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ta4j-master/release/0.19.md

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+## 0.19 (released November 19, 2025)
+
+### Breaking
+- **`TradingStatement` is now an interface**: Converted to an interface implemented by `BaseTradingStatement`. This exposes the underlying `Strategy` and `TradingRecord` for advanced analysis workflows. **Action required**: Update any code that directly instantiates `TradingStatement` to use `BaseTradingStatement` instead.
+- **PnL and return criteria refactored into net/gross variants**: Split `ProfitLossCriterion`, `ProfitCriterion`, `LossCriterion`, `AverageProfitCriterion`, `AverageLossCriterion`, `ReturnCriterion`, `ProfitLossRatioCriterion`, and `ProfitLossPercentageCriterion` into separate net and gross concrete classes. This provides explicit control over whether trading costs are included in calculations. **Action required**: Update imports and class names to use the appropriate net or gross variant based on your analysis needs.
+- **Indicator operation classes consolidated**: [#1266](https://github.com/ta4j/ta4j/issues/1266) Unified `BinaryOperation`, `UnaryOperation`, `TransformIndicator`, and `CombineIndicator` into a cleaner API. **Action required**: Replace deprecated `TransformIndicator` and `CombineIndicator` usage with the new consolidated classes.
+- **Drawdown criteria moved to sub-package**: Relocated `MaximumDrawdownCriterion` and `ReturnOverMaxDrawdownCriterion` to the `criteria/drawdown/` sub-package for better organization. **Action required**: Update import statements to reflect the new package location.
+
+### Added
+- **Rule naming support**: Added `Rule#getName()` and `Rule#setName(String)` methods to allow rules to have custom names for improved trace logging and serialization. Rules now default to JSON-formatted names that include type and component information, but can be overridden with custom labels for better readability in logs and debugging output.
+- **Time-based trading rules**: Added `HourOfDayRule` and `MinuteOfHourRule` to enable trading strategies based on specific hours of the day (0-23) or minutes of the hour (0-59). These rules work with `DateTimeIndicator` to filter trading signals by time, enabling time-of-day based strategies.
+- **Time-based strategy examples**: Added `HourOfDayStrategy` and `MinuteOfHourStrategy` as example implementations demonstrating how to use the new time-based rules in complete trading strategies.
+- **Enhanced backtesting with performance tracking**: Introduced `BacktestExecutionResult` and `BacktestRuntimeReport` with new `BacktestExecutor` entry points. Users can now track per-strategy execution times, receive progress callbacks during long-running backtests, and efficiently stream top-k strategy selection for large strategy grids without loading all results into memory.
+- **Strategy serialization for persistence**: Added `StrategySerialization` with `Strategy#toJson()` and `Strategy#fromJson(BarSeries, String)` methods. This enables users to save and restore complete strategy configurations (including entry/exit rules) as JSON, making it easy to share strategies, version control configurations, and build strategy libraries.
+- **NamedStrategy serialization with compact format**: [#1349](https://github.com/ta4j/ta4j/issues/1349) Enabled `NamedStrategy` serialization/deserialization with compact labels (e.g., `ToggleNamedStrategy_true_false_u3`). Users can now persist strategy presets alongside their parameters in a human-readable format. Added registry/permutation helper APIs and lazy package scanning via `NamedStrategy.initializeRegistry(...)` for efficient strategy discovery.
+- **Renko chart indicators**: [#1187](https://github.com/ta4j/ta4j/issues/1187) Added `RenkoUpIndicator`, `RenkoDownIndicator`, and `RenkoXIndicator` to detect Renko brick sequences, enabling users to build strategies based on Renko chart patterns.
+- **Advanced drawdown analysis**: Added `CumulativePnL`, `MaximumAbsoluteDrawdownCriterion`, `MaximumDrawdownBarLengthCriterion`, and `MonteCarloMaximumDrawdownCriterion`. Users can now analyze drawdowns in absolute terms, measure drawdown duration, and estimate drawdown risk distributions through Monte Carlo simulation of different trade orderings.
+- **Comprehensive commission tracking**: Added `CommissionsCriterion` to total commissions paid across positions and `CommissionsImpactPercentageCriterion` to measure how much trading costs reduce gross profit. This helps users understand the real impact of transaction costs on strategy performance.
+- **Streak and extreme position analysis**: Added `MaxConsecutiveLossCriterion`, `MaxConsecutiveProfitCriterion`, `MaxPositionNetLossCriterion`, and `MaxPositionNetProfitCriterion`. Users can now identify worst loss streaks, best win streaks, and extreme per-position outcomes to better understand strategy risk and consistency.
+- **Position timing analysis**: Added `InPositionPercentageCriterion` to calculate the percentage of time a strategy remains invested, helping users understand capital utilization and exposure.
+- **Flexible bar building options**: Added `AmountBarBuilder` to aggregate bars after a fixed number of amount have been traded. Bars can now be built by `beginTime` instead of `endTime`, providing more flexibility in bar aggregation strategies.
+- **Volume-weighted MACD**: Added `MACDVIndicator` to volume-weight MACD calculations, providing an alternative MACD variant that incorporates volume information.
+- **Net momentum indicator**: Added `NetMomentumIndicator` for momentum-based strategy development.
+- **Vote-based rule composition**: Added `VoteRule` class, enabling users to create rules that trigger based on majority voting from multiple underlying rules.
+- **Enhanced data loading**: Added `AdaptiveJsonBarsSerializer` to support OHLC bar data from Coinbase or Binance, and new `JsonBarsSerializer.loadSeries(InputStream)` overload for easier data loading from streams.
+- **Improved charting and examples**: Expanded charting utilities to overlay indicators with trading records, added `NetMomentumStrategy` and `TopStrategiesExample`, and bundled a Coinbase ETH/USD sample data set to demonstrate the new APIs.
+- **Automated release pipeline**: Added GitHub workflow to automatically version, build, and publish artifacts to Maven Central. The pipeline uses `prepare-release.sh` to prepare release versions, creates release branches and tags, and publishes to Maven Central. Added `scripts/tests/test_prepare_release.sh` to validate release preparation functionality.
+- **Enhanced performance reporting**: Added Gson `DurationTypeAdapter`, `BasePerformanceReport`, and revised `TradingStatementGenerator` so generated statements always carry their source strategy and trading record for complete traceability.
+- **UnaryOperation helper**: Added `substitute` helper function to `UnaryOperation` for easier indicator transformations.
+- **Testing infrastructure**: Added tests for `DoubleNumFactory` and `DecimalNumFactory`, unit tests around indicator concurrency in preparation for future multithreading features, and `DecimalNumPrecisionPerformanceTest` to demonstrate precision vs performance trade-offs.
+
+### Changed
+- **Enhanced rule serialization with custom name preservation**: Improved `RuleSerialization` to preserve custom rule names set via `setName()` during serialization and deserialization. Custom names are now properly distinguished from default JSON-formatted names, enabling better strategy persistence and debugging workflows.
+- **Improved trace logging with rule names**: Enhanced trace logging in `AbstractRule` and `BaseStrategy` to use rule names (custom or default) in log output, making it easier to identify which rules are being evaluated during strategy execution.
+- **Unified logging backend**: Replaced Logback bindings with Log4j 2 `log4j-slf4j2-impl` so examples and tests share a single logging backend. Added Log4j 2 configurations for modules and tests. This simplifies logging configuration and ensures consistent behavior across all modules. Set unit test logging level to INFO and cleaned build output of all extraneous logging. 
+- **More accurate return calculations**: Changed `AverageReturnPerBarCriterion`, `EnterAndHoldCriterion`, and `ReturnOverMaxDrawdownCriterion` to use `NetReturnCriterion` instead of `GrossReturnCriterion` to avoid optimistic bias. This provides more realistic performance metrics that account for trading costs.
+- **Improved drawdown criterion behavior**: `ReturnOverMaxDrawdownCriterion` now returns 0 instead of `NaN` for strategies that never operate, and returns net profit instead of `NaN` for strategies with no drawdown. This makes the criterion more robust and easier to use in automated analysis.
+- **More flexible stop rules**: `StopGainRule` and `StopLossRule` now accept any price `Indicator` instead of only `ClosePriceIndicator`. Users can now create stop rules based on high, low, open, or custom price indicators for more sophisticated exit strategies.
+- **Enhanced swing indicators**: Reworked `RecentSwingHighIndicator` and `RecentSwingLowIndicator` with plateau-aware, NaN-safe logic and exposed `getLatestSwingIndex` for downstream analysis. This improves reliability and enables more advanced swing-based strategies.
+- **Configurable numeric precision**: Reduced default `DecimalNum` precision from 32 to 16 digits, improving performance while still maintaining sufficient accuracy for most use cases. Users can configure precision based on their specific needs.
+- **Improved numeric indicator chaining**: `NumericIndicator`'s `previous` method now returns a `NumericIndicator`, enabling fluent method chaining for indicator composition.
+- **Enhanced trading statements**: Added `TradingRecord` property to `TradingStatement` for more downstream flexibility around analytics, enabling users to access the full trading record from performance reports.
+- **Better code maintainability**: Removed magic number 25 in `UpTrendIndicator` and `DownTrendIndicator`, making the code more maintainable and self-documenting.
+- **Modernized build infrastructure**: [#1399](https://github.com/ta4j/ta4j/issues/1399) Refreshed dependencies, plugins, and build tooling while enforcing Java 21 and Maven 3.9+. This ensures compatibility with modern development environments and security updates.
+- **Maven Central distribution**: Changed snapshot distribution to Maven Central after OSSRH end-of-life, ensuring continued availability of snapshot builds.
+- **Improved bar series builder**: `BaseBarSeriesBuilder` now automatically uses the `NumFactory` from given bars instead of the default one, ensuring consistent numeric types throughout bar series construction.
+
+### Fixed
+- **Kalman filter robustness**: Guarded `KalmanFilterIndicator` against NaN/Infinity measurements to keep the Kalman state consistent, preventing calculation errors when input data contains invalid values.
+- **Recursive indicator stack overflow**: Fixed recursion bug in `RecursiveCachedIndicator` that could lead to stack overflow in certain situations, improving reliability for complex indicator calculations.
+- **Cost tracking in enter-and-hold**: Fixed `EnterAndHoldCriterion` to properly keep track of transaction and hold costs, ensuring accurate performance comparisons.
+- **Convergence divergence indicator**: Fixed strict rules of `ConvergenceDivergenceIndicator` for more accurate divergence detection.
+- **Return over max drawdown calculation**: Fixed calculation for `ReturnOverMaxDrawdownCriterion` and `VersusEnterAndHoldCriterion` to ensure accurate performance metrics.
+- **Profit/loss percentage calculation**: Refactored `ProfitLossPercentageCriterion` to correctly calculate aggregated return, fixing previous calculation errors.
+- **Bar series trade parameter order**: Fixed swapped parameter naming in `BaseBarSeries#addTrade(final Number tradeVolume, final Number tradePrice)` to match the method signature order.
+- **Bar builder aggregation**: Fixed aggregation of amount and trades in `VolumeBarBuilder` and `TickBarBuilder` to ensure accurate bar construction.
+- **SMA unstable period calculation**: Corrected the calculation of unstable bars for the SMA indicator, ensuring indicators report accurate stability periods.
+- **Java 25 compatibility**: Fixed `PivotPointIndicatorTest` to work with Java 25, ensuring compatibility with the latest Java versions. Note that this does not mean Ta4j as a whole now supports Java 25, that will come in a future release.
+- **JSON data loading**: Fixed bug in `MovingAverageCrossOverRangeBacktest` that prevented successfully loading test JSON bar data.
+- **Build performance**: Updated GitHub test workflow to cache dependencies for quicker builds, reducing CI/CD execution time.
+- **Documentation**: Updated test status badge on README and clarified PnL criterion comments about trading costs for better user understanding.
+
+### Removed/Deprecated
+- **Deprecated indicator classes**: Removed `TransformIndicator` and `CombineIndicator` in favor of the consolidated `BinaryOperationIndicator` and `UnaryOperationIndicator` classes. **Action required**: Migrate any code using these deprecated classes to the new consolidated API.
+

