Struct KeltnerChannelEngine 

pub struct KeltnerChannelEngine { /* private fields */ }

Keltner Channel: an EMA basis with bands at a multiple of the average true range.

basis is an exponential average of the close, alpha = 2/(ema_period + 1), seeded with the first close and running from the first bar. ATR is the plain mean of the last atr_period true ranges (the first high - low), not a Wilder average; upper/lower = basis ± multiplier * ATR.

value: the basis; extra["upper"], extra["lower"], extra["atr"]. The registry accepts ma_period as a legacy alias for ema_period. First output: with the atr_period-th bar. Indicator::reset clears the average and the window.

Implementations

impl KeltnerChannelEngine

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

Trait Implementations

impl Clone for KeltnerChannelEngine

fn clone(&self) -> KeltnerChannelEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for KeltnerChannelEngine

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

Formats the value using the given formatter.

impl Indicator for KeltnerChannelEngine

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.