F13c: restructure the indicator catalogue into eight families

The original taxonomy was four classical families plus a statistics group, with the F1-F12 expansion slotted in as sub-categories. This regroups the whole 71-indicator catalogue into eight top-level families, each with at least five members: Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9), Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5), Volume (9), Price Statistics (7). - Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71 indicator pages moved with `git mv`. Every internal cross-link is normalised to `../<family>/Indicator-X.md`, each page's `Family` field is set to its new family, and two pre-existing `../Indicator-Chaining.md` links (should have been `../../`) are corrected. A link check confirms every relative wiki link resolves. - Indicators-Overview.md fully rewritten around the eight families; Home.md indicator reference and the README family table follow suit. - Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the 46-indicator expansion (25 -> 71) and the eight-family taxonomy. - Tests: Node indicators.test.js and Python test_new_indicators.py cover all eight new indicators (Node 91/91, Python 117/117 green). cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests, 25 data tests and 74 doctests green.
2026-05-22 21:21:56 +02:00
parent 6643f7a81d
commit d2f99efd78
78 changed files with 612 additions and 616 deletions
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | unbounded oscillator (zero-centred) |
+| Family | Momentum Oscillators |
 | Input type | `Candle` |
 | Output type | `f64` |
 | Output range | unbounded (centred on 0; in price-difference units) |
@@ -189,8 +188,8 @@ row 39: 14.5

 ## See also

- [Indicator: MacdIndicator](Indicator-MacdIndicator.md) — sister
+- [Indicator: MacdIndicator](../trend-directional/Indicator-MacdIndicator.md) — sister
  oscillator on closes (with an extra signal line on top).
- [Indicator: Trix](Indicator-Trix.md) — momentum oscillator on a
+- [Indicator: Trix](../trend-directional/Indicator-Trix.md) — momentum oscillator on a
  triple-smoothed series.
 - [Warmup Periods](../../Warmup-Periods.md) — bare `slow_period`.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | unbounded oscillator |
+| Family | Momentum Oscillators |
 | Input type | `Candle` |
 | Output type | `f64` |
 | Output range | unbounded (typically `[−200, +200]` thanks to the 0.015 factor) |
@@ -191,9 +190,9 @@ row 24: 126.66666666666667

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — bounded sibling for comparison.
- [Indicator: WilliamsR](Indicator-WilliamsR.md) — another candle-input
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — bounded sibling for comparison.
+- [Indicator: WilliamsR](../momentum-oscillators/Indicator-WilliamsR.md) — another candle-input
  oscillator, range-based rather than deviation-based.
- [Indicator: Mfi](Indicator-Mfi.md) — volume-weighted RSI; useful as a
+- [Indicator: Mfi](../momentum-oscillators/Indicator-Mfi.md) — volume-weighted RSI; useful as a
  confirmation alongside CCI.
 - [Warmup Periods](../../Warmup-Periods.md) — `period` (no off-by-one).
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Bounded oscillators (−100 … 100) |
+| Family | Momentum Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[−100, 100]` |
@@ -151,6 +150,6 @@ gain/loss sum here matches the original definition and TA-Lib's `CMO`.

 ## See also

- [Indicator-Rsi.md](Indicator-Rsi.md) — the Wilder-smoothed relative.
- [Indicator-Mom.md](Indicator-Mom.md) — raw price-difference momentum.
+- [Indicator-Rsi.md](../momentum-oscillators/Indicator-Rsi.md) — the Wilder-smoothed relative.
+- [Indicator-Mom.md](../momentum-oscillators/Indicator-Mom.md) — raw price-difference momentum.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | bounded oscillator (volume-driven) |
+| Family | Momentum Oscillators |
 | Input type | `Candle` (volume needed) |
 | Output type | `f64` |
 | Output range | `[0, 100]` |
@@ -198,7 +197,7 @@ row 19: 100

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — the price-only ancestor.
- [Indicator: Adx](Indicator-Adx.md) — directional/trend strength to
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — the price-only ancestor.
+- [Indicator: Adx](../trend-directional/Indicator-Adx.md) — directional/trend strength to
  pair with MFI's overbought/oversold reading.
 - [Warmup Periods](../../Warmup-Periods.md) — bare `period` (no off-by-one).
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Momentum Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded around zero (price-difference scale) |
@@ -24,7 +23,7 @@ MOM_t = price_t − price_{t−period}

 The simplest momentum primitive. Positive output means price is higher
 than it was `period` bars ago, negative means lower, and the magnitude is
-the change in raw price units. [`Roc`](Indicator-Roc.md) is the same idea
+the change in raw price units. [`Roc`](../momentum-oscillators/Indicator-Roc.md) is the same idea
 expressed as a percentage of the old price.

 ## Parameters
@@ -128,7 +127,7 @@ Output:
 cross (momentum flipping sign) and divergence (price making a new high
 while `Mom` makes a lower high — a stalling trend). Because the output is
 in price units, `Mom` values are not comparable across instruments at
-different price levels; use [`Roc`](Indicator-Roc.md) when you need a
+different price levels; use [`Roc`](../momentum-oscillators/Indicator-Roc.md) when you need a
 scale-free percentage instead.

 ## Common pitfalls
@@ -147,6 +146,6 @@ is the standard `price − price[period]` difference, matching TA-Lib's

 ## See also

- [Indicator-Roc.md](Indicator-Roc.md) — the percentage-scaled counterpart.
- [Indicator-Cmo.md](Indicator-Cmo.md) — bounded momentum from summed changes.
+- [Indicator-Roc.md](../momentum-oscillators/Indicator-Roc.md) — the percentage-scaled counterpart.
+- [Indicator-Cmo.md](../momentum-oscillators/Indicator-Cmo.md) — bounded momentum from summed changes.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Momentum Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded around zero |
@@ -31,7 +30,7 @@ scaled by `10`, then smoothed again.

 The classic PMO **signal line** is a 10-period EMA of this PMO line. It is
 deliberately not bundled in — compose it yourself with
-[`Chain`](../Indicator-Chaining.md) and an `Ema(10)`.
+[`Chain`](../../Indicator-Chaining.md) and an `Ema(10)`.

 ## Parameters

@@ -144,7 +143,7 @@ crossing its zero line (momentum changing sign), PMO crossing its signal
 line (a 10-EMA of PMO — build it with `Chain`), and PMO turning up/down
 from an extreme. Because the rate of change is taken in percentage terms,
 PMO values *are* comparable across instruments — unlike raw
-[`Mom`](Indicator-Mom.md).
+[`Mom`](../momentum-oscillators/Indicator-Mom.md).

 ## Common pitfalls

@@ -162,9 +161,9 @@ Carl Swenlin, DecisionPoint Price Momentum Oscillator. The

 ## See also

- [Indicator-Roc.md](Indicator-Roc.md) — the raw rate of change PMO smooths.
- [Indicator-Tsi.md](Indicator-Tsi.md) — another double-smoothed momentum
+- [Indicator-Roc.md](../momentum-oscillators/Indicator-Roc.md) — the raw rate of change PMO smooths.
+- [Indicator-Tsi.md](../momentum-oscillators/Indicator-Tsi.md) — another double-smoothed momentum
  oscillator.
- [Indicator-Chaining.md](../Indicator-Chaining.md) — how to add the
+- [Indicator-Chaining.md](../../Indicator-Chaining.md) — how to add the
  signal-line EMA.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | unbounded oscillator |
+| Family | Momentum Oscillators |
 | Input type | `f64` (close) |
 | Output type | `f64` |
 | Output range | unbounded (centred on 0; expressed as a percent) |
@@ -164,10 +163,10 @@ warmup: 4

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — same `period + 1` warmup, but
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — same `period + 1` warmup, but
  bounded.
- [Indicator: Trix](Indicator-Trix.md) — also a rate of change, but on
+- [Indicator: Trix](../trend-directional/Indicator-Trix.md) — also a rate of change, but on
  a triple-smoothed EMA.
- [Indicator: MacdIndicator](Indicator-MacdIndicator.md) — momentum
+- [Indicator: MacdIndicator](../trend-directional/Indicator-MacdIndicator.md) — momentum
  cousin operating on EMA differences instead of raw close differences.
 - [Warmup Periods](../../Warmup-Periods.md) — the `period + 1` family.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | bounded oscillator |
+| Family | Momentum Oscillators |
 | Input type | `f64` (close) |
 | Output type | `f64` |
 | Output range | `[0, 100]` |
@@ -204,9 +203,9 @@ last  : 57.91502067008556

 ## See also

- [Indicator: MacdIndicator](Indicator-MacdIndicator.md) — also momentum,
+- [Indicator: MacdIndicator](../trend-directional/Indicator-MacdIndicator.md) — also momentum,
  but trend-following and unbounded.
- [Indicator: Stochastic](Indicator-Stochastic.md) — sibling bounded
+- [Indicator: Stochastic](../momentum-oscillators/Indicator-Stochastic.md) — sibling bounded
  oscillator, faster and noisier than RSI.
 - [Warmup Periods](../../Warmup-Periods.md) — the canonical `period + 1`
  off-by-one explained.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Bounded oscillators (0 … 100) |
+| Family | Momentum Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[0, 100]` |
@@ -155,11 +154,11 @@ it further (an SMA of StochRSI) and trade the crossover.

 Tushar Chande and Stanley Kroll, *The New Technical Trader* (1994). The
 implementation is the standard Stochastic-of-RSI; the flat-window
-convention (`50`) matches this library's [`Stochastic`](Indicator-Stochastic.md).
+convention (`50`) matches this library's [`Stochastic`](../momentum-oscillators/Indicator-Stochastic.md).