ta4j-master/release/0.21.0.md

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+## 0.21.0 (2025-11-29)
+
+### Changed
+- **Unified return representation system**: Say goodbye to inconsistent return formats across your analysis! Return-based criteria now use a unified `ReturnRepresentation` system that lets you choose how returns are displayed—whether you prefer multiplicative (1.12 for +12%), decimal (0.12), percentage (12.0), or logarithmic formats. Set it once globally via `ReturnRepresentationPolicy` or customize per-criterion. No more mental math converting between formats—Ta4j handles it all automatically. Legacy `addBase` constructors are deprecated in favor of the more expressive `ReturnRepresentation` enum.
+- **Ratio criteria now speak your language**: All ratio-producing criteria now support `ReturnRepresentation`, so you can format outputs consistently across your entire analysis pipeline. Whether you're comparing strategies, measuring risk, or tracking performance metrics, everything uses the same format. Updated criteria include:
+  - `VersusEnterAndHoldCriterion`: Strategy vs. buy-and-hold comparison (e.g., 0.5 = 50% better, displayed as 0.5, 50.0, or 1.5 depending on your preference)
+  - `ReturnOverMaxDrawdownCriterion`: Reward-to-risk ratio (e.g., 2.0 = return is 2x drawdown)
+  - `PositionsRatioCriterion`: Win/loss percentage (e.g., 0.5 = 50% winning)
+  - `InPositionPercentageCriterion`: Time in market (e.g., 0.5 = 50% of time)
+  - `CommissionsImpactPercentageCriterion`: Trading cost impact (e.g., 0.05 = 5% impact)
+  - `AbstractProfitLossRatioCriterion` (and subclasses): Profit-to-loss ratio (e.g., 2.0 = profit is 2x loss)
+  
+  All ratio criteria default to `ReturnRepresentation.DECIMAL` (the conventional format for ratios), but you can override per-criterion or globally. Perfect for dashboards, reports, or when you need to match external data formats. See each criterion's javadoc for detailed examples.
+- **Improved return representation tooling**: Added factory-level exponential support to avoid premature double conversions, expanded representation parsing to accept flexible names, and aligned VaR/ES/average-return empty-record behaviour across representations.
+- **High-precision DecimalNum exponentials**: `DecimalNumFactory#exp` now evaluates exponentials using the configured `MathContext` instead of delegating to {@code Math.exp}, preventing accidental loss of precision for high-precision numeric workflows.
+- **Simplified Returns class implementation**: Removed unnecessary `formatOnAccess` complexity from `Returns` class, inlined trivial `formatReturn()` wrapper method, and improved documentation clarity. The class now has a cleaner separation of concerns with better cross-references between `Returns`, `ReturnRepresentation`, and `ReturnRepresentationPolicy`.
+
+### Breaking
+- **EMA indicators now return NaN during unstable period**: `EMAIndicator`, `MMAIndicator`, and all indicators extending `AbstractEMAIndicator` now return `NaN` for indices within the unstable period (indices < `beginIndex + getCountOfUnstableBars()`). Previously, these indicators would return calculated values during the unstable period. **Action required**: Update any code that accesses EMA indicator values during the unstable period to handle `NaN` values appropriately, or wait until after the unstable period before reading values.
+- **`DifferencePercentageIndicator` deprecated**: `DifferencePercentageIndicator` has been deprecated in favor of `PercentageChangeIndicator`, which now provides all the same functionality plus additional features. **Action required**: Migrate to `PercentageChangeIndicator` using the migration examples in the deprecation javadoc.
+
+### Added
+- Added `TrueStrengthIndexIndicator`, `SchaffTrendCycleIndicator`, and `ConnorsRSIIndicator` to expand oscillator coverage
+- Added `PercentRankIndicator` helper indicator to calculate the percentile rank of a value within a rolling window
+- Added `DifferenceIndicator` helper indicator to calculate the difference between current and previous indicator values
+- Added `StreakIndicator` helper indicator to track consecutive up or down movements in indicator values
+- Added `StochasticIndicator` as a generic stochastic calculation indicator, extracted from `SchaffTrendCycleIndicator` for reuse
+- **AI-powered semantic release scheduler**: Added automated GitHub workflow that uses AI to analyze changes, determine version bumps (patch/minor/major), and schedule releases every 14 days. Includes structured approval process for major version bumps and OIDC token-based authentication for AI model calls. Enhanced release workflows with improved error handling, tag checking, and logging.

