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BbTrend

Struct BbTrend 

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pub struct BbTrend { /* private fields */ }
Expand description

BBTrend: how far a short Bollinger set has moved out of a long one.

Two band sets over the same prices, one short and one long, with the same multiplier and the same variance convention. The published value compares how far each edge of the short set sits from the matching edge of the long set:

BBTrend = 100 * (|lower_short - lower_long| - |upper_short - upper_long|) / basis_short

Positive means the short set has pushed further out at the top than at the bottom — the recent window is trending up relative to the longer one — and negative the reverse. Around zero the two sets sit concentrically, which is what a range looks like.

Both sets come from the same BollingerBands engine this crate already has, so there is one band calculation, not a second one written for this indicator. The variance convention applies to both sets: comparing a population-based set against a sample-based one would measure the convention rather than the market.

Unit: percent of the short basis. Division by a zero basis cannot arise from valid bars, whose prices are positive; should it, the value is 0.

Per-bar outputs:

  • value: the BBTrend line.
  • extra["upper_gap"] / extra["lower_gap"]: the two absolute edge distances it is built from, so a reader can see which side moved.

First output: with the long_len-th bar, when both sets exist. Indicator::reset clears both.

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impl BbTrend

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pub fn new( short_len: usize, long_len: usize, mult: f64, variance: VarianceConvention, ) -> Self

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pub fn with_defaults() -> Self

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impl Clone for BbTrend

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fn clone(&self) -> BbTrend

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for BbTrend

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

Formats the value using the given formatter. Read more
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impl Indicator for BbTrend

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fn name(&self) -> &str

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fn warmup_period(&self) -> usize

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

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fn reset(&mut self)

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

Validates a bar before forwarding it to Indicator::on_bar.
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fn alerts(&self) -> Vec<IndicatorAlert>

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impl<T> Any for T
where T: 'static + ?Sized,

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where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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type Error = !

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