 ## See also

- [Indicator-Rsi.md](Indicator-Rsi.md) — the underlying oscillator.
- [Indicator-Stochastic.md](Indicator-Stochastic.md) — the same formula on
+- [Indicator-Rsi.md](../momentum-oscillators/Indicator-Rsi.md) — the underlying oscillator.
+- [Indicator-Stochastic.md](../momentum-oscillators/Indicator-Stochastic.md) — the same formula on
  price instead of RSI.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -13,8 +13,7 @@ a `Chain` with `Sma::new(slow_period)`.

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | bounded oscillator |
+| Family | Momentum Oscillators |
 | Input type | `Candle` |
 | Output type | `StochasticOutput { k, d }` |
 | Output range | `k, d ∈ [0, 100]` |
@@ -212,9 +211,9 @@ row 19 : { k: 47.26766986190959, d: 62.55762656278284 }

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — sister bounded oscillator, slower
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — sister bounded oscillator, slower
  and smoother than `%K`.
- [Indicator: WilliamsR](Indicator-WilliamsR.md) — the negated mirror of
+- [Indicator: WilliamsR](../momentum-oscillators/Indicator-WilliamsR.md) — the negated mirror of
  fast `%K`, plotted on `[−100, 0]`.
 - [Warmup Periods](../../Warmup-Periods.md) — `k_period + d_period − 1` rule
  in context.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Momentum Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | roughly `[−100, 100]`, centred on zero |
@@ -154,7 +153,7 @@ The double-EMA-of-momentum definition here follows Blau's original.

 ## See also

- [Indicator-Mom.md](Indicator-Mom.md) — the raw momentum TSI smooths.
- [Indicator-MacdIndicator.md](Indicator-MacdIndicator.md) — another
+- [Indicator-Mom.md](../momentum-oscillators/Indicator-Mom.md) — the raw momentum TSI smooths.
+- [Indicator-MacdIndicator.md](../trend-directional/Indicator-MacdIndicator.md) — another
  EMA-difference momentum oscillator with a signal line.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Bounded oscillators (0 … 100) |
+| Family | Momentum Oscillators |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `f64` |
 | Output range | `[0, 100]` |
@@ -173,7 +172,7 @@ Larry Williams, "The Ultimate Oscillator", *Technical Analysis of Stocks

 ## See also

- [Indicator-Stochastic.md](Indicator-Stochastic.md) — single-timeframe
+- [Indicator-Stochastic.md](../momentum-oscillators/Indicator-Stochastic.md) — single-timeframe
  bounded oscillator.
- [Indicator-Rsi.md](Indicator-Rsi.md) — the canonical momentum oscillator.
+- [Indicator-Rsi.md](../momentum-oscillators/Indicator-Rsi.md) — the canonical momentum oscillator.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | bounded oscillator |
+| Family | Momentum Oscillators |
 | Input type | `Candle` |
 | Output type | `f64` |
 | Output range | `[−100, 0]` |
@@ -177,8 +176,8 @@ row 2: -0

 ## See also

- [Indicator: Stochastic](Indicator-Stochastic.md) — the positive-axis
+- [Indicator: Stochastic](../momentum-oscillators/Indicator-Stochastic.md) — the positive-axis
  sibling; `%R` and `%K` are linked by `%R = %K − 100`.
- [Indicator: Rsi](Indicator-Rsi.md) — slower bounded oscillator,
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — slower bounded oscillator,
  better behaved in trending markets.
 - [Warmup Periods](../../Warmup-Periods.md) — bare `period` (no off-by-one).
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -208,7 +207,7 @@ Commodities**, February 1994 (TEMA).

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — the building block.
- [Indicator-Tema.md](Indicator-Tema.md) — three-EMA version, less lag still.
- [Indicator-Hma.md](Indicator-Hma.md) — same lag-reduction goal, built on WMAs.
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — the building block.
+- [Indicator-Tema.md](../moving-averages/Indicator-Tema.md) — three-EMA version, less lag still.
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — same lag-reduction goal, built on WMAs.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -195,7 +194,7 @@ smoothing identity attributed to Robert Brown (1956).

 ## See also

- [Indicator-Sma.md](Indicator-Sma.md) — equal weights, identical seed.
- [Indicator-Dema.md](Indicator-Dema.md) — `2·EMA − EMA(EMA)`.
- [Indicator-Tema.md](Indicator-Tema.md) — `3·EMA − 3·EMA(EMA) + EMA(EMA(EMA))`.
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — equal weights, identical seed.
+- [Indicator-Dema.md](../moving-averages/Indicator-Dema.md) — `2·EMA − EMA(EMA)`.
+- [Indicator-Tema.md](../moving-averages/Indicator-Tema.md) — `3·EMA − 3·EMA(EMA) + EMA(EMA(EMA))`.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Adaptive & hybrid |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -223,7 +222,7 @@ original HMA derivation, hosted on Hull's site at

 ## See also

- [Indicator-Wma.md](Indicator-Wma.md) — the building block.
- [Indicator-Tema.md](Indicator-Tema.md) — same lag-reduction goal, EMA-based.
- [Indicator-Kama.md](Indicator-Kama.md) — adaptive smoothing instead of fixed.
+- [Indicator-Wma.md](../moving-averages/Indicator-Wma.md) — the building block.
+- [Indicator-Tema.md](../moving-averages/Indicator-Tema.md) — same lag-reduction goal, EMA-based.
+- [Indicator-Kama.md](../moving-averages/Indicator-Kama.md) — adaptive smoothing instead of fixed.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Adaptive & hybrid |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -244,8 +243,8 @@ empirically.

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — the two endpoints (`fast` and
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — the two endpoints (`fast` and
  `slow`) KAMA interpolates between.
- [Indicator-Hma.md](Indicator-Hma.md) — the other "smart" trend filter in
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — the other "smart" trend filter in
  Wickra.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Simple averages |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -177,8 +176,8 @@ and pandas (`rolling(period).mean()`).

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — same smoothness budget, less lag.
- [Indicator-Wma.md](Indicator-Wma.md) — linear weights instead of equal.
- [Indicator-Hma.md](Indicator-Hma.md) — built on three WMAs for near-zero
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — same smoothness budget, less lag.
+- [Indicator-Wma.md](../moving-averages/Indicator-Wma.md) — linear weights instead of equal.
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — built on three WMAs for near-zero
  lag.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -142,7 +141,7 @@ factor is `1 / period` rather than `2 / (period + 1)`, an `Smma(n)` is
 roughly as smooth as an `Ema(2n − 1)` — useful when you want maximum
 noise rejection from a single line. Its main role in this library,
 however, is structural: it is the exact smoothing kernel inside
-[`Rsi`](../momentum/Indicator-Rsi.md) and [`Atr`](../volatility/Indicator-Atr.md),
+[`Rsi`](../momentum-oscillators/Indicator-Rsi.md) and [`Atr`](../volatility-bands/Indicator-Atr.md),
 so reaching for `Smma` directly lets you reproduce Wilder-style averages
 on any series.

@@ -164,8 +163,8 @@ the standard SMA-seeded formulation, matching TA-Lib's `RMA`.

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — faster exponential average.
- [Indicator-Sma.md](Indicator-Sma.md) — the equal-weighted mean used as
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — faster exponential average.
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the equal-weighted mean used as
  the SMMA seed.
- [Indicator-Trima.md](Indicator-Trima.md) — the other F1 average.
+- [Indicator-Trima.md](../moving-averages/Indicator-Trima.md) — the other F1 average.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -166,7 +165,7 @@ match Tillson's published derivation and TA-Lib's `T3`.

 ## See also

- [Indicator-Tema.md](Indicator-Tema.md) — the three-EMA relative.
- [Indicator-Dema.md](Indicator-Dema.md) — the two-EMA relative.
- [Indicator-Zlema.md](Indicator-Zlema.md) — low-lag average via de-lagging.
+- [Indicator-Tema.md](../moving-averages/Indicator-Tema.md) — the three-EMA relative.
+- [Indicator-Dema.md](../moving-averages/Indicator-Dema.md) — the two-EMA relative.
+- [Indicator-Zlema.md](../moving-averages/Indicator-Zlema.md) — low-lag average via de-lagging.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -202,7 +201,7 @@ in the same article.

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — the building block.
- [Indicator-Dema.md](Indicator-Dema.md) — second-order's sibling.
- [Indicator-Hma.md](Indicator-Hma.md) — similar lag profile, built on WMAs.
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — the building block.
+- [Indicator-Dema.md](../moving-averages/Indicator-Dema.md) — second-order's sibling.
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — similar lag profile, built on WMAs.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Simple averages |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -144,7 +143,7 @@ triangular weight profile damps the most recent bar far more than a plain
 `Sma` does, so whipsaws are rare. The cost is lag — a `Trima(n)` lags
 roughly like an `Sma(n/2)` doubled. Use it as a slow trend filter where a
 clean, low-noise line matters more than fast reaction; prefer
-[`Ema`](Indicator-Ema.md) or [`Hma`](Indicator-Hma.md) when responsiveness
+[`Ema`](../moving-averages/Indicator-Ema.md) or [`Hma`](../moving-averages/Indicator-Hma.md) when responsiveness
 matters.

 ## Common pitfalls
@@ -161,7 +160,7 @@ odd/even split used here (`n1`, `n2`) matches TA-Lib's `TRIMA`.

 ## See also

- [Indicator-Sma.md](Indicator-Sma.md) — the building block applied twice.
- [Indicator-Wma.md](Indicator-Wma.md) — linear (not triangular) weights.
- [Indicator-Smma.md](Indicator-Smma.md) — the other F1 average.
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the building block applied twice.
+- [Indicator-Wma.md](../moving-averages/Indicator-Wma.md) — linear (not triangular) weights.
+- [Indicator-Smma.md](../moving-averages/Indicator-Smma.md) — the other F1 average.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Volume-weighted averages |
+| Family | Moving Averages |
 | Input type | `Candle` (uses `close` and `volume`) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -170,7 +169,7 @@ with an explicit zero-volume fallback added for robustness.

