Struct ModifiedMaStop 

pub struct ModifiedMaStop { /* private fields */ }

Modified-MA Stop — a trailing stop whose line is the Modified Moving Average (SMMA / Wilder’s RMA) of price, allowed to move only in the trend’s favour.

ma = SMMA(close, period)                 (Modified Moving Average)
long:  stop = max(prev_stop, ma);  flip short when close < stop
short: stop = min(prev_stop, ma);  flip long  when close > stop

The Modified Moving Average (also called the smoothed or running moving average) is the slow, low-lag average Wilder used throughout his systems. Using it directly as a trailing line — but ratcheting so the long stop never falls and the short stop never rises — turns the smooth average into a stop that hugs price in a trend and flips when price decisively crosses it. Because the SMMA lags, the stop gives trends room while still exiting clean reversals.

The first stop lands once the SMMA is ready (period inputs). Each update is O(1).

Example

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

let mut indicator = ModifiedMaStop::new(14).unwrap();
let mut last = None;
for i in 0..60 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 1.0, base - 1.0, base + 0.5, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl ModifiedMaStop

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

Construct a Modified-MA stop with the given SMMA period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured SMMA period.

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

Current value if available.

Trait Implementations

impl Clone for ModifiedMaStop

fn clone(&self) -> ModifiedMaStop

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ModifiedMaStop

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

Formats the value using the given formatter.

impl Indicator for ModifiedMaStop

type Input = Candle

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

type Output = ModifiedMaStopOutput

Type of one output value.

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

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.