Struct KeltnerChannel 

pub struct KeltnerChannel { /* private fields */ }

Keltner Channel (KC).

A Keltner Channel is an indicator showing the Average True Range (ATR) of a price surrounding a central moving average. The ATR bands are typically shown ‘k’ times moved away from the moving average.

Formula

See EMA, ATR documentation.

KC is composed as:

• KC_{Middle Band} - Exponential Moving Average (EMA).
• KC_{Upper Band} = EMA + ATR of observation * multipler (usually 2.0)
• KC_{Lower Band} = EMA - ATR of observation * multipler (usually 2.0)

Example

 use ta::indicators::{KeltnerChannel, KeltnerChannelOutput};
 use ta::Next;

 let mut kc = KeltnerChannel::new(3, 2.0_f64).unwrap();

 let out_0 = kc.next(2.0);

 let out_1 = kc.next(5.0);

 assert_eq!(out_0.average, 2.0);
 assert_eq!(out_0.upper, 2.0);
 assert_eq!(out_0.lower, 2.0);

 assert_eq!(out_1.average, 3.5);
 assert_eq!(out_1.upper, 6.5);
 assert_eq!(out_1.lower, 0.5);

Links

• Keltner channel, Wikipedia

Implementations

impl KeltnerChannel

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

pub fn multiplier(&self) -> f64

Trait Implementations

impl Clone for KeltnerChannel

fn clone(&self) -> KeltnerChannel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for KeltnerChannel

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

Formats the value using the given formatter.

impl Default for KeltnerChannel

fn default() -> Self

Returns the “default value” for a type.

impl Display for KeltnerChannel

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

Formats the value using the given formatter.

impl<T: Close + High + Low> Next<&T> for KeltnerChannel

type Output = KeltnerChannelOutput

fn next(&mut self, input: &T) -> Self::Output

impl Next<f64> for KeltnerChannel

type Output = KeltnerChannelOutput

fn next(&mut self, input: f64) -> Self::Output

impl Period for KeltnerChannel

fn period(&self) -> usize

impl Reset for KeltnerChannel

fn reset(&mut self)