pub struct RectangleRange { /* private fields */ }Expand description
Rectangle / Range — price oscillating between a roughly horizontal support and resistance, a mean-reversion (range-trading) structure.
Built on confirmed swing pivots ([SWING_THRESHOLD] = 5%); recognised when the
last two highs and the last two lows are each flat within [LEVEL_TOLERANCE]
(3%):
flat highs (resistance) AND flat lows (support):
last pivot a low → +1 (a bounce off support — buy the range)
last pivot a high → -1 (a rejection at resistance — sell the range)Unlike the breakout patterns the rectangle is range-bound, so the sign
encodes the actionable mean-reversion direction of the just-confirmed touch.
Output is +1.0 / -1.0 / 0.0; never None.
Implementations§
Trait Implementations§
Source§impl Clone for RectangleRange
impl Clone for RectangleRange
Source§fn clone(&self) -> RectangleRange
fn clone(&self) -> RectangleRange
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for RectangleRange
impl Debug for RectangleRange
Source§impl Default for RectangleRange
impl Default for RectangleRange
Source§impl Indicator for RectangleRange
impl Indicator for RectangleRange
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
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)
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 RectangleRange
impl RefUnwindSafe for RectangleRange
impl Send for RectangleRange
impl Sync for RectangleRange
impl Unpin for RectangleRange
impl UnsafeUnpin for RectangleRange
impl UnwindSafe for RectangleRange
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