 ## See also

- [Indicator-Sma.md](Indicator-Sma.md) — the equal-weighted counterpart.
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the equal-weighted counterpart.
 - [Indicator-Vwap.md](../volume/Indicator-Vwap.md) — volume-weighted price
  since the start of the stream.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Simple averages |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -156,7 +155,7 @@ fast-WMA-vs-slow-WMA) apply.

 The most important downstream use of `Wma` inside Wickra is `Hma`:
 `Hma` is built entirely from three `Wma` instances (see
-[Indicator-Hma.md](Indicator-Hma.md)).
+[Indicator-Hma.md](../moving-averages/Indicator-Hma.md)).

 ## Common pitfalls

@@ -180,7 +179,7 @@ reference implementation and matches Wickra's output bit-for-bit.

 ## See also

- [Indicator-Sma.md](Indicator-Sma.md) — equal weights instead of linear.
- [Indicator-Ema.md](Indicator-Ema.md) — exponential decay instead of linear.
- [Indicator-Hma.md](Indicator-Hma.md) — Hull MA, built from three WMAs.
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — equal weights instead of linear.
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — exponential decay instead of linear.
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — Hull MA, built from three WMAs.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Trend |
-| Sub-category | Exponential family |
+| Family | Moving Averages |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded; tracks the input price scale |
@@ -161,7 +160,7 @@ of Stocks & Commodities* (2010). The implementation here uses the standard

 ## See also

- [Indicator-Ema.md](Indicator-Ema.md) — the inner average ZLEMA de-lags.
- [Indicator-Hma.md](Indicator-Hma.md) — another low-lag average, via WMAs.
- [Indicator-T3.md](Indicator-T3.md) — low-lag average via a six-EMA cascade.
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — the inner average ZLEMA de-lags.
+- [Indicator-Hma.md](../moving-averages/Indicator-Hma.md) — another low-lag average, via WMAs.
+- [Indicator-T3.md](../moving-averages/Indicator-T3.md) — low-lag average via a six-EMA cascade.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -22,7 +22,7 @@ AO = SMA(median, ao_fast) − SMA(median, ao_slow)   (the Awesome Oscillator)
 AC = AO − SMA(AO, signal_period)
 ```

-Where the [`AwesomeOscillator`](Indicator-AwesomeOscillator.md) measures
+Where the [`AwesomeOscillator`](../momentum-oscillators/Indicator-AwesomeOscillator.md) measures
 momentum, the Accelerator measures the *change* in momentum — it is the AO
 minus a short moving average of itself. Because acceleration leads speed, the
 `AC` tends to turn before the `AO` does. Bill Williams' classic configuration
@@ -139,6 +139,6 @@ Bill Williams' Accelerator Oscillator, from *Trading Chaos*.

 ## See also

- [Indicator-AwesomeOscillator.md](Indicator-AwesomeOscillator.md) — the
+- [Indicator-AwesomeOscillator.md](../momentum-oscillators/Indicator-AwesomeOscillator.md) — the
  momentum oscillator the Accelerator is built on.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -133,6 +133,6 @@ Balance of Power, popularised by Igor Livshin; the `(close − open) /

 ## See also

- [Indicator-AwesomeOscillator.md](Indicator-AwesomeOscillator.md) — another
+- [Indicator-AwesomeOscillator.md](../momentum-oscillators/Indicator-AwesomeOscillator.md) — another
  Bill Williams-era price oscillator.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Price Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded around zero |
@@ -24,7 +23,7 @@ Coppock = WMA( ROC(roc_long) + ROC(roc_short), wma_period )

 Edwin Coppock built this in 1962 as a long-horizon buy signal for stock
 indices. The two rates of change blend a slightly longer and a slightly
-shorter momentum horizon; the [`Wma`](../trend/Indicator-Wma.md) smooths
+shorter momentum horizon; the [`Wma`](../moving-averages/Indicator-Wma.md) smooths
 their sum. On a **monthly** chart with the conventional
 `(14, 11, 10)` settings, the curve turning *up from below zero* has
 historically marked the start of a new bull phase.
@@ -149,6 +148,6 @@ The `WMA(ROC(14) + ROC(11), 10)` construction here is Coppock's original.

 ## See also

- [Indicator-Roc.md](Indicator-Roc.md) — the rate-of-change building block.
- [Indicator-Wma.md](../trend/Indicator-Wma.md) — the smoothing average.
+- [Indicator-Roc.md](../momentum-oscillators/Indicator-Roc.md) — the rate-of-change building block.
+- [Indicator-Wma.md](../moving-averages/Indicator-Wma.md) — the smoothing average.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Price Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded around zero (price-difference scale) |
@@ -144,7 +143,7 @@ into the past, the latest DPO value does not correspond to the latest bar.
 - **Trading the zero cross.** DPO is detrended *and* time-shifted; its
  latest value is historical. Use it to size cycles, not to time entries.
 - **Reading it as momentum.** It is a detrended price, not a rate of
-  change — see [`Roc`](Indicator-Roc.md) or [`Mom`](Indicator-Mom.md) for
+  change — see [`Roc`](../momentum-oscillators/Indicator-Roc.md) or [`Mom`](../momentum-oscillators/Indicator-Mom.md) for
  momentum.

 ## References
@@ -155,8 +154,8 @@ The Detrended Price Oscillator is a standard cycle-analysis study; the

 ## See also

- [Indicator-Sma.md](../trend/Indicator-Sma.md) — the moving average DPO
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the moving average DPO
  detrends against.
- [Indicator-Roc.md](Indicator-Roc.md) — momentum, the indicator DPO is
+- [Indicator-Roc.md](../momentum-oscillators/Indicator-Roc.md) — momentum, the indicator DPO is
  often confused with.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | Unbounded oscillators |
+| Family | Price Oscillators |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded around zero (percent) |
@@ -22,13 +21,13 @@
 PPO = 100 · (EMA_fast − EMA_slow) / EMA_slow
 ```

-PPO is [`MacdIndicator`](Indicator-MacdIndicator.md) divided by the slow
+PPO is [`MacdIndicator`](../trend-directional/Indicator-MacdIndicator.md) divided by the slow
 EMA. That single change makes it **scale-free**: a `PPO` of `1.5` always
 means "the fast EMA is 1.5 % above the slow EMA", whether the instrument
 trades at $5 or $5000 — so PPO values can be compared across assets and
 across time, which raw MACD values cannot. The classic PPO **signal
 line** is a 9-period EMA of this PPO line; compose it with
-[`Chain`](../Indicator-Chaining.md) and an `Ema(9)`.
+[`Chain`](../../Indicator-Chaining.md) and an `Ema(9)`.

 ## Parameters

@@ -149,7 +148,7 @@ follows the standard PPO definition and matches TA-Lib's `PPO`.

 ## See also

- [Indicator-MacdIndicator.md](Indicator-MacdIndicator.md) — the price-unit
+- [Indicator-MacdIndicator.md](../trend-directional/Indicator-MacdIndicator.md) — the price-unit
  original, with a bundled signal line and histogram.
- [Indicator-Ema.md](../trend/Indicator-Ema.md) — the underlying average.
+- [Indicator-Ema.md](../moving-averages/Indicator-Ema.md) — the underlying average.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -22,7 +22,7 @@ LinRegAngle = atan(LinRegSlope) · 180 / π
 ```

 The angle carries exactly the same information as
-[`LinRegSlope`](Indicator-LinRegSlope.md) — positive while price trends up,
+[`LinRegSlope`](../price-statistics/Indicator-LinRegSlope.md) — positive while price trends up,
 negative while it trends down — but maps the unbounded slope through `atan`
 onto `(−90°, +90°)`. That bounded, price-unit-free scale makes "how steep is
 the trend" comparable at a glance and across instruments. This is TA-Lib's
@@ -121,7 +121,7 @@ The angle is read like a slope: sign gives trend direction, magnitude gives
 how steeply price is pitched. Because it is bounded to `±90°` it is convenient
 for thresholds — e.g. "only trade with the trend while the angle exceeds
 `30°`" — and for comparing trend pitch across instruments with different price
-scales, which the raw [`LinRegSlope`](Indicator-LinRegSlope.md) cannot do.
+scales, which the raw [`LinRegSlope`](../price-statistics/Indicator-LinRegSlope.md) cannot do.

 ## Common pitfalls

@@ -136,8 +136,8 @@ TA-Lib's `LINEARREG_ANGLE`.

 ## See also

- [Indicator-LinRegSlope.md](Indicator-LinRegSlope.md) — the same fit's slope,
+- [Indicator-LinRegSlope.md](../price-statistics/Indicator-LinRegSlope.md) — the same fit's slope,
  in raw price-per-bar units.
- [Indicator-LinearRegression.md](Indicator-LinearRegression.md) — the
+- [Indicator-LinearRegression.md](../price-statistics/Indicator-LinearRegression.md) — the
  endpoint of the same rolling fit.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Statistics |
-| Sub-category | Regression |
+| Family | Price Statistics |
 | Input type | `f64` (price) |
 | Output type | `f64` |
 | Output range | unbounded around zero (price units per bar) |
@@ -25,7 +24,7 @@ b = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²)
 ```

 `LinRegSlope` fits a straight line to the window by ordinary least squares —
-the same fit as [`LinearRegression`](Indicator-LinearRegression.md) — but
+the same fit as [`LinearRegression`](../price-statistics/Indicator-LinearRegression.md) — but
 reports the *slope* `b` instead of the endpoint. The slope is in price units
 per bar: positive while price trends up, negative while it trends down, near
 zero when it is ranging. This is TA-Lib's `LINEARREG_SLOPE`.
@@ -143,8 +142,8 @@ TA-Lib's `LINEARREG_SLOPE`.

