wickra 0.6.1 → 0.6.3

package/README.md

@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=434" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=447" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -48,7 +48,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [Node](https://docs.wickra.org/Quickstart-Node),
   [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 434 indicators; start at the
+  every one of the 447 indicators; start at the
   [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
   [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -79,7 +79,7 @@ Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
 | finta            | clean       | no          | Python                      |       ~80  | stale  |
 | talipp           | clean       | yes         | Python                      |       ~40  | yes    |
 
-Wickra's edge is **breadth with reach**: 434 indicators that all update in O(1)
+Wickra's edge is **breadth with reach**: 447 indicators that all update in O(1)
 per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
 single engine.
 
@@ -188,7 +188,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-434 streaming-first indicators across twenty-four families. Every one passes the
+447 streaming-first indicators across twenty-four families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -201,8 +201,8 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC, TSF Oscillator, MACD Histogram, PPO Histogram |
 | Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Volatility Cone |
 | Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands, Quartile Bands, Bomar Bands, Median Channel, Projection Bands, Projection Oscillator |
-| Trailing Stops       | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
-| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
+| Trailing Stops       | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop, Kase DevStop, Elder SafeZone, ATR Ratchet, NRTR, Time-Based Stop, Modified MA Stop |
+| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity Index, Better Volume, Volume-Weighted MACD |
 | Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient |
 | Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
 | Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
@@ -297,7 +297,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 434 indicators
+│   ├── wickra-core/         core engine + all 447 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   ├── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 │   └── wickra-bench/        internal cross-library benchmark harness (not published)

package/index.d.ts

@@ -149,6 +149,26 @@ export interface DonchianStopValue {
   stopLong: number
   stopShort: number
 }
+export interface KaseDevStopValue {
+  value: number
+  direction: number
+}
+export interface ElderSafeZoneValue {
+  value: number
+  direction: number
+}
+export interface AtrRatchetValue {
+  value: number
+  direction: number
+}
+export interface NrtrValue {
+  value: number
+  direction: number
+}
+export interface ModifiedMaStopValue {
+  value: number
+  direction: number
+}
 /** Vortex Indicator pair: `VI+` and `VI-`. */
 export interface VortexValue {
   plus: number
@@ -469,6 +489,11 @@ export interface FibTimeZonesValue {
   onZone: number
   barsToNext: number
 }
+export interface VolumeWeightedMacdValue {
+  macd: number
+  signal: number
+  histogram: number
+}
 export type SmaNode = SMA
 export declare class SMA {
   constructor(period: number)
@@ -1668,6 +1693,15 @@ export declare class ProjectionOscillator {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type TimeBasedStopNode = TimeBasedStop
+export declare class TimeBasedStop {
+  constructor(maxBars: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type StochNode = Stochastic
 export declare class Stochastic {
   constructor(kPeriod: number, dPeriod: number)
@@ -2328,6 +2362,71 @@ export declare class RenkoTrailingStop {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type KaseDevStopNode = KaseDevStop
+export declare class KaseDevStop {
+  constructor(period: number, dev: number)
+  update(high: number, low: number, close: number): KaseDevStopValue | null
+  /**
+   * Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type ElderSafeZoneNode = ElderSafeZone
+export declare class ElderSafeZone {
+  constructor(period: number, coeff: number)
+  update(high: number, low: number, close: number): ElderSafeZoneValue | null
+  /**
+   * Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type AtrRatchetNode = AtrRatchet
+export declare class AtrRatchet {
+  constructor(atrPeriod: number, startMult: number, increment: number)
+  update(high: number, low: number, close: number): AtrRatchetValue | null
+  /**
+   * Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type NrtrNode = Nrtr
+export declare class Nrtr {
+  constructor(pct: number)
+  update(high: number, low: number, close: number): NrtrValue | null
+  /**
+   * Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type ModifiedMaStopNode = ModifiedMaStop
+export declare class ModifiedMaStop {
+  constructor(period: number)
+  update(high: number, low: number, close: number): ModifiedMaStopValue | null
+  /**
+   * Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type TypicalPriceNode = TypicalPrice
 export declare class TypicalPrice {
   constructor()
@@ -4546,3 +4645,70 @@ export declare class FibTimeZones {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type VolumeRsiNode = VolumeRsi
+export declare class VolumeRsi {
+  constructor(period: number)
+  update(close: number, volume: number): number | null
+  batch(close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type WadNode = Wad
+export declare class Wad {
+  constructor()
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TwiggsMoneyFlowNode = TwiggsMoneyFlow
+export declare class TwiggsMoneyFlow {
+  constructor(period: number)
+  update(high: number, low: number, close: number, volume: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TradeVolumeIndexNode = TradeVolumeIndex
+export declare class TradeVolumeIndex {
+  constructor(minTick: number)
+  update(close: number, volume: number): number | null
+  batch(close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type IntradayIntensityNode = IntradayIntensity
+export declare class IntradayIntensity {
+  constructor()
+  update(high: number, low: number, close: number, volume: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type BetterVolumeNode = BetterVolume
+export declare class BetterVolume {
+  constructor(period: number)
+  update(high: number, low: number, close: number, volume: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type VolumeWeightedMacdNode = VolumeWeightedMacd
+export declare class VolumeWeightedMacd {
+  constructor(fast: number, slow: number, signal: number)
+  update(close: number, volume: number): VolumeWeightedMacdValue | null
+  /**
+   * Returns `[macd0, signal0, histogram0, macd1, ...]`, length `3 * n`.
+   * Warmup positions are `NaN`.
+   */
+  batch(close: Array<number>, volume: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}

