Crate wickra

Expand description

Wickra: streaming-first technical analysis.

This crate is a thin re-export of wickra_core so downstream users can depend on a single wickra package without thinking about the internal split. Every public item lives in wickra_core; only the names re-exported here are part of the stable public API.

§Example

use wickra::{Indicator, Sma};

let mut sma = Sma::new(3).unwrap();
let prices = [1.0, 2.0, 3.0, 4.0, 5.0];
let out: Vec<Option<f64>> = prices.iter().map(|p| sma.update(*p)).collect();
assert_eq!(out, vec![None, None, Some(2.0), Some(3.0), Some(4.0)]);

Modules§

indicators: Built-in indicators. Every indicator implements crate::Indicator.

Structs§

AccelerationBands: Acceleration Bands (Price Headley): SMA-smoothed bands that widen with each bar’s relative range (high − low) / (high + low).
AccelerationBandsOutput: Acceleration Bands output: SMA of close with momentum-biased envelopes driven by the bar’s high/low geometry.
AcceleratorOscillator: Accelerator Oscillator — Bill Williams’ gauge of momentum’s acceleration.
AdOscillator: Larry Williams’ Accumulation/Distribution — a cumulative volume-less price flow that classifies each bar as accumulation or distribution based on its close relative to the previous close, then sums the directional component.
AdaptiveCycle: Ehlers’ Adaptive Cycle Indicator.
Adl: Accumulation/Distribution Line — Marc Chaikin’s cumulative volume-flow indicator.
Adx: Wilder’s Average Directional Index.
AdxOutput: ADX output: the three Wilder lines.
Adxr: Wilder’s Average Directional Movement Index Rating.
Alligator: Bill Williams’ Alligator: three SMMAs of the median price (high + low) / 2 with different periods. Classic parameters are (jaw = 13, teeth = 8, lips = 5).
AlligatorOutput: Alligator output: three smoothed moving averages of the median price (high + low) / 2.
Alma: Arnaud Legoux Moving Average — a Gaussian-weighted moving average.
Alpha: Rolling Jensen’s Alpha.
AnchoredVwap: Anchored VWAP — a cumulative VWAP whose accumulation begins at a user-chosen anchor bar rather than the session open.
Apo: Absolute Price Oscillator — the raw difference between a fast and a slow EMA. This is MACD’s line without the signal-EMA — useful when only the momentum-direction reading is needed.
Aroon: Aroon indicator: tracks how many bars since the highest high and lowest low inside a period + 1-bar window. Returned as a percentage.
AroonOscillator: Aroon Oscillator — the single-line difference AroonUp − AroonDown.
AroonOutput: Aroon output: up and down strengths in [0, 100].
Atr: Average True Range with Wilder smoothing.
AtrBands: ATR Bands: a close-anchored envelope of width multiplier · ATR.
AtrBandsOutput: ATR Bands output.
AtrTrailingStop: ATR Trailing Stop — a stop level that trails price by a fixed ATR multiple and ratchets in the direction of the trend.
Autocorrelation: Rolling lag-lag autocorrelation of the last period inputs.
AverageDrawdown: Rolling Average Drawdown.
AwesomeOscillator: Awesome Oscillator: SMA(median_price, 5) - SMA(median_price, 34).
AwesomeOscillatorHistogram: “Awesome Oscillator Histogram” — the difference between the Awesome Oscillator and its sma_period-bar SMA. Positive bars mean AO is trending up (bullish acceleration); negative bars mean AO is trending down (bearish acceleration).
BalanceOfPower: Balance of Power — where the close settled within the bar’s range relative to the open.
Beta: Rolling Beta of an asset series relative to a benchmark series.
BollingerBands: Bollinger Bands with SMA middle band and population standard deviation envelopes.
BollingerBandwidth: Bollinger Bandwidth — the width of the Bollinger Bands relative to the middle band.
BollingerOutput: Bollinger Bands output.
CalmarRatio: Rolling Calmar Ratio.
Camarilla: Camarilla Pivot Points — Nick Stott’s four-tier range-based level set. Anchored on the prior close rather than the typical price, with widths scaled by the constant 1.1 divided by {12, 6, 4, 2}.
CamarillaPivotsOutput: Camarilla Pivot Points output: four resistances, the pivot, four supports.
Candle: A single OHLCV bar.
Cci: Commodity Channel Index.
CenterOfGravity: Ehlers’ Center of Gravity (CG) oscillator.
Cfo: Tushar Chande’s Forecast Oscillator — the percentage difference between the close and the endpoint of an n-bar linear-regression forecast of the close.
ChaikinMoneyFlow: Chaikin Money Flow — Marc Chaikin’s period-window money-flow oscillator.
ChaikinOscillator: Chaikin Oscillator — the MACD of the Accumulation/Distribution Line.
