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Indicators

indicators::signal::engine

Struct Indicators 

Source 
pub struct Indicators {
Show 29 fields
    pub opens: VecDeque<f64>,
    pub highs: VecDeque<f64>,
    pub lows: VecDeque<f64>,
    pub closes: VecDeque<f64>,
    pub volumes: VecDeque<f64>,
    pub times: VecDeque<i64>,
    pub vwap: Option<f64>,
    pub ema: Option<f64>,
    pub st: Option<f64>,
    pub st_dir_pub: i8,
    pub atr: Option<f64>,
    pub cluster: usize,
    pub dyn_ema_pub: Option<f64>,
    pub ts_speed: f64,
    pub ts_norm: f64,
    pub ts_bullish: bool,
    pub bull_avg: f64,
    pub bear_avg: f64,
    pub dominance: f64,
    pub ao: f64,
    pub ao_rising: bool,
    pub wr_pct: f64,
    pub mom_pct: f64,
    pub wave_ok_long: bool,
    pub wave_ok_short: bool,
    pub mom_ok_long: bool,
    pub mom_ok_short: bool,
    pub hurst: f64,
    pub price_accel: f64,
    /* private fields */

}
Expand description

Full indicator engine (Layers 1–4, 9–11).

Call Indicators::update once per closed candle. After training_period candles, Indicators::st and related fields become Some.

Fields§

§opens: VecDeque<f64>§highs: VecDeque<f64>§lows: VecDeque<f64>§closes: VecDeque<f64>§volumes: VecDeque<f64>§times: VecDeque<i64>§vwap: Option<f64>

Layer 1 — intraday VWAP, resets at UTC midnight.

§ema: Option<f64>

Layer 2 — EMA of configurable period.

§st: Option<f64>

Layer 3 — SuperTrend line value.

§st_dir_pub: i8

Layer 3 — SuperTrend direction: -1 = bullish (price above ST), +1 = bearish.

§atr: Option<f64>

Layer 3 — RMA ATR used for SuperTrend.

§cluster: usize

Layer 3 — KMeans cluster index (0 = high vol, 1 = mid, 2 = low vol).

§dyn_ema_pub: Option<f64>

Layer 4 — dynamic EMA.

§ts_speed: f64

Layer 4 — HMA-smoothed wave speed.

§ts_norm: f64

Layer 4 — wave speed normalised 0–1.

§ts_bullish: bool

Layer 4 — true when wave speed is positive.

§bull_avg: f64

Layer 4 — average bull wave magnitude.

§bear_avg: f64

Layer 4 — average bear wave magnitude.

§dominance: f64

Layer 4 — bull_avg - |bear_avg|.

§ao: f64

Layer 9 — Awesome Oscillator value.

§ao_rising: bool

Layer 9 — true when AO is rising.

§wr_pct: f64

Layer 9 — wave ratio percentile.

§mom_pct: f64

Layer 9 — momentum percentile.

§wave_ok_long: bool§wave_ok_short: bool§mom_ok_long: bool§mom_ok_short: bool§hurst: f64

Layer 10 — Hurst exponent (0.5 = random, >0.52 = trending).

§price_accel: f64

Layer 11 — normalised price acceleration (−1 to +1).

Implementations§

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impl Indicators

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pub fn new(cfg: IndicatorConfig) -> Self

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pub fn update(&mut self, candle: &Candle) -> bool

Feed one closed candle. Returns true once SuperTrend is ready.

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pub fn check_speed_exit(&self, position: i32) -> bool

Returns true if a speed-exit condition is triggered for the given position.

position: +1 = long, -1 = short. Returns false when ts_speed_exit_threshold is None.

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