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 downtrendThe 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());Implementations§
Source§impl SuperTrend
impl SuperTrend
Sourcepub fn new(atr_period: usize, multiplier: f64) -> Result<Self>
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.
Trait Implementations§
Source§impl Clone for SuperTrend
impl Clone for SuperTrend
Source§fn clone(&self) -> SuperTrend
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)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for SuperTrend
impl Debug for SuperTrend
Source§impl Indicator for SuperTrend
impl Indicator for SuperTrend
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = SuperTrendOutput
type Output = SuperTrendOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<SuperTrendOutput>
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.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for SuperTrend
impl RefUnwindSafe for SuperTrend
impl Send for SuperTrend
impl Sync for SuperTrend
impl Unpin for SuperTrend
impl UnsafeUnpin for SuperTrend
impl UnwindSafe for SuperTrend
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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