ta4j-master/release/0.22.0.md

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+## 0.22.0 (2025-12-29)
+
+### Breaking Changes
+- **CachedIndicator and RecursiveCachedIndicator synchronization changes**: `CachedIndicator` and `RecursiveCachedIndicator` no longer use `synchronized` methods. Thread safety is now achieved through internal locking using `ReentrantReadWriteLock`. **Action required**: Code that relied on external synchronization using indicator instances (e.g., `synchronized(indicator) { ... }`) must be updated to use explicit external locks.
+- **SqueezeProIndicator return type change**: `SqueezeProIndicator` return type changed from `Boolean` to `Num`. Use `getSqueezeLevel(int)` or `isInSqueeze(int)` for compression state instead of direct boolean checks.
+
+### Added
+- Added GitHub Actions workflow linting (`actionlint`) to catch workflow expression and shell syntax errors early.
+- **Num.isValid() utility method**: Added static `Num.isValid(Num)` method as the logical complement of `Num.isNaNOrNull()`, providing a convenient way to check if a value is non-null and represents a real number. Used extensively throughout the Elliott Wave indicators package for robust NaN handling.
+- **SqueezeProIndicator correction**: Corrected **SqueezeProIndicator** to mirror TradingView/LazyBear squeeze momentum output: SMA-based Bollinger vs. Keltner compression tiers (high/mid/low), SMA true range width (not Wilder ATR), and the LazyBear detrended-price momentum baseline used by `linreg` (with regression tests on AAPL/NEE 2025-12-05).
+- **SuperTrend indicator usability improvements**: Enhanced the SuperTrend indicator suite with intuitive helper methods and comprehensive documentation for traders:
+    - Added `isUpTrend(int)`, `isDownTrend(int)`, and `trendChanged(int)` methods to `SuperTrendIndicator` for easy trend detection and signal generation without manual band comparisons
+    - Comprehensive Javadoc with formulas, trading signals, usage examples, and references to authoritative sources (Investopedia, TradingView)
+    - Added `package-info.java` documentation for the supertrend package
+    - Expanded unit test coverage with trend reversal scenarios, serialization roundtrip tests, and ratcheting behavior verification
+
+- **Trendline and swing point analysis suite**: Added a comprehensive set of indicators for automated trendline drawing and swing point detection. These indicators solve the common problem of manually identifying support/resistance levels and drawing trendlines by automating the process while maintaining the same logic traders use when drawing lines manually. Useful for breakout strategies, trend-following systems, and Elliott Wave analysis.
+    - **Automated trendline indicators**: `TrendLineSupportIndicator` and `TrendLineResistanceIndicator` project support and resistance lines by connecting confirmed swing points. The indicators select the best trendline from a configurable lookback window using a scoring system based on swing point touches, proximity to current price, and recency. Historical values are automatically backfilled so trendlines stay straight and anchored on actual pivot points (not confirmation bars), avoiding the visual artifacts common in other implementations. Works with any price indicator (high/low/open/close/VWAP) and handles plateau detection, NaN values, and irregular time gaps—trendlines remain straight even across weekends and holidays. Supports both dynamic recalculation (updates on each bar) and static mode (freeze the first established line and project forward).
+    - **ZigZag pattern detection**: Added ZigZag indicator suite (`ZigZagStateIndicator`, `ZigZagPivotHighIndicator`, `ZigZagPivotLowIndicator`, `RecentZigZagSwingHighIndicator`, `RecentZigZagSwingLowIndicator`) that filters out insignificant price movements to reveal underlying trend structure. Unlike window-based swing indicators that require fixed lookback periods, ZigZag adapts dynamically using percentage or absolute price thresholds, making it particularly useful in volatile markets where fixed windows can miss significant moves. Pivot signals fire immediately when reversals are confirmed (no confirmation bar delay), and you can track support/resistance levels dynamically for mean-reversion strategies. Supports both fixed thresholds (e.g., 2% price movement) and dynamic thresholds based on indicators like ATR for volatility-adaptive detection.
+    - **Fractal-based swing detection**: `RecentFractalSwingHighIndicator` and `RecentFractalSwingLowIndicator` implement Bill Williams' fractal approach, identifying swing points by requiring a specified number of surrounding bars to be strictly higher or lower. Includes plateau-aware logic to handle flat tops and bottoms, making it robust for real-world market data. Good choice if you prefer the classic fractal methodology or need consistent swing detection across different market conditions.
+    - **Unified swing infrastructure**: All swing indicators share a common foundation (`AbstractRecentSwingIndicator` base class and `RecentSwingIndicator` interface) that provides consistent caching, automatic purging of stale swing points, and a unified API for accessing swing point indexes and values. Makes it straightforward to build custom swing detection algorithms or integrate with trendline tools—implement the interface and you get caching and lifecycle management automatically.
+    - **Swing point visualization**: `SwingPointMarkerIndicator` highlights confirmed swing points on charts without drawing connecting lines, useful for visualizing where pivots occur. Works with any swing detection algorithm (fractal-based, ZigZag, or custom implementations).
+
+- **Unified data source interface for seamless market data loading**: Finally, a consistent way to load market data regardless of where it comes from! The new `BarSeriesDataSource` interface lets you work with trading domain concepts (ticker, interval, date range) instead of wrestling with file paths, API endpoints, or parsing logic. Want to switch from CSV files to Yahoo Finance API? Just swap the data source implementation—your strategy code stays exactly the same. Implementations include:
+  - `YahooFinanceBarSeriesDataSource`: Fetch live data from Yahoo Finance (stocks, ETFs, crypto) with optional response caching to speed up development and avoid API rate limits
+  - `CoinbaseBarSeriesDataSource`: Load historical crypto data from Coinbase's public API with automatic caching
+  - `CsvFileBarSeriesDataSource`: Load OHLCV data from CSV files with intelligent filename pattern matching (e.g., `AAPL-PT1D-20230102_20231231.csv`)
+  - `JsonFileBarSeriesDataSource`: Load Coinbase/Binance-style JSON bar data with flexible date filtering
+  - `BitStampCsvTradesFileBarSeriesDataSource`: Aggregate Bitstamp trade-level CSV data into bars on-the-fly
+  
+  All data sources support the same domain-driven API: `loadSeries(ticker, interval, start, end)`. No more remembering whether your CSV uses `_bars_from_` or `-PT1D-` in the filename, or which API endpoint returns what format. The interface handles the implementation details so you can focus on building strategies. File-based sources automatically search for matching files, while API-based sources fetch and cache data transparently. See the new `CoinbaseBacktest` and `YahooFinanceBacktest` examples for complete workflows.
+  
+- **Elliott Wave analysis package**: Added a comprehensive suite of indicators for Elliott Wave analysis, enabling automated wave counting, pattern recognition, and confidence scoring. The package handles the inherent ambiguity in Elliott Wave analysis by generating multiple plausible wave interpretations with confidence percentages, making it practical for algorithmic trading strategies. All indicators work with swing point data from `RecentSwingIndicator` implementations (fractal or ZigZag), automatically filtering and compressing swings to identify Elliott wave structures. The system treats `DoubleNum` NaN values as invalid using `Num.isNaNOrNull()` and `Num.isValid()`, preventing NaN pivots, ratios, and targets from leaking into analysis.
+  - **Core swing processing**: `ElliottSwingIndicator` generates Elliott swings from `RecentSwingIndicator` swing points, `ElliottSwingCompressor` filters and compresses swings to identify wave structures, and `ElliottWaveCountIndicator` counts waves in the current pattern. `ElliottSwingMetadata` tracks swing relationships and wave structure.
+  - **Fibonacci analysis**: `ElliottRatioIndicator` calculates Fibonacci retracement/extension ratios between waves, `ElliottChannelIndicator` projects parallel trend channels for wave validation, and `ElliottConfluenceIndicator` identifies price levels where multiple Fibonacci ratios converge. `ElliottFibonacciValidator` provides continuous proximity scoring methods (`waveTwoProximityScore()`, `waveThreeProximityScore()`, etc.) returning 0.0-1.0 instead of boolean pass/fail.
+  - **Wave state tracking**: `ElliottPhaseIndicator` tracks the current wave phase (impulse waves 1-5, corrective waves A-B-C), and `ElliottInvalidationIndicator` surfaces invalidations when wave counts break down. `ElliottPhase` enum represents wave phases with degree information.
