kingchenc
f10b8c2e2d
* feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko)
Rounds out the Trailing Stops family from 5 to 12 indicators:
- HiLoActivator (Crabel): SMA-of-high/SMA-of-low trail with a one-bar
lag; emits the opposite-side SMA as the trailing stop.
- VoltyStop (Cynthia Kase): ATR trail anchored on the extreme close
since the trade was opened — tighter than AtrTrailingStop on
pullbacks.
- YoyoExit: long-only ATR trail with an explicit re-entry trigger at
trail + multiplier*ATR; exposes an in_trade flag.
- DonchianStop (Turtle): lowest low / highest high over the window;
multi-output {stop_long, stop_short}.
- PercentageTrailingStop: fixed-percent trail that scales across
instruments without per-asset tuning.
- StepTrailingStop: snaps to a step_size-aligned grid; mirrors
discretionary stop-by-hand workflow.
- RenkoTrailingStop: block-anchored trail; only moves on full-block
advances, ignores intra-block noise.
All seven are wired into wickra-core, the Python / Node / WASM
bindings, the indicator_update + indicator_update_candle fuzz targets,
the wickra bench harness, and the Python + Node test suites. README
counter bumps from 71 to 78; CHANGELOG entry under [Unreleased].
* fix(family-09): satisfy pedantic clippy lints
- hilo_activator: rewrite match-Some/None as if-let-else (single_match_else),
add backticks around the HiLo identifier in module/struct doc (doc_markdown).
- percentage / step / renko trailing stop tests: use f64::from(i32) instead
of `as f64` (cast_lossless).
- bench `benches()` is now >100 lines after Family 09 was wired in; allow
too_many_lines (matches the python pymodule fn).
445 lines
15 KiB
JavaScript
445 lines
15 KiB
JavaScript
/* tslint:disable */
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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module.exports.EMA = EMA
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module.exports.WMA = WMA
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module.exports.RSI = RSI
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module.exports.DEMA = DEMA
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module.exports.TEMA = TEMA
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module.exports.HMA = HMA
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module.exports.ROC = ROC
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module.exports.TRIX = TRIX
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module.exports.SMMA = SMMA
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module.exports.TRIMA = TRIMA
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module.exports.ZLEMA = ZLEMA
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module.exports.MOM = MOM
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module.exports.CMO = CMO
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module.exports.DPO = DPO
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module.exports.StdDev = StdDev
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module.exports.UlcerIndex = UlcerIndex
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module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
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module.exports.ZScore = ZScore
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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module.exports.Stochastic = Stochastic
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module.exports.OBV = OBV
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module.exports.ADX = ADX
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module.exports.ADXR = ADXR
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module.exports.CCI = CCI
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module.exports.WilliamsR = WilliamsR
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module.exports.MFI = MFI
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module.exports.PSAR = PSAR
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module.exports.Keltner = Keltner
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module.exports.Donchian = Donchian
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module.exports.VWAP = VWAP
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module.exports.RollingVWAP = RollingVWAP
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module.exports.AwesomeOscillator = AwesomeOscillator
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module.exports.Aroon = Aroon
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module.exports.KAMA = KAMA
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module.exports.RVI = RVI
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module.exports.PGO = PGO
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module.exports.KST = KST
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module.exports.SMI = SMI
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module.exports.LaguerreRSI = LaguerreRSI
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module.exports.ConnorsRSI = ConnorsRSI
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module.exports.Inertia = Inertia
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module.exports.ALMA = ALMA
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module.exports.McGinleyDynamic = McGinleyDynamic
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module.exports.FRAMA = FRAMA
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module.exports.VIDYA = VIDYA
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module.exports.JMA = JMA
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module.exports.Alligator = Alligator
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module.exports.EVWMA = EVWMA
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module.exports.APO = APO
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module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
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module.exports.CFO = CFO
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module.exports.ZeroLagMACD = ZeroLagMACD
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module.exports.ElderImpulse = ElderImpulse
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module.exports.STC = STC
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module.exports.T3 = T3
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module.exports.TSI = TSI
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module.exports.PMO = PMO
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module.exports.TII = TII
