Two stacked extremes: an ATR-padded high/low band, then the running extreme of
that over q bars, which is what keeps each stop monotone through a pullback.
The second pass is NaN-strict (extremeStrict), so nothing prints until the
whole q-bar window is past the ATR warmup, bar p + q - 2.
The long stop is padded off the lowest low, which is the published
definition and what the short stop mirrors. The reference implementation takes
both extremes over the high series (it never reads a low at all), so the two
long stops disagree by roughly the average high-low range while the short
stops agree to the last bit. Measured, deliberate, and left alone: matching it
would move a stop line for every existing user onto a reading that the
published definition of this stop contradicts.
Two stacked extremes: an ATR-padded high/low band, then the running extreme of that over
qbars, which is what keeps each stop monotone through a pullback. The second pass is NaN-strict (extremeStrict), so nothing prints until the wholeq-bar window is past the ATR warmup, barp + q - 2.The long stop is padded off the lowest low, which is the published definition and what the short stop mirrors. The reference implementation takes both extremes over the high series (it never reads a low at all), so the two long stops disagree by roughly the average high-low range while the short stops agree to the last bit. Measured, deliberate, and left alone: matching it would move a stop line for every existing user onto a reading that the published definition of this stop contradicts.