Skip to main content

Breakaway

Struct Breakaway 

Source
pub struct Breakaway { /* private fields */ }
Expand description

Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on the second bar, drifts two more bars in the same direction, then the fifth bar snaps the other way and closes back inside the body gap left between the first and second bars, signalling the move has broken away from the crowd and is turning.

bullish (+1.0)  — appears in a decline:
  bar1 black (close < open)
  bar2 black & its body gaps DOWN below bar1's body  (bar2.open < bar1.close)
  bar3 extends lower            (high & low below bar2)
  bar4 black & extends lower    (high & low below bar3)
  bar5 green & closes inside the bar1/bar2 body gap   (bar2.open < close < bar1.close)

bearish (−1.0) — the mirror in an advance:
  bar1 white (close > open)
  bar2 white & its body gaps UP above bar1's body    (bar2.open > bar1.close)
  bar3 extends higher           (high & low above bar2)
  bar4 white & extends higher   (high & low above bar3)
  bar5 red & closes inside the bar1/bar2 body gap     (bar1.close < close < bar2.open)

The middle bar (bar3) may be either colour — only its high/low must extend the run. Output is +1.0 bullish, −1.0 bearish, 0.0 otherwise. The first four bars always return 0.0 because the five-bar window is not yet filled. Pattern-shape check only — no trend filter is applied; combine with a trend indicator for actionable signals. Recognition uses TA-Lib’s CDLBREAKAWAY body-gap and high/low ordering rules directly; it does not add TA-Lib’s rolling body-length average, matching the geometric house style of the other multi-bar patterns in this family.

§Signed ±1 encoding

This detector emits the uniform candlestick sign convention shared across the pattern family — +1.0 bullish, −1.0 bearish, 0.0 no pattern — so it drops straight into a machine-learning feature matrix where the bullish and bearish variants occupy a single dimension.

§Example

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

let mut indicator = Breakaway::new();
indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
indicator.update(Candle::new(14.0, 14.1, 11.9, 12.0, 1.0, 1).unwrap());
indicator.update(Candle::new(12.5, 13.0, 10.5, 11.0, 1.0, 2).unwrap());
indicator.update(Candle::new(11.0, 11.5, 9.0, 9.5, 1.0, 3).unwrap());
let out = indicator
    .update(Candle::new(9.5, 14.7, 9.4, 14.5, 1.0, 4).unwrap());
assert_eq!(out, Some(1.0));

Implementations§

Source§

impl Breakaway

Source

pub const fn new() -> Self

Construct a new Breakaway detector.

Trait Implementations§

Source§

impl Clone for Breakaway

Source§

fn clone(&self) -> Breakaway

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for Breakaway

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for Breakaway

Source§

fn default() -> Breakaway

Returns the “default value” for a type. Read more
Source§

impl Indicator for Breakaway

Source§

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).
Source§

type Output = f64

Type of one output value.
Source§

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.
Source§

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

Number of inputs required before the first non-None output can be produced.
Source§

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.
Source§

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> BatchExt for T
where T: Indicator,

Source§

fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
where Self::Input: Clone,

Run the indicator over a slice of inputs in order, returning one output (or None during warmup) per input.
Source§

fn batch_parallel<F>( inputs_per_asset: &[Vec<Self::Input>], make: F, ) -> Vec<Vec<Option<Self::Output>>>
where Self: Sized + Send, Self::Input: Sync + Clone, Self::Output: Send, F: Fn() -> Self + Sync + Send,

Available on crate feature parallel only.
Run an independent copy of the indicator over each input series in parallel. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

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 more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.