (percentage band).
- **TimeBasedStop** — exits after a fixed number of bars (scalar fraction of elapsed life).
- **ModifiedMaStop** — moving-average based trailing stop.

("Wilder Volatility System" is intentionally skipped — it overlaps the existing VoltyStop/Psar/SarExt.)

Each takes Candle input; the five band/structure stops emit a {value, direction} struct, TimeBasedStop a scalar. Wired across core, Python/Node/WASM bindings, fuzz target and tests. Verified locally: 3560 core lib + 398 doc tests, clippy clean, 515 node tests, 852 pytest, counter 440.

crates/wickra-core/src/indicators/atr_ratchet.rs

@@ -0,0 +1,279 @@
+//! ATR Ratchet (Kaufman) — a trailing stop that creeps toward price each bar.
+
+use crate::error::{Error, Result};
+use crate::indicators::atr::Atr;
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Output of [`AtrRatchet`]: the active stop level and the trend direction.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct AtrRatchetOutput {
+    /// The ratchet stop level — below price when long, above price when short.
+    pub value: f64,
+    /// Trend direction: `+1.0` long, `-1.0` short.
+    pub direction: f64,
+}
+
+/// ATR Ratchet — Perry Kaufman's time-based volatility stop that tightens by a
+/// fixed fraction of ATR **every bar**, whether or not price moves.
+///
+/// ```text
+/// on entry (long):   stop = close − start_mult · ATR
+/// each later bar:     stop = stop + increment · ATR    (ratchets toward price)
+/// flip to short when  close < stop, reseeding stop = close + start_mult · ATR
+/// ```
+///
+/// Most trailing stops only move when price makes a new extreme. Kaufman's ratchet
+/// instead advances the stop a little each bar — `increment · ATR` — so a trade
+/// that stalls is squeezed out over time even in a flat market. The initial
+/// distance (`start_mult · ATR`) gives the position room to breathe; the per-bar
+/// `increment` controls how aggressively the leash shortens. When price closes
+/// through the stop the system reverses and reseeds at the full initial distance.
+///
+/// The first stop lands once ATR is ready (`atr_period` inputs). Each `update` is
+/// O(1).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, AtrRatchet};
+///
+/// let mut indicator = AtrRatchet::new(14, 4.0, 0.1).unwrap();
+/// let mut last = None;
+/// for i in 0..60 {
+///     let base = 100.0 + f64::from(i);
+///     let c = Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 1_000.0, 0).unwrap();
+///     last = indicator.update(c);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct AtrRatchet {
+    atr: Atr,
+    atr_period: usize,
+    start_mult: f64,
+    increment: f64,
+    direction: f64,
+    stop: f64,
+    last: Option<AtrRatchetOutput>,
+}
+
+impl AtrRatchet {
+    /// Construct an ATR Ratchet stop.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `atr_period == 0` and
+    /// [`Error::NonPositiveMultiplier`] if `start_mult` or `increment` is not
+    /// finite and positive.
+    pub fn new(atr_period: usize, start_mult: f64, increment: f64) -> Result<Self> {
+        if !start_mult.is_finite()
+            || start_mult <= 0.0
+            || !increment.is_finite()
+            || increment <= 0.0
+        {
+            return Err(Error::NonPositiveMultiplier);
+        }
+        Ok(Self {
+            atr: Atr::new(atr_period)?,
+            atr_period,
+            start_mult,
+            increment,
+            direction: 0.0,
+            stop: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured `(atr_period, start_mult, increment)`.
+    pub const fn params(&self) -> (usize, f64, f64) {
+        (self.atr_period, self.start_mult, self.increment)
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<AtrRatchetOutput> {
+        self.last
+    }
+}
+
+impl Indicator for AtrRatchet {
+    type Input = Candle;
+    type Output = AtrRatchetOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<AtrRatchetOutput> {
+        let atr = self.atr.update(candle)?;
+        let close = candle.close;
+
+        if self.direction == 0.0 {
+            self.direction = 1.0;
+            self.stop = close - self.start_mult * atr;
+        } else if self.direction > 0.0 {
+            self.stop += self.increment * atr;
+            if close < self.stop {
+                self.direction = -1.0;
+                self.stop = close + self.start_mult * atr;
+            }
+        } else {
+            self.stop -= self.increment * atr;
+            if close > self.stop {
+                self.direction = 1.0;
+                self.stop = close - self.start_mult * atr;
+            }
+        }
+
+        let out = AtrRatchetOutput {
+            value: self.stop,
+            direction: self.direction,
+        };
+        self.last = Some(out);
+        Some(out)
+    }
+
+    fn reset(&mut self) {
+        self.atr.reset();
+        self.direction = 0.0;
+        self.stop = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.atr_period
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "AtrRatchet"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(high: f64, low: f64, close: f64) -> Candle {
+        Candle::new_unchecked(f64::midpoint(high, low), high, low, close, 1_000.0, 0)
+    }
+
+    #[test]
+    fn rejects_invalid_params() {
+        assert!(matches!(
+            AtrRatchet::new(0, 4.0, 0.1),
+            Err(Error::PeriodZero)
+        ));
+        assert!(matches!(
+            AtrRatchet::new(14, 0.0, 0.1),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            AtrRatchet::new(14, 4.0, 0.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            AtrRatchet::new(14, 4.0, f64::NAN),
+            Err(Error::NonPositiveMultiplier)
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let r = AtrRatchet::new(14, 4.0, 0.1).unwrap();
+        assert_eq!(r.params(), (14, 4.0, 0.1));
+        assert_eq!(r.warmup_period(), 14);
+        assert_eq!(r.name(), "AtrRatchet");
+        assert!(!r.is_ready());
+        assert_eq!(r.value(), None);
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut r = AtrRatchet::new(5, 4.0, 0.1).unwrap();
+        let candles: Vec<Candle> = (0..12)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base)
+            })
+            .collect();
+        let out = r.batch(&candles);
+        for v in out.iter().take(4) {
+            assert!(v.is_none());
+        }
+        assert!(out[4].is_some());
+    }
+
+    #[test]
+    fn uptrend_keeps_stop_below_price() {
+        let mut r = AtrRatchet::new(5, 4.0, 0.05).unwrap();
+        let candles: Vec<Candle> = (0..60)
+            .map(|i| {
+                let base = 100.0 + 2.0 * f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        for (o, candle) in r.batch(&candles).into_iter().zip(candles.iter()) {
+            if let Some(o) = o {
+                assert_eq!(o.direction, 1.0);
+                assert!(o.value < candle.close);
+            }
+        }
+    }
+
+    #[test]
+    fn stall_eventually_triggers_flip() {
+        // A long trend then a long flat stretch: the ratchet creeps up each bar
+        // and eventually overtakes the flat close, flipping to short.
+        let mut r = AtrRatchet::new(5, 2.0, 0.5).unwrap();
+        let mut candles: Vec<Candle> = (0..20)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        // Flat stretch at the last price.
+        candles.extend((0..40).map(|_| c(120.6, 118.6, 119.5)));
+        let dirs: Vec<f64> = r
+            .batch(&candles)
+            .into_iter()
+            .flatten()
+            .map(|o| o.direction)
+            .collect();
+        assert!(
+            dirs.iter().any(|&d| d < 0.0),
+            "the ratchet should eventually flip short"
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut r = AtrRatchet::new(5, 4.0, 0.1).unwrap();
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        r.batch(&candles);
+        assert!(r.is_ready());
+        r.reset();
+        assert!(!r.is_ready());
+        assert_eq!(r.value(), None);
+        assert_eq!(r.update(candles[0]), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..120)
+            .map(|i| {
+                let base = 100.0 + (f64::from(i) * 0.25).sin() * 9.0;
+                c(base + 2.0, base - 1.5, base + 0.5)
+            })
+            .collect();
+        let batch = AtrRatchet::new(14, 4.0, 0.1).unwrap().batch(&candles);
+        let mut b = AtrRatchet::new(14, 4.0, 0.1).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|c| b.update(*c)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

