Struct Nrtr 

pub struct Nrtr { /* private fields */ }

NRTR (Nick Rypock Trailing Reverse) — a percentage trailing-reverse stop that follows the trend extreme and flips when price retraces by a fixed percentage.

uptrend:   high_water = max(high_water, close)
           line       = high_water · (1 − pct/100)
           flip down when close < line  (reseed low_water = close)
downtrend: low_water  = min(low_water, close)
           line       = low_water · (1 + pct/100)
           flip up   when close > line  (reseed high_water = close)

Unlike volatility stops (ATR, σ-of-range), NRTR uses a pure percentage retracement: the line trails the highest close reached in the up-leg at a fixed pct below it, and a close that gives back that percentage reverses the trend, handing the line to the opposite extreme. This makes it scale-free and trivially tunable — one number sets how much retracement you tolerate. It differs from a fixed percentage stop-loss in that it reverses (tracks both directions) rather than just exiting.

The first bar seeds the up-trend and emits a line immediately. Each update is O(1).

Example

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

let mut indicator = Nrtr::new(2.0).unwrap();
let mut last = None;
for i in 0..40 {
    let close = 100.0 + f64::from(i);
    let c = Candle::new(close, close + 0.5, close - 0.5, close, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl Nrtr

pub fn new(pct: f64) -> Result<Self>

Construct an NRTR with the given trailing percentage (e.g. 2.0 for 2%).

Errors

Returns Error::InvalidParameter if pct is not finite or is outside (0, 100).

pub const fn pct(&self) -> f64

Configured trailing percentage.

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

Current value if available.

Trait Implementations

impl Clone for Nrtr

fn clone(&self) -> Nrtr

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Nrtr

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

Formats the value using the given formatter.

impl Indicator for Nrtr

type Input = Candle

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

type Output = NrtrOutput

Type of one output value.

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

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.