Struct HiLoActivator 

pub struct HiLoActivator { /* private fields */ }

HiLo Activator — Robert Krausz’s adaptation of Linda Bradford Raschke and Larry Connors’ “HiLo” rule, popularised by Toby Crabel. Two simple moving averages — of the high and of the low — bracket price; the trailing stop for a long sits at the SMA-of-low, and for a short at the SMA-of-high.

hi_sma = SMA(high, period)        // potential short stop
lo_sma = SMA(low,  period)        // potential long stop

state-machine:
  long  while close > hi_sma_prev   ->  emit lo_sma_prev
  short while close < lo_sma_prev   ->  emit hi_sma_prev
  else: hold the previous side

Comparing the close to the previous bar’s SMA avoids look-ahead and gives the indicator a one-bar lag — the classic Crabel formulation. A long signal fires the bar after price closes above the high-SMA; the stop then trails at the low-SMA. The first input that fills the SMA window seeds a long. A common configuration is a 3-period window.

Example

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

let mut indicator = HiLoActivator::new(3).unwrap();
let mut last = None;
for i in 0..40 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 1.0, base - 1.0, base, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl HiLoActivator

pub fn new(period: usize) -> Result<Self>

Construct a HiLo Activator with an explicit SMA window.

Errors

Returns Error::PeriodZero if period == 0.

pub fn classic() -> Self

Crabel’s classic configuration: a 3-bar window.

pub const fn period(&self) -> usize

Configured SMA window.

Trait Implementations

impl Clone for HiLoActivator

fn clone(&self) -> HiLoActivator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HiLoActivator

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

Formats the value using the given formatter.

impl Indicator for HiLoActivator

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.