Struct AtrTrailingStop 

pub struct AtrTrailingStop { /* private fields */ }

ATR Trailing Stop — a stop level that trails price by a fixed ATR multiple and ratchets in the direction of the trend.

loss = multiplier · ATR

stop_t = max(stop_{t−1}, close − loss)   while price holds above the stop
       = min(stop_{t−1}, close + loss)   while price holds below the stop
       = close − loss                   on a fresh break above the stop
       = close + loss                   on a fresh break below the stop

While price stays on one side of the stop the level only ratchets toward price — up in an uptrend, down in a downtrend — never away from it. When a close crosses the stop the level snaps to the opposite side, loss away from the new close, flipping the trade. This is the trailing stop used by the well-known “UT Bot”; the first ATR-ready bar seeds the stop below price (a long).

Example

use wickra_core::{Candle, Indicator, AtrTrailingStop};

let mut indicator = AtrTrailingStop::new(14, 3.0).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl AtrTrailingStop

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

Construct an ATR Trailing Stop with an explicit ATR period and multiple.

Errors

Returns Error::PeriodZero if atr_period == 0 and Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub fn classic() -> Self

A common configuration: ATR(14) with a 3.0 multiplier.

pub const fn params(&self) -> (usize, f64)

Configured (atr_period, multiplier).

Trait Implementations

impl Clone for AtrTrailingStop

fn clone(&self) -> AtrTrailingStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AtrTrailingStop

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

Formats the value using the given formatter.

impl Indicator for AtrTrailingStop

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.