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module.exports.ADL = ADL
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module.exports.VolumePriceTrend = VolumePriceTrend
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module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
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module.exports.ChaikinOscillator = ChaikinOscillator
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module.exports.ForceIndex = ForceIndex
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module.exports.EaseOfMovement = EaseOfMovement
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module.exports.KVO = KVO
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module.exports.VolumeOscillator = VolumeOscillator
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module.exports.NVI = NVI
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module.exports.PVI = PVI
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module.exports.WilliamsAD = WilliamsAD
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module.exports.AnchoredVWAP = AnchoredVWAP
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module.exports.DemandIndex = DemandIndex
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module.exports.TSV = TSV
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module.exports.VZO = VZO
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module.exports.MarketFacilitationIndex = MarketFacilitationIndex
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module.exports.SuperTrend = SuperTrend
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module.exports.ChandelierExit = ChandelierExit
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module.exports.ChandeKrollStop = ChandeKrollStop
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module.exports.AtrTrailingStop = AtrTrailingStop
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module.exports.HiLoActivator = HiLoActivator
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module.exports.VoltyStop = VoltyStop
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module.exports.YoyoExit = YoyoExit
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module.exports.DonchianStop = DonchianStop
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module.exports.PercentageTrailingStop = PercentageTrailingStop
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module.exports.StepTrailingStop = StepTrailingStop
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module.exports.RenkoTrailingStop = RenkoTrailingStop
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module.exports.TypicalPrice = TypicalPrice
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module.exports.MedianPrice = MedianPrice
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module.exports.WeightedClose = WeightedClose
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module.exports.LinearRegression = LinearRegression
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module.exports.LinRegSlope = LinRegSlope
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module.exports.AcceleratorOscillator = AcceleratorOscillator
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module.exports.BalanceOfPower = BalanceOfPower
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module.exports.ChoppinessIndex = ChoppinessIndex
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module.exports.TrueRange = TrueRange
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module.exports.ChaikinVolatility = ChaikinVolatility
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module.exports.LinRegAngle = LinRegAngle
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module.exports.BollingerBandwidth = BollingerBandwidth
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module.exports.PercentB = PercentB
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module.exports.NATR = NATR
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module.exports.HistoricalVolatility = HistoricalVolatility
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module.exports.AroonOscillator = AroonOscillator
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module.exports.Vortex = Vortex
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module.exports.RWI = RWI
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module.exports.WaveTrend = WaveTrend
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module.exports.MassIndex = MassIndex
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module.exports.StochRSI = StochRSI
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module.exports.UltimateOscillator = UltimateOscillator
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module.exports.PPO = PPO
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module.exports.Coppock = Coppock
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module.exports.VWMA = VWMA
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module.exports.RVIVolatility = RVIVolatility
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module.exports.ParkinsonVolatility = ParkinsonVolatility
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module.exports.GarmanKlassVolatility = GarmanKlassVolatility
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module.exports.RogersSatchellVolatility = RogersSatchellVolatility
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module.exports.YangZhangVolatility = YangZhangVolatility
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module.exports.MaEnvelope = MaEnvelope
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module.exports.AccelerationBands = AccelerationBands
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module.exports.StarcBands = StarcBands
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module.exports.AtrBands = AtrBands
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module.exports.HurstChannel = HurstChannel
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module.exports.LinRegChannel = LinRegChannel
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module.exports.StandardErrorBands = StandardErrorBands
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module.exports.DoubleBollinger = DoubleBollinger
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module.exports.TtmSqueeze = TtmSqueeze
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module.exports.FractalChaosBands = FractalChaosBands
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module.exports.VwapStdDevBands = VwapStdDevBands
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