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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kingchenc
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# ADX
> Wilder's Average Directional Index — the smoothed strength of a trend,
> plus the two directional components (`+DI`, `DI`) that say which
> direction the trend is going.
## Quick reference
| Field | Value |
|-------|-------|
| Family | Trend & Directional |
| Input type | `Candle` |
| Output type | `AdxOutput { plus_di, minus_di, adx }` |
| Output range | each field in `[0, 100]` |
| Default parameters | `period = 14` (Python) |
| Warmup period | `2 · period` (28 for `period = 14`) |
| Interpretation | `adx > 25` means a meaningful trend; the dominant DI gives its direction |
## Formula
For each new candle at time `t` (with previous candle `t-1`):
```
+DM_t = high_t high_{t-1} if (high_t high_{t-1}) > (low_{t-1} low_t)
and (high_t high_{t-1}) > 0
= 0 otherwise
DM_t = low_{t-1} low_t if (low_{t-1} low_t) > (high_t high_{t-1})
and (low_{t-1} low_t) > 0
= 0 otherwise
TR_t = max(high_t low_t,
|high_t close_{t-1}|,
|low_t close_{t-1}|)
```
Wilder's smoothing is applied to all three series. Seeding is a simple
sum over the first `period` post-prev candles; after seeding the update
rule for any of these is
```
S_t = S_{t-1} S_{t-1} / period + X_t
```
where `X_t` is `TR_t`, `+DM_t`, or `DM_t`. The directional indicators
and DX then are
```
+DI_t = 100 · (+DM smoothed)_t / (TR smoothed)_t
DI_t = 100 · (DM smoothed)_t / (TR smoothed)_t
DX_t = 100 · |+DI_t DI_t| / (+DI_t + DI_t)
```
`ADX_t` is itself a Wilder-smoothed `DX` series, seeded as the mean of
the first `period` `DX` values, and then updated with `α = 1/period`:
```
ADX_t = (ADX_{t-1} · (period 1) + DX_t) / period
```
When `+DI + DI == 0`, `DX` is `0`; when `TR == 0`, both DI lines are
`0`. These are the divide-by-zero guards in `Adx::update`.
## Parameters
| Name | Type | Default (Python) | Valid range | Description |
|------|------|------------------|-------------|-------------|
| `period` | `usize` | `14` | `>= 1` | Wilder smoothing length shared by `+DM`, `DM`, `TR`, and `ADX`. |
`Adx::new(0)` returns `Error::PeriodZero`.
## Inputs / Outputs
From `impl Indicator for Adx`:
```rust
type Input = Candle;
type Output = AdxOutput;
fn update(&mut self, candle: Candle) -> Option<AdxOutput>;
```
`AdxOutput`:
| Field | Description |
|-------|-------------|
| `plus_di` | Plus Directional Indicator (`+DI`) — strength of upward movement. |
| `minus_di` | Minus Directional Indicator (`DI`) — strength of downward movement. |
| `adx` | Average Directional Index — smoothed `|DX|`, a directionless trend-strength measure. |
Python's `ADX.batch(high, low, close)` returns a `(n, 3)` `float64` array
with columns `[plus_di, minus_di, adx]`; warmup rows are entirely `NaN`.
The streaming `update(candle)` returns a `(plus_di, minus_di, adx)`
tuple or `None`.
Node's `ADX.batch(high, low, close)` returns a flat `number[]` of length
`n * 3`, interleaved `[plus_di_0, minus_di_0, adx_0, plus_di_1, …]`.
Only `batch` is exposed on the Node binding — no `update`.
## Warmup
`warmup_period()` returns `2 · period`. The first candle just provides a
"previous" reference (no DM/TR can be computed yet); the next `period`
candles seed the smoothed `+DM`, `DM`, and `TR` sums; the next `period`
candles after that produce `DX` values that seed `ADX`. For `period =
14` that's `1 + 14 + 13 = 28` candles before the first full
`AdxOutput`, which matches `2 · 14 = 28`.
## Edge cases
- **Strong unidirectional trend.** If every candle is strictly higher
than the last (with `+DM` always positive, `DM` always zero), `+DI`
saturates at `100`, `DI` at `0`, and `ADX` climbs toward `100`. The
example below produces exactly that.
