pub struct AtrBands { /* private fields */ }Expand description
ATR Bands: a close-anchored envelope of width multiplier · ATR.
upper = close + multiplier · ATR(period)
lower = close − multiplier · ATR(period)Unlike Keltner or StarcBands, the
centerline is the raw close rather than a smoothed average — the band
rides the price tick-for-tick. This is the standard volatility-targeting
envelope traders use to set initial stop-loss and profit targets: an entry
at the close sets a multiplier · ATR stop and the symmetric target
without ever needing to wait for a moving average to warm up.
§Example
use wickra_core::{AtrBands, Candle, Indicator};
let mut indicator = AtrBands::new(14, 3.0).unwrap();
let mut last = None;
for i in 0..30 {
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 AtrBands
impl AtrBands
Sourcepub fn new(period: usize, multiplier: f64) -> Result<Self>
pub fn new(period: usize, multiplier: f64) -> Result<Self>
§Errors
Returns Error::PeriodZero / Error::NonPositiveMultiplier on
invalid inputs.
Sourcepub const fn multiplier(&self) -> f64
pub const fn multiplier(&self) -> f64
Configured ATR multiplier.
Trait Implementations§
Source§impl Indicator for AtrBands
impl Indicator for AtrBands
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = AtrBandsOutput
type Output = AtrBandsOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<AtrBandsOutput>
fn update(&mut self, candle: Candle) -> Option<AtrBandsOutput>
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 AtrBands
impl RefUnwindSafe for AtrBands
impl Send for AtrBands
impl Sync for AtrBands
impl Unpin for AtrBands
impl UnsafeUnpin for AtrBands
impl UnwindSafe for AtrBands
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