Module refs

Expand description

Indicator reference system for building strategy conditions.

This module provides a type-safe way to reference indicator values that can be used to build trading conditions.

§Example

use finance_query::backtesting::refs::*;

// Reference RSI indicator
let rsi_ref = rsi(14);

// Build conditions
let oversold = rsi_ref.below(30.0);
let overbought = rsi_ref.above(70.0);

// Compose conditions
let entry = rsi(14).crosses_below(30.0).and(price().above_ref(sma(200)));

Structs§

AccumulationDistributionRef: Accumulation/Distribution reference.
AdxRef: Average Directional Index reference.
AlmaConfig: ALMA (Arnaud Legoux Moving Average) configuration.
AlmaRef: ALMA reference.
AroonConfig: Aroon indicator configuration.
AroonDownRef: Aroon Down reference.
AroonUpRef: Aroon Up reference.
AtrRef: Average True Range reference.
AwesomeOscillatorRef: Awesome Oscillator reference (uses default 5/34 periods).
BalanceOfPowerRef: Balance of Power reference.
BearPowerRef: Bear Power reference.
BollingerConfig: Bollinger Bands configuration.
BollingerLowerRef: Bollinger lower band reference.
BollingerMiddleRef: Bollinger middle band reference.
BollingerUpperRef: Bollinger upper band reference.
BullPowerRef: Bull Power reference.
CandleBody: Reference to the candle body size (absolute difference between open and close).
CandleRange: Reference to the candle range (high - low).
CciRef: Commodity Channel Index reference.
ChaikinOscillatorRef: Chaikin Oscillator reference.
ChoppinessIndexRef: Choppiness Index reference.
ClosePrice: Reference to the close price.
CmfRef: Chaikin Money Flow reference.
CmoRef: Chande Momentum Oscillator reference.
CoppockCurveRef: Coppock Curve reference.
DemaRef: Double Exponential Moving Average reference.
DonchianConfig: Donchian Channels configuration.
DonchianLowerRef: Donchian lower channel reference.
DonchianMiddleRef: Donchian middle channel reference.
DonchianUpperRef: Donchian upper channel reference.
ElderBearPowerRef: Elder Ray Bear Power reference.
ElderBullPowerRef: Elder Ray Bull Power reference.
EmaRef: Exponential Moving Average reference.
GapPct: Reference to the gap percentage (open vs previous close).
HighPrice: Reference to the high price.
HmaRef: Hull Moving Average reference.
IchimokuBaseRef: Ichimoku Base Line (Kijun-sen) reference.
IchimokuConfig: Ichimoku Cloud configuration.
IchimokuConversionRef: Ichimoku Conversion Line (Tenkan-sen) reference.
IchimokuLaggingRef: Ichimoku Lagging Span (Chikou Span) reference.
IchimokuLeadingARef: Ichimoku Leading Span A (Senkou Span A) reference.
IchimokuLeadingBRef: Ichimoku Leading Span B (Senkou Span B) reference.
IsBearish: Reference to whether the current candle is bearish (close < open).
IsBullish: Reference to whether the current candle is bullish (close > open).
KeltnerConfig: Keltner Channels configuration.
KeltnerLowerRef: Keltner lower channel reference.
KeltnerMiddleRef: Keltner middle channel reference.
KeltnerUpperRef: Keltner upper channel reference.
LowPrice: Reference to the low price.
MacdConfig: MACD configuration for building MACD-related references.
MacdHistogramRef: MACD Histogram reference.
MacdLineRef: MACD Line reference.
MacdSignalRef: MACD Signal Line reference.
McginleyDynamicRef: McGinley Dynamic indicator reference.
MedianPrice: Reference to the median price: (high + low) / 2
MfiRef: Money Flow Index reference.
MomentumRef: Momentum indicator reference.
ObvRef: On-Balance Volume reference.
OpenPrice: Reference to the open price.
ParabolicSarConfig: Parabolic SAR configuration.
ParabolicSarRef: Parabolic SAR reference.
PriceChangePct: Reference to the price change percentage from previous close.
RelativeVolume: Reference to relative volume (current volume / average volume over N periods).
RocRef: Rate of Change reference.
RsiRef: Relative Strength Index reference.
SmaRef: Simple Moving Average reference.
StochasticConfig: Stochastic Oscillator configuration.
StochasticDRef: Stochastic %D line reference.
StochasticKRef: Stochastic %K line reference.
StochasticRsiConfig: Stochastic RSI configuration.
StochasticRsiRef: Stochastic RSI reference.
SupertrendConfig: SuperTrend configuration.
SupertrendUptrendRef: SuperTrend uptrend indicator reference. Returns 1.0 for uptrend, 0.0 for downtrend.
SupertrendValueRef: SuperTrend value reference.
TemaRef: Triple Exponential Moving Average reference.
TrueRangeRef: True Range reference.
TypicalPrice: Reference to the typical price: (high + low + close) / 3
VolumeRef: Reference to the volume.
VwapRef: Volume Weighted Average Price reference.
VwmaRef: Volume Weighted Moving Average reference.
WilliamsRRef: Williams %R reference.
WmaRef: Weighted Moving Average reference.