- **Flat market (no high/low movement).** Every `TR`, `+DM`, `DM` is
zero, so the divide-by-zero guards return `+DI = DI = 0` and `DX =
0`; `ADX` then sits at `0` indefinitely.
- **Reset.** `reset()` clears `prev`, all seed sums and counts, all
smoothed values, the DX buffer, and `adx_value`.
## Examples
### Rust
```rust
use wickra::{Adx, BatchExt, Candle, Indicator};
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64 * 2.0;
Candle::new(base + 0.5, base + 1.0, base - 0.5, base + 0.5, 1.0, 0).unwrap()
})
.collect();
let mut adx = Adx::new(14)?;
let out = adx.batch(&candles);
let v = out[27].unwrap();
println!("row 27 +DI={} -DI={} ADX={}", v.plus_di, v.minus_di, v.adx);
let v = out[39].unwrap();
println!("row 39 +DI={} -DI={} ADX={}", v.plus_di, v.minus_di, v.adx);
# Ok::<(), wickra::Error>(())
```
Verified output:
```
row 27 +DI=80 -DI=0 ADX=100
row 39 +DI=80 -DI=0 ADX=100
```
### Python
```python
import numpy as np
import wickra as ta
n = 40
i = np.arange(n, dtype=float)
base = 100.0 + i * 2.0
high = base + 1.0
low = base - 0.5
close = base + 0.5
adx = ta.ADX(14)
out = adx.batch(high, low, close)
print('warmup:', adx.warmup_period())
print('shape :', out.shape)
print('row 27:', out[27])
print('row 39:', out[39])
```
Verified output:
```
warmup: 28
shape : (40, 3)
row 27: [ 80. 0. 100.]
row 39: [ 80. 0. 100.]
```
### Node
```javascript
const wickra = require('wickra');
const n = 40;
const high = [], low = [], close = [];
for (let i = 0; i < n; i++) {
const b = 100 + i * 2;
high.push(b + 1);
low.push(b - 0.5);
close.push(b + 0.5);
}
const adx = new wickra.ADX(14);
const out = adx.batch(high, low, close);
console.log('len :', out.length);
console.log('row 27:', { plusDi: out[27 * 3], minusDi: out[27 * 3 + 1], adx: out[27 * 3 + 2] });
console.log('row 39:', { plusDi: out[39 * 3], minusDi: out[39 * 3 + 1], adx: out[39 * 3 + 2] });
```
Verified output:
```
len : 120
row 27: { plusDi: 80, minusDi: 0, adx: 100 }
row 39: { plusDi: 80, minusDi: 0, adx: 100 }
```
## Interpretation
- **Trend-strength bands.** `ADX < 20` is typically read as a ranging
market; `ADX > 25` as a "real" trend; `ADX > 40` as a strong trend.
ADX itself is direction-agnostic — you need `+DI` vs `DI` to know
which way the trend points.
- **DI crossover.** `+DI` crossing above `DI` is a bullish directional
signal; the mirror is bearish. Many traders only act on a crossover
when `ADX > 25` to filter out crossovers in a ranging market.
- **ADX peaks.** A rising ADX confirms trend continuation; a falling
ADX from a high level suggests the current trend is exhausting (even
if `+DI` still dominates `DI`).
## Common pitfalls
- **Long warmup.** ADX needs `2 · period` candles before the first
emission — twice as many as most other Wilder indicators. A common
bug is reusing an "RSI fits in `period + 1` bars" mental model and
reading garbage during the ADX warmup; check `is_ready()` or test
for `NaN` on the `adx` column.
- **Plotted on the same axis as DI.** `+DI`, `DI`, and `ADX` all live
in `[0, 100]` and are typically overlaid. The crossover signal is
between `+DI` and `DI` only — `ADX` does not cross either of them
for any directional meaning.
## References
- J. Welles Wilder, *New Concepts in Technical Trading Systems*, Trend
Research, 1978 — the original publication of `+DI`, `DI`, `DX`,
`ADX`, and the smoothing scheme they share with RSI and ATR.
## See also
- [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](../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.