 ## See also

- [Indicator-LinearRegression.md](Indicator-LinearRegression.md) — the
+- [Indicator-LinearRegression.md](../price-statistics/Indicator-LinearRegression.md) — the
  endpoint of the same rolling fit.
- [Indicator-Mom.md](../momentum/Indicator-Mom.md) — raw price-difference
+- [Indicator-Mom.md](../momentum-oscillators/Indicator-Mom.md) — raw price-difference
  momentum, the unsmoothed cousin.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Statistics |
-| Sub-category | Regression |
+| Family | Price Statistics |
 | Input type | `f64` (price) |
 | Output type | `f64` |
 | Output range | unbounded (price scale) |
@@ -29,7 +28,7 @@ LinearReg     = a + b·(period − 1)
 The indicator fits a straight line to the window by ordinary least squares,
 then reports that line's value at the most recent bar. Because it
 extrapolates the *local trend* forward rather than averaging it away, it lags
-a same-period [`Sma`](../trend/Indicator-Sma.md) noticeably less. This is
+a same-period [`Sma`](../moving-averages/Indicator-Sma.md) noticeably less. This is
 TA-Lib's `LINEARREG`.

 ## Parameters
@@ -129,7 +128,7 @@ Read `LinearRegression` as a low-lag moving average: it tracks price more
 closely than an SMA of the same period because it projects the window's trend
 to the current bar instead of centring on the window. A shorter `period`
 hugs price; a longer one is a smoother trend line. Pair it with
-[`LinRegSlope`](Indicator-LinRegSlope.md) to read the same fit's steepness.
+[`LinRegSlope`](../price-statistics/Indicator-LinRegSlope.md) to read the same fit's steepness.

 ## Common pitfalls

@@ -145,8 +144,8 @@ the endpoint formulation matches TA-Lib's `LINEARREG`.

 ## See also

- [Indicator-LinRegSlope.md](Indicator-LinRegSlope.md) — the slope of the same
+- [Indicator-LinRegSlope.md](../price-statistics/Indicator-LinRegSlope.md) — the slope of the same
  rolling fit.
- [Indicator-Sma.md](../trend/Indicator-Sma.md) — the centred average it is
+- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the centred average it is
  often compared against.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -6,8 +6,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Statistics |
-| Sub-category | Price transforms |
+| Family | Price Statistics |
 | Input type | `Candle` (uses `high`, `low`) |
 | Output type | `f64` |
 | Output range | unbounded (price scale) |
@@ -23,7 +22,7 @@ MedianPrice = (high + low) / 2

 The median price is the centre of the bar's range — it discards where the bar
 opened and closed entirely. It is the price series Bill Williams'
-[`AwesomeOscillator`](../momentum/Indicator-AwesomeOscillator.md) is built on,
+[`AwesomeOscillator`](../momentum-oscillators/Indicator-AwesomeOscillator.md) is built on,
 and a useful close substitute when the close is noisy relative to the range.

 ## Parameters
@@ -131,6 +130,6 @@ The Median Price; the `(H + L) / 2` definition is standard (TA-Lib's

 ## See also

- [Indicator-TypicalPrice.md](Indicator-TypicalPrice.md) — `(H + L + C) / 3`.
- [Indicator-WeightedClose.md](Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
+- [Indicator-TypicalPrice.md](../price-statistics/Indicator-TypicalPrice.md) — `(H + L + C) / 3`.
+- [Indicator-WeightedClose.md](../price-statistics/Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Statistics |
-| Sub-category | Price transforms |
+| Family | Price Statistics |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `f64` |
 | Output range | unbounded (price scale) |
@@ -24,7 +23,7 @@ TypicalPrice = (high + low + close) / 3

 The typical price collapses a full OHLC bar to one number, giving the close
 no more weight than the two extremes. It is the price series that
-[`Cci`](../momentum/Indicator-Cci.md) and [`Mfi`](../momentum/Indicator-Mfi.md)
+[`Cci`](../momentum-oscillators/Indicator-Cci.md) and [`Mfi`](../momentum-oscillators/Indicator-Mfi.md)
 are defined on, and a common input to feed any close-driven indicator when you
 want the bar's range reflected in the value.

@@ -132,6 +131,6 @@ standard (StockCharts, TA-Lib's `TYPPRICE`).

