Struct BollingerMeanReversion 

pub struct BollingerMeanReversion {
    pub period: usize,
    pub std_dev: f64,
    pub allow_short: bool,
    pub exit_at_middle: bool,
}

Bollinger Bands Mean Reversion Strategy

Goes long when price touches lower band (oversold). Exits when price reaches middle or upper band. Optionally goes short when price touches upper band.

Fields

period: usize

SMA period for middle band

std_dev: f64

Standard deviation multiplier

allow_short: bool

Allow short positions

exit_at_middle: bool

Exit at middle band (true) or upper/lower band (false)

Implementations

impl BollingerMeanReversion

pub fn new(period: usize, std_dev: f64) -> Self

Create a new Bollinger mean reversion strategy

pub fn with_short(self, allow: bool) -> Self

Enable short positions

pub fn exit_at_middle(self, at_middle: bool) -> Self

Set exit target (middle band or opposite band)

Trait Implementations

impl Clone for BollingerMeanReversion

fn clone(&self) -> BollingerMeanReversion

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BollingerMeanReversion

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

Formats the value using the given formatter.

impl Default for BollingerMeanReversion

fn default() -> Self

Returns the “default value” for a type.

impl Strategy for BollingerMeanReversion

fn name(&self) -> &str

Strategy name (for reporting)

fn required_indicators(&self) -> Vec<(String, Indicator)>

Required indicators this strategy needs.

fn warmup_period(&self) -> usize

Optional: minimum candles required before strategy can generate signals. Default is 1 (strategy can run from first candle).

fn on_candle(&self, ctx: &StrategyContext<'_>) -> Signal

Called on each candle to generate a signal.