pub struct PercentageTrailingStop { /* private fields */ }Expand description
Percentage Trailing Stop — a fixed-percentage stop that ratchets with the trend and flips to the opposite side on a close-through.
step = price · percent / 100
long: stop_t = max(stop_{t−1}, close − step) while close ≥ stop_{t−1}
short: stop_t = min(stop_{t−1}, close + step) while close ≤ stop_{t−1}
flip-to-long on a close > prev short-stop -> stop = close − step
flip-to-short on a close < prev long-stop -> stop = close + stepThe first input seeds a long stop percent below price. Unlike the ATR
trailing stop the band is purely proportional to the latest price, so it
scales naturally across instruments without re-tuning. A common
configuration is 5.0 (a 5% trail).
§Example
use wickra_core::{Indicator, PercentageTrailingStop};
let mut indicator = PercentageTrailingStop::new(5.0).unwrap();
let mut last = None;
for i in 0..20 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Source§impl PercentageTrailingStop
impl PercentageTrailingStop
Trait Implementations§
Source§impl Clone for PercentageTrailingStop
impl Clone for PercentageTrailingStop
Source§fn clone(&self) -> PercentageTrailingStop
fn clone(&self) -> PercentageTrailingStop
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 PercentageTrailingStop
impl Debug for PercentageTrailingStop
Source§impl Indicator for PercentageTrailingStop
impl Indicator for PercentageTrailingStop
Source§fn update(&mut self, close: f64) -> Option<f64>
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 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 PercentageTrailingStop
impl RefUnwindSafe for PercentageTrailingStop
impl Send for PercentageTrailingStop
impl Sync for PercentageTrailingStop
impl Unpin for PercentageTrailingStop
impl UnsafeUnpin for PercentageTrailingStop
impl UnwindSafe for PercentageTrailingStop
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> BatchNanExt for T
impl<T> BatchNanExt for T
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