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.
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# StochRSI
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> Stochastic RSI — the Stochastic Oscillator formula applied to the RSI
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> series, sharpening RSI's overbought/oversold turns.
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## Quick reference
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| Field | Value |
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|-------|-------|
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| Family | Momentum Oscillators |
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| Input type | `f64` (single close) |
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| Output type | `f64` |
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| Output range | `[0, 100]` |
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| Default parameters | `(rsi_period = 14, stoch_period = 14)` (Python) |
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| Warmup period | `rsi_period + stoch_period` |
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| Interpretation | Where RSI sits in its own recent range; near `0`/`100` = extremes. |
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## Formula
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```
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RSI_t = Rsi(rsi_period) of price
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StochRSI = 100 · (RSI_t − min(RSI, stoch_period)) / (max(RSI, …) − min(RSI, …))
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```
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RSI rarely visits its `0`/`100` extremes — it spends most of its life
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bunched around the middle. StochRSI re-normalises it: it asks where the
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*current* RSI sits within its own high/low range over the last
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`stoch_period` bars. The result swings the full `[0, 100]` width far more
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often than raw RSI, so reversals are easier to spot.
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## Parameters
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| Name | Type | Default | Valid range | Description |
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|----------------|---------|---------------|-------------|-------------|
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| `rsi_period` | `usize` | `14` (Python) | `>= 1` | Period of the underlying RSI. `0` errors with `Error::PeriodZero`. |
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| `stoch_period` | `usize` | `14` (Python) | `>= 1` | Lookback for the high/low range of RSI. `0` errors with `Error::PeriodZero`. |
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The Python binding defaults the pair to `(14, 14)` via
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`#[pyo3(signature = (rsi_period=14, stoch_period=14))]`. Node and WASM
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take both explicitly. The `periods` property returns
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`(rsi_period, stoch_period)`.
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## Inputs / Outputs
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From `crates/wickra-core/src/indicators/stoch_rsi.rs`:
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```rust
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impl Indicator for StochRsi {
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type Input = f64;
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type Output = f64;
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// update(&mut self, input: f64) -> Option<f64>
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}
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```
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A single `f64` close in, an `Option<f64>` out. Python maps this to
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`float | None` / `numpy.ndarray` (NaN warmup); Node to `number | null` /
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`Array<number>` (NaN warmup).
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## Warmup
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`StochRsi::new(rsi_period, stoch_period).warmup_period()
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== rsi_period + stoch_period`. The inner RSI emits its first value on
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input `rsi_period + 1`; the stochastic window then needs `stoch_period`
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RSI values, so the first non-`None` output lands on input
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`rsi_period + stoch_period`.
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## Edge cases
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- **Flat RSI window.** When every RSI value in the window is equal — for
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example a constant price (RSI pinned at `50`) or a pure trend (RSI
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pinned at `100`) — the range is zero and StochRSI reports the neutral
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`50.0` (`flat_rsi_window_yields_50` and `pure_uptrend_yields_50` pin
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this).
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- **Bounds.** The output is always within `[0, 100]`
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(`output_stays_within_0_100` pins this).
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- **NaN / infinity inputs.** Non-finite inputs are silently dropped; the
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RSI and the window are not advanced.
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- **Reset.** `stoch_rsi.reset()` clears the inner RSI and the window.
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## Examples
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### Rust
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```rust
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use wickra::{BatchExt, Indicator, StochRsi};
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let mut sr = StochRsi::new(14, 14)?;
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let prices: Vec<f64> = (1..=60)
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.map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 10.0)
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.collect();
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let out = sr.batch(&prices);
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println!("warmup_period = {}", sr.warmup_period());
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println!("ready values: {}", out.iter().flatten().count());
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Ok(())
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}
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```
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Output:
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```
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warmup_period = 28
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ready values: 33
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```
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The first 27 inputs return `None`; from input 28 onward every output is a
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defined `[0, 100]` value.
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### Python
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```python
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import numpy as np
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import wickra as ta
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sr = ta.StochRSI() # (rsi_period=14, stoch_period=14)
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prices = np.full(40, 100.0) # constant series
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print(sr.batch(prices)[-1]) # flat RSI window -> neutral 50
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```
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Output:
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```
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50.0
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```
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### Node
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```javascript
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const ta = require('wickra');
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const sr = new ta.StochRSI(14, 14);
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const prices = Array.from({ length: 60 }, (_, i) => 100 + Math.sin(i * 0.3) * 10);
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console.log('warmupPeriod:', sr.warmupPeriod());
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```
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## Interpretation
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`StochRsi` is read like any `[0, 100]` oscillator, but with tighter
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thresholds because it saturates so readily: above `80` is overbought,
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below `20` oversold, and the `50` line is the midpoint. Because it is two
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oscillators deep, it is *fast and noisy* — excellent for spotting
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short-term turns, poor as a standalone trend filter. Many traders smooth
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it further (an SMA of StochRSI) and trade the crossover.
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## Common pitfalls
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- **Using it as a trend filter.** `StochRsi` whipsaws; confirm with a
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slower indicator before acting on a raw threshold cross.
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- **Forgetting the stacked warmup.** Warmup is `rsi_period + stoch_period`
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— for the default `(14, 14)` that is 28 bars.
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- **Expecting raw-RSI values.** `StochRsi` is a *position within range*,
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not RSI itself; the two are not interchangeable.
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## References
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Tushar Chande and Stanley Kroll, *The New Technical Trader* (1994). The
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implementation is the standard Stochastic-of-RSI; the flat-window
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convention (`50`) matches this library's [`Stochastic`](../momentum-oscillators/Indicator-Stochastic.md).
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## See also
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- [Indicator-Rsi.md](../momentum-oscillators/Indicator-Rsi.md) — the underlying oscillator.
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- [Indicator-Stochastic.md](../momentum-oscillators/Indicator-Stochastic.md) — the same formula on
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price instead of RSI.
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- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
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