pub struct FibonacciPivots { /* private fields */ }Expand description
Fibonacci Pivot Points — the classic pivot plus three resistances and supports spaced by the Fibonacci ratios 0.382 / 0.618 / 1.000 applied to the prior bar’s range.
PP = (H + L + C) / 3
R1 = PP + 0.382·(H − L) S1 = PP − 0.382·(H − L)
R2 = PP + 0.618·(H − L) S2 = PP − 0.618·(H − L)
R3 = PP + 1.000·(H − L) S3 = PP − 1.000·(H − L)As with crate::ClassicPivots, levels are typically built from the
previous session’s bar. There are no parameters and no warmup.
§Example
use wickra_core::{Candle, FibonacciPivots, Indicator};
let prev = Candle::new(100.0, 110.0, 90.0, 105.0, 1.0, 0).unwrap();
let levels = FibonacciPivots::new().update(prev).unwrap();
assert!(levels.r3 > levels.r2);
assert!(levels.r2 > levels.r1);
assert!(levels.s1 > levels.s2);Implementations§
Trait Implementations§
Source§impl Clone for FibonacciPivots
impl Clone for FibonacciPivots
Source§fn clone(&self) -> FibonacciPivots
fn clone(&self) -> FibonacciPivots
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for FibonacciPivots
impl Debug for FibonacciPivots
Source§impl Default for FibonacciPivots
impl Default for FibonacciPivots
Source§fn default() -> FibonacciPivots
fn default() -> FibonacciPivots
Returns the “default value” for a type. Read more
Source§impl Indicator for FibonacciPivots
impl Indicator for FibonacciPivots
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = FibonacciPivotsOutput
type Output = FibonacciPivotsOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<FibonacciPivotsOutput>
fn update(&mut self, candle: Candle) -> Option<FibonacciPivotsOutput>
Feed one new data point into the indicator and return the freshly computed
output, or
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for FibonacciPivots
impl RefUnwindSafe for FibonacciPivots
impl Send for FibonacciPivots
impl Sync for FibonacciPivots
impl Unpin for FibonacciPivots
impl UnsafeUnpin for FibonacciPivots
impl UnwindSafe for FibonacciPivots
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more