crates/wickra-core/src/indicators/elder_safezone.rs

@@ -0,0 +1,360 @@
+//! Elder `SafeZone` Stop — a trailing stop set by the average noise penetration.
+
+use std::collections::VecDeque;
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Output of [`ElderSafeZone`]: the active stop level and the trend direction.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct ElderSafeZoneOutput {
+    /// The `SafeZone` stop level — below price when long, above price when short.
+    pub value: f64,
+    /// Trend direction: `+1.0` long, `-1.0` short.
+    pub direction: f64,
+}
+
+/// Elder `SafeZone` Stop — Alexander Elder's stop placed a multiple of the
+/// **average market noise** away from price.
+///
+/// ```text
+/// long  market noise = average downside penetration = mean( prev_low − low | low < prev_low )
+/// short market noise = average upside  penetration = mean( high − prev_high | high > prev_high )
+/// long  stop = ratchet_up(   low_t  − coeff · avg_down_penetration )
+/// short stop = ratchet_down( high_t + coeff · avg_up_penetration   )
+/// ```
+///
+/// Elder defines *noise* in an uptrend as the part of each bar that pokes below
+/// the previous bar's low (a "downside penetration"). Averaging those
+/// penetrations over a lookback and placing the stop `coeff` multiples below the
+/// current low keeps the stop just outside normal pullbacks while still exiting on
+/// a genuine reversal. The stop trails in the trend's favour and flips when price
+/// closes through it. The average uses only the bars that actually penetrated
+/// (Elder's definition), so a noiseless trend gives a tight stop at the bar's
+/// extreme.
+///
+/// The first bar seeds the prior candle; the next `period` bars accumulate the
+/// penetration statistics, so the first stop lands after `period + 1` inputs.
+/// Each `update` is O(1).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, ElderSafeZone};
+///
+/// let mut indicator = ElderSafeZone::new(14, 2.0).unwrap();
+/// let mut last = None;
+/// for i in 0..60 {
+///     let base = 100.0 + f64::from(i);
+///     let c = Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 1_000.0, 0).unwrap();
+///     last = indicator.update(c);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct ElderSafeZone {
+    period: usize,
+    coeff: f64,
+    prev: Option<Candle>,
+    down_pen: VecDeque<f64>,
+    up_pen: VecDeque<f64>,
+    down_sum: f64,
+    up_sum: f64,
+    down_count: usize,
+    up_count: usize,
+    direction: f64,
+    stop: f64,
+    last: Option<ElderSafeZoneOutput>,
+}
+
+impl ElderSafeZone {
+    /// Construct an Elder `SafeZone` stop with the given averaging `period` and
+    /// noise `coeff`icient.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `period == 0` and
+    /// [`Error::NonPositiveMultiplier`] if `coeff` is not finite and positive.
+    pub fn new(period: usize, coeff: f64) -> Result<Self> {
+        if period == 0 {
+            return Err(Error::PeriodZero);
+        }
+        if !coeff.is_finite() || coeff <= 0.0 {
+            return Err(Error::NonPositiveMultiplier);
+        }
+        Ok(Self {
+            period,
+            coeff,
+            prev: None,
+            down_pen: VecDeque::with_capacity(period),
+            up_pen: VecDeque::with_capacity(period),
+            down_sum: 0.0,
+            up_sum: 0.0,
+            down_count: 0,
+            up_count: 0,
+            direction: 0.0,
+            stop: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured `(period, coeff)`.
+    pub const fn params(&self) -> (usize, f64) {
+        (self.period, self.coeff)
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<ElderSafeZoneOutput> {
+        self.last
+    }
+
+    fn push(window: &mut VecDeque<f64>, sum: &mut f64, count: &mut usize, period: usize, pen: f64) {
+        if window.len() == period {
+            let old = window.pop_front().expect("non-empty");
+            *sum -= old;
+            if old > 0.0 {
+                *count -= 1;
+            }
+        }
+        window.push_back(pen);
+        *sum += pen;
+        if pen > 0.0 {
+            *count += 1;
+        }
+    }
+
+    fn avg(sum: f64, count: usize) -> f64 {
+        if count == 0 {
+            0.0
+        } else {
+            sum / count as f64
+        }
+    }
+}
+
+impl Indicator for ElderSafeZone {
+    type Input = Candle;
+    type Output = ElderSafeZoneOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<ElderSafeZoneOutput> {
+        let Some(prev) = self.prev else {
+            self.prev = Some(candle);
+            return None;
+        };
+        let dp = (prev.low - candle.low).max(0.0);
+        let up = (candle.high - prev.high).max(0.0);
+        self.prev = Some(candle);
+
+        Self::push(
+            &mut self.down_pen,
+            &mut self.down_sum,
+            &mut self.down_count,
+            self.period,
+            dp,
+        );
+        Self::push(
+            &mut self.up_pen,
+            &mut self.up_sum,
+            &mut self.up_count,
+            self.period,
+            up,
+        );
+        if self.down_pen.len() < self.period {
+            return None;
+        }
+
