docs(wiki): add Cookbook, TA-Lib migration table and FAQ
Three content gaps in the wiki: there was no migration story for users porting from TA-Lib, no strategy cookbook, and no FAQ. Add all three as self-contained pages and link them from Home.md's "Wiki contents". * docs/wiki/TA-Lib-Migration.md — full one-to-one mapping table from every common talib.X(...) call to the equivalent Wickra expression, plus a "what Wickra has that TA-Lib does not" / "what TA-Lib has that Wickra does not (yet)" delta. * docs/wiki/Cookbook.md — seven concrete strategy recipes (RSI mean reversion, MACD histogram crossover, Bollinger breakout, ADX-gated trend, multi-timeframe confirmation, SuperTrend trailing stop, Chain<EMA, RSI>) with Rust or Python snippets. * docs/wiki/FAQ.md — common questions on warmup, NaN handling, thread safety, installation, performance and comparing Wickra to TA-Lib / pandas-ta / talipp / finta. Also extend the [Unreleased] CHANGELOG entry that records the examples/<lang>/ restructure with the wiki additions; Home.md gains three new bullets under "Wiki contents".
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# Cookbook
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Practical strategy recipes built on Wickra's streaming indicators. Each
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recipe is a small, runnable snippet you can drop into a backtest loop or a
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live trading bot. Both paths share the same indicator state, so the same
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recipe works in either mode — see [Streaming vs Batch](Streaming-vs-Batch.md).
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## 1. RSI mean reversion
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Enter when RSI crosses out of an extreme; flatten when it returns to
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neutral.
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```python
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import wickra as ta
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rsi = ta.RSI(14)
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position = 0 # 0 flat, +1 long, −1 short
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for price in price_feed:
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v = rsi.update(price)
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if v is None:
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continue
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if position == 0 and v < 30:
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position = 1
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print(f"BUY at {price:.2f}")
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elif position == 1 and v > 50:
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position = 0
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print(f"EXIT long at {price:.2f}")
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elif position == 0 and v > 70:
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position = -1
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print(f"SHORT at {price:.2f}")
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elif position == -1 and v < 50:
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position = 0
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print(f"COVER short at {price:.2f}")
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```
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## 2. MACD histogram crossover
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Trade in the direction of a MACD-histogram sign change. Zero-crossings of
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the histogram (`MACD − signal`) are the canonical trigger and lead the
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slower MACD-vs-signal line cross.
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```rust
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use wickra::{Indicator, MacdIndicator};
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let mut macd = MacdIndicator::classic(); // (12, 26, 9)
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let mut last_hist: Option<f64> = None;
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for &price in &prices {
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if let Some(v) = macd.update(price) {
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if let Some(prev) = last_hist {
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if prev <= 0.0 && v.histogram > 0.0 {
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println!("BUY: MACD histogram turned positive at {price:.2}");
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} else if prev >= 0.0 && v.histogram < 0.0 {
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println!("SELL: MACD histogram turned negative at {price:.2}");
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}
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}
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last_hist = Some(v.histogram);
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}
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}
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```
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## 3. Bollinger band breakout
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Trade in the direction of a band-piercing close, taking the bands as a
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dynamic support / resistance.
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```python
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import wickra as ta
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bb = ta.BollingerBands(20, 2.0)
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for price in price_feed:
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out = bb.update(price)
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if out is None:
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continue
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upper, _middle, lower, _stddev = out
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if price > upper:
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print(f"BREAKOUT (long): {price:.2f} > upper {upper:.2f}")
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elif price < lower:
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print(f"BREAKOUT (short): {price:.2f} < lower {lower:.2f}")
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```
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## 4. ADX-gated trend filter
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Take EMA-crossover signals only when ADX confirms a trend is in place.
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This is a textbook way to silence whipsaws in a ranging market.
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```python
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import wickra as ta
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ema_fast = ta.EMA(20)
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ema_slow = ta.EMA(50)
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adx = ta.ADX(14)
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for high, low, close in candle_feed:
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f = ema_fast.update(close)
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s = ema_slow.update(close)
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a = adx.update(high, low, close) # (plus_di, minus_di, adx) or None
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if f is None or s is None or a is None:
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continue
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_, _, adx_v = a
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if adx_v < 25:
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continue # ranging market — skip
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if f > s:
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print(f"LONG: EMA20 > EMA50, ADX={adx_v:.1f}")
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elif f < s:
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print(f"SHORT: EMA20 < EMA50, ADX={adx_v:.1f}")
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```
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## 5. Multi-timeframe confirmation
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Only take a 1-minute entry when the 1-hour trend agrees. With Wickra you
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keep one streaming indicator per timeframe and feed each only the candles
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that belong to it. `wickra-data`'s [`Resampler`](Data-Layer.md) rolls one
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candle stream up into a coarser one; the canonical example is
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`examples/rust/src/bin/multi_timeframe.rs`.
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```rust
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use wickra::{Indicator, Rsi};
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let mut rsi_1m = Rsi::new(14)?;
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let mut rsi_1h = Rsi::new(14)?;
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for candle in one_min_candles {
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let fast = rsi_1m.update(candle.close);
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if candle.is_hour_close {
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let slow = rsi_1h.update(candle.close);
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if let (Some(f), Some(s)) = (fast, slow) {
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if f > 70.0 && s > 50.0 {
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println!("strong overbought (1m {f:.1} / 1h {s:.1})");
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} else if f < 30.0 && s < 50.0 {
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println!("strong oversold (1m {f:.1} / 1h {s:.1})");
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}
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}
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}
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}
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```
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## 6. SuperTrend trailing stop
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`SuperTrend` is a single-line ATR-banded trailing stop with explicit flip
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logic — drop it into a long-only loop to manage exits:
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```python
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import wickra as ta
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st = ta.SuperTrend(10, 3.0)
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position = 0 # 0 flat, +1 long
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for high, low, close in candle_feed:
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out = st.update(high, low, close)
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if out is None:
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continue
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value, direction = out
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if direction > 0 and position == 0:
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position = 1
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print(f"BUY at {close:.2f}, stop={value:.2f}")
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elif direction < 0 and position == 1:
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position = 0
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print(f"EXIT at {close:.2f} (SuperTrend flipped)")
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```
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## 7. Chained indicators
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When you want an indicator computed *over the output of another*, use the
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Rust `Chain` combinator. The chain itself implements `Indicator`, so you
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can nest, stack, and feed it into anything that takes an indicator.
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```rust
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use wickra::{BatchExt, Chain, Ema, Rsi};
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// RSI(7) of EMA(14)-smoothed closes.
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let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
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let out: Vec<Option<f64>> = chain.batch(&prices);
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```
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See [Indicator Chaining](Indicator-Chaining.md) for the chained-warmup rule
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and three-stage examples.
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## See also
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- [Indicators Overview](Indicators-Overview.md) — pick the right indicator
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for the question you are asking.
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- [Streaming vs Batch](Streaming-vs-Batch.md) — why these recipes work
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bit-identically in both modes.
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- [Data Layer](Data-Layer.md) — `Resampler` and the bundled BTCUSDT
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datasets for live multi-timeframe work.
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