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