+        let avg_down = Self::avg(self.down_sum, self.down_count);
+        let avg_up = Self::avg(self.up_sum, self.up_count);
+
+        if self.direction == 0.0 {
+            self.direction = 1.0;
+            self.stop = candle.low - self.coeff * avg_down;
+        } else if self.direction > 0.0 {
+            let raw = candle.low - self.coeff * avg_down;
+            self.stop = self.stop.max(raw);
+            if candle.close < self.stop {
+                self.direction = -1.0;
+                self.stop = candle.high + self.coeff * avg_up;
+            }
+        } else {
+            let raw = candle.high + self.coeff * avg_up;
+            self.stop = self.stop.min(raw);
+            if candle.close > self.stop {
+                self.direction = 1.0;
+                self.stop = candle.low - self.coeff * avg_down;
+            }
+        }
+
+        let out = ElderSafeZoneOutput {
+            value: self.stop,
+            direction: self.direction,
+        };
+        self.last = Some(out);
+        Some(out)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.down_pen.clear();
+        self.up_pen.clear();
+        self.down_sum = 0.0;
+        self.up_sum = 0.0;
+        self.down_count = 0;
+        self.up_count = 0;
+        self.direction = 0.0;
+        self.stop = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.period + 1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "ElderSafeZone"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(high: f64, low: f64, close: f64) -> Candle {
+        Candle::new_unchecked(f64::midpoint(high, low), high, low, close, 1_000.0, 0)
+    }
+
+    #[test]
+    fn rejects_invalid_params() {
+        assert!(matches!(ElderSafeZone::new(0, 2.0), Err(Error::PeriodZero)));
+        assert!(matches!(
+            ElderSafeZone::new(14, 0.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            ElderSafeZone::new(14, -1.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let e = ElderSafeZone::new(14, 2.0).unwrap();
+        assert_eq!(e.params(), (14, 2.0));
+        assert_eq!(e.warmup_period(), 15);
+        assert_eq!(e.name(), "ElderSafeZone");
+        assert!(!e.is_ready());
+        assert_eq!(e.value(), None);
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut e = ElderSafeZone::new(3, 2.0).unwrap();
+        let candles: Vec<Candle> = (0..8)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base)
+            })
+            .collect();
+        let out = e.batch(&candles);
+        let warmup = e.warmup_period(); // 4
+        assert_eq!(warmup, 4);
+        for v in out.iter().take(warmup - 1) {
+            assert!(v.is_none());
+        }
+        assert!(out[warmup - 1].is_some());
+    }
+
+    #[test]
+    fn uptrend_keeps_stop_below_price() {
+        let mut e = ElderSafeZone::new(5, 2.0).unwrap();
+        let candles: Vec<Candle> = (0..60)
+            .map(|i| {
+                let base = 100.0 + 2.0 * f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        for (o, candle) in e.batch(&candles).into_iter().zip(candles.iter()) {
+            if let Some(o) = o {
+                assert_eq!(o.direction, 1.0);
+                assert!(o.value <= candle.close);
+            }
+        }
+    }
+
+    #[test]
+    fn noiseless_trend_stop_sits_at_low() {
+        // Every bar makes a higher low -> no downside penetration -> avg 0 ->
+        // the stop sits exactly at the bar's low.
+        let mut e = ElderSafeZone::new(3, 2.0).unwrap();
+        let candles: Vec<Candle> = (0..10)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        let out = e.batch(&candles);
+        let last_candle = candles.last().unwrap();
+        let last = out.last().unwrap().unwrap();
+        assert!((last.value - last_candle.low).abs() < 1e-9);
+    }
+
+    #[test]
+    fn flips_on_reversal() {
+        let mut candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        candles.extend((0..40).map(|i| {
+            let base = 140.0 - f64::from(i);
+            c(base + 1.0, base - 1.0, base - 0.5)
+        }));
+        let mut e = ElderSafeZone::new(5, 2.0).unwrap();
+        let dirs: Vec<f64> = e
+            .batch(&candles)
+            .into_iter()
+            .flatten()
+            .map(|o| o.direction)
+            .collect();
+        assert!(dirs.iter().any(|&d| d > 0.0));
+        assert!(dirs.iter().any(|&d| d < 0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut e = ElderSafeZone::new(5, 2.0).unwrap();
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        e.batch(&candles);
+        assert!(e.is_ready());
+        e.reset();
+        assert!(!e.is_ready());
+        assert_eq!(e.value(), None);
+        assert_eq!(e.update(candles[0]), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..120)
+            .map(|i| {
+                let base = 100.0 + (f64::from(i) * 0.25).sin() * 9.0;
+                c(base + 2.0, base - 1.5, base + 0.5)
+            })
+            .collect();
+        let batch = ElderSafeZone::new(14, 2.0).unwrap().batch(&candles);
+        let mut b = ElderSafeZone::new(14, 2.0).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|c| b.update(*c)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

