Struct TrueRangeEngine 

pub struct TrueRangeEngine { /* private fields */ }

True Range in price units.

max(high - low, |high - prev_close|, |low - prev_close|), and high - low on the first bar, which has no previous close. First output: with the first bar. Indicator::reset forgets the previous close.

Implementations

impl TrueRangeEngine

pub fn new() -> Self

Trait Implementations

impl Default for TrueRangeEngine

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for TrueRangeEngine

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.