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feat(mcginley): add McGinley Dynamic moving average

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John McGinley's self-adjusting moving average with the recurrence
MD + (price - MD) / (0.6 * period * (price / MD)^4). Speeds up when
price falls below the indicator and damps when price runs above the
indicator. Seeded with the simple average of the first period inputs.

Reference: McGinley, Technical Analysis of Stocks & Commodities, 1990.

Touchpoints:
- crates/wickra-core: mcginley_dynamic.rs + mod.rs + lib.rs re-export
- bindings/python: PyMcGinleyDynamic + __init__.py + test_new_indicators
  + test_known_values reference
- bindings/node: McGinleyDynamicNode (scalar macro) + index.d.ts/index.js
  + indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers McGinleyDynamic(10)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry
This commit is contained in:
kingchenc
2026-05-24 12:26:08 +02:00
parent 2454d7cf92
commit 3287146f44
15 changed files with 331 additions and 10 deletions
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README.md
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@@ -109,13 +109,13 @@ python -m benchmarks.compare_libraries
## Indicators
72 streaming-first indicators across eight families. Every one passes the
73 streaming-first indicators across eight families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
| Family | Indicators |
|--------|-----------|
| Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA |
| Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic |
| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator |
| Trend & Directional | MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter |
| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power |