+  - **Confidence scoring and scenario generation**: `ElliottConfidence` record captures confidence metrics with weighted factor scores (Fibonacci proximity 35%, time proportions 20%, alternation quality 15%, channel adherence 15%, structure completeness 15%). `ElliottConfidenceScorer` is a stateless utility that calculates confidence from swing data with configurable weights. `ElliottScenario` represents a single wave interpretation with confidence, invalidation level, and Fibonacci-based price targets. `ElliottScenarioSet` is an immutable container holding ranked alternative scenarios with convenience methods (`base()`, `alternatives()`, `consensus()`, `hasStrongConsensus()`, `confidenceSpread()`). `ScenarioType` enum classifies pattern types (IMPULSE, CORRECTIVE_ZIGZAG, CORRECTIVE_FLAT, CORRECTIVE_TRIANGLE, CORRECTIVE_COMPLEX, UNKNOWN). `ElliottScenarioGenerator` generates alternative interpretations by exploring different starting points, pattern types, and degree variations, with automatic pruning of low-confidence scenarios. `ElliottScenarioIndicator` is a CachedIndicator returning `ElliottScenarioSet` for each bar, integrating scenario generation with the indicator framework. `ElliottScenarioComparator` provides utilities for comparing scenarios with methods like `divergenceScore()`, `sharedInvalidation()`, `consensusPhase()`, and `commonTargetRange()`.
+  - **Price projections and invalidation levels**: `ElliottProjectionIndicator` returns Fibonacci-based price targets from the base case scenario. `ElliottInvalidationLevelIndicator` returns the specific price level that would invalidate the current count, with PRIMARY/CONSERVATIVE/AGGRESSIVE modes.
+  - **Facade and utilities**: `ElliottWaveFacade` provides a high-level API with scenario-based methods: `scenarios()`, `primaryScenario(int)`, `alternativeScenarios(int)`, `confidenceForPhase(int, ElliottPhase)`, `hasScenarioConsensus(int)`, `scenarioConsensus(int)`, `scenarioSummary(int)`. `ElliottDegree` enum represents wave degrees (SUBMINUETTE through GRAND_SUPERCYCLE) with methods for higher/lower degree navigation. `ElliottChannel` represents parallel trend channels for wave validation.
+  - **Example and integration**: `ElliottWaveAnalysis` example demonstrates confidence percentages, scenario probability distributions, and alternative scenario display, showing how to integrate Elliott Wave analysis into trading strategies.
+
+- **Chart annotation support**: Added `BarSeriesLabelIndicator` to the ta4j-examples charting package, enabling sparse bar-index labels for chart annotations. The indicator returns label Y-values (typically prices) at labeled indices and `NaN` elsewhere, with integrated support in `TradingChartFactory` for rendering text annotations on charts. Useful for marking significant events, wave labels, or custom annotations on trading charts.
+- **Channel overlay helpers**: Added a `PriceChannel` interface (upper/lower/median, shared validity/width/contains helpers, and a boundary enum), a `ChannelBoundaryIndicator` charting helper, and `ChartBuilder.withChannelOverlay(...)` convenience methods (including a channel-indicator overload) for plotting channel boundaries like Elliott channels, Bollinger bands, and Keltner channels. Charting now validates that channel overlays include both upper and lower boundaries, provides TradingView-inspired muted defaults with channel fill shading and a dashed, lower-opacity median line, and exposes a fluent channel styling stage including interior fill controls.
+
+### Changed
+- **Elliott Wave scenario probability JSON output**: Scenario probability values are now serialized as decimal ratios (0.0-1.0) rounded to two decimals instead of percentages, while log output remains in percent.
+- **CachedIndicator and RecursiveCachedIndicator performance improvements**: Major refactoring to improve indicator caching performance:
+    - **O(1) eviction**: Replaced ArrayList-based storage with a fixed-size ring buffer (`CachedBuffer`). When `maximumBarCount` is set, evicting old values now takes constant time instead of O(n) per-bar copies.
+    - **Read-optimized locking**: Migrated from `synchronized` blocks to a non-fair `ReentrantReadWriteLock` with an optimistic (lock-free) fast path for cache hits. Cache misses and invalidation remain write-locked, while read-heavy workloads scale without serializing threads.
+    - **Reduced allocation churn**: Eliminated `Collections.nCopies()` allocations in the common "advance by 1 bar" case. The ring buffer writes directly to slots without creating intermediate lists.
+    - **Last-bar mutation caching**: Repeated calls to `getValue(endIndex)` on an unchanged in-progress bar now reuse the cached result. The cache automatically invalidates when the bar is mutated (via `addTrade()` or `addPrice()`) or replaced (via `addBar(..., true)`).
+    - **Deadlock avoidance**: Fixed lock-order deadlock risk between last-bar caching and the main cache by ensuring last-bar computations and invalidation never run while holding locks needed by cache writes.
+    - **Iterative prefill under single lock**: `RecursiveCachedIndicator` now uses `CachedBuffer.prefillUntil()` to compute gap values iteratively under one write lock, avoiding repeated lock re-entry and series lookups.
+    - **Last-bar computation timeout**: Added 5-second timeout for waiting threads to prevent indefinite hangs if the thread owning a last-bar computation dies unexpectedly.
+- **ta4j-examples runners and regression coverage**: Added main-source runners (`CachedIndicatorBenchmark`, `RuleNameBenchmark`, `TrendLineAndSwingPointAnalysis`) and a robust regression test (`TrendLineAndSwingPointAnalysisTest`) so full builds stay quiet while still validating trendlines/swing points and enabling chart generation via `main`.
+- **BacktestPerformanceTuningHarness**: Expanded the example into a configurable tuning harness that sweeps strategy counts, bar counts, and `maximumBarCount` hints, capturing runtime + GC overhead and identifying the last linear ("sweet spot") configuration. Includes an optional heap sweep that forks a child JVM per `-Xmx` value.
+- **Comprehensive README overhaul**: Completely rewrote the README to make Ta4j more approachable for new users while keeping it useful for experienced developers. Added a dedicated "Sourcing market data" section that walks through getting started with Yahoo Finance (no API key required!), explains all available data source implementations, and shows how to create custom data sources. Reorganized content with clearer navigation, better code examples, and practical tips throughout. The Quickstart example now includes proper error handling and demonstrates real-world data loading patterns. New users can go from zero to running their first backtest in minutes, while experienced quants can quickly find the advanced features they need.
+
+### Removed
+- Deleted `BuyAndSellSignalsToChartTest.java`, `CashFlowToChartTest.java`, `StrategyAnalysisTest.java`, `TradeCostTest.java`, `IndicatorsToChartTest.java`, `IndicatorsToCsvTest.java` from the ta4j-examples project. Despite designated as "tests", they simply launched the main of the associated class.
+- Consolidated `SwingPointAnalysis.java` and `TrendLineAnalysis.java` into `TrendLineAndSwingPointAnalysis.java` to provide a unified analysis example combining both features.
+- Removed `TopStrategiesExampleBacktest.java` and `TrendLineDefaultCapsTest.java` as part of example consolidation and test cleanup.
+
+### Fixed
+- **Rule naming now lightweight**: `Rule#getName()` is now a simple label (defaults to the class name) and no longer triggers JSON serialization. Composite rules build readable names from child labels without serialization side effects.
+- **Explicit rule serialization APIs**: Added `Rule#toJson(BarSeries)`/`Rule#fromJson(BarSeries, String)` so serialization happens only when explicitly requested. Custom names are preserved via `__customName` metadata, independent of `getName()`.
+- **Rule name visibility**: Made rule names volatile and added regression coverage so custom names set on one thread are always visible on others, preventing fallback to expensive default-name serialization under concurrency.
+- Fixed GitHub Actions `release-scheduler.yml` failure in the `Compute new version` step (bash syntax) and hardened job `if:` conditions.
+- Fixed **SuperTrendUpperBandIndicator** NaN contamination by recovering once ATR leaves its unstable window and aligning unstable-bar counts across SuperTrend components so values stabilize after ATR warms up.
+- **Consistent NaN handling across all SuperTrend indicators**: `SuperTrendLowerBandIndicator` and `SuperTrendIndicator` now return NaN during the unstable period (when ATR values are not yet reliable), consistent with `SuperTrendUpperBandIndicator` and the project convention that indicators should return NaN during their unstable period. Previously, these indicators returned zero during the unstable period, which was inconsistent with other indicators and could lead to misleading calculations.
+- **Test improvements for headless environment compatibility**: Updated strategy and charting tests (`RSI2StrategyTest`, `CCICorrectionStrategyTest`, `GlobalExtremaStrategyTest`, `MovingMomentumStrategyTest`, `ChartWorkflowTest`) to use `SwingChartDisplayer.DISABLE_DISPLAY_PROPERTY` instead of `Assume.assumeFalse()` for headless environment checks. This allows tests to run reliably in both headless and non-headless environments without skipping, improving CI/CD compatibility and test coverage.

