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SuperTrend

Struct SuperTrend 

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pub struct SuperTrend { /* private fields */ }
Expand description

SuperTrend — an ATR-banded trailing stop that flips sides on a close through the band.

hl2          = (high + low) / 2
basic_upper  = hl2 + multiplier · ATR
basic_lower  = hl2 − multiplier · ATR

final_upper  = basic_upper  if basic_upper < prev_final_upper or prev_close > prev_final_upper
               else prev_final_upper
final_lower  = basic_lower  if basic_lower > prev_final_lower or prev_close < prev_final_lower
               else prev_final_lower

in a downtrend: stay down while close <= final_upper, else flip up
in an uptrend:  stay up   while close >= final_lower, else flip down
SuperTrend   = final_lower in an uptrend, final_upper in a downtrend

The final bands ratchet — the upper band only moves down (and the lower band only moves up) until price closes through it, which flips the trend and hands the role of trailing stop to the opposite band. The first ATR-ready bar seeds the trend as up. Wilder’s classic configuration is ATR(10) with a 3.0 multiplier.

§Example

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

let mut indicator = SuperTrend::classic();
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());

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impl SuperTrend

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

Construct a SuperTrend with an explicit ATR period and band multiplier.

§Errors

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

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pub fn classic() -> Self

Wilder’s classic configuration: ATR(10) with a 3.0 multiplier.

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

Configured (atr_period, multiplier).

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impl Clone for SuperTrend

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fn clone(&self) -> SuperTrend

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for SuperTrend

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

Formats the value using the given formatter. Read more
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impl Indicator for SuperTrend

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type Input = Candle

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

Type of one output value.
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fn update(&mut self, candle: Candle) -> Option<SuperTrendOutput>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.
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fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.
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fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.
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fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
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fn name(&self) -> &'static str

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

Auto Trait Implementations§

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> BatchExt for T
where T: Indicator,

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fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
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fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.