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.

docs/wiki/indicators/price-statistics/Indicator-MedianPrice.md

@@ -0,0 +1,135 @@
+# MedianPrice
+
+> Median Price — the bar's `(high + low) / 2`, the midpoint of its range.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Price Statistics |
+| Input type | `Candle` (uses `high`, `low`) |
+| Output type | `f64` |
+| Output range | unbounded (price scale) |
+| Default parameters | none (no parameters) |
+| Warmup period | `1` |
+| Interpretation | The midpoint of the bar's range, ignoring open and close. |
+
+## Formula
+
+```
+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-oscillators/Indicator-AwesomeOscillator.md) is built on,
+and a useful close substitute when the close is noisy relative to the range.
+
+## Parameters
+
+`MedianPrice` takes **no parameters** — `MedianPrice::new()` in Rust,
+`wickra.MedianPrice()` in Python, `new ta.MedianPrice()` in Node.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/median_price.rs`:
+
+```rust
+impl Indicator for MedianPrice {
+    type Input = Candle;
+    type Output = f64;
+    // update(&mut self, input: Candle) -> Option<f64>
+}
+```
+
+`MedianPrice` is a **candle-input** indicator that reads `high` and `low`. In
+Python the streaming `update` accepts a 6-tuple or a dict; the batch helper
+takes `high`, `low` numpy arrays. Node and WASM expose `update(high, low)` and
+the matching `batch`.
+
+## Warmup
+
+`MedianPrice::new().warmup_period() == 1`. It is a stateless per-bar transform
+— it emits a value from the very first candle.
+
+## Edge cases
+
+- **No warmup.** Every candle produces a value immediately.
+- **Reset.** `mp.reset()` only clears the `is_ready` flag; there is no
+  rolling state to discard.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{Candle, Indicator, MedianPrice};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut mp = MedianPrice::new();
+    let v = mp.update(Candle::new(10.0, 12.0, 8.0, 11.0, 1.0, 0)?);
+    println!("{:?}", v);
+    Ok(())
+}
+```
+
+Output:
+
+```
+Some(10.0)
+```
+
+`(12 + 8) / 2 = 10`. This matches the `reference_value` test in
+`crates/wickra-core/src/indicators/median_price.rs`.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+mp = ta.MedianPrice()
+print(mp.batch(np.array([12.0]), np.array([8.0])))
+```
+
+Output:
+
+```
+[10.]
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const mp = new ta.MedianPrice();
+console.log(mp.batch([12], [8]));
+```
+
+Output:
+
+```
+[ 10 ]
+```
+
+## Interpretation
+
+The median price is the most range-centric of the three transforms — it is
+blind to the close. Use it when the question is "where did this bar trade?"
+rather than "where did it settle?", or as the input to a Bill Williams setup.
+
+## Common pitfalls
+
+- **Expecting the close to matter.** It does not — by definition the median
+  price ignores both the open and the close.
+
+## References
+
+The Median Price; the `(H + L) / 2` definition is standard (TA-Lib's
+`MEDPRICE`).
+
+## See also
+
+- [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.