crates/wickra-core/src/indicators/kase_devstop.rs

@@ -0,0 +1,341 @@
+//! Kase `DevStop` — a volatility trailing stop on the standard deviation of the
+//! two-bar true range.
+
+use std::collections::VecDeque;
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Output of [`KaseDevStop`]: the active trailing-stop level and the trend
+/// direction it protects.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct KaseDevStopOutput {
+    /// The `DevStop` level — below price in an uptrend, above price in a downtrend.
+    pub value: f64,
+    /// Trend direction: `+1.0` long (stop below price), `-1.0` short.
+    pub direction: f64,
+}
+
+/// Sample standard deviation from a running `(sum, sum_of_squares, count)`.
+fn sample_stddev(sum: f64, sum_sq: f64, count: usize) -> f64 {
+    let n = count as f64;
+    let mean = sum / n;
+    (((sum_sq - n * mean * mean) / (n - 1.0)).max(0.0)).sqrt()
+}
+
+/// Kase `DevStop` — Cynthia Kase's volatility stop, built on the **standard
+/// deviation of the two-bar true range** rather than a single-bar ATR.
+///
+/// ```text
+/// DTR_t = max(high_t, high_{t−1}) − min(low_t, low_{t−1})   (two-bar range)
+/// band  = mean(DTR, period) + dev · stddev(DTR, period)
+/// long  stop = ratchet_up(  highest_high_since_flip − band )
+/// short stop = ratchet_down( lowest_low_since_flip  + band )
+/// ```
+///
+/// Kase observed that range expansion is better captured by a two-bar range than
+/// a one-bar one, and that subtracting a *standard-deviation* band (not a fixed
+/// ATR multiple) adapts the stop to changing volatility. The stop trails the
+/// extreme reached since the last reversal — ratcheting only in the trend's favour
+/// — and flips sides when price closes through it. `dev` selects which `DevStop`
+/// line to follow (`1`, `2` or `3` standard deviations are Kase's warning lines).
+///
+/// The first bar seeds the prior candle; the next `period` two-bar ranges seed the
+/// mean and standard deviation, so the first stop lands after `period + 1` inputs.
+/// Each `update` is O(1).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, KaseDevStop};
+///
+/// let mut indicator = KaseDevStop::new(30, 1.0).unwrap();
+/// let mut last = None;
+/// for i in 0..80 {
+///     let base = 100.0 + f64::from(i);
+///     let c = Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 1_000.0, 0).unwrap();
+///     last = indicator.update(c);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct KaseDevStop {
+    period: usize,
+    dev: f64,
+    prev: Option<Candle>,
+    window: VecDeque<f64>,
+    sum: f64,
+    sum_sq: f64,
+    direction: f64,
+    extreme: f64,
+    stop: f64,
+    last: Option<KaseDevStopOutput>,
+}
+
+impl KaseDevStop {
+    /// Construct a Kase `DevStop` with the given lookback `period` and
+    /// standard-deviation multiplier `dev`.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidPeriod`] if `period < 2` (a standard deviation
+    /// needs at least two samples) and [`Error::NonPositiveMultiplier`] if `dev`
+    /// is not finite and positive.
+    pub fn new(period: usize, dev: f64) -> Result<Self> {
+        if period < 2 {
+            return Err(Error::InvalidPeriod {
+                message: "Kase DevStop period must be >= 2",
+            });
+        }
+        if !dev.is_finite() || dev <= 0.0 {
+            return Err(Error::NonPositiveMultiplier);
+        }
+        Ok(Self {
+            period,
+            dev,
+            prev: None,
+            window: VecDeque::with_capacity(period),
+            sum: 0.0,
+            sum_sq: 0.0,
+            direction: 0.0,
+            extreme: 0.0,
+            stop: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured `(period, dev)`.
+    pub const fn params(&self) -> (usize, f64) {
+        (self.period, self.dev)
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<KaseDevStopOutput> {
+        self.last
+    }
+}
+
+impl Indicator for KaseDevStop {
+    type Input = Candle;
+    type Output = KaseDevStopOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<KaseDevStopOutput> {
+        let Some(prev) = self.prev else {
+            self.prev = Some(candle);
+            return None;
+        };
+        let dtr = candle.high.max(prev.high) - candle.low.min(prev.low);
+        self.prev = Some(candle);
+
+        if self.window.len() == self.period {
+            let old = self.window.pop_front().expect("non-empty");
+            self.sum -= old;
+            self.sum_sq -= old * old;
+        }
+        self.window.push_back(dtr);
+        self.sum += dtr;
+        self.sum_sq += dtr * dtr;
+        if self.window.len() < self.period {
+            return None;
+        }
+        let mean = self.sum / self.period as f64;
+        let band = mean + self.dev * sample_stddev(self.sum, self.sum_sq, self.period);
+
+        if self.direction == 0.0 {
+            // Seed the trend as long off the first fully-warmed bar.
+            self.direction = 1.0;
+            self.extreme = candle.high;
+            self.stop = candle.high - band;
+        } else if self.direction > 0.0 {
+            self.extreme = self.extreme.max(candle.high);
+            let raw = self.extreme - band;
+            self.stop = self.stop.max(raw);
+            if candle.close < self.stop {
+                self.direction = -1.0;
+                self.extreme = candle.low;
+                self.stop = candle.low + band;
+            }
+        } else {
+            self.extreme = self.extreme.min(candle.low);
+            let raw = self.extreme + band;
+            self.stop = self.stop.min(raw);
+            if candle.close > self.stop {
+                self.direction = 1.0;
+                self.extreme = candle.high;
+                self.stop = candle.high - band;
+            }
+        }
+
+        let out = KaseDevStopOutput {
+            value: self.stop,
+            direction: self.direction,
+        };
+        self.last = Some(out);
+        Some(out)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.window.clear();
+        self.sum = 0.0;
+        self.sum_sq = 0.0;
+        self.direction = 0.0;
+        self.extreme = 0.0;
+        self.stop = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.period + 1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "KaseDevStop"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(high: f64, low: f64, close: f64) -> Candle {
+        Candle::new_unchecked(f64::midpoint(high, low), high, low, close, 1_000.0, 0)
+    }
+
+    #[test]
+    fn rejects_invalid_params() {
+        assert!(matches!(
+            KaseDevStop::new(1, 1.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            KaseDevStop::new(30, 0.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            KaseDevStop::new(30, -1.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let k = KaseDevStop::new(30, 1.0).unwrap();
+        assert_eq!(k.params(), (30, 1.0));
+        assert_eq!(k.warmup_period(), 31);
+        assert_eq!(k.name(), "KaseDevStop");
+        assert!(!k.is_ready());
+        assert_eq!(k.value(), None);
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut k = KaseDevStop::new(3, 1.0).unwrap();
+        let candles: Vec<Candle> = (0..8)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base)
+            })
+            .collect();
+        let out = k.batch(&candles);
+        let warmup = k.warmup_period(); // 4
+        assert_eq!(warmup, 4);
+        for v in out.iter().take(warmup - 1) {
+            assert!(v.is_none());
+        }
+        assert!(out[warmup - 1].is_some());
+    }
+
+    #[test]
+    fn uptrend_keeps_stop_below_price() {
+        let mut k = KaseDevStop::new(5, 1.0).unwrap();
+        let candles: Vec<Candle> = (0..60)
+            .map(|i| {
+                let base = 100.0 + 2.0 * f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        for (o, candle) in k.batch(&candles).into_iter().zip(candles.iter()) {
+            if let Some(o) = o {
+                assert_eq!(o.direction, 1.0, "pure uptrend stays long");
+                assert!(o.value < candle.close, "stop below price");
+            }
+        }
+    }
+
+    #[test]
+    fn stop_ratchets_up_in_uptrend() {
+        let mut k = KaseDevStop::new(5, 1.0).unwrap();
+        let candles: Vec<Candle> = (0..60)
+            .map(|i| {
+                let base = 100.0 + 2.0 * f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        let mut prev = f64::NEG_INFINITY;
+        for o in k.batch(&candles).into_iter().flatten() {
+            assert!(o.value >= prev, "long stop must not fall");
+            prev = o.value;
+        }
+    }
+
+    #[test]
+    fn flips_on_reversal() {
+        let mut candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        candles.extend((0..40).map(|i| {
+            let base = 140.0 - f64::from(i);
+            c(base + 1.0, base - 1.0, base - 0.5)
+        }));
+        let mut k = KaseDevStop::new(5, 1.0).unwrap();
+        let dirs: Vec<f64> = k
+            .batch(&candles)
+            .into_iter()
+            .flatten()
+            .map(|o| o.direction)
+            .collect();
+        assert!(dirs.iter().any(|&d| d > 0.0));
+        assert!(dirs.iter().any(|&d| d < 0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut k = KaseDevStop::new(5, 1.0).unwrap();
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + f64::from(i);
+                c(base + 1.0, base - 1.0, base + 0.5)
+            })
+            .collect();
+        k.batch(&candles);
+        assert!(k.is_ready());
+        k.reset();
+        assert!(!k.is_ready());
+        assert_eq!(k.value(), None);
+        assert_eq!(k.update(candles[0]), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..120)
+            .map(|i| {
+                let base = 100.0 + (f64::from(i) * 0.25).sin() * 9.0;
+                c(base + 2.0, base - 1.5, base + 0.5)
+            })
+            .collect();
+        let batch = KaseDevStop::new(20, 2.0).unwrap().batch(&candles);
+        let mut b = KaseDevStop::new(20, 2.0).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|c| b.update(*c)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

