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§
Trait Implementations§
Source§impl Indicator for Breakaway
impl Indicator for Breakaway
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> Option<f64>
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for Breakaway
impl RefUnwindSafe for Breakaway
impl Send for Breakaway
impl Sync for Breakaway
impl Unpin for Breakaway
impl UnsafeUnpin for Breakaway
impl UnwindSafe for Breakaway
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>>
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
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>
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>
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