 ## See also

- [Indicator-MedianPrice.md](Indicator-MedianPrice.md) — `(H + L) / 2`.
- [Indicator-WeightedClose.md](Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
+- [Indicator-MedianPrice.md](../price-statistics/Indicator-MedianPrice.md) — `(H + L) / 2`.
+- [Indicator-WeightedClose.md](../price-statistics/Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Statistics |
-| Sub-category | Price transforms |
+| Family | Price Statistics |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `f64` |
 | Output range | unbounded (price scale) |
@@ -22,7 +21,7 @@
 WeightedClose = (high + low + 2·close) / 4
 ```

-Like the [`TypicalPrice`](Indicator-TypicalPrice.md), the weighted close
+Like the [`TypicalPrice`](../price-statistics/Indicator-TypicalPrice.md), the weighted close
 collapses an OHLC bar to one number — but it counts the close twice, so the
 result sits closer to where the bar settled than to its range. Reach for it
 when the closing print carries more signal than the extremes.
@@ -117,7 +116,7 @@ Output:
 ## Interpretation

 The weighted close sits on the spectrum between the raw close and the
-[`TypicalPrice`](Indicator-TypicalPrice.md): closer to the close, but still
+[`TypicalPrice`](../price-statistics/Indicator-TypicalPrice.md): closer to the close, but still
 nudged by the bar's range. Use it as a drop-in close replacement when you want
 the settlement to dominate without ignoring the extremes entirely.

@@ -132,6 +131,6 @@ The Weighted Close; the `(H + L + 2C) / 4` definition is standard (TA-Lib's

 ## See also

- [Indicator-TypicalPrice.md](Indicator-TypicalPrice.md) — `(H + L + C) / 3`.
- [Indicator-MedianPrice.md](Indicator-MedianPrice.md) — `(H + L) / 2`.
+- [Indicator-TypicalPrice.md](../price-statistics/Indicator-TypicalPrice.md) — `(H + L + C) / 3`.
+- [Indicator-MedianPrice.md](../price-statistics/Indicator-MedianPrice.md) — `(H + L) / 2`.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -132,8 +132,8 @@ window.

 ## See also

- [Indicator-StdDev.md](../volatility/Indicator-StdDev.md) — the rolling
+- [Indicator-StdDev.md](../volatility-bands/Indicator-StdDev.md) — the rolling
  standard deviation in the denominator.
- [Indicator-LinearRegression.md](Indicator-LinearRegression.md) — another
+- [Indicator-LinearRegression.md](../price-statistics/Indicator-LinearRegression.md) — another
  rolling statistical fit.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Trailing stop |
+| Family | Trailing Stops |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `f64` |
 | Output range | unbounded (price scale) |
@@ -32,7 +31,7 @@ This is the trailing stop popularised by the "UT Bot": a single line that sits
 stop the level only ratchets *toward* price — up in an uptrend, down in a
 downtrend — and never away from it. When a close crosses the stop the level
 snaps to the opposite side of the new close, flipping the trade. Unlike the
-[`ChandelierExit`](Indicator-ChandelierExit.md), it hangs off the close
+[`ChandelierExit`](../trailing-stops/Indicator-ChandelierExit.md), it hangs off the close
 itself, not the window's extreme, and reports one line rather than two.

 ## Parameters
@@ -151,7 +150,7 @@ the trade more room — fewer flips, wider risk; a smaller one flips sooner.
 ## Common pitfalls

 - **Expecting it off the window high.** It trails the *close*, so it can sit
-  closer to price than a [`ChandelierExit`](Indicator-ChandelierExit.md).
+  closer to price than a [`ChandelierExit`](../trailing-stops/Indicator-ChandelierExit.md).
 - **Feeding it scalar prices.** It needs the full `high`/`low`/`close` bar to
  drive the ATR.

@@ -162,9 +161,9 @@ here matches the common Sylvain Vervoort formulation.

 ## See also

- [Indicator-SuperTrend.md](Indicator-SuperTrend.md) — an ATR trailing stop
+- [Indicator-SuperTrend.md](../trailing-stops/Indicator-SuperTrend.md) — an ATR trailing stop
  with band ratcheting and an explicit direction flag.
- [Indicator-ChandelierExit.md](Indicator-ChandelierExit.md) — an ATR stop hung
+- [Indicator-ChandelierExit.md](../trailing-stops/Indicator-ChandelierExit.md) — an ATR stop hung
  off the window's extreme instead of the close.
- [Indicator-Atr.md](Indicator-Atr.md) — the volatility measure underneath.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the volatility measure underneath.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Trailing stop |
+| Family | Trailing Stops |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `(stop_long, stop_short)` |
 | Output range | unbounded (price scale) |
@@ -31,7 +30,7 @@ final (window q = stop_period):

 Tushar Chande and Stanley Kroll's stop runs in two stages. The first builds a
 preliminary ATR stop off the recent extreme — the same idea as a
-[`ChandelierExit`](Indicator-ChandelierExit.md). The second smooths it: rather
+[`ChandelierExit`](../trailing-stops/Indicator-ChandelierExit.md). The second smooths it: rather
 than use that preliminary stop directly, it takes the *most extreme*
 preliminary stop seen over a shorter window `q`. That second pass keeps a
 single unusually wide bar from yanking the stop around. The classic
@@ -149,7 +148,7 @@ Output:
 ## Interpretation

 Use `stop_long` to trail a long position and `stop_short` to trail a short.
-Compared with a one-stage [`ChandelierExit`](Indicator-ChandelierExit.md), the
+Compared with a one-stage [`ChandelierExit`](../trailing-stops/Indicator-ChandelierExit.md), the
 extra smoothing window makes the Chande Kroll Stop steadier — it will not lurch
 on a single wide-range bar — at the cost of reacting a little slower to a
 genuine trend change.
@@ -169,9 +168,9 @@ the two-stage formulation here matches the common TradingView implementation.

 ## See also

- [Indicator-ChandelierExit.md](Indicator-ChandelierExit.md) — the one-stage
+- [Indicator-ChandelierExit.md](../trailing-stops/Indicator-ChandelierExit.md) — the one-stage
  ATR stop this smooths.
- [Indicator-SuperTrend.md](Indicator-SuperTrend.md) — an ATR trailing stop
+- [Indicator-SuperTrend.md](../trailing-stops/Indicator-SuperTrend.md) — an ATR trailing stop
  with explicit flip logic.
- [Indicator-Atr.md](Indicator-Atr.md) — the volatility measure underneath.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the volatility measure underneath.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Trailing stop |
+| Family | Trailing Stops |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `(long_stop, short_stop)` |
 | Output range | unbounded (price scale) |
@@ -158,9 +157,9 @@ matches the standard definition.

 ## See also

- [Indicator-SuperTrend.md](Indicator-SuperTrend.md) — an ATR trailing stop
+- [Indicator-SuperTrend.md](../trailing-stops/Indicator-SuperTrend.md) — an ATR trailing stop
  with explicit flip logic and a single line.
- [Indicator-ChandeKrollStop.md](Indicator-ChandeKrollStop.md) — a two-stage
+- [Indicator-ChandeKrollStop.md](../trailing-stops/Indicator-ChandeKrollStop.md) — a two-stage
  ATR stop that smooths the preliminary level.
- [Indicator-Atr.md](Indicator-Atr.md) — the volatility measure underneath.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the volatility measure underneath.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Item                | Value                                                                              |
 |---------------------|------------------------------------------------------------------------------------|
-| Family              | Volatility                                                                         |
-| Sub-category        | trailing-stop (state machine)                                                      |
+| Family | Trailing Stops |
 | Input type          | `Candle` (uses `high`, `low`)                                                      |
 | Output type         | `f64`                                                                              |
 | Output range        | unbounded; bracketed by the prior two highs/lows                                   |
@@ -240,8 +239,8 @@ Output:

 ## See also

- [ATR](Indicator-Atr.md) — sister indicator from the same Wilder text.
- [Donchian Channels](Indicator-Donchian.md) — alternative breakout-style
+- [ATR](../volatility-bands/Indicator-Atr.md) — sister indicator from the same Wilder text.
+- [Donchian Channels](../volatility-bands/Indicator-Donchian.md) — alternative breakout-style
  trailing stop based on rolling extrema.
- [Keltner Channels](Indicator-Keltner.md) — envelope you can use as a
+- [Keltner Channels](../volatility-bands/Indicator-Keltner.md) — envelope you can use as a
  smoother stop boundary than PSAR in choppy regimes.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Trailing stop |
+| Family | Trailing Stops |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `(value, direction)` |
 | Output range | `value`: unbounded (price scale); `direction`: `−1.0` or `+1.0` |
@@ -167,8 +166,8 @@ the widely used TradingView / Olivier Seban definition.

 ## See also

- [Indicator-Psar.md](Indicator-Psar.md) — Wilder's parabolic stop-and-reverse.
- [Indicator-AtrTrailingStop.md](Indicator-AtrTrailingStop.md) — a plain
+- [Indicator-Psar.md](../trailing-stops/Indicator-Psar.md) — Wilder's parabolic stop-and-reverse.
+- [Indicator-AtrTrailingStop.md](../trailing-stops/Indicator-AtrTrailingStop.md) — a plain
  ATR trailing stop without the band ratchet.
- [Indicator-Atr.md](Indicator-Atr.md) — the volatility measure underneath.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the volatility measure underneath.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum (directional) |
-| Sub-category | directional / trend-strength |
+| Family | Trend & Directional |
 | Input type | `Candle` |
 | Output type | `AdxOutput { plus_di, minus_di, adx }` |
 | Output range | each field in `[0, 100]` |
@@ -237,9 +236,9 @@ row 39: { plusDi: 80, minusDi: 0, adx: 100 }

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — shares Wilder smoothing.
- [Indicator: Aroon](Indicator-Aroon.md) — alternative trend-strength
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — shares Wilder smoothing.
+- [Indicator: Aroon](../trend-directional/Indicator-Aroon.md) — alternative trend-strength
  measure, range-based.
- [Indicator: MacdIndicator](Indicator-MacdIndicator.md) — trend-following
+- [Indicator: MacdIndicator](../trend-directional/Indicator-MacdIndicator.md) — trend-following
  momentum, useful as a confirmation against `+DI` / `−DI`.
 - [Warmup Periods](../../Warmup-Periods.md) — the `2 · period` ADX entry.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum (directional / trend-strength) |
-| Sub-category | bounded directional pair |
+| Family | Trend & Directional |
 | Input type | `Candle` |
 | Output type | `AroonOutput { up, down }` |
 | Output range | `up, down ∈ [0, 100]` |
@@ -199,8 +198,8 @@ row 14: { up: 100, down: 0 }

 ## See also

- [Indicator: Adx](Indicator-Adx.md) — alternative trend-strength
+- [Indicator: Adx](../trend-directional/Indicator-Adx.md) — alternative trend-strength
  measure with explicit `+DI` / `−DI` direction.
- [Indicator: Stochastic](Indicator-Stochastic.md) — also range-window
+- [Indicator: Stochastic](../momentum-oscillators/Indicator-Stochastic.md) — also range-window
  based, but reports close position rather than extremum age.
 - [Warmup Periods](../../Warmup-Periods.md) — the `period + 1` family.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum (trend strength) |
-| Sub-category | Bounded oscillators |
+| Family | Trend & Directional |
 | Input type | `Candle` (uses `high`, `low`) |
 | Output type | `f64` |
 | Output range | `[−100, 100]` |
@@ -22,7 +21,7 @@
 AroonOscillator = AroonUp − AroonDown
 ```

-where [`Aroon`](Indicator-Aroon.md) reports two `[0, 100]` lines measuring
+where [`Aroon`](../trend-directional/Indicator-Aroon.md) reports two `[0, 100]` lines measuring
 how recently the window's highest high and lowest low occurred. Their
 difference lives in `[−100, 100]`: strongly positive means the most recent
 high is much fresher than the most recent low (an up-trend); strongly
@@ -153,7 +152,7 @@ Tushar Chande's Aroon system (1995); the oscillator is the standard

 ## See also

- [Indicator-Aroon.md](Indicator-Aroon.md) — the two-line indicator this
+- [Indicator-Aroon.md](../trend-directional/Indicator-Aroon.md) — the two-line indicator this
  collapses.
- [Indicator-Adx.md](Indicator-Adx.md) — another trend-strength gauge.
+- [Indicator-Adx.md](../trend-directional/Indicator-Adx.md) — another trend-strength gauge.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -141,6 +141,6 @@ standard one.

 ## See also

- [Indicator-VerticalHorizontalFilter.md](Indicator-VerticalHorizontalFilter.md)
+- [Indicator-VerticalHorizontalFilter.md](../trend-directional/Indicator-VerticalHorizontalFilter.md)
  — the same trending-vs-ranging question on an inverted scale.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -12,8 +12,7 @@ shorter, conventional name `MACD`.

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | unbounded oscillator (trend-following) |
+| Family | Trend & Directional |
 | Input type | `f64` (close) |
 | Output type | `MacdOutput { macd, signal, histogram }` |
 | Output range | unbounded (centred on 0) |
@@ -206,9 +205,9 @@ row 39 hist  : 6.217248937900877e-15

 ## See also

- [Indicator: Rsi](Indicator-Rsi.md) — bounded sibling oscillator, useful
+- [Indicator: Rsi](../momentum-oscillators/Indicator-Rsi.md) — bounded sibling oscillator, useful
  as a confirmation filter on top of MACD signals.
- [Indicator: Trix](Indicator-Trix.md) — another EMA-based momentum
+- [Indicator: Trix](../trend-directional/Indicator-Trix.md) — another EMA-based momentum
  oscillator (triple-smoothed rate of change).
 - [Warmup Periods](../../Warmup-Periods.md) — table including the `slow +
  signal − 1` rule.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum (trend strength) |
-| Sub-category | Range expansion |
+| Family | Trend & Directional |
 | Input type | `Candle` (uses `high`, `low`) |
 | Output type | `f64` |
 | Output range | `> 0`, oscillates around `sum_period` |
@@ -166,8 +165,8 @@ Commodities* (1992). The double-EMA-of-range construction and the `(9,

