Struct TtmSqueeze 

pub struct TtmSqueeze { /* private fields */ }

TTM Squeeze (John Carter): a Bollinger-vs-Keltner volatility squeeze paired with a detrended-close momentum reading.

Carter’s setup detects coiled markets (low realised volatility relative to ATR) and the direction of the breakout when they uncoil:

squeeze  = 1.0 if BollingerBands(period, bb_mult)
               ⊂ KeltnerChannels-like(SMA(period), ATR(period), kc_mult)
           else 0.0

hl_mid   = (max(high, period) + min(low, period)) / 2
detrend  = close − (hl_mid + SMA(close, period)) / 2
momentum = LinearRegression(detrend, period)        // endpoint

The “Keltner-like” envelope here uses an SMA centerline (not the EMA of typical price that Keltner uses) plus an ATR offset, exactly as Carter’s original publication and every chart-vendor implementation define it. Common parameters: period = 20, bb_mult = 2.0, kc_mult = 1.5.

Example

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

let mut indicator = TtmSqueeze::new(20, 2.0, 1.5).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 TtmSqueeze

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

Errors

Returns Error::PeriodZero if period == 0 and Error::NonPositiveMultiplier if either multiplier is not strictly positive and finite. period >= 2 is required for the linear-regression momentum component.

pub fn classic() -> Self

John Carter’s classic configuration: period = 20, bb_mult = 2.0, kc_mult = 1.5.

pub fn parameters(&self) -> (usize, f64, f64)

Configured (period, bb_mult, kc_mult).

Trait Implementations

impl Clone for TtmSqueeze

fn clone(&self) -> TtmSqueeze

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TtmSqueeze

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

Formats the value using the given formatter.

impl Indicator for TtmSqueeze

type Input = Candle

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

type Output = TtmSqueezeOutput

Type of one output value.

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

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.