package/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, LogReturn, RealizedVolatility, RollingIqr, RollingPercentileRank, TrendLabel, WinRate, Expectancy, SWMA, GMA, EHMA, MedianMA, AdaptiveLaguerre, DisparityIndex, FisherRSI, RSX, DynamicMomentumIndex, TREND_STRENGTH_INDEX, TsfOscillator, BipowerVariation, EwmaVolatility, Garch11, VolatilityOfVolatility, VolatilityCone, JumpIndicator, RegimeLabel, RollingQuantile, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpreadAr1Coefficient, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, CloseVsOpen, BodySizePct, WickRatio, HighLowRange, StochasticCCI, IMI, QQE, ElderRay, TTM_TREND, Qstick, POLARIZED_FRACTAL_EFFICIENCY, WAVE_PM, GatorOscillator, KasePermissionStochastic, VolatilityRatio, ProjectionOscillator, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, GD, HoltWinters, RMI, DerivativeOscillator, MacdHistogram, PpoHistogram, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, QuartileBands, BomarBands, MedianChannel, ProjectionBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, DoubleTopBottom, TripleTopBottom, HeadAndShoulders, Triangle, Wedge, FlagPennant, RectangleRange, CupAndHandle, Abcd, Gartley, Butterfly, Bat, Crab, Shark, Cypher, ThreeDrives, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, OrderFlowImbalance, Vpin, AmihudIlliquidity, RollMeasure, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha, SessionVwap, OvernightGap, SeasonalZScore, TimeOfDayReturnProfile, IntradayVolatilityProfile, VolumeByTimeProfile, DayOfWeekProfile, AverageDailyRange, TurnOfMonth, SessionHighLow, SessionRange, OvernightIntradayReturn, FibRetracement, FibExtension, FibProjection, AutoFib, GoldenPocket, FibConfluence, FibFan, FibArcs, FibChannel, FibTimeZones } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, LogReturn, RealizedVolatility, RollingIqr, RollingPercentileRank, TrendLabel, WinRate, Expectancy, SWMA, GMA, EHMA, MedianMA, AdaptiveLaguerre, DisparityIndex, FisherRSI, RSX, DynamicMomentumIndex, TREND_STRENGTH_INDEX, TsfOscillator, BipowerVariation, EwmaVolatility, Garch11, VolatilityOfVolatility, VolatilityCone, JumpIndicator, RegimeLabel, RollingQuantile, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpreadAr1Coefficient, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, CloseVsOpen, BodySizePct, WickRatio, HighLowRange, StochasticCCI, IMI, QQE, ElderRay, TTM_TREND, Qstick, POLARIZED_FRACTAL_EFFICIENCY, WAVE_PM, GatorOscillator, KasePermissionStochastic, VolatilityRatio, ProjectionOscillator, TimeBasedStop, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, GD, HoltWinters, RMI, DerivativeOscillator, MacdHistogram, PpoHistogram, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, KaseDevStop, ElderSafeZone, AtrRatchet, Nrtr, ModifiedMaStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, QuartileBands, BomarBands, MedianChannel, ProjectionBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, DoubleTopBottom, TripleTopBottom, HeadAndShoulders, Triangle, Wedge, FlagPennant, RectangleRange, CupAndHandle, Abcd, Gartley, Butterfly, Bat, Crab, Shark, Cypher, ThreeDrives, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, OrderFlowImbalance, Vpin, AmihudIlliquidity, RollMeasure, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha, SessionVwap, OvernightGap, SeasonalZScore, TimeOfDayReturnProfile, IntradayVolatilityProfile, VolumeByTimeProfile, DayOfWeekProfile, AverageDailyRange, TurnOfMonth, SessionHighLow, SessionRange, OvernightIntradayReturn, FibRetracement, FibExtension, FibProjection, AutoFib, GoldenPocket, FibConfluence, FibFan, FibArcs, FibChannel, FibTimeZones, VolumeRsi, Wad, TwiggsMoneyFlow, TradeVolumeIndex, IntradayIntensity, BetterVolume, VolumeWeightedMacd } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -433,6 +433,7 @@ module.exports.GatorOscillator = GatorOscillator
 module.exports.KasePermissionStochastic = KasePermissionStochastic
 module.exports.VolatilityRatio = VolatilityRatio
 module.exports.ProjectionOscillator = ProjectionOscillator
+module.exports.TimeBasedStop = TimeBasedStop
 module.exports.Stochastic = Stochastic
 module.exports.OBV = OBV
 module.exports.ADX = ADX
@@ -504,6 +505,11 @@ module.exports.DonchianStop = DonchianStop
 module.exports.PercentageTrailingStop = PercentageTrailingStop
 module.exports.StepTrailingStop = StepTrailingStop
 module.exports.RenkoTrailingStop = RenkoTrailingStop
+module.exports.KaseDevStop = KaseDevStop
+module.exports.ElderSafeZone = ElderSafeZone
+module.exports.AtrRatchet = AtrRatchet
+module.exports.Nrtr = Nrtr
+module.exports.ModifiedMaStop = ModifiedMaStop
 module.exports.TypicalPrice = TypicalPrice
 module.exports.MedianPrice = MedianPrice
 module.exports.WeightedClose = WeightedClose
@@ -747,3 +753,10 @@ module.exports.FibFan = FibFan
 module.exports.FibArcs = FibArcs
 module.exports.FibChannel = FibChannel
 module.exports.FibTimeZones = FibTimeZones
+module.exports.VolumeRsi = VolumeRsi
+module.exports.Wad = Wad
+module.exports.TwiggsMoneyFlow = TwiggsMoneyFlow
+module.exports.TradeVolumeIndex = TradeVolumeIndex
+module.exports.IntradayIntensity = IntradayIntensity
+module.exports.BetterVolume = BetterVolume
+module.exports.VolumeWeightedMacd = VolumeWeightedMacd