ChaikinVolatility: Chaikin Volatility — the rate of change of a smoothed high-low spread.
Chain: Chain two indicators so the output of the first becomes the input of the second.
ChandeKrollStop: Chande Kroll Stop — Tushar Chande and Stanley Kroll’s two-stage ATR stop.
ChandeKrollStopOutput: Chande Kroll Stop output: the long-side and short-side stop levels.
ChandelierExit: Chandelier Exit — Chuck LeBeau’s ATR trailing stop, hung from the highest high (for longs) or the lowest low (for shorts) of the lookback window.
ChandelierExitOutput: Chandelier Exit output: the long-side and short-side trailing stops.
ChoppinessIndex: Choppiness Index — is the market trending or just chopping sideways?
ClassicPivots: Classic (Floor-Trader) Pivot Points — the standard pivot/resistance/support levels computed from a completed candle’s high, low and close.
ClassicPivotsOutput: Classic Pivot Points output: pivot plus three resistances and three supports.
Cmo: Chande Momentum Oscillator — Tushar Chande’s bounded momentum gauge.
CoefficientOfVariation: Coefficient of Variation — the rolling population standard deviation divided by the rolling mean.
ConditionalValueAtRisk: Rolling Conditional Value-at-Risk (Expected Shortfall).
ConnorsRsi: Larry Connors’ RSI — average of three short-term mean-reversion components, each individually bounded in [0, 100] so the aggregate is too:
Coppock: Coppock Curve — Edwin Coppock’s long-term momentum indicator.
CyberneticCycle: Ehlers’ Cybernetic Cycle Component (CCC).
Decycler: Ehlers’ Decycler: price minus the dominant cycle component.
DecyclerOscillator: Difference between a fast and a slow Decycler, producing a smoothed oscillator that crosses zero at trend changes.
Dema: Double Exponential Moving Average: 2 * EMA - EMA(EMA).
DemandIndex: James Sibbet’s Demand Index — a smoothed ratio of buying pressure to selling pressure, classifying each bar’s volume by whether the close rose or fell relative to the previous close.
DemarkPivots: DeMark Pivot Points — Tom DeMark’s conditional pivot formulation, derived from a sum X that depends on whether the bar closed up, down or flat.
DemarkPivotsOutput: DeMark Pivot Points output: a single resistance, pivot and support.
DetrendedStdDev: Detrended (residual) standard deviation over the last period inputs.
Doji: Doji — a candle whose body is negligible relative to its range.
Donchian: Donchian Channels: rolling highest high / lowest low envelopes.
DonchianOutput: Donchian Channels output.
DonchianStop: Donchian Channel Stop — the original Turtle-trader exit rule. A long is trailed at the lowest low of the last period bars; a short at the highest high. There is no ATR, no multiplier, and no flip-bit — the two levels are always emitted and the caller selects whichever side matches the position.
DonchianStopOutput: Donchian Channel Stop output: the long-side and short-side trailing stops.
DoubleBollinger: Double Bollinger Bands: two concentric Bollinger envelopes (Kathy Lien).
DoubleBollingerOutput: Double Bollinger Bands output: two concentric bands at k_inner and k_outer standard deviations around a shared SMA middle.
Dpo: Detrended Price Oscillator — strips the trend out of price to expose its shorter cycles.
DrawdownDuration: Cumulative drawdown duration in bars.
EaseOfMovement: Richard Arms’ Ease of Movement — how far price travels per unit of volume.
EhlersStochastic: Ehlers’ Adaptive Stochastic.
ElderImpulse: Alexander Elder’s Impulse System — a tri-state momentum gauge combining the slope of an EMA trend filter with the slope of the MACD histogram.
Ema: Exponential Moving Average with smoothing factor alpha = 2 / (period + 1).
EmpiricalModeDecomposition: Ehlers’ adaptation of Empirical Mode Decomposition (EMD).
Engulfing: Engulfing — a 2-bar reversal pattern. The current candle’s body fully engulfs the prior candle’s body and points in the opposite direction.
Evwma: Christian P. Fries’ Elastic Volume-Weighted Moving Average.
Fama: Scalar wrapper that exposes only the FAMA line from a Mama indicator.
FibonacciPivots: Fibonacci Pivot Points — the classic pivot plus three resistances and supports spaced by the Fibonacci ratios 0.382 / 0.618 / 1.000 applied to the prior bar’s range.
FibonacciPivotsOutput: Fibonacci Pivot Points output: pivot plus three Fib-spaced resistances and supports.
FisherTransform: Ehlers’ Fisher Transform of price.
ForceIndex: Alexander Elder’s Force Index — price change scaled by volume, EMA-smoothed.
