Struct YoyoExit 

pub struct YoyoExit { /* private fields */ }

Yo-Yo Exit — an ATR-based long-only trailing stop that “yo-yos” in and out of the market: when price closes below the trail it exits, and when price recovers multiplier · ATR above the same trail it re-enters long. The emitted level is always the trail itself (not a flip-to-short stop), so a consumer reads a single line on the chart and toggles the position depending on which side of it the close sits.

band = multiplier · ATR
in-trade:  trail_t = max(trail_{t−1}, close − band)
           exit when close < trail
out:       trail held flat at the last in-trade level
           re-enter when close > trail + band

Unlike AtrTrailingStop — which always flips to the opposite side — the Yo-Yo only takes longs and treats the off-period as a “wait until price proves itself again” phase. A common configuration is ATR(14) with a 2.0 multiplier.

Example

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

let mut indicator = YoyoExit::new(14, 2.0).unwrap();
let mut last = None;
for i in 0..80 {
    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 YoyoExit

pub fn new(atr_period: usize, multiplier: f64) -> Result<Self>

Construct a Yo-Yo Exit with an explicit ATR period and band multiplier.

Errors

Returns Error::PeriodZero if atr_period == 0 and Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub fn classic() -> Self

A common configuration: ATR(14) with a 2.0 multiplier.

pub const fn params(&self) -> (usize, f64)

Configured (atr_period, multiplier).

pub const fn in_trade(&self) -> bool

true while the strategy is currently long, false while sidelined.

Trait Implementations

impl Clone for YoyoExit

fn clone(&self) -> YoyoExit

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for YoyoExit

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

Formats the value using the given formatter.

impl Indicator for YoyoExit

type Input = Candle

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

type Output = f64

Type of one output value.

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.

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.