Struct AtrTrailingStop 

pub struct AtrTrailingStop { /* private fields */ }

ATR Trailing Stop — a stop level that trails price by a fixed ATR multiple and ratchets in the direction of the trend.

loss = multiplier · ATR

stop_t = max(stop_{t−1}, close − loss)   while price holds above the stop
       = min(stop_{t−1}, close + loss)   while price holds below the stop
       = close − loss                   on a fresh break above the stop
       = close + loss                   on a fresh break below the stop

While price stays on one side of the stop the level only ratchets toward price — up in an uptrend, down in a downtrend — never away from it. When a close crosses the stop the level snaps to the opposite side, loss away from the new close, flipping the trade. This is the trailing stop used by the well-known “UT Bot”; the first ATR-ready bar seeds the stop below price (a long).

Example

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

let mut indicator = AtrTrailingStop::new(14, 3.0).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 AtrTrailingStop

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

Construct an ATR Trailing Stop with an explicit ATR period and multiple.

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 3.0 multiplier.

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

Configured (atr_period, multiplier).

Trait Implementations

impl Clone for AtrTrailingStop

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AtrTrailingStop

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

Formats the value using the given formatter.

impl Indicator for AtrTrailingStop

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 there is no value for this input.

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.