ta4j-master/release/0.22.1.md

@@ -0,0 +1,14 @@
+## 0.22.1 (2026-01-15)
+
+### Added
+- **Manual GitHub Release workflow trigger**: Added `workflow_dispatch` support with a required tag input so maintainers can backfill or re-run a GitHub Release directly from the Actions UI.
+- **GitHub Release dry-run option**: Added a `dryRun` flag for manual GitHub Release triggers to preview notes, validate artifacts, and preflight release token permissions without publishing.
+- **Manual actionlint trigger**: Added `workflow_dispatch` support so workflow linting can be run on demand.
+
+### Changed
+- **GitHub Release execution path**: Release creation now relies on tag-push triggers (and the manual dispatch option) instead of being invoked directly from `release.yml`, with the workflow checking out the target tag to align notes and artifacts.
+- **Release automation tokens**: `release-scheduler.yml` and `release.yml` use `GITHUB_TOKEN`, while `github-release.yml` uses the `GH_TA4J_REPO_TOKEN` classic PAT for GitHub Release creation under org token restrictions.
+
+### Fixed
+- **GitHub Release artifacts**: Build now uses the production-release profile so javadoc jars are generated and artifact validation succeeds.
+- **GitHub Release asset uploads**: Removed overlapping upload patterns to prevent duplicate asset uploads from failing the release.

