Struct TurtlePyramidState 

pub struct TurtlePyramidState {
    pub units: Vec<TurtleUnit>,
    pub direction: TradeDirection,
    pub entry_atr: f64,
    pub max_units: u8,
}

State for a Turtle Trading pyramid position (up to max_units units).

The classic Turtle system adds a new unit each time price moves 0.5 ATR from the last entry, up to a maximum of 4 units. The stop for the entire position is placed at 2N (2 × entry ATR) below the lowest unit entry for longs, or above the highest unit entry for shorts.

Fields

units: Vec<TurtleUnit>

direction: TradeDirection

entry_atr: f64

ATR at the time of the first entry.

max_units: u8

Maximum number of units allowed (default 4).

Implementations

impl TurtlePyramidState

pub fn new( direction: TradeDirection, entry_price: f64, size: f64, atr: f64, ) -> Self

Create a new pyramid with the first unit.

pub fn should_add_unit(&self, current_price: f64) -> bool

Whether price has moved 0.5 ATR from the last entry in the direction of the trade, indicating we should add another unit.

pub fn add_unit(&mut self, entry_price: f64, size: f64)

Add a new unit to the pyramid.

Does nothing if the pyramid is already full.

pub fn stop_price(&self) -> f64

Compute the stop price for the entire position.

• Long: lowest_entry − 2 × entry_atr
• Short: highest_entry + 2 × entry_atr

pub fn average_entry(&self) -> f64

Weighted average entry price across all units.

pub fn total_size(&self) -> f64

Total size across all units.

pub fn is_full(&self) -> bool

Whether the pyramid is at its maximum number of units.

Trait Implementations

impl Clone for TurtlePyramidState

fn clone(&self) -> TurtlePyramidState

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TurtlePyramidState

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TurtlePyramidState

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TurtlePyramidState

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.