pub struct NakedPoc { /* private fields */ }Expand description
Naked (Virgin) POC — the nearest untested point of control from a prior session: a heavily-traded price the market has not traded back through since.
every `session_len` candles forms a session; its POC (heaviest-volume price) is
recorded as "naked"
a naked POC becomes "tested" once a later candle's high-low range covers it
output = the nearest still-naked POC to the current close (or the close itself
if every prior POC has been revisited)A point of control is a magnet — price tends to return to fair value. A naked (or virgin) POC is one that has not yet been revisited, so it carries an outstanding “pull”: untested POCs are high-probability targets and support/resistance on the approach. This indicator records each completed session’s POC, marks them tested as price trades through them, and reports the closest one still outstanding.
The first value lands after session_len candles (the first session’s POC).
Each update is O(session_len · bins + naked-count).
§Example
use wickra_core::{Candle, Indicator, NakedPoc};
let mut indicator = NakedPoc::new(20, 24).unwrap();
let mut last = None;
for i in 0..60 {
let base = 100.0 + (f64::from(i) * 0.2).sin() * 5.0;
let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
last = indicator.update(c);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for NakedPoc
impl Indicator for NakedPoc
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> Option<f64>
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 NakedPoc
impl RefUnwindSafe for NakedPoc
impl Send for NakedPoc
impl Sync for NakedPoc
impl Unpin for NakedPoc
impl UnsafeUnpin for NakedPoc
impl UnwindSafe for NakedPoc
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