crates/wickra-core/src/indicators/mod.rs

@@ -35,6 +35,7 @@ mod aroon;
 mod aroon_oscillator;
 mod atr;
 mod atr_bands;
+mod atr_ratchet;
 mod atr_trailing_stop;
 mod auto_fib;
 mod autocorrelation;
@@ -115,6 +116,7 @@ mod ehlers_stochastic;
 mod ehma;
 mod elder_impulse;
 mod elder_ray;
+mod elder_safezone;
 mod ema;
 mod empirical_mode_decomposition;
 mod engulfing;
@@ -192,6 +194,7 @@ mod jump_indicator;
 mod kagi_bars;
 mod kalman_hedge_ratio;
 mod kama;
+mod kase_devstop;
 mod kase_permission_stochastic;
 mod kelly_criterion;
 mod keltner;
@@ -239,11 +242,13 @@ mod mid_point;
 mod mid_price;
 mod minus_di;
 mod minus_dm;
+mod modified_ma_stop;
 mod mom;
 mod morning_doji_star;
 mod morning_evening_star;
 mod natr;
 mod new_highs_new_lows;
+mod nrtr;
 mod nvi;
 mod ob_imbalance_full;
 mod ob_imbalance_top1;
@@ -378,6 +383,7 @@ mod three_stars_in_south;
 mod thrusting;
 mod tick_index;
 mod tii;
+mod time_based_stop;
 mod time_of_day_return_profile;
 mod tpo_profile;
 mod trade_imbalance;
@@ -469,6 +475,7 @@ pub use aroon::{Aroon, AroonOutput};
 pub use aroon_oscillator::AroonOscillator;
 pub use atr::Atr;
 pub use atr_bands::{AtrBands, AtrBandsOutput};
+pub use atr_ratchet::{AtrRatchet, AtrRatchetOutput};
 pub use atr_trailing_stop::AtrTrailingStop;
 pub use auto_fib::{AutoFib, AutoFibOutput};
 pub use autocorrelation::Autocorrelation;
@@ -549,6 +556,7 @@ pub use ehlers_stochastic::EhlersStochastic;
 pub use ehma::Ehma;
 pub use elder_impulse::ElderImpulse;
 pub use elder_ray::{ElderRay, ElderRayOutput};
+pub use elder_safezone::{ElderSafeZone, ElderSafeZoneOutput};
 pub use ema::Ema;
 pub use empirical_mode_decomposition::EmpiricalModeDecomposition;
 pub use engulfing::Engulfing;
@@ -626,6 +634,7 @@ pub use jump_indicator::JumpIndicator;
 pub use kagi_bars::{KagiBar, KagiBars};
 pub use kalman_hedge_ratio::{KalmanHedgeRatio, KalmanHedgeRatioOutput};
 pub use kama::Kama;
+pub use kase_devstop::{KaseDevStop, KaseDevStopOutput};
 pub use kase_permission_stochastic::{KasePermissionStochastic, KasePermissionStochasticOutput};
 pub use kelly_criterion::KellyCriterion;
 pub use keltner::{Keltner, KeltnerOutput};
@@ -673,11 +682,13 @@ pub use mid_point::MidPoint;
 pub use mid_price::MidPrice;
 pub use minus_di::MinusDi;
 pub use minus_dm::MinusDm;
+pub use modified_ma_stop::{ModifiedMaStop, ModifiedMaStopOutput};
 pub use mom::Mom;
 pub use morning_doji_star::MorningDojiStar;
 pub use morning_evening_star::MorningEveningStar;
 pub use natr::Natr;
 pub use new_highs_new_lows::NewHighsNewLows;
+pub use nrtr::{Nrtr, NrtrOutput};
 pub use nvi::Nvi;
 pub use ob_imbalance_full::OrderBookImbalanceFull;
 pub use ob_imbalance_top1::OrderBookImbalanceTop1;
@@ -812,6 +823,7 @@ pub use three_stars_in_south::ThreeStarsInSouth;
 pub use thrusting::Thrusting;
 pub use tick_index::TickIndex;
 pub use tii::Tii;
+pub use time_based_stop::TimeBasedStop;
 pub use time_of_day_return_profile::{TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput};
 pub use tpo_profile::{TpoProfile, TpoProfileOutput};
 pub use trade_imbalance::TradeImbalance;
@@ -1073,6 +1085,12 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
             "StepTrailingStop",
             "RenkoTrailingStop",
             "SarExt",
+            "KaseDevStop",
+            "ElderSafeZone",
+            "AtrRatchet",
+            "Nrtr",
+            "TimeBasedStop",
+            "ModifiedMaStop",
         ],
     ),
     (
@@ -1456,6 +1474,6 @@ mod family_tests {
         // the actual indicator count is the early-warning signal that an
         // indicator was added without being assigned a family.
         let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
-        assert_eq!(total, 434, "FAMILIES total drifted from indicator count");
+        assert_eq!(total, 440, "FAMILIES total drifted from indicator count");
     }
 }

