Struct HiLoActivator 

pub struct HiLoActivator { /* private fields */ }

HiLo Activator — Robert Krausz’s adaptation of Linda Bradford Raschke and Larry Connors’ “HiLo” rule, popularised by Toby Crabel. Two simple moving averages — of the high and of the low — bracket price; the trailing stop for a long sits at the SMA-of-low, and for a short at the SMA-of-high.

hi_sma = SMA(high, period)        // potential short stop
lo_sma = SMA(low,  period)        // potential long stop

state-machine:
  long  while close > hi_sma_prev   ->  emit lo_sma_prev
  short while close < lo_sma_prev   ->  emit hi_sma_prev
  else: hold the previous side

Comparing the close to the previous bar’s SMA avoids look-ahead and gives the indicator a one-bar lag — the classic Crabel formulation. A long signal fires the bar after price closes above the high-SMA; the stop then trails at the low-SMA. The first input that fills the SMA window seeds a long. A common configuration is a 3-period window.

Example

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

let mut indicator = HiLoActivator::new(3).unwrap();
let mut last = None;
for i in 0..40 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 1.0, base - 1.0, base, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl HiLoActivator

pub fn new(period: usize) -> Result<Self>

Construct a HiLo Activator with an explicit SMA window.

Errors

Returns Error::PeriodZero if period == 0.

pub fn classic() -> Self

Crabel’s classic configuration: a 3-bar window.

pub const fn period(&self) -> usize

Configured SMA window.

Trait Implementations

impl Clone for HiLoActivator

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 HiLoActivator

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

Formats the value using the given formatter.

impl Indicator for HiLoActivator

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.