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VolatilityPercentile

indicators::vol_regime

Struct VolatilityPercentile 

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pub struct VolatilityPercentile {
    pub vol_pct: f64,
    pub vol_regime: &'static str,
    pub vol_mult: f64,
    pub conf_adj: f64,
    /* private fields */
}
Expand description

Classifies ATR into a volatility regime by comparing the current ATR to its own rolling percentile history.

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§vol_pct: f64§vol_regime: &'static str§vol_mult: f64§conf_adj: f64

Confidence score adjustment applied to conf_min_score.

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impl VolatilityPercentile

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pub fn new(maxlen: usize) -> Self

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pub fn update(&mut self, atr: Option<f64>)

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