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.
This commit is contained in:
kingchenc
2026-06-07 01:32:15 +02:00
committed by GitHub
parent 83e34c6f71
commit 2991ba411d
20 changed files with 3131 additions and 53 deletions
+44 -43
View File
@@ -60,9 +60,9 @@ pub use indicators::{
AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCycle, AdaptiveLaguerreFilter, Adl,
AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator,
AlligatorOutput, Alma, Alpha, AmihudIlliquidity, AnchoredRsi, AnchoredVwap, Apo, Aroon,
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, AutoFib,
AutoFibOutput, Autocorrelation, AverageDailyRange, AverageDrawdown, AvgPrice,
AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta,
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrRatchet, AtrRatchetOutput,
AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation, AverageDailyRange, AverageDrawdown,
AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta,
BetaNeutralSpread, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth,
BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway, BullishPercentIndex,
Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
@@ -77,34 +77,35 @@ pub use indicators::{
DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
ElderRay, ElderRayOutput, Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma,
EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel,
FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan,
FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement, FibRetracementOutput,
FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput, FisherRsi,
FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake,
HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
KalmanHedgeRatioOutput, Kama, KasePermissionStochastic, KasePermissionStochasticOutput,
KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
MacdFix, MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator,
McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel,
MedianChannelOutput, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nvi,
ElderRay, ElderRayOutput, ElderSafeZone, ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition,
Engulfing, EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods, Fama,
FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput,
FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput,
FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots,
FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput,
ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, Garch11,
GarmanKlassVolatility, Gartley, GatorOscillator, GatorOscillatorOutput, GeneralizedDema,
GeometricMa, GoldenPocket, GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer,
HangingMan, Harami, HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator,
HighLowIndex, HighLowRange, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle,
HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput,
HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
InstantaneousTrendline, IntradayMomentumIndex, IntradayVolatilityProfile,
IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, Jma, JumpIndicator,
KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop, KaseDevStopOutput,
KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion, Keltner,
KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji, LongLine,
LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram, MacdIndicator,
MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex, MatHold,
MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic,
MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa, MedianPrice, Mfi,
Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop, ModifiedMaStopOutput, Mom,
MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nrtr, NrtrOutput, Nvi,
OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu,
OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
@@ -129,18 +130,18 @@ pub use indicators::{
TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema,
TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeOfDayReturnProfile,
TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput, TradeImbalance, TrendLabel,
TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf,
TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio,
UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput,
VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput,
Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio,
WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeBasedStop,
TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
TradeImbalance, TrendLabel, TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin,
TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput,
TtmTrend, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya,
VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop,
VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose,
WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};