FractalChaosBands: Fractal Chaos Bands: a step-function envelope of the most recent Bill Williams fractal highs and lows.
FractalChaosBandsOutput: Fractal Chaos Bands output.
Frama: Ehlers’ Fractal Adaptive Moving Average.
GainLossRatio: Rolling Gain/Loss Ratio.
GarmanKlassVolatility: Garman-Klass Volatility — an OHLC realised-volatility estimator.
Hammer: Hammer — a single-bar bullish reversal candidate.
HangingMan: Hanging Man — a single-bar bearish reversal candidate.
Harami: Harami — a 2-bar reversal pattern. The current candle’s body sits entirely inside the previous candle’s body and points in the opposite direction.
HeikinAshi: Streaming Heikin-Ashi transform.
HeikinAshiOutput: One Heikin-Ashi candle.
HiLoActivator: 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.
HilbertDominantCycle: Ehlers’ Hilbert Transform–based Dominant Cycle period estimator.
HistoricalVolatility: Historical Volatility — the annualised standard deviation of log returns.
Hma: Hull Moving Average: WMA(2 * WMA(n/2) - WMA(n), sqrt(n)).
HurstChannel: Hurst Channel: an SMA centerline wrapped by a rolling high-low range.
HurstChannelOutput: Hurst Channel output.
HurstExponent: Hurst Exponent of the last period values, estimated by rescaled-range (R/S) analysis.
Ichimoku: Ichimoku Kinko Hyo indicator.
IchimokuOutput: All five Ichimoku lines at one step.
Inertia: Donald Dorsey’s Inertia — a Linear-Regression-smoothed RVI (Relative Vigor Index). The endpoint of an n-bar least-squares fit of the RVI series is taken as the indicator’s reading, smoothing the underlying ratio while preserving its trend direction.
InformationRatio: Rolling Information Ratio.
InitialBalance: Session Initial Balance (first N bars).
InitialBalanceOutput: Initial Balance output: the high / low of the first N bars of a session.
InstantaneousTrendline: Ehlers’ Instantaneous Trendline (ITrend).
InverseFisherTransform: Inverse Fisher Transform of a scaled scalar input.
InvertedHammer: Inverted Hammer — a single-bar bullish reversal candidate.
Jma: Mark Jurik’s adaptive moving average. The original algorithm is proprietary and Jurik Research has never published the full source. This implementation follows the widely-used three-stage filter reconstruction circulated since the 1999 TASC article on the indicator — the same form used by most open-source ports (TradingView Pine, pandas-ta, various MQL ports):
Kama: Kaufman’s Adaptive Moving Average.
KellyCriterion: Rolling Kelly Criterion fraction.
Keltner: Keltner Channels: an EMA centerline with bands sized by ATR.
KeltnerOutput: Keltner Channels output.
Kst: Pring’s Know Sure Thing — a long-horizon momentum oscillator that combines four ROC series at different lookbacks, each smoothed by its own SMA, summed with Pring’s fixed weights 1, 2, 3, 4:
KstOutput: KST output: the indicator line and its SMA signal line.
Kurtosis: Rolling excess kurtosis of the last period values.
Kvo: Stephen J. Klinger’s Volume Oscillator — a long/short-term volume-force MACD with trend-aware cumulative-money-flow weighting.
LaguerreRsi: John Ehlers’ Laguerre RSI — a four-stage Laguerre polynomial filter wrapped in an RSI-style up/down accumulator. The single tuning parameter gamma in [0, 1] trades lag for smoothness: small gamma is fast and noisy, large gamma is slow and smooth (Ehlers recommends 0.5).
LinRegAngle: Linear Regression Angle — the slope of the rolling least-squares fit, expressed as an angle in degrees.
LinRegChannel: Linear Regression Channel: rolling least-squares line with ±k·σ bands sized by the residuals about the fitted line.
LinRegChannelOutput: Linear Regression Channel output.
LinRegSlope: Linear Regression Slope — the slope of a rolling least-squares fit.
LinearRegression: Linear Regression — the endpoint of a rolling least-squares fit.
MaEnvelope: Moving Average Envelope: an SMA centerline with constant-percent bands on each side.
MaEnvelopeOutput: Moving Average Envelope output: SMA middle line wrapped by a fixed-percent envelope on either side.
MacdIndicator: MACD = EMA(fast) − EMA(slow), with a signal EMA on top.
MacdOutput: MACD output: the three classic series at a given step.
Mama: Ehlers’ MESA Adaptive Moving Average (MAMA).
MamaOutput: MAMA + FAMA output pair.
MarketFacilitationIndex: Bill Williams’ Market Facilitation Index — how much price movement the market produces per unit of volume.
Marubozu: Marubozu — a single-bar strong-continuation candle with body equal to range and (almost) no shadows.
MassIndex: Mass Index — Donald