 ## See also

- [Indicator-Atr.md](../volatility/Indicator-Atr.md) — directional-free
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — directional-free
  volatility in price units.
- [Indicator-BollingerBands.md](../volatility/Indicator-BollingerBands.md)
+- [Indicator-BollingerBands.md](../volatility-bands/Indicator-BollingerBands.md)
  — another range-expansion lens.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum |
-| Sub-category | unbounded oscillator (zero-centred) |
+| Family | Trend & Directional |
 | Input type | `f64` (close) |
 | Output type | `f64` |
 | Output range | unbounded (typically a few percent, centred on 0) |
@@ -179,9 +178,9 @@ vals[49]: 3.5714285714285716

 ## See also

- [Indicator: MacdIndicator](Indicator-MacdIndicator.md) — faster
+- [Indicator: MacdIndicator](../trend-directional/Indicator-MacdIndicator.md) — faster
  EMA-based momentum oscillator, useful as a confirmation against
  TRIX zero-line crosses.
- [Indicator: Roc](Indicator-Roc.md) — the raw, one-stage rate of
+- [Indicator: Roc](../momentum-oscillators/Indicator-Roc.md) — the raw, one-stage rate of
  change TRIX is built on top of.
 - [Warmup Periods](../../Warmup-Periods.md) — `3 · period − 1` entry.
@@ -26,7 +26,7 @@ denominator is the *total* distance it walked. Their ratio lives in `[0, 1]`:
 a clean trend walks almost only in its net direction, so `VHF` approaches `1`;
 a choppy market doubles back constantly, inflating the denominator and pushing
 `VHF` toward `0`. It answers the same question as the
-[`ChoppinessIndex`](Indicator-ChoppinessIndex.md) on an inverted scale.
+[`ChoppinessIndex`](../trend-directional/Indicator-ChoppinessIndex.md) on an inverted scale.

 ## Parameters

@@ -135,6 +135,6 @@ is the standard one.

 ## See also

- [Indicator-ChoppinessIndex.md](Indicator-ChoppinessIndex.md) — the same
+- [Indicator-ChoppinessIndex.md](../trend-directional/Indicator-ChoppinessIndex.md) — the same
  trending-vs-ranging question on an inverted `[0, 100]` scale.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Momentum (trend strength) |
-| Sub-category | Directional |
+| Family | Trend & Directional |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `VortexOutput { plus, minus }` |
 | Output range | each line `>= 0`, typically around `1.0` |
@@ -154,7 +153,7 @@ definition here follows their original.

 ## See also

- [Indicator-Adx.md](Indicator-Adx.md) — Wilder's directional system.
- [Indicator-Atr.md](../volatility/Indicator-Atr.md) — the true range
+- [Indicator-Adx.md](../trend-directional/Indicator-Adx.md) — Wilder's directional system.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the true range
  Vortex normalises against.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Item                | Value                                                                                |
 |---------------------|--------------------------------------------------------------------------------------|
-| Family              | Volatility                                                                           |
-| Sub-category        | range-average                                                                        |
+| Family | Volatility & Bands |
 | Input type          | `Candle` (uses `high`, `low`, `close`)                                               |
 | Output type         | `f64`                                                                                |
 | Output range        | unbounded `≥ 0`                                                                      |
@@ -217,10 +216,10 @@ null

 ## See also

- [Bollinger Bands](Indicator-BollingerBands.md) — stddev-based volatility
+- [Bollinger Bands](../volatility-bands/Indicator-BollingerBands.md) — stddev-based volatility
  envelope around an SMA.
- [Keltner Channels](Indicator-Keltner.md) — directly composes EMA + ATR.
- [Donchian Channels](Indicator-Donchian.md) — rolling high/low without
+- [Keltner Channels](../volatility-bands/Indicator-Keltner.md) — directly composes EMA + ATR.
+- [Donchian Channels](../volatility-bands/Indicator-Donchian.md) — rolling high/low without
  any smoothing.
- [PSAR](Indicator-Psar.md) — uses ATR-like volatility tracking implicitly
+- [PSAR](../trailing-stops/Indicator-Psar.md) — uses ATR-like volatility tracking implicitly
  through its acceleration factor.
@@ -8,8 +8,7 @@

 | Item                | Value                                                                          |
 |---------------------|--------------------------------------------------------------------------------|
-| Family              | Volatility                                                                     |
-| Sub-category        | envelope                                                                       |
+| Family | Volatility & Bands |
 | Input type          | `f64` (typically the close price)                                              |
 | Output type         | `BollingerOutput { upper: f64, middle: f64, lower: f64, stddev: f64 }`         |
 | Output range        | unbounded; `lower ≤ middle ≤ upper`, `stddev ≥ 0`                              |
@@ -250,9 +249,9 @@ Output:

 ## See also

- [Keltner Channels](Indicator-Keltner.md) — same envelope shape but band
+- [Keltner Channels](../volatility-bands/Indicator-Keltner.md) — same envelope shape but band
  width is driven by ATR instead of stddev.
- [Donchian Channels](Indicator-Donchian.md) — rolling high/low envelope
+- [Donchian Channels](../volatility-bands/Indicator-Donchian.md) — rolling high/low envelope
  with no smoothing.
- [ATR](Indicator-Atr.md) — the volatility scale most commonly used to
+- [ATR](../volatility-bands/Indicator-Atr.md) — the volatility scale most commonly used to
  size Bollinger-style stops.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Envelopes (derived) |
+| Family | Volatility & Bands |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[0, ∞)` |
@@ -23,7 +22,7 @@ Bandwidth = (upper − lower) / middle
 ```

 where `upper`, `middle` and `lower` come from
-[`BollingerBands`](Indicator-BollingerBands.md). Since the bands are
+[`BollingerBands`](../volatility-bands/Indicator-BollingerBands.md). Since the bands are
 `middle ± multiplier · stddev`, the bandwidth simplifies to
 `2 · multiplier · stddev / middle` — volatility normalised by price level.
 Its extremes name two classic patterns: the **squeeze** (bandwidth at a
@@ -149,8 +148,8 @@ of Bollinger's two derived indicators (with %b).

 ## See also

- [Indicator-BollingerBands.md](Indicator-BollingerBands.md) — the bands
+- [Indicator-BollingerBands.md](../volatility-bands/Indicator-BollingerBands.md) — the bands
  this measures.
- [Indicator-PercentB.md](Indicator-PercentB.md) — the companion derived
+- [Indicator-PercentB.md](../volatility-bands/Indicator-PercentB.md) — the companion derived
  indicator: price *position* within the bands.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -133,7 +133,7 @@ Output:
 A rising Chaikin Volatility warns that ranges are expanding fast — Chaikin
 associated sharp rises with market tops, where panic widens bars. A low or
 falling reading is the calm, range-contracting market that often precedes a
-move. It complements [`Atr`](Indicator-Atr.md): ATR gives the level of
+move. It complements [`Atr`](../volatility-bands/Indicator-Atr.md): ATR gives the level of
 volatility, Chaikin Volatility gives its momentum.

 ## Common pitfalls
@@ -149,6 +149,6 @@ here is the standard one.

 ## See also

- [Indicator-Atr.md](Indicator-Atr.md) — the level of per-bar volatility.
- [Indicator-TrueRange.md](Indicator-TrueRange.md) — raw single-bar range.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the level of per-bar volatility.
+- [Indicator-TrueRange.md](../volatility-bands/Indicator-TrueRange.md) — raw single-bar range.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,8 +8,7 @@

 | Item                | Value                                                              |
 |---------------------|--------------------------------------------------------------------|
-| Family              | Volatility                                                         |
-| Sub-category        | envelope (rolling extrema)                                         |
+| Family | Volatility & Bands |
 | Input type          | `Candle` (uses `high` and `low`)                                   |
 | Output type         | `DonchianOutput { upper: f64, middle: f64, lower: f64 }`           |
 | Output range        | unbounded; `lower ≤ middle ≤ upper`                                |
@@ -206,9 +205,9 @@ row 4 [upper, middle, lower]: [ 15, 13, 11 ]

 ## See also

- [Bollinger Bands](Indicator-BollingerBands.md) — envelope shaped by
+- [Bollinger Bands](../volatility-bands/Indicator-BollingerBands.md) — envelope shaped by
  stddev rather than rolling extrema.
- [Keltner Channels](Indicator-Keltner.md) — envelope shaped by ATR
+- [Keltner Channels](../volatility-bands/Indicator-Keltner.md) — envelope shaped by ATR
  around an EMA centerline.
- [PSAR](Indicator-Psar.md) — alternative trailing-stop construction
+- [PSAR](../trailing-stops/Indicator-Psar.md) — alternative trailing-stop construction
  for breakout systems.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Return-based |
+| Family | Volatility & Bands |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[0, ∞)` (annualised percent) |
@@ -159,8 +158,8 @@ conventional choice for volatility estimation.

 ## See also

- [Indicator-StdDev.md](Indicator-StdDev.md) — population dispersion of
+- [Indicator-StdDev.md](../volatility-bands/Indicator-StdDev.md) — population dispersion of
  raw prices.
- [Indicator-Natr.md](Indicator-Natr.md) — range-based volatility as a
+- [Indicator-Natr.md](../volatility-bands/Indicator-Natr.md) — range-based volatility as a
  percentage.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -1,6 +1,6 @@
 # Keltner Channels

-> A pure composition of [EMA](../trend/Indicator-Ema.md) on typical price plus
+> A pure composition of [EMA](../moving-averages/Indicator-Ema.md) on typical price plus
 > ATR-scaled envelopes. The middle line is the trend filter, the bands are
 > the volatility cone.

@@ -8,8 +8,7 @@

 | Item                | Value                                                                              |
 |---------------------|------------------------------------------------------------------------------------|
-| Family              | Volatility                                                                         |
-| Sub-category        | envelope (composed: EMA + ATR)                                                     |
+| Family | Volatility & Bands |
 | Input type          | `Candle` (uses `high`, `low`, `close`)                                             |
 | Output type         | `KeltnerOutput { upper: f64, middle: f64, lower: f64 }`                            |
 | Output range        | unbounded; `lower ≤ middle ≤ upper`                                                |
@@ -207,9 +206,9 @@ row 4 [upper, middle, lower]: [ 17.166666666666664, 13.166666666666666, 9.166666

 ## See also

- [EMA](../trend/Indicator-Ema.md) — the centerline component.
- [ATR](Indicator-Atr.md) — the envelope width component.
- [Bollinger Bands](Indicator-BollingerBands.md) — envelope using stddev
+- [EMA](../moving-averages/Indicator-Ema.md) — the centerline component.
+- [ATR](../volatility-bands/Indicator-Atr.md) — the envelope width component.
+- [Bollinger Bands](../volatility-bands/Indicator-BollingerBands.md) — envelope using stddev
  rather than ATR; useful side-by-side comparison.
- [Donchian Channels](Indicator-Donchian.md) — envelope using rolling
+- [Donchian Channels](../volatility-bands/Indicator-Donchian.md) — envelope using rolling
  extrema with no smoothing.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Range-average |
+| Family | Volatility & Bands |
 | Input type | `Candle` (uses `high`, `low`, `close`) |
 | Output type | `f64` |
 | Output range | `[0, ∞)` (percent) |
@@ -22,7 +21,7 @@
 NATR = 100 · ATR(period) / close
 ```

