pub struct NewPriceLines { /* private fields */ }Expand description
New Price Lines — the Japanese “shinne” (new-price) exhaustion count: when the
close has made count consecutive new highs (or lows), the trend is considered
stretched and ripe for a pause or reversal.
consecutive higher closes form "new price lines" up
consecutive lower closes form "new price lines" down
signal = −1 once `count` consecutive higher closes (overbought / sell warning)
signal = +1 once `count` consecutive lower closes (oversold / buy warning)
signal = 0 otherwiseTraditional Japanese practice flags eight new price lines (and a stronger
ten or twelve) as the point where a directional run becomes exhausted —
the market has gone up (or down) so many bars in a row that a corrective pause
is statistically due. The signal stays active for every bar the streak remains
at or above count, and clears the moment a close breaks the streak.
The first value lands on the second bar (one prior close is needed). The
output is +1 / 0 / −1. Each update is O(1).
§Example
use wickra_core::{Candle, Indicator, NewPriceLines};
let mut indicator = NewPriceLines::new(8).unwrap();
let mut last = None;
for i in 0..12 {
let close = 100.0 + f64::from(i); // 11 consecutive higher closes
let c = Candle::new(close, close, close, close, 1_000.0, 0).unwrap();
last = indicator.update(c);
}
assert_eq!(last, Some(-1.0));Implementations§
Source§impl NewPriceLines
impl NewPriceLines
Trait Implementations§
Source§impl Clone for NewPriceLines
impl Clone for NewPriceLines
Source§fn clone(&self) -> NewPriceLines
fn clone(&self) -> NewPriceLines
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 NewPriceLines
impl Debug for NewPriceLines
Source§impl Indicator for NewPriceLines
impl Indicator for NewPriceLines
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 NewPriceLines
impl RefUnwindSafe for NewPriceLines
impl Send for NewPriceLines
impl Sync for NewPriceLines
impl Unpin for NewPriceLines
impl UnsafeUnpin for NewPriceLines
impl UnwindSafe for NewPriceLines
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