Struct ChandeKrollStop 

pub struct ChandeKrollStop { /* private fields */ }

Chande Kroll Stop — Tushar Chande and Stanley Kroll’s two-stage ATR stop.

preliminary (window p = atr_period, x = atr_multiplier):
  high_stop = highest_high(p) − x · ATR(p)
  low_stop  = lowest_low(p)   + x · ATR(p)

final (window q = stop_period):
  stop_short = highest(high_stop, q)
  stop_long  = lowest(low_stop,  q)

The first stage builds an ATR stop off the recent extreme, exactly like a ChandelierExit; the second stage smooths it by taking the most extreme preliminary stop over a shorter window, which keeps the stop from whipsawing on a single wide bar. The classic configuration from The New Technical Trader is ATR(10), multiplier 1.0, smoothing window 9.

Example

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

let mut indicator = ChandeKrollStop::new(10, 1.0, 9).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 ChandeKrollStop

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

Construct a Chande Kroll Stop with explicit ATR and smoothing windows.

Errors

Returns Error::PeriodZero if atr_period or stop_period is zero, and Error::NonPositiveMultiplier if atr_multiplier is not strictly positive and finite.

pub fn classic() -> Self

The classic configuration: ATR(10), multiplier 1.0, window 9.

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

Configured (atr_period, atr_multiplier, stop_period).

Trait Implementations

impl Clone for ChandeKrollStop

fn clone(&self) -> ChandeKrollStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChandeKrollStop

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

Formats the value using the given formatter.

impl Indicator for ChandeKrollStop

type Input = Candle

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

type Output = ChandeKrollStopOutput

Type of one output value.

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

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.