Traits§

IndicatorRef: A reference to a value that can be compared in conditions.
IndicatorRefExt: Extension trait that adds condition-building methods to all indicator references.

Functions§

accumulation_distribution: Create an Accumulation/Distribution reference.
adx: Create an Average Directional Index reference.
alma: Create an ALMA configuration.
aroon: Create an Aroon indicator configuration.
atr: Create an Average True Range reference.
awesome_oscillator: Create an Awesome Oscillator reference.
balance_of_power: Create a Balance of Power reference.
bear_power: Create a Bear Power reference.
bollinger: Create a Bollinger Bands configuration.
bull_power: Create a Bull Power reference.
candle_body: Get a reference to the candle body size.
candle_range: Get a reference to the candle range (high - low).
cci: Create a Commodity Channel Index reference.
chaikin_oscillator: Create a Chaikin Oscillator reference.
choppiness_index: Create a Choppiness Index reference.
close: Get a reference to the close price.
cmf: Create a Chaikin Money Flow reference.
cmo: Create a Chande Momentum Oscillator reference.
coppock_curve: Create a Coppock Curve reference (uses default 10/14/11 periods).
dema: Create a Double Exponential Moving Average reference.
donchian: Create a Donchian Channels configuration.
elder_bear_power: Create an Elder Ray Bear Power reference.
elder_bull_power: Create an Elder Ray Bull Power reference.
ema: Create an Exponential Moving Average reference.
gap_pct: Get a reference to the gap percentage (open vs previous close).
high: Get a reference to the high price.
hma: Create a Hull Moving Average reference.
ichimoku: Create an Ichimoku Cloud configuration with default periods (9, 26, 52, 26).
ichimoku_custom: Create an Ichimoku Cloud configuration with custom periods.
is_bearish: Returns 1.0 if the candle is bearish (close < open), 0.0 otherwise.
is_bullish: Returns 1.0 if the candle is bullish (close > open), 0.0 otherwise.
keltner: Create a Keltner Channels configuration.
low: Get a reference to the low price.
macd: Create a MACD configuration.
mcginley: Create a McGinley Dynamic indicator reference.
median_price: Get a reference to the median price: (high + low) / 2.
mfi: Create a Money Flow Index reference.
momentum: Create a Momentum indicator reference.
obv: Create an On-Balance Volume reference.
open: Get a reference to the open price.
parabolic_sar: Create a Parabolic SAR configuration.
price: Get a reference to the close price.
price_change_pct: Get a reference to the price change percentage from previous close.
relative_volume: Get a reference to relative volume (current volume / N-period average volume).
roc: Create a Rate of Change reference.
rsi: Create a Relative Strength Index reference.
sma: Create a Simple Moving Average reference.
stochastic: Create a Stochastic Oscillator configuration.
stochastic_rsi: Create a Stochastic RSI configuration.
supertrend: Create a SuperTrend configuration.
tema: Create a Triple Exponential Moving Average reference.
true_range: Create a True Range reference.
typical_price: Get a reference to the typical price: (high + low + close) / 3.
volume: Get a reference to the volume.
vwap: Create a Volume Weighted Average Price reference.
vwma: Create a Volume Weighted Moving Average reference.
williams_r: Create a Williams %R reference.
wma: Create a Weighted Moving Average reference.

Module refs

Module refs Copy item path

§Example

Structs§

Traits§

Functions§

Module refs