crates/wickra-core/src/indicators/modified_ma_stop.rs

@@ -0,0 +1,238 @@
+//! Modified-MA Stop — a trailing stop riding the Modified Moving Average (SMMA).
+
+use crate::error::{Error, Result};
+use crate::indicators::smma::Smma;
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Output of [`ModifiedMaStop`]: the active stop level and the trend direction.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct ModifiedMaStopOutput {
+    /// The stop level (a directionally-ratcheted Modified Moving Average).
+    pub value: f64,
+    /// Trend direction: `+1.0` long (stop below price), `-1.0` short.
+    pub direction: f64,
+}
+
+/// Modified-MA Stop — a trailing stop whose line is the **Modified Moving
+/// Average** (SMMA / Wilder's RMA) of price, allowed to move only in the trend's
+/// favour.
+///
+/// ```text
+/// ma = SMMA(close, period)                 (Modified Moving Average)
+/// long:  stop = max(prev_stop, ma);  flip short when close < stop
+/// short: stop = min(prev_stop, ma);  flip long  when close > stop
+/// ```
+///
+/// The Modified Moving Average (also called the smoothed or running moving
+/// average) is the slow, low-lag average Wilder used throughout his systems. Using
+/// it directly as a trailing line — but **ratcheting** so the long stop never
+/// falls and the short stop never rises — turns the smooth average into a stop
+/// that hugs price in a trend and flips when price decisively crosses it. Because
+/// the SMMA lags, the stop gives trends room while still exiting clean reversals.
+///
+/// The first stop lands once the SMMA is ready (`period` inputs). Each `update` is
+/// O(1).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, ModifiedMaStop};
+///
+/// let mut indicator = ModifiedMaStop::new(14).unwrap();
+/// let mut last = None;
+/// for i in 0..60 {
+///     let base = 100.0 + f64::from(i);
+///     let c = Candle::new(base, base + 1.0, base - 1.0, base + 0.5, 1_000.0, 0).unwrap();
+///     last = indicator.update(c);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct ModifiedMaStop {
+    smma: Smma,
+    period: usize,
+    direction: f64,
+    stop: f64,
+    last: Option<ModifiedMaStopOutput>,
+}
+
+impl ModifiedMaStop {
+    /// Construct a Modified-MA stop with the given SMMA `period`.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `period == 0`.
+    pub fn new(period: usize) -> Result<Self> {
+        if period == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            smma: Smma::new(period)?,
+            period,
+            direction: 0.0,
+            stop: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured SMMA period.
+    pub const fn period(&self) -> usize {
+        self.period
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<ModifiedMaStopOutput> {
+        self.last
+    }
+}
+
+impl Indicator for ModifiedMaStop {
+    type Input = Candle;
+    type Output = ModifiedMaStopOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<ModifiedMaStopOutput> {
+        let ma = self.smma.update(candle.close)?;
+        let close = candle.close;
+
+        if self.direction == 0.0 {
+            self.direction = if close >= ma { 1.0 } else { -1.0 };
+            self.stop = ma;
+        } else if self.direction > 0.0 {
+            self.stop = self.stop.max(ma);
+            if close < self.stop {
+                self.direction = -1.0;
+                self.stop = ma;
+            }
+        } else {
+            self.stop = self.stop.min(ma);
+            if close > self.stop {
+                self.direction = 1.0;
+                self.stop = ma;
+            }
+        }
+
+        let out = ModifiedMaStopOutput {
+            value: self.stop,
+            direction: self.direction,
+        };
+        self.last = Some(out);
+        Some(out)
+    }
+
+    fn reset(&mut self) {
+        self.smma.reset();
+        self.direction = 0.0;
+        self.stop = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.period
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "ModifiedMaStop"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(close: f64) -> Candle {
+        Candle::new_unchecked(close, close + 1.0, close - 1.0, close, 1_000.0, 0)
+    }
+
+    #[test]
+    fn rejects_zero_period() {
+        assert!(matches!(ModifiedMaStop::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let m = ModifiedMaStop::new(14).unwrap();
+        assert_eq!(m.period(), 14);
+        assert_eq!(m.warmup_period(), 14);
+        assert_eq!(m.name(), "ModifiedMaStop");
+        assert!(!m.is_ready());
+        assert_eq!(m.value(), None);
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut m = ModifiedMaStop::new(5).unwrap();
+        let candles: Vec<Candle> = (0..12).map(|i| c(100.0 + f64::from(i))).collect();
+        let out = m.batch(&candles);
+        for v in out.iter().take(4) {
+            assert!(v.is_none());
+        }
+        assert!(out[4].is_some());
+    }
+
+    #[test]
+    fn uptrend_keeps_stop_below_price() {
+        let mut m = ModifiedMaStop::new(5).unwrap();
+        let candles: Vec<Candle> = (0..60).map(|i| c(100.0 + 2.0 * f64::from(i))).collect();
+        for (o, candle) in m.batch(&candles).into_iter().zip(candles.iter()) {
+            if let Some(o) = o {
+                assert_eq!(o.direction, 1.0);
+                assert!(o.value < candle.close);
+            }
+        }
+    }
+
+    #[test]
+    fn long_stop_ratchets_up() {
+        let mut m = ModifiedMaStop::new(5).unwrap();
+        let candles: Vec<Candle> = (0..60).map(|i| c(100.0 + 2.0 * f64::from(i))).collect();
+        let mut prev = f64::NEG_INFINITY;
+        for o in m.batch(&candles).into_iter().flatten() {
+            assert_eq!(o.direction, 1.0, "pure uptrend stays long");
+            assert!(o.value >= prev, "long stop must not fall");
+            prev = o.value;
+        }
+    }
+
+    #[test]
+    fn flips_on_reversal() {
+        let mut candles: Vec<Candle> = (0..40).map(|i| c(100.0 + f64::from(i))).collect();
+        candles.extend((0..40).map(|i| c(140.0 - f64::from(i))));
+        let mut m = ModifiedMaStop::new(5).unwrap();
+        let dirs: Vec<f64> = m
+            .batch(&candles)
+            .into_iter()
+            .flatten()
+            .map(|o| o.direction)
+            .collect();
+        assert!(dirs.iter().any(|&d| d > 0.0));
+        assert!(dirs.iter().any(|&d| d < 0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut m = ModifiedMaStop::new(5).unwrap();
+        m.batch(&(0..40).map(|i| c(100.0 + f64::from(i))).collect::<Vec<_>>());
+        assert!(m.is_ready());
+        m.reset();
+        assert!(!m.is_ready());
+        assert_eq!(m.value(), None);
+        assert_eq!(m.update(c(100.0)), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..120)
+            .map(|i| c(100.0 + (f64::from(i) * 0.25).sin() * 9.0))
+            .collect();
+        let batch = ModifiedMaStop::new(14).unwrap().batch(&candles);
+        let mut b = ModifiedMaStop::new(14).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|c| b.update(*c)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