ta4j-master/release/0.22.2.md

@@ -0,0 +1,96 @@
+## 0.22.2 (2026-02-15)
+
+### Breaking
+- **Trade model split**: `Trade` is now an interface; the previous concrete implementation is `SimulatedTrade` (backtesting/simulation), and live executions are represented by `LiveTrade`.
+- **Swing indicator interfaces**: Removed deprecated `RecentSwingHighIndicator` and `RecentSwingLowIndicator`; use `RecentSwingIndicator` and concrete implementations directly.
+
+
+### Added
+- **Charting time axis mode**: Added `TimeAxisMode` with `BAR_INDEX` support to compress non-trading gaps (weekends/holidays) on charts while keeping bar timestamps intact.
+- **Concurrent real-time bar series pipeline**: Introduced core support for concurrent, streaming bar ingestion with
+  a dedicated series (`ConcurrentBarSeries`/builder), realtime bar model (`RealtimeBar`/`BaseRealtimeBar`), and
+  streaming-bar ingestion helpers to enable candle reconciliation and side/liquidity-aware trade aggregation.
+- **Live trading domain model**: Added `ExecutionIntent`, `ExecutionFill`, `LiveTrade`, and `LiveTradingRecord` with
+  partial-fill tracking, multi-lot bookkeeping, and configurable matching (`FIFO`, `LIFO`, `AVG_COST`, `SPECIFIC_ID`).
+- **Strategy trade direction**: Added `Strategy#getStartingType()` (default `BUY`) so strategies can declare long-first
+  or short-first behavior explicitly.
+- **Open position analytics**: Added `PositionLedger`, `OpenPositionCostBasisCriterion`,
+  `OpenPositionUnrealizedProfitCriterion`, and `TotalFeesCriterion` for live exposure and fee analysis.
+- **Sharpe Ratio**: Added `SharpeRatioCriterion` and its related calculation classes
+- **Equity-curve controls**: Added `OpenPositionHandling` and `PerformanceIndicator` to standardize mark-to-market vs
+  realized behavior across performance metrics.
+- Added **ThreeInsideUpIndicator** and **ThreeInsideDownIndicator**
+- Added **MorningStarIndicator** and **EveningStarIndicator**
+- Added **BullishKickerIndicator** and **BearishKickerIndicator**
+- Added **PiercingIndicator** and **DarkCloudIndicator**
+- **Threshold-based boolean rules**: [#1422](https://github.com/ta4j/ta4j/issues/1422) Added `AndWithThresholdRule`/`OrWithThresholdRule` that also work backwards with a certain threshold.
+- Added versions-maven-plugin
+- **Elliott Wave analysis toolkit**: Added `ElliottWaveAnalyzer`, `ElliottAnalysisResult`, configurable `PatternSet`,
+  and the `org.ta4j.core.indicators.elliott.swing` detector/filter package for pluggable, chart-independent analysis.
+- **Elliott Wave confidence modeling**: Added profile-driven confidence scoring with factor breakdowns, time
+  alternation diagnostics, and granular Fibonacci relationship scoring.
+- **Elliott Wave trend bias**: Added `ElliottTrendBias` and `ElliottTrendBiasIndicator` for scenario-weighted
+  bullish/bearish context, plus `ElliottScenarioSet#trendBias()` and `ElliottWaveFacade#trendBias()` helpers.
+- **Elliott Wave strategy demos**: Added `ElliottWaveAdaptiveSwingAnalysis`, `ElliottWavePatternProfileDemo`,
+  `ElliottWaveTrendBacktest`, and `HighRewardElliottWaveBacktest` with `HighRewardElliottWaveStrategy` for
+  selective impulse entries using confidence, alternation, and risk/reward filters.
+- **DonchianChannelFacade**: [#1407](https://github.com/ta4j/ta4j/issues/1407): Added **DonchianChannelFacade** new class providing a facade for DonchianChannel Indicators by using lightweight `NumericIndicators`
+- Added constructors accepting custom ATR indicator to **AverageTrueRangeStopGainRule** **AverageTrueRangeStopLossRule** and **AverageTrueRangeTrailingStopLossRule**
+- **Sortino Ratio**: Added `SortinoRatioCriterion` for downside deviation-based risk adjustment
+
+### Changed
+- **Bar builders null handling**: Bar builders now skip null-valued bars entirely instead of inserting placeholder/null bars, leaving gaps when inputs are missing or invalid.
+- **Charting overlays**: Refactored overlay renderer construction and centralized time-axis domain value selection to reduce branching without changing chart output.
+- **Charting defaults**: Centralized chart styling defaults (anti-aliasing, background, title paint) for consistency across chart types.
+- **Chart builder metadata**: Chart definitions now surface a shared metadata object for domain series, title, and time axis mode; chart plans expose a ChartContext and derive their primary series from it, with ChartWorkflow rendering helpers accepting contexts.
+- **TimeBarBuilder**: Enhanced with trade ingestion logic, time alignment validation, and RealtimeBar support.
+- **BaseBarSeriesBuilder**: Deprecated `setConstrained` in favor of deriving constrained mode from max-bar-count configuration.
+- **Release automation (two-phase, tokens, tooling):** Two-phase workflows (`prepare-release.yml`, `publish-release.yml`) with optional direct push (`RELEASE_DIRECT_PUSH`). Token handling: preflight runs before checkout; `GH_TA4J_REPO_TOKEN` is used for checkout and push only when valid, otherwise `github.token`; fail fast when the token lacks write (warn in dry-run). Release process docs overhauled; pre-push hook runs actionlint on workflow changes (see CONTRIBUTING); agent workflow skips full build for workflow/CHANGELOG/docs-only changes.
+- **Release scheduler and discussions:** Gated by `RELEASE_SCHEDULER_ENABLED`. Dispatches through prepare-release only when binary-impacting changes exist (`pom.xml` or `src/main/**`); AI prompt uses summarized binary changes and trimmed changelog with optional `RELEASE_AI_MODEL`. Scheduler and release runs post to GitHub Discussions with run mode and timestamp; binary path list and Maven Central summary in collapsible details; previous dry-run comments for the same tag are removed before posting.
+- **Publish-release manual trigger:** For workflow_dispatch, `releaseCommit` is optional and auto-detected from `release/<version>.md` on the default branch so manual publishes require only the release version.
+- **Release health workflow:** Scheduled checks for tag reachability, snapshot version drift, stale release PRs, and missing release notes, with summaries posted to Discussions.
+- **Factory selection from bars**: Derive the NumFactory from the first available bar price instead of assuming a specific price is always present.
+- **CashFlow**: Added a realized-only calculation mode alongside the default mark-to-market cash flow curve.
+- **Live/backtest calculation parity**: `CashFlow`, `CumulativePnL`, `Returns`, and drawdown criteria now align on bar
+  indices, support explicit equity/open-position handling, and correctly account for multiple live lots.
+- **Live vs simulated record boundaries**: `BaseTradingRecord` now rejects `LiveTrade`, while charting/analysis paths can
+  build partial `LiveTradingRecord` instances so recorded live fees are preserved.
+- **Live persistence simplification**: Removed `LiveTradingRecordSnapshot`; persistence now uses `LiveTradingRecord`
+  serialization plus explicit cost-model rehydration.
+- **Recorded fee semantics**: Live-trading positions and criteria now use recorded `LiveTrade` fees via
+  `RecordedTradeCostModel` so PnL reflects actual execution costs.
+- **License headers**: Switch Java source file headers to SPDX identifiers.
+- **Elliott Wave analysis example**: Scenario probability weighting now applies adaptive confidence contrast so closely scored scenarios separate more clearly.
+- **Position duration criterion**: implemented `PositionDurationCriterion` to measure positions duration.
+- **Statistics helper**: Consolidated statistics selection into the `Statistics` enum, with Num calculations.
+- **Monte Carlo drawdown criterion**: Reused shared statistics helper for simulated drawdown summaries.
+- **Dependencies**: update to latest versions
+- **Elliott Wave scoring and diagnostics**: Extension ratio scoring now penalizes under/over-extended projections,
+  chart/JSON outputs include scenario-weighted trend bias, and logs include time alternation diagnostics.
+- **CI concurrency**: Cancel in-progress runs for the primary PR/push validation workflows to reduce backlog.
+
+### Fixed
+- **Build script**: Ensure `scripts/run-full-build-quiet.sh` creates a temp filter script on macOS by using a trailing-`X` mktemp template and guarding cleanup when the temp list is unset.
+- **TimeBarBuilder**: Preserve in-progress bars when trade ingestion skips across multiple time periods.
+- **Release workflow notifications**: Fix discussion comment posting in workflows (unescaped template literals).
+- **Release workflow hardening**: Improved `prepare-release.yml` token preflight with push-capability checks and an early `git push --dry-run` probe, and fixed `github-script` `core` redeclaration errors in both `prepare-release.yml` and `publish-release.yml`.
+- **Release health workflow**: Ensure discussion notifications are posted even when summary generation fails and avoid `github-script` core redeclaration errors.
+- **Indicator unstable periods**: Standardized unstable-bar aggregation and warm-up guarding across indicators so pre-warmup bars are handled consistently, including lookback-driven trend/cross indicators.
+- **CashFlow**: Prevented NaN values when a position opens and closes on the same bar index.
+- **Returns**: Mark-to-market returns now carry forward cost-adjusted prices for consistent holding-cost treatment.
+- **BarSeries MaxBarCount**: Fixed sub-series creation to preserve the original series max bars, instead of resetting it to default Integer.MAX_VALUE 
+- **SimulatedTrade**: Avoid divide-by-zero when calculating net price for zero-amount trades and return a non-null
+  zero-cost model when deserialized without a transient cost model.
+- **Position**: Default transaction/holding cost models after deserialization now return zero-cost models instead of
+  `null`.
+- **Live-trading validation hardening**: `BaseTradingRecord` now rejects empty trade arrays with a clear error, and
+  `PositionBook` validates null/non-positive live trades before mutating lot state.
+- **Strategy starting type propagation**: `BarSeriesManager` default `run(...)` methods now use `Strategy#getStartingType()`, `BaseStrategy` composition (`and`/`or`/`opposite`) preserves non-default starting types, and strategy serialization round-trips retain short-mode (`SELL`) starting type metadata.
+- **ExecutionFill index handling**: `LiveTradingRecord.recordExecutionFill(ExecutionFill)` now applies explicit fill indices consistently for both `LiveTrade` and non-`LiveTrade` implementations.
+- **Keltner channels**: Rebuild ATR indicators after deserialization and include ATR unstable bars in the reported warmup.
+- **Trade interface naming**: Aligned the public `Trade` interface filename with Java conventions to restore compilation.
+- **Release scheduler**: Gate release decisions on binary-impacting changes (`pom.xml` or `src/main/**`) so workflow-only updates no longer trigger releases.
+- **Release scheduler redaction**: Avoid masking long Java class names in binary-change listings.
+- **Release version validation**: Fixed version comparison in `prepare-release.yml` to properly validate that `nextVersion` is greater than `releaseVersion` using semantic version sorting, preventing invalid version sequences.
+- **Fixed incorrect @since 0.23** by replacing with 0.22.2
+- **Full build script**: Fix macOS temp file creation in `run-full-build-quiet.sh` by using a portable mktemp template.

