Struct DonchianStop 

pub struct DonchianStop { /* private fields */ }

Donchian Channel Stop — the original Turtle-trader exit rule. A long is trailed at the lowest low of the last period bars; a short at the highest high. There is no ATR, no multiplier, and no flip-bit — the two levels are always emitted and the caller selects whichever side matches the position.

stop_long  = min(low,  over period bars)
stop_short = max(high, over period bars)

Richard Dennis’ original Turtle System used a 20-bar entry channel and a 10-bar exit channel — feed this indicator the exit window. The first period candles are warmup; on the bar that fills the window it begins emitting both stops.

Example

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

let mut indicator = DonchianStop::new(10).unwrap();
let mut last = None;
for i in 0..40 {
    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

impl DonchianStop

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

Construct a Donchian Channel Stop with an explicit lookback.

Errors

Returns Error::PeriodZero if period == 0.

pub fn classic() -> Self

The Turtle-system exit window: a 10-bar lookback.

pub const fn period(&self) -> usize

Configured lookback.

Trait Implementations

impl Clone for DonchianStop

fn clone(&self) -> DonchianStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DonchianStop

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

Formats the value using the given formatter.

impl Indicator for DonchianStop

type Input = Candle

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

type Output = DonchianStopOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<DonchianStopOutput>

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.