Struct VoltyStop 

pub struct VoltyStop { /* private fields */ }

Volty Stop — Cynthia Kase’s volatility-anchored trailing stop. The stop is hung off the extreme close recorded since the current trade was opened, not off the most recent bar, which keeps it tight without giving back gains when price pulls back inside the trend.

long:   anchor = max_close_since_long
        stop_t = anchor − multiplier · ATR
        flip-to-short on close < stop_t -> anchor = close, stop = close + mult · ATR
short:  anchor = min_close_since_short
        stop_t = anchor + multiplier · ATR
        flip-to-long  on close > stop_t -> anchor = close, stop = close − mult · ATR

The anchor only ratchets in the trade’s favour, so the stop tightens as price reaches new extremes. Compared to the AtrTrailingStop — which re-anchors on every bar’s close — Volty Stop’s extreme-anchor design gives back less on pullbacks while keeping the same ATR-based volatility scaling. A common configuration is ATR(14) with a 2.0 multiplier.

Example

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

let mut indicator = VoltyStop::new(14, 2.0).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 VoltyStop

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

Construct a Volty Stop 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.

pub fn classic() -> Self

A common configuration: ATR(14) with a 2.0 multiplier.

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

Configured (atr_period, multiplier).

Trait Implementations

impl Clone for VoltyStop

fn clone(&self) -> VoltyStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VoltyStop

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

Formats the value using the given formatter.

impl Indicator for VoltyStop

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.