-[`Atr`](Indicator-Atr.md) measures volatility in raw price units — a `2.0`
+[`Atr`](../volatility-bands/Indicator-Atr.md) measures volatility in raw price units — a `2.0`
 ATR is large on a $10 stock and tiny on a $5000 index. Dividing by the
 current close converts it to a percentage, so a NATR of `2.0` always
 means "the average true range is 2 % of price". That makes NATR readings
@@ -121,7 +120,7 @@ console.log(natr.batch(high, low, close).at(-1));
 instruments or across long stretches of time where the price level
 drifts. A volatility filter like "skip entries when NATR > 5" or a stop
 at "entry − 3 × NATR %" stays meaningful on any symbol. Use raw
-[`Atr`](Indicator-Atr.md) only when you specifically want the answer in
+[`Atr`](../volatility-bands/Indicator-Atr.md) only when you specifically want the answer in
 price units (e.g. to place a stop a fixed number of points away).

 ## Common pitfalls
@@ -138,7 +137,7 @@ Systems* (1978).

 ## See also

- [Indicator-Atr.md](Indicator-Atr.md) — the price-unit original.
- [Indicator-HistoricalVolatility.md](Indicator-HistoricalVolatility.md) —
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the price-unit original.
+- [Indicator-HistoricalVolatility.md](../volatility-bands/Indicator-HistoricalVolatility.md) —
  return-based annualised volatility.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Envelopes (derived) |
+| Family | Volatility & Bands |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | unbounded (`0` = lower band, `1` = upper band) |
@@ -23,7 +22,7 @@
 ```

 where `upper` and `lower` come from
-[`BollingerBands`](Indicator-BollingerBands.md). `%b = 1` is price exactly
+[`BollingerBands`](../volatility-bands/Indicator-BollingerBands.md). `%b = 1` is price exactly
 on the upper band, `%b = 0` on the lower band, `%b = 0.5` on the middle
 band. The value is **deliberately not clamped**: a close above the upper
 band gives `%b > 1`, a close below the lower band gives `%b < 0` — so %b
@@ -132,7 +131,7 @@ for example "buy when %b crosses back above 0 from below".
 - **Expecting `[0, 1]` bounds.** %b is intentionally unclamped; values
  outside `[0, 1]` are the band-overshoot signal, not an error.
 - **Confusing it with bandwidth.** %b is price *position*;
-  [`BollingerBandwidth`](Indicator-BollingerBandwidth.md) is band *width*.
+  [`BollingerBandwidth`](../volatility-bands/Indicator-BollingerBandwidth.md) is band *width*.

 ## References

@@ -141,8 +140,8 @@ Bollinger's two derived indicators (with bandwidth).

 ## See also

- [Indicator-BollingerBands.md](Indicator-BollingerBands.md) — the bands
+- [Indicator-BollingerBands.md](../volatility-bands/Indicator-BollingerBands.md) — the bands
  this locates price within.
- [Indicator-BollingerBandwidth.md](Indicator-BollingerBandwidth.md) — the
+- [Indicator-BollingerBandwidth.md](../volatility-bands/Indicator-BollingerBandwidth.md) — the
  companion derived indicator: band *width*.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Dispersion |
+| Family | Volatility & Bands |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[0, ∞)` (price-difference scale) |
@@ -26,7 +25,7 @@ StdDev   = √variance

 This is the **population** standard deviation (divisor `n`, not `n − 1`)
 — the exact dispersion measure that drives the band width of
-[`BollingerBands`](Indicator-BollingerBands.md). It is maintained as an
+[`BollingerBands`](../volatility-bands/Indicator-BollingerBands.md). It is maintained as an
 O(1) state machine: a running sum and a running sum-of-squares, each
 updated by one add and one subtract per bar. Floating-point cancellation
 can leave the computed variance very slightly negative; it is clamped to
@@ -137,7 +136,7 @@ exactly.

 - **Expecting the sample standard deviation.** `StdDev` divides by `n`,
  not `n − 1`. For the unbiased return-based estimator use
-  [`HistoricalVolatility`](Indicator-HistoricalVolatility.md).
+  [`HistoricalVolatility`](../volatility-bands/Indicator-HistoricalVolatility.md).
 - **Comparing across instruments.** The output is in price units; a
  `StdDev` of `5` is not comparable between a $10 and a $1000 asset.

@@ -149,8 +148,8 @@ Bands and pandas' `rolling(period).std(ddof=0)`.

 ## See also

- [Indicator-BollingerBands.md](Indicator-BollingerBands.md) — bands built
+- [Indicator-BollingerBands.md](../volatility-bands/Indicator-BollingerBands.md) — bands built
  from this dispersion measure.
- [Indicator-HistoricalVolatility.md](Indicator-HistoricalVolatility.md) —
+- [Indicator-HistoricalVolatility.md](../volatility-bands/Indicator-HistoricalVolatility.md) —
  annualised volatility of log returns.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -24,7 +24,7 @@ TR = max( high − low, |high − close_prev|, |low − close_prev| )
 True Range is the greatest of the bar's own range and the two gaps to the
 previous close, so it captures volatility that opens *between* bars — an
 overnight gap — not only the range printed within a bar. The first bar has no
-previous close and falls back to `high − low`. Where [`Atr`](Indicator-Atr.md)
+previous close and falls back to `high − low`. Where [`Atr`](../volatility-bands/Indicator-Atr.md)
 is the Wilder-smoothed average of this series, `TrueRange` exposes it raw, one
 value per bar.

@@ -124,7 +124,7 @@ Output:

 Read `TrueRange` as raw per-bar volatility. It spikes on wide-range or gapping
 bars and shrinks in quiet stretches. Smoothing it with a moving average gives
-[`Atr`](Indicator-Atr.md); using it directly is useful for volatility-scaled
+[`Atr`](../volatility-bands/Indicator-Atr.md); using it directly is useful for volatility-scaled
 position sizing or for spotting single outlier bars an average would hide.

 ## Common pitfalls
@@ -140,8 +140,8 @@ Systems* (1978).

 ## See also

- [Indicator-Atr.md](Indicator-Atr.md) — the Wilder-smoothed average of the
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — the Wilder-smoothed average of the
  True Range.
- [Indicator-ChaikinVolatility.md](Indicator-ChaikinVolatility.md) — a
+- [Indicator-ChaikinVolatility.md](../volatility-bands/Indicator-ChaikinVolatility.md) — a
  rate-of-change volatility measure.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -7,8 +7,7 @@

 | Field | Value |
 |-------|-------|
-| Family | Volatility |
-| Sub-category | Downside risk |
+| Family | Volatility & Bands |
 | Input type | `f64` (single close) |
 | Output type | `f64` |
 | Output range | `[0, ∞)` (percent) |
@@ -144,7 +143,7 @@ penalises only downside volatility.

 - **Reading it as two-sided volatility.** The Ulcer Index ignores upside
  entirely — a wildly choppy *up*-trend can still score near `0`. Use
-  [`StdDev`](Indicator-StdDev.md) for two-sided dispersion.
+  [`StdDev`](../volatility-bands/Indicator-StdDev.md) for two-sided dispersion.
 - **Forgetting the doubled warmup.** Warmup is `2·period − 1`, not
  `period`.

@@ -156,6 +155,6 @@ drawdown RMS here follows that definition.

 ## See also

- [Indicator-StdDev.md](Indicator-StdDev.md) — two-sided dispersion.
- [Indicator-Atr.md](Indicator-Atr.md) — per-bar range volatility.
+- [Indicator-StdDev.md](../volatility-bands/Indicator-StdDev.md) — two-sided dispersion.
+- [Indicator-Atr.md](../volatility-bands/Indicator-Atr.md) — per-bar range volatility.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Cumulative |
 | Input type | `Candle` (uses `high`, `low`, `close`, `volume`) |
 | Output type | `f64` |
 | Output range | unbounded (drifts with cumulative volume) |
@@ -138,7 +137,7 @@ Output:
 total drifts arbitrarily with cumulative volume). A rising ADL confirms
 that an up-move is backed by accumulation; a *falling* ADL while price
 rises is a bearish divergence — the rally is not being bought into.
-[`ChaikinOscillator`](Indicator-ChaikinOscillator.md) is the standard way
+[`ChaikinOscillator`](../volume/Indicator-ChaikinOscillator.md) is the standard way
 to turn the ADL into a bounded, tradeable oscillator.

 ## Common pitfalls
@@ -155,7 +154,7 @@ formulation here matches the standard definition (StockCharts, TA-Lib's

 ## See also

- [Indicator-Obv.md](Indicator-Obv.md) — cumulative *signed* volume.
- [Indicator-ChaikinOscillator.md](Indicator-ChaikinOscillator.md) — an
+- [Indicator-Obv.md](../volume/Indicator-Obv.md) — cumulative *signed* volume.
+- [Indicator-ChaikinOscillator.md](../volume/Indicator-ChaikinOscillator.md) — an
  oscillator built on the ADL.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Oscillators |
 | Input type | `Candle` (uses `high`, `low`, `close`, `volume`) |
 | Output type | `f64` |
 | Output range | `[−1, +1]` |
@@ -24,7 +23,7 @@ MFV_t = MFM_t · volume_t                                  (money-flow volume)
 CMF_t = Σ(MFV, period) / Σ(volume, period)
 ```

