Struct PivotStructureEngine 

pub struct PivotStructureEngine { /* private fields */ }

Market structure score from confirmed pivots, -100..=100.

The engine keeps the last 4 · (left_bars + right_bars + 1) bars. On every bar the one right_bars before the newest is the candidate: a pivot high when its high is strictly above the high of every other bar from left_bars before to right_bars after it, a pivot low when its low is strictly below every other low there. Each pivot is compared with the previous one of its kind: a higher high scores +2, an equal or lower high -1, a higher low +1, an equal or lower low -2; the first pivot of each kind only seeds the comparison. A bar that scored adds the sum of its comparisons to a window of the last score_window such sums, and value = clamp(100 · sum / (2 · score_window), -100, 100) — 0 while nothing has scored.

Alerts at value >= 50 (bullish bias) and value <= -50 (bearish bias). First output with bar left_bars + right_bars + 1.

Implementations

impl PivotStructureEngine

pub fn new(left_bars: usize, right_bars: usize, score_window: usize) -> Self

Trait Implementations

impl Indicator for PivotStructureEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.