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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+# WeightedClose
+
+> Weighted Close — the bar's `(high + low + 2·close) / 4`, a per-bar price
+> that gives the close double weight.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Price Statistics |
+| Input type | `Candle` (uses `high`, `low`, `close`) |
+| Output type | `f64` |
+| Output range | unbounded (price scale) |
+| Default parameters | none (no parameters) |
+| Warmup period | `1` |
+| Interpretation | A representative per-bar price that leans on the close. |
+
+## Formula
+
+```
+WeightedClose = (high + low + 2·close) / 4
+```
+
+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.
+
+## Parameters
+
+`WeightedClose` takes **no parameters** — `WeightedClose::new()` in Rust,
+`wickra.WeightedClose()` in Python, `new ta.WeightedClose()` in Node.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/weighted_close.rs`:
+
+```rust
+impl Indicator for WeightedClose {
+    type Input = Candle;
+    type Output = f64;
+    // update(&mut self, input: Candle) -> Option<f64>
+}
+```
+
+`WeightedClose` is a **candle-input** indicator that reads `high`, `low` and
+`close`. In Python the streaming `update` accepts a 6-tuple or a dict; the
+batch helper takes `high`, `low`, `close` numpy arrays. Node and WASM expose
+`update(high, low, close)` and the matching `batch`.
+
+## Warmup
+
+`WeightedClose::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.** `wc.reset()` only clears the `is_ready` flag; there is no
+  rolling state to discard.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{Candle, Indicator, WeightedClose};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut wc = WeightedClose::new();
+    let v = wc.update(Candle::new(10.0, 12.0, 8.0, 11.0, 1.0, 0)?);
+    println!("{:?}", v);
+    Ok(())
+}
+```
+
+Output:
+
+```
+Some(10.5)
+```
+
+`(12 + 8 + 2·11) / 4 = 42 / 4 = 10.5`. This matches the `reference_value`
+test in `crates/wickra-core/src/indicators/weighted_close.rs`.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+wc = ta.WeightedClose()
+print(wc.batch(np.array([12.0]), np.array([8.0]), np.array([11.0])))
+```
+
+Output:
+
+```
+[10.5]
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const wc = new ta.WeightedClose();
+console.log(wc.batch([12], [8], [11]));
+```
+
+Output:
+
+```
+[ 10.5 ]
+```
+
+## Interpretation
+
+The weighted close sits on the spectrum between the raw close and the
+[`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.
+
+## Common pitfalls
+
+- **Feeding it scalar prices.** It needs the full `high`/`low`/`close` bar.
+
+## References
+
+The Weighted Close; the `(H + L + 2C) / 4` definition is standard (TA-Lib's
+`WCLPRICE`).
+
+## See also
+
+- [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.