Struct SupertrendEngine 

pub struct SupertrendEngine { /* private fields */ }

Supertrend: a trailing band that flips with the close.

ATR is the plain mean of the last period true ranges (the first high - low), not a Wilder average. Basic bands are (high + low) / 2 ± multiplier * ATR. A final band only moves against the trend when the previous close crossed it: the upper band takes the new basic value if that is lower or the previous close was above the old band, the lower band if it is higher or the previous close was below. The trend starts up and flips when the close falls below the final lower band (in an uptrend) or rises above the final upper band (in a downtrend).

value: the lower band in an uptrend, the upper band in a downtrend; extra["trend"] (1/-1), extra["upper"], extra["lower"]. First output: with the period-th bar. Indicator::reset clears the window and the bands.

Implementations

impl SupertrendEngine

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

Trait Implementations

impl Indicator for SupertrendEngine

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.