package/npm/darwin-arm64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-arm64.node",
   "files": [

package/npm/darwin-x64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-x64",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-x64.node",
   "files": [

package/npm/linux-arm64-gnu/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-linux-arm64-gnu",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-arm64-gnu.node",
   "files": [

package/npm/linux-x64-gnu/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-linux-x64-gnu",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-x64-gnu.node",
   "files": [

package/npm/win32-arm64-msvc/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-win32-arm64-msvc",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.win32-arm64-msvc.node",
   "files": [

package/npm/win32-x64-msvc/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-win32-x64-msvc",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.win32-x64-msvc.node",
   "files": [

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra",
-  "version": "0.6.1",
+  "version": "0.6.3",
   "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
   "author": "kingchenc <support@wickra.org>",
   "main": "index.js",
@@ -47,12 +47,12 @@
     "node": ">= 18"
   },
   "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.6.1",
-    "wickra-linux-arm64-gnu": "0.6.1",
-    "wickra-darwin-x64": "0.6.1",
-    "wickra-darwin-arm64": "0.6.1",
-    "wickra-win32-x64-msvc": "0.6.1",
-    "wickra-win32-arm64-msvc": "0.6.1"
+    "wickra-linux-x64-gnu": "0.6.3",
+    "wickra-linux-arm64-gnu": "0.6.3",
+    "wickra-darwin-x64": "0.6.3",
+    "wickra-darwin-arm64": "0.6.3",
+    "wickra-win32-x64-msvc": "0.6.3",
+    "wickra-win32-arm64-msvc": "0.6.3"
   },
   "scripts": {
     "build": "napi build --platform --release",