Struct RenkoTrailingStop 

pub struct RenkoTrailingStop { /* private fields */ }

Renko Trailing Stop — a trailing stop that follows a Renko-style brick anchor: the stop only moves when price has advanced (or fallen) by at least one full block_size, and then jumps the same fixed distance.

long:  advance = floor((close − anchor) / block_size)
       if advance ≥ 1 -> anchor += advance · block_size
       stop = anchor − block_size
       flip-to-short on close < stop -> anchor = close, stop = anchor + block_size
short: advance = floor((anchor − close) / block_size)
       if advance ≥ 1 -> anchor −= advance · block_size
       stop = anchor + block_size
       flip-to-long on close > stop -> anchor = close, stop = anchor − block_size

Like a Renko chart the stop ignores intra-block noise — it sits one full block behind the last “printed” brick and only ratchets in whole-block increments. The first input seeds a long anchor at the close.

Example

use wickra_core::{Indicator, RenkoTrailingStop};

let mut indicator = RenkoTrailingStop::new(1.0).unwrap();
let mut last = None;
for i in 0..20 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl RenkoTrailingStop

pub fn new(block_size: f64) -> Result<Self>

Construct a Renko Trailing Stop with an explicit block size.

Errors

Returns Error::NonPositiveMultiplier if block_size is not strictly positive and finite.

pub fn classic() -> Self

A common configuration: a 1.0 block size.

pub const fn block_size(&self) -> f64

Configured block size.

Trait Implementations

impl Clone for RenkoTrailingStop

fn clone(&self) -> RenkoTrailingStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RenkoTrailingStop

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

Formats the value using the given formatter.

impl Indicator for RenkoTrailingStop

type Input = f64

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, close: f64) -> 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.