Struct KaseDevStop 

pub struct KaseDevStop { /* private fields */ }

Kase DevStop — Cynthia Kase’s volatility stop, built on the standard deviation of the two-bar true range rather than a single-bar ATR.

DTR_t = max(high_t, high_{t−1}) − min(low_t, low_{t−1})   (two-bar range)
band  = mean(DTR, period) + dev · stddev(DTR, period)
long  stop = ratchet_up(  highest_high_since_flip − band )
short stop = ratchet_down( lowest_low_since_flip  + band )

Kase observed that range expansion is better captured by a two-bar range than a one-bar one, and that subtracting a standard-deviation band (not a fixed ATR multiple) adapts the stop to changing volatility. The stop trails the extreme reached since the last reversal — ratcheting only in the trend’s favour — and flips sides when price closes through it. dev selects which DevStop line to follow (1, 2 or 3 standard deviations are Kase’s warning lines).

The first bar seeds the prior candle; the next period two-bar ranges seed the mean and standard deviation, so the first stop lands after period + 1 inputs. Each update is O(1).

Example

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

let mut indicator = KaseDevStop::new(30, 1.0).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl KaseDevStop

pub fn new(period: usize, dev: f64) -> Result<Self>

Construct a Kase DevStop with the given lookback period and standard-deviation multiplier dev.

Errors

Returns Error::InvalidPeriod if period < 2 (a standard deviation needs at least two samples) and Error::NonPositiveMultiplier if dev is not finite and positive.

pub const fn params(&self) -> (usize, f64)

Configured (period, dev).

pub const fn value(&self) -> Option<KaseDevStopOutput>

Current value if available.

Trait Implementations

impl Clone for KaseDevStop

fn clone(&self) -> KaseDevStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for KaseDevStop

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

Formats the value using the given formatter.

impl Indicator for KaseDevStop

type Input = Candle

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

type Output = KaseDevStopOutput

Type of one output value.

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

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.