Struct StepTrailingStop 

pub struct StepTrailingStop { /* private fields */ }

Step Trailing Stop — a stop that ratchets in fixed-size discrete steps and flips to the opposite side on a close-through.

long:   target = close − step_size
        stop_t = max(stop_{t−1}, floor(target / step_size) · step_size)
                 while close ≥ stop_{t−1}
short:  target = close + step_size
        stop_t = min(stop_{t−1}, ceil(target / step_size) · step_size)
                 while close ≤ stop_{t−1}
flip-to-long  on close > prev short-stop -> stop = floor((close − step) / step) · step
flip-to-short on close < prev long-stop  -> stop = ceil((close + step) / step) · step

Quantising the stop to a multiple of step_size keeps the level on a round-number grid, which mirrors how many discretionary traders move stops by hand (in $0.50, $1, or 10-pip increments). The first input seeds a long stop one step below the snapped close.

Example

use wickra_core::{Indicator, StepTrailingStop};

let mut indicator = StepTrailingStop::new(1.0).unwrap();
let mut last = None;
for i in 0..20 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl StepTrailingStop

pub fn new(step_size: f64) -> Result<Self>

Construct a Step Trailing Stop with an explicit step size.

Errors

Returns Error::NonPositiveMultiplier if step_size is not strictly positive and finite.

pub fn classic() -> Self

A common configuration: a 1.0 step size.

pub const fn step_size(&self) -> f64

Configured step size.

Trait Implementations

impl Clone for StepTrailingStop

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 StepTrailingStop

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

Formats the value using the given formatter.

impl Indicator for StepTrailingStop

type Input = f64

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, close: f64) -> 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.