ta4j-master/release/0.22.3.md

@@ -0,0 +1,49 @@
+## 0.22.3 (2026-03-01)
+
+### Added
+- **Bill Williams indicator suite**: Added `FractalHighIndicator`, `FractalLowIndicator`, `AlligatorIndicator` (jaw/teeth/lips defaults), `GatorOscillatorIndicator` (upper/lower histogram branches), and `MarketFacilitationIndexIndicator` with comprehensive regression coverage for confirmation delays, overlapping windows, flat-price/zero-volume edge cases, constructor validation, unstable-bar boundaries, and lower-histogram signed-zero handling.
+- **Risk controls APIs**: Added `PositionRiskModel`, `StopLossPositionRiskModel`, and `RMultipleCriterion` for risk-unit (R-multiple) evaluation, plus `StopLossPriceModel`/`StopGainPriceModel` and fixed/trailing/volatility/ATR stop-loss and stop-gain rule variants.
+- **Agent guidance tooling and docs**: Reorganized project `AGENTS.md` into scoped, task-local guides and added `scripts/agents_for_target.sh` to resolve effective instructions for any target path.
+- **Regression coverage additions**: Added explicit tests for `TimeBarBuilder` gap placement, `NetMomentumIndicator` pivot/decay edge handling, mixed-field serialization routing, named-strategy label/vararg diagnostics, and `VolumeIndicator` rolling-window behavior.
+- Added **PiercingLineIndicator** and **DarkCloudCoverIndicator** with configurable body-size, gap, and penetration thresholds for candlestick pattern detection.
+- **Trend confirmation oscillators**: Added `VortexIndicator` (+VI, -VI, and oscillator output) and `UltimateOscillatorIndicator` with configurable periods, warm-up guards, and regression tests against published reference values.
+- **Volatility-normalized MACD-V toolkit**: Added `VolatilityNormalizedMACDIndicator` with canonical ATR-normalized MACD-V calculation, configurable signal/histogram helpers, and `MACDVMomentumState` classification utilities.
+- **MACD-V momentum helper components**: Added `MACDHistogramMode`, `MACDLineValues`, `MACDVMomentumProfile`, `MACDVMomentumStateIndicator`, and `MomentumStateRule` to support configurable histogram polarity, bundled line snapshots, and momentum-state rule composition.
+- **MACD-V strategy demo**: Added `MACDVMomentumStateStrategy` to `ta4j-examples`, demonstrating custom signal-line injection and momentum-state filtered entry/exit rules.
+
+### Changed
+- **Risk/stop-rule refinements**: Tightened volatility stop-gain coefficient validation, removed redundant risk recomputation in `RMultipleCriterion`, added the missing `AverageTrueRangeTrailingStopLossRule` lookback overload, and expanded shared stop-rule fixtures/tests and Javadocs.
+- **VolumeIndicator performance**: Replaced O(barCount) per-index summation with an O(1) rolling partial-sum update, including clearer algorithm/complexity Javadocs.
+- **Serialization routing precedence**: `ComponentSerialization` now resolves mixed payloads by descriptor type so strategies prefer `rules` while indicators/rules prefer `components`, while keeping legacy `children`/`baseIndicators` compatibility.
+- **NamedStrategy reconstruction diagnostics**: Strategy reconstruction now emits richer, label-aware errors for missing identifiers, malformed labels, and constructor/parameter failures.
+- **Build entrypoint + Maven Wrapper compatibility**: `scripts/run-full-build-quiet.sh` now auto-detects and uses
+  `./mvnw` when present (falling back to `mvn`), so wrapper adoption does not require a second build command.
+- **Full build script portability**: `scripts/run-full-build-quiet.sh` no longer requires Python; timeout handling,
+  quiet-output filtering, heartbeat logging, and test-summary aggregation now run in Bash.
+- **Indicator composition reuse**: Added `IndicatorUtils.requireSameSeries(...)` to centralize same-series validation and refactored `VortexIndicator`, `UltimateOscillatorIndicator`, and `TRIndicator` to compose shared true-range/series-validation logic instead of duplicating private helpers.
+- **Indicator validation helper consolidation**: Merged `IndicatorSeriesUtils` into `IndicatorUtils`, added shared
+  `IndicatorUtils.requireIndicator(...)` / `IndicatorUtils.isInvalid(...)`, and refactored Bill Williams, VWAP,
+  support/resistance, and Wyckoff indicators to reuse centralized validation and NaN-guard logic.
+- **Fractal hierarchy consolidation**: Extracted `AbstractFractalConfirmationIndicator` and
+  `AbstractRecentFractalSwingIndicator`, and added `FractalDetectionHelper.findLatestConfirmedFractalIndex(...)` so
+  high/low fractal families share confirmation and scanning logic while preserving the existing public APIs.
+- **Fractal documentation and regression hardening**: Expanded Javadocs for shared fractal internals and added
+  `FractalDetectionHelperTest` coverage for latest-pivot scanning, bounds handling, equality allowances, and invalid
+  input guards.
+- **MACD-V signal-line extensibility**: `VolatilityNormalizedMACDIndicator` now supports custom signal-line indicator injection for both signal and histogram generation.
+- **MACDVIndicator API robustness and clarity**: Clarified that `MACDVIndicator` is a volume/ATR-weighted MACD variant (not ATR-normalized MACD-V), added default signal/histogram conveniences and constructor overloads, and hardened warm-up/NaN handling with lazy transient sub-indicator rebuild.
+- **MACD-V indicator ergonomics**: `MACDVIndicator` and `VolatilityNormalizedMACDIndicator` now expose configuration/sub-indicator getters, line bundle helpers, momentum-state indicator factories, and crossover/momentum rule helpers for strategy composition.
+- **MACD-V package organization**: Grouped MACD-V specific helpers and indicators under `org.ta4j.core.indicators.macd` to reduce top-level indicators package clutter, and retained a deprecated compatibility shim for moved `MACDVIndicator` in `org.ta4j.core.indicators` so downstream projects can migrate imports without immediate build breakage.
+- **Deprecation visibility for deprecated classes**: Added runtime deprecation warnings (emitted once per classloader) for deprecated compatibility classes in core and legacy JSON helper classes in examples so migration guidance appears directly in logs.
+
+### Fixed
+- **Stop-rule behavior and efficiency**: Trailing stop-gain variants now arm only after the configured favorable move, volatility stop-loss variants trigger on exact threshold touches, gain-side helpers are used consistently, and trailing volatility/fixed-amount rules now reuse stabilized max-lookback indicators to reduce hot-path allocations.
+- **NetMomentum neutral pivot validation**: Constructor now rejects `NaN`/infinite neutral pivot values to prevent undefined momentum output states.
+- **VolumeIndicator constrained-window correctness**: Rolling sums now anchor to the series `beginIndex` so max-bar-count eviction does not double-count or backtrack into pruned history.
+- **Publish-release manual dispatch inputs**: `publish-release.yml` now reads `workflow_dispatch` metadata from event inputs so manual reruns correctly receive `releaseVersion`/`releaseCommit`.
+- **Prepare-release metadata guard**: Added a Maven Central metadata validation gate in `prepare-release.yml` (including dry-run mode) to fail early when required POM metadata (including developers) is missing.
+- **VWAP and Wyckoff market-structure toolkit**: Added rolling/anchored VWAP analytics (deviation, standard deviation, z-score, bands), support/resistance clustering (bounce-count, price-cluster, KDE volume profile), and Wyckoff cycle analysis APIs with a runnable demo.
+- **Release workflow dispatch and metadata checks**: `publish-release.yml` now reads `workflow_dispatch` inputs correctly for manual reruns, and `prepare-release.yml` now fails early when required Maven Central POM metadata is missing.
+- **README snippet synchronization line endings**: `ReadmeContentManager.updateReadmeSnippets(...)` now preserves the
+  target README's dominant line separator (LF/CRLF), with regression tests covering both newline modes.
+- **Indicator serialization and stability**: Aligned VWAP, price-cluster, and Wyckoff indicators on descriptor ordering, NaN handling, and unstable-bar conventions.

