Struct AtrRatchet 

pub struct AtrRatchet { /* private fields */ }

ATR Ratchet — Perry Kaufman’s time-based volatility stop that tightens by a fixed fraction of ATR every bar, whether or not price moves.

on entry (long):   stop = close − start_mult · ATR
each later bar:     stop = stop + increment · ATR    (ratchets toward price)
flip to short when  close < stop, reseeding stop = close + start_mult · ATR

Most trailing stops only move when price makes a new extreme. Kaufman’s ratchet instead advances the stop a little each bar — increment · ATR — so a trade that stalls is squeezed out over time even in a flat market. The initial distance (start_mult · ATR) gives the position room to breathe; the per-bar increment controls how aggressively the leash shortens. When price closes through the stop the system reverses and reseeds at the full initial distance.

The first stop lands once ATR is ready (atr_period inputs). Each update is O(1).

Example

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

let mut indicator = AtrRatchet::new(14, 4.0, 0.1).unwrap();
let mut last = None;
for i in 0..60 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl AtrRatchet

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

Construct an ATR Ratchet stop.

Errors

Returns Error::PeriodZero if atr_period == 0 and Error::NonPositiveMultiplier if start_mult or increment is not finite and positive.

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

Configured (atr_period, start_mult, increment).

pub const fn value(&self) -> Option<AtrRatchetOutput>

Current value if available.

Trait Implementations

impl Clone for AtrRatchet

fn clone(&self) -> AtrRatchet

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AtrRatchet

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

Formats the value using the given formatter.

impl Indicator for AtrRatchet

type Input = Candle

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

type Output = AtrRatchetOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<AtrRatchetOutput>

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.