-CMF is the [`Adl`](Indicator-Adl.md) increment averaged the way RSI averages
+CMF is the [`Adl`](../volume/Indicator-Adl.md) increment averaged the way RSI averages
 gains: rather than a running total, it divides the *summed* money-flow volume
 of the last `period` bars by the *summed* volume of those bars. The result is
 volume-normalised, so it lives in `[−1, +1]` regardless of how heavily the
@@ -137,7 +136,7 @@ near bar highs on real volume (accumulation), sustained negative values mean
 the opposite (distribution). Crosses of the zero line are the textbook signal;
 the `±0.05` band is often treated as a neutral zone. Because CMF is
 volume-normalised it is comparable across instruments — unlike the raw
-[`Adl`](Indicator-Adl.md), whose level is arbitrary.
+[`Adl`](../volume/Indicator-Adl.md), whose level is arbitrary.

 ## Common pitfalls

@@ -153,7 +152,7 @@ matches the standard definition (StockCharts).

 ## See also

- [Indicator-Adl.md](Indicator-Adl.md) — the cumulative line CMF is built on.
- [Indicator-ChaikinOscillator.md](Indicator-ChaikinOscillator.md) — the
+- [Indicator-Adl.md](../volume/Indicator-Adl.md) — the cumulative line CMF is built on.
+- [Indicator-ChaikinOscillator.md](../volume/Indicator-ChaikinOscillator.md) — the
  EMA-difference oscillator on the ADL.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Oscillators |
 | Input type | `Candle` (uses `high`, `low`, `close`, `volume`) |
 | Output type | `f64` |
 | Output range | unbounded around zero |
@@ -22,7 +21,7 @@
 ChaikinOsc_t = EMA(ADL, fast)_t − EMA(ADL, slow)_t
 ```

-The [`Adl`](Indicator-Adl.md) is an unbounded line that drifts with cumulative
+The [`Adl`](../volume/Indicator-Adl.md) is an unbounded line that drifts with cumulative
 volume — useful for its slope but awkward to trade directly. The Chaikin
 Oscillator applies the MACD construction to it: difference a fast and a slow
 EMA of the ADL to get a zero-centred momentum reading. Positive values mean
@@ -153,9 +152,9 @@ Accumulation/Distribution Line (StockCharts).

 ## See also

- [Indicator-Adl.md](Indicator-Adl.md) — the cumulative line this oscillates.
- [Indicator-ChaikinMoneyFlow.md](Indicator-ChaikinMoneyFlow.md) — a bounded
+- [Indicator-Adl.md](../volume/Indicator-Adl.md) — the cumulative line this oscillates.
+- [Indicator-ChaikinMoneyFlow.md](../volume/Indicator-ChaikinMoneyFlow.md) — a bounded
  ratio built from the same money-flow volume.
- [Indicator-MacdIndicator.md](../momentum/Indicator-MacdIndicator.md) — the
+- [Indicator-MacdIndicator.md](../trend-directional/Indicator-MacdIndicator.md) — the
  same fast/slow EMA-difference construction on price.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Oscillators |
 | Input type | `Candle` (uses `high`, `low`, `volume`) |
 | Output type | `f64` |
 | Output range | unbounded around zero (scaled by `divisor`) |
@@ -154,8 +153,8 @@ the standard definition.

 ## See also

- [Indicator-ForceIndex.md](Indicator-ForceIndex.md) — a different
+- [Indicator-ForceIndex.md](../volume/Indicator-ForceIndex.md) — a different
  price-change-vs-volume gauge.
- [Indicator-ChaikinMoneyFlow.md](Indicator-ChaikinMoneyFlow.md) — bounded
+- [Indicator-ChaikinMoneyFlow.md](../volume/Indicator-ChaikinMoneyFlow.md) — bounded
  money-flow balance.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Oscillators |
 | Input type | `Candle` (uses `close`, `volume`) |
 | Output type | `f64` |
 | Output range | unbounded around zero |
@@ -148,8 +147,8 @@ Alexander Elder's Force Index, introduced in *Trading for a Living* (1993).

 ## See also

- [Indicator-Obv.md](Indicator-Obv.md) — cumulative signed volume, a coarser
+- [Indicator-Obv.md](../volume/Indicator-Obv.md) — cumulative signed volume, a coarser
  volume-conviction gauge.
- [Indicator-VolumePriceTrend.md](Indicator-VolumePriceTrend.md) — cumulative
+- [Indicator-VolumePriceTrend.md](../volume/Indicator-VolumePriceTrend.md) — cumulative
  volume scaled by percentage move.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -9,8 +9,7 @@

 | Item                | Value                                                        |
 |---------------------|--------------------------------------------------------------|
-| Family              | Volume                                                       |
-| Sub-category        | cumulative                                                   |
+| Family | Volume |
 | Input type          | `Candle` (uses `close` and `volume`)                         |
 | Output type         | `f64`                                                        |
 | Output range        | unbounded (signed, integer-of-volume in spirit)              |
@@ -182,9 +181,9 @@ Output:

 ## See also

- [VWAP](Indicator-Vwap.md) — volume-weighted price benchmark; OBV and
+- [VWAP](../volume/Indicator-Vwap.md) — volume-weighted price benchmark; OBV and
  VWAP are the two canonical volume-aware indicators in the panel.
- [MFI](../momentum/Indicator-Mfi.md) — money-flow index, an oscillator blending
+- [MFI](../momentum-oscillators/Indicator-Mfi.md) — money-flow index, an oscillator blending
  typical price with volume.
- [SMA](../trend/Indicator-Sma.md) / [EMA](../trend/Indicator-Ema.md) — the smoothers
+- [SMA](../moving-averages/Indicator-Sma.md) / [EMA](../moving-averages/Indicator-Ema.md) — the smoothers
  most commonly layered on top of OBV to define trade triggers.
@@ -8,7 +8,6 @@
 | Field | Value |
 |-------|-------|
 | Family | Volume |
-| Sub-category | Cumulative |
 | Input type | `Candle` (uses `close`, `volume`) |
 | Output type | `f64` |
 | Output range | unbounded (drifts with cumulative volume) |
@@ -22,7 +21,7 @@
 VPT_t = VPT_{t−1} + volume_t · (close_t − close_{t−1}) / close_{t−1}
 ```

-VPT is a close relative of [`Obv`](Indicator-Obv.md). Where OBV adds the
+VPT is a close relative of [`Obv`](../volume/Indicator-Obv.md). Where OBV adds the
 *entire* bar volume on any up-close, VPT adds volume scaled by the **size**
 of the move: a 2 % gain on a given volume moves the line twice as far as a
 1 % gain on the same volume. That makes VPT more sensitive to the
@@ -155,7 +154,7 @@ common definition.

 ## See also

- [Indicator-Obv.md](Indicator-Obv.md) — cumulative signed volume, the
+- [Indicator-Obv.md](../volume/Indicator-Obv.md) — cumulative signed volume, the
  closest relative.
- [Indicator-Adl.md](Indicator-Adl.md) — cumulative range-weighted volume.
+- [Indicator-Adl.md](../volume/Indicator-Adl.md) — cumulative range-weighted volume.
 - [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
@@ -12,8 +12,7 @@ This page documents two distinct public types — jump straight to

 | Item                | Value                                                          |
 |---------------------|----------------------------------------------------------------|
-| Family              | Volume                                                         |
-| Sub-category        | cumulative (`Vwap`) / rolling (`RollingVwap`)                  |
+| Family | Volume |
 | Input type          | `Candle` (uses `high`, `low`, `close`, `volume`)               |
 | Output type         | `f64`                                                          |
 | Output range        | unbounded (price-units)                                        |
@@ -286,9 +285,9 @@ At `t = 4` with window `[20@3, 30@1, 40@2]`:

 ## See also

- [OBV](Indicator-Obv.md) — cumulative signed-volume measure that pairs
+- [OBV](../volume/Indicator-Obv.md) — cumulative signed-volume measure that pairs
  well with VWAP as a divergence flag.
- [MFI](../momentum/Indicator-Mfi.md) — money-flow oscillator that also blends
+- [MFI](../momentum-oscillators/Indicator-Mfi.md) — money-flow oscillator that also blends
  typical price with volume.
- [Bollinger Bands](../volatility/Indicator-BollingerBands.md) — non-volume volatility
+- [Bollinger Bands](../volatility-bands/Indicator-BollingerBands.md) — non-volume volatility
  envelope, often layered alongside VWAP on intraday charts.