crates/wickra-core/src/indicators/nrtr.rs

@@ -0,0 +1,259 @@
+//! NRTR — Nick Rypock Trailing Reverse, a percentage trailing-reverse stop.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Output of [`Nrtr`]: the trailing-reverse line and the trend direction.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct NrtrOutput {
+    /// The NRTR line — below price in an uptrend, above price in a downtrend.
+    pub value: f64,
+    /// Trend direction: `+1.0` up (line below price), `-1.0` down.
+    pub direction: f64,
+}
+
+/// NRTR (Nick Rypock Trailing Reverse) — a **percentage** trailing-reverse stop
+/// that follows the trend extreme and flips when price retraces by a fixed
+/// percentage.
+///
+/// ```text
+/// uptrend:   high_water = max(high_water, close)
+///            line       = high_water · (1 − pct/100)
+///            flip down when close < line  (reseed low_water = close)
+/// downtrend: low_water  = min(low_water, close)
+///            line       = low_water · (1 + pct/100)
+///            flip up   when close > line  (reseed high_water = close)
+/// ```
+///
+/// Unlike volatility stops (ATR, σ-of-range), NRTR uses a pure **percentage**
+/// retracement: the line trails the highest close reached in the up-leg at a
+/// fixed `pct` below it, and a close that gives back that percentage reverses the
+/// trend, handing the line to the opposite extreme. This makes it scale-free and
+/// trivially tunable — one number sets how much retracement you tolerate. It
+/// differs from a fixed percentage *stop-loss* in that it **reverses** (tracks
+/// both directions) rather than just exiting.
+///
+/// The first bar seeds the up-trend and emits a line immediately. Each `update` is
+/// O(1).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, Nrtr};
+///
+/// let mut indicator = Nrtr::new(2.0).unwrap();
+/// let mut last = None;
+/// for i in 0..40 {
+///     let close = 100.0 + f64::from(i);
+///     let c = Candle::new(close, close + 0.5, close - 0.5, close, 1_000.0, 0).unwrap();
+///     last = indicator.update(c);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct Nrtr {
+    pct: f64,
+    direction: f64,
+    water: f64,
+    last: Option<NrtrOutput>,
+}
+
+impl Nrtr {
+    /// Construct an NRTR with the given trailing percentage (e.g. `2.0` for 2%).
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidParameter`] if `pct` is not finite or is outside
+    /// `(0, 100)`.
+    pub fn new(pct: f64) -> Result<Self> {
+        if !pct.is_finite() || pct <= 0.0 || pct >= 100.0 {
+            return Err(Error::InvalidParameter {
+                message: "NRTR percentage must be in (0, 100)",
+            });
+        }
+        Ok(Self {
+            pct,
+            direction: 0.0,
+            water: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured trailing percentage.
+    pub const fn pct(&self) -> f64 {
+        self.pct
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<NrtrOutput> {
+        self.last
+    }
+}
+
+impl Indicator for Nrtr {
+    type Input = Candle;
+    type Output = NrtrOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<NrtrOutput> {
+        let close = candle.close;
+        let down = self.pct / 100.0;
+        let up = self.pct / 100.0;
+
+        if self.direction == 0.0 {
+            self.direction = 1.0;
+            self.water = close;
+        } else if self.direction > 0.0 {
+            self.water = self.water.max(close);
+            let line = self.water * (1.0 - down);
+            if close < line {
+                self.direction = -1.0;
+                self.water = close;
+            }
+        } else {
+            self.water = self.water.min(close);
+            let line = self.water * (1.0 + up);
+            if close > line {
+                self.direction = 1.0;
+                self.water = close;
+            }
+        }
+
+        let line = if self.direction > 0.0 {
+            self.water * (1.0 - down)
+        } else {
+            self.water * (1.0 + up)
+        };
+        let out = NrtrOutput {
+            value: line,
+            direction: self.direction,
+        };
+        self.last = Some(out);
+        Some(out)
+    }
+
+    fn reset(&mut self) {
+        self.direction = 0.0;
+        self.water = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "Nrtr"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(close: f64) -> Candle {
+        Candle::new_unchecked(close, close, close, close, 1_000.0, 0)
+    }
+
+    #[test]
+    fn rejects_invalid_pct() {
+        assert!(matches!(
+            Nrtr::new(0.0),
+            Err(Error::InvalidParameter { .. })
+        ));
+        assert!(matches!(
+            Nrtr::new(100.0),
+            Err(Error::InvalidParameter { .. })
+        ));
+        assert!(matches!(
+            Nrtr::new(f64::NAN),
+            Err(Error::InvalidParameter { .. })
+        ));
+        assert!(Nrtr::new(2.0).is_ok());
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let n = Nrtr::new(2.0).unwrap();
+        assert_eq!(n.pct(), 2.0);
+        assert_eq!(n.warmup_period(), 1);
+        assert_eq!(n.name(), "Nrtr");
+        assert!(!n.is_ready());
+        assert_eq!(n.value(), None);
+    }
+
+    #[test]
+    fn first_bar_emits_up_line() {
+        let mut n = Nrtr::new(10.0).unwrap();
+        let o = n.update(c(100.0)).unwrap();
+        assert_eq!(o.direction, 1.0);
+        // line = 100 * (1 - 0.10) = 90.
+        assert!((o.value - 90.0).abs() < 1e-9);
+    }
+
+    #[test]
+    fn uptrend_keeps_line_below_price() {
+        let mut n = Nrtr::new(5.0).unwrap();
+        let candles: Vec<Candle> = (0..40).map(|i| c(100.0 + f64::from(i))).collect();
+        for (o, candle) in n.batch(&candles).into_iter().zip(candles.iter()) {
+            let o = o.unwrap();
+            assert_eq!(o.direction, 1.0);
+            assert!(o.value < candle.close);
+        }
+    }
+
+    #[test]
+    fn reverses_on_retracement() {
+        let mut n = Nrtr::new(5.0).unwrap();
+        // Rise to 120, then drop sharply -> a >5% retracement reverses the trend.
+        let mut candles: Vec<Candle> = (0..20).map(|i| c(100.0 + f64::from(i))).collect();
+        candles.extend((0..10).map(|i| c(119.0 - 3.0 * f64::from(i))));
+        let dirs: Vec<f64> = n
+            .batch(&candles)
+            .into_iter()
+            .flatten()
+            .map(|o| o.direction)
+            .collect();
+        assert!(dirs.iter().any(|&d| d > 0.0));
+        assert!(dirs.iter().any(|&d| d < 0.0));
+    }
+
+    #[test]
+    fn downtrend_keeps_line_above_price() {
+        let mut n = Nrtr::new(5.0).unwrap();
+        // Establish a downtrend after an initial bar.
+        let mut candles = vec![c(100.0)];
+        candles.extend((0..30).map(|i| c(80.0 - f64::from(i))));
+        let out = n.batch(&candles);
+        let o = out.last().unwrap().unwrap();
+        let candle = candles.last().unwrap();
+        assert_eq!(o.direction, -1.0);
+        assert!(o.value > candle.close);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut n = Nrtr::new(2.0).unwrap();
+        n.batch(&(0..20).map(|i| c(100.0 + f64::from(i))).collect::<Vec<_>>());
+        assert!(n.is_ready());
+        n.reset();
+        assert!(!n.is_ready());
+        assert_eq!(n.value(), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..120)
+            .map(|i| c(100.0 + (f64::from(i) * 0.25).sin() * 15.0))
+            .collect();
+        let batch = Nrtr::new(3.0).unwrap().batch(&candles);
+        let mut b = Nrtr::new(3.0).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|c| b.update(*c)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