ta4j-master/release/0.22.4.md

@@ -0,0 +1,36 @@
+## 0.22.4 (2026-03-15)
+
+### Added
+- **Window-aware criterion evaluation API**: `AnalysisCriterion` can now analyze exactly the slice you care about, including specific bar ranges, date/time ranges, lookback bars, and lookback durations, via `AnalysisWindow`/`AnalysisContext` and `AnalysisCriterion#calculate(series, tradingRecord, window[, context])`, with strict/clamp history policies and configurable open-position handling.
+- **Price-structure aggregators**: Added `RangeBarAggregator`, `VolumeBarAggregator`, and `RenkoBarAggregator` for range-, volume-, and Renko-brick derived bar series with externally configurable thresholds and comprehensive fixture-driven regression coverage.
+- **One-shot multi-timeframe Elliott Wave analysis**: You can now run `ElliottWaveAnalysisRunner` once and get an `ElliottWaveAnalysisResult` with base + neighboring degree outputs, ranked scenarios, and confidence context in one place.
+- **Reusable walk-forward framework with backtest integration**: Added `WalkForwardEngine`, `WalkForwardTuner`, `WalkForwardObjective`, and `StrategyWalkForwardExecutor`, plus `BacktestExecutor` entrypoints so you can run backtest-only, walk-forward-only, or both in one consistent flow.
+- **Weighted strategy ranking across execution results**: `TradingStatementExecutionResult` and `BacktestExecutionResult#getTopStrategiesWeighted(...)` now support normalized weighted ranking (for example net profit + drawdown + trade count) with pluggable normalization and deterministic ordering. You can jump in with `WeightedCriterion.of(...)`, `RankingProfile.weighted(...)`, or the direct weighted overloads, and the README plus `SimpleMovingAverageRangeBacktest` now show a concrete “net profit + RoMaD” shortlist flow you can copy directly.
+- **Shared scoring/weighting primitives for library extensions**: Added `NamedScoreFunction<I, S>` and `WeightedValue<T>` so indicator, confidence, and walk-forward components can reuse the same scoring and weighted-aggregation contracts.
+- **Live Elliott preset demo support**: `ElliottWavePresetDemo` now accepts live tickers (for example `BTC-USD`, `ETH-USD`, `SPY`) so you can run the same EW workflow on non-ossified daily data.
+
+### Changed (Trading Record and Execution Flow)
+- **Elliott APIs and demos now follow runner-centric naming and defaults**: The project has moved from legacy analyzer naming to `ElliottWaveAnalysisRunner`, examples are organized under `analysis.elliottwave.{demo,backtest,support}`, and demo defaults now emphasize auto-degree selection with multi-degree context.
+- **HighRewardElliottWaveStrategy momentum confirmation now uses MACD-V**: The strategy now uses `VolatilityNormalizedMACDIndicator` and drops redundant exit-rule guarding to keep rule flow cleaner.
+- **Release automation now favors safer incremental bumps**: `release-scheduler.yml` and `semver-rules-override.txt` now drive explicit go/no-go decisions with `patch|minor` outputs only, normalize noisy AI bump values (for example ` MAJOR ` or ` minor `), and keep major bumps disabled so automated releases stay predictable for library consumers and maintainers (`#1477`).
+- **`@since` policy is now explicit for contributors**: `.github/CONTRIBUTING.md` now clearly requires introducing release versions without `-SNAPSHOT` (for example `@since 0.22.4`), plus a documented 5-minor volatility window so teams can adopt new APIs with clearer risk expectations (`#1477`).
+
+### Fixed
+- **Net momentum can now jump straight to later bars without falling over**: `NetMomentumIndicator` now handles large first-lookups and constrained `maximumBarCount` series without blowing the stack, so replay/backtest flows can request a late bar first, warm up on pruned rolling windows, and keep the same momentum values they would get from sequential evaluation.
+- **Release workflow drift guardrails**: Release maintainers now get near-immediate drift detection because `release-health.yml` runs on every `master` push and after `Publish Release to Maven Central` completes, and `publish-release.yml` now hard-fails if the pushed release tag does not resolve to the expected `releaseCommit` or is not reachable from `origin/<default_branch>`.
+- **Rolling variance now matches sample-statistics expectations by default**: `VarianceIndicator` now computes sample variance out of the box (`n-1` divisor), so spreadsheet-style checks like issue `#1152` line up directly. You can now choose behavior explicitly with `SampleType`/factory helpers across `VarianceIndicator`, `StandardDeviationIndicator`, `StandardErrorIndicator`, `SigmaIndicator`, and `CorrelationCoefficientIndicator` (for example: `VarianceIndicator.ofSample(...)`, `VarianceIndicator.ofPopulation(...)`, `StandardDeviationIndicator.ofSample(...)`, or `CorrelationCoefficientIndicator.ofPopulation(...)`).
+- **Enter-and-hold wrappers now keep return format metadata intact**: `EnterAndHoldCriterion` now forwards `getReturnRepresentation()` from its wrapped criterion, so downstream consumers can reliably detect whether outputs are decimal, percentage, multiplicative, or log without special casing wrapper criteria.
+- **Elliott analysis hardening**: Enforced bounded `ElliottDegree.RecommendedHistory` ranges, hardened ossified resource loading for classpath edge cases, and simplified redundant trend-bias null guarding in EW analysis reporting.
+- **Walk-forward fold metadata stability**: Fixed fold-value reporting so criterion maps and fold views remain stable and deterministic when consumers rely on fold order for downstream comparisons.
+
+### Breaking
+- **Trade and record handling now has one obvious happy path**: Build fill-aware trades with `Trade.fromFill(...)` or `Trade.fromFills(...)`, then pass them to `TradingRecord#operate(...)`. The older live-only wrappers (`ExecutionFill`, `LiveTrade`, `LiveTradingRecord`, and `PositionLedger`) are still available in 0.22.x as deprecated migration shims, but they are no longer the API you should reach for first.
+- **Open-position APIs now use `Position` end to end**: `TradingRecord#getOpenPositions()` returns open `Position` snapshots, `getCurrentPosition()` remains the canonical net-open view, and `getNetOpenPosition()` is now just a compatibility alias. The separate `OpenPosition` type is gone.
+- **Lot bookkeeping is finally internal again**: `PositionBook` and `PositionLot` now stay inside `BaseTradingRecord`, while FIFO, LIFO, average-cost, and specific-id matching keep the same external behavior.
+
+### Changed (Backtest Execution Models and Custom Records)
+- **Partial-fill recording is smoother in live-style flows**: You can now stream one fill at a time with `TradingRecord.operate(fill)` when fills arrive incrementally, or keep using `Trade.fromFills(...)` plus `operate(...)` when you already have the whole batch for one logical order. `TradeFillRecordingExample` in `ta4j-examples` now walks through both styles and also shows how `FIFO`, `LIFO`, `AVG_COST`, and `SPECIFIC_ID` change partial-exit matching.
+- **Bring your own trading record in backtests**: `BarSeriesManager` can now run directly against a caller-provided `TradingRecord` (`run(strategy, tradingRecord[, amount, start, end])`) and can also be configured with a default `TradingRecordFactory`, so you can keep standard `BaseTradingRecord` runs or wire custom record implementations without changing existing `run(...)` calls.
+- **`BacktestExecutor` now picks up the same backtest wiring without extra boilerplate**: You can construct it directly with a `TradeExecutionModel` for the common slippage/stop-limit case, or hand it a preconfigured `BarSeriesManager` so custom `TradingRecordFactory` behavior flows through normal backtest, top-K, and walk-forward execution.
+- **Execution-model examples are easier to copy straight into your own backtests**: `TradingRecordParityBacktest` in `ta4j-examples` now walks through next-open, current-close, and slippage fills side by side, then verifies the same behavior with provided and factory-configured `BaseTradingRecord` runs.
+- **Stop-limit/live parity hardening**: `StopLimitExecutionModel` now expires stale pending orders before accepting new signals (so old orders cannot block fresh ones), commits partial expiry fills on unified `BaseTradingRecord` exit flows for better real-world fill progression, and keeps rejection metadata for the unfilled remainder.

ta4j-master/release/0.22.5.md

@@ -0,0 +1,12 @@
+## 0.22.5 (2026-03-29)
+
+### Added
+- **Calmar and Omega ratios**: Added `CalmarRatioCriterion` and `OmegaRatioCriterion` for drawdown-adjusted CAGR and threshold-based return-distribution asymmetry analysis.
+- **Release PR freeze is now visible and enforced**: while any PR labeled `release` is open against `master`, non-release PR merges are now blocked by `.github/workflows/release-freeze.yml`; other open PRs automatically get a freeze notice with direct links to active release PRs, and that notice is removed once release PRs close or merge. This prevents “whoops, this should have waited for release” merge windows during release prep (`#1481`).
+
+### Changed
+- **Release workflows are now safer for release orchestration**: `cancel-in-progress` is disabled in `prepare-release.yml`, `publish-release.yml`, `github-release.yml`, `release-health.yml`, and `release-scheduler.yml` so release runs can continue through manual triggers, schedules, and chained events. Fast-feedback workflows keep concurrency cancellation (`actionlint.yml`, `check.yml`, `test.yml`, `validate.yml`, `snapshot.yml`) enabled for PR responsiveness.
+- **Release tag baselines now follow reachable ancestry instead of first-parent only**: `release-health.yml` and `release-scheduler.yml` now resolve tags through a shared `scripts/resolve-release-tags.sh` helper, so the scheduler diffs and version floors use the newest release tag actually reachable from `master`, while first-parent tag lag remains an explicit diagnostic only.
+
+### Fixed
+- **Windowed maximum drawdown now stays inside the requested analysis range**: `MaximumDrawdownCriterion#calculate(series, tradingRecord, window[, context])` now bounds its cash-flow work to the requested window instead of propagating across the full trailing series, so long cached histories no longer make small windowed drawdown calculations slower as the overall series grows (`#1485`).

ta4j-master/release/0.22.6.md

@@ -0,0 +1,4 @@
+## 0.22.6 (2026-04-01)
+
+### Fixed
+- **GitHub Release reruns are much less fragile on cold runners**: `github-release.yml` now caches Maven dependencies and retries release artifact packaging with backoff, so a single Maven Central connection reset does not derail tag backfills or release reruns like `0.22.5`.