crates/wickra-core/src/indicators/time_based_stop.rs

@@ -0,0 +1,192 @@
+//! Time-Based Stop — a holding-period timer that fires after a fixed bar count.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Time-Based Stop — exits a position purely on **elapsed bars**, independent of
+/// price.
+///
+/// ```text
+/// bars_held increments by 1 each bar (since the last reset)
+/// progress  = min(bars_held / max_bars, 1.0)     in [0, 1]
+/// stop fires when progress == 1.0  (bars_held >= max_bars)
+/// ```
+///
+/// Some setups should not be given unlimited time to work: a mean-reversion entry
+/// that has not reverted within `max_bars`, or an event trade whose catalyst has
+/// passed, is best closed regardless of price. This indicator is a pure timer —
+/// it ignores the candle's prices entirely and reports the fraction of the
+/// holding window that has elapsed, reaching `1.0` (the stop) after `max_bars`
+/// bars. **Call [`reset`](Indicator::reset) on each new entry** so the timer
+/// restarts from the position open.
+///
+/// Each `update` is O(1) and the first bar already emits a value
+/// (`1 / max_bars`).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, TimeBasedStop};
+///
+/// let mut indicator = TimeBasedStop::new(5).unwrap();
+/// let c = Candle::new(100.0, 101.0, 99.0, 100.0, 1.0, 0).unwrap();
+/// // Five bars reach the stop.
+/// let mut last = 0.0;
+/// for _ in 0..5 {
+///     last = indicator.update(c).unwrap();
+/// }
+/// assert_eq!(last, 1.0);
+/// ```
+#[derive(Debug, Clone)]
+pub struct TimeBasedStop {
+    max_bars: usize,
+    bars_held: usize,
+    last: Option<f64>,
+}
+
+impl TimeBasedStop {
+    /// Construct a time-based stop that fires after `max_bars` bars.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `max_bars == 0`.
+    pub fn new(max_bars: usize) -> Result<Self> {
+        if max_bars == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            max_bars,
+            bars_held: 0,
+            last: None,
+        })
+    }
+
+    /// Configured maximum holding period in bars.
+    pub const fn max_bars(&self) -> usize {
+        self.max_bars
+    }
+
+    /// Number of bars held since the last reset.
+    pub const fn bars_held(&self) -> usize {
+        self.bars_held
+    }
+
+    /// Whether the stop has fired (the holding period has fully elapsed).
+    pub const fn triggered(&self) -> bool {
+        self.bars_held >= self.max_bars
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<f64> {
+        self.last
+    }
+}
+
+impl Indicator for TimeBasedStop {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, _candle: Candle) -> Option<f64> {
+        self.bars_held += 1;
+        let progress = (self.bars_held as f64 / self.max_bars as f64).min(1.0);
+        self.last = Some(progress);
+        Some(progress)
+    }
+
+    fn reset(&mut self) {
+        self.bars_held = 0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "TimeBasedStop"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    fn c() -> Candle {
+        Candle::new_unchecked(100.0, 101.0, 99.0, 100.0, 1.0, 0)
+    }
+
+    #[test]
+    fn rejects_zero_max_bars() {
+        assert!(matches!(TimeBasedStop::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = TimeBasedStop::new(5).unwrap();
+        assert_eq!(t.max_bars(), 5);
+        assert_eq!(t.bars_held(), 0);
+        assert!(!t.triggered());
+        assert_eq!(t.warmup_period(), 1);
+        assert_eq!(t.name(), "TimeBasedStop");
+        assert!(!t.is_ready());
+        assert_eq!(t.value(), None);
+    }
+
+    #[test]
+    fn progress_climbs_to_one() {
+        let mut t = TimeBasedStop::new(4).unwrap();
+        let out = t.batch(&[c(), c(), c(), c()]);
+        assert_relative_eq!(out[0].unwrap(), 0.25, epsilon = 1e-12);
+        assert_relative_eq!(out[1].unwrap(), 0.50, epsilon = 1e-12);
+        assert_relative_eq!(out[2].unwrap(), 0.75, epsilon = 1e-12);
+        assert_relative_eq!(out[3].unwrap(), 1.00, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn triggers_after_max_bars() {
+        let mut t = TimeBasedStop::new(3).unwrap();
+        t.update(c());
+        assert!(!t.triggered());
+        t.update(c());
+        assert!(!t.triggered());
+        t.update(c());
+        assert!(t.triggered());
+    }
+
+    #[test]
+    fn progress_saturates_at_one() {
+        // Beyond max_bars the progress stays clamped at 1.0.
+        let mut t = TimeBasedStop::new(2).unwrap();
+        let out = t.batch(&[c(), c(), c(), c()]);
+        assert_relative_eq!(out[2].unwrap(), 1.0, epsilon = 1e-12);
+        assert_relative_eq!(out[3].unwrap(), 1.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn reset_restarts_timer() {
+        let mut t = TimeBasedStop::new(3).unwrap();
+        t.batch(&[c(), c(), c()]);
+        assert!(t.triggered());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.bars_held(), 0);
+        assert!(!t.triggered());
+        assert_relative_eq!(t.update(c()).unwrap(), 1.0 / 3.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles = [c(); 10];
+        let batch = TimeBasedStop::new(4).unwrap().batch(&candles);
+        let mut b = TimeBasedStop::new(4).unwrap();
+        let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
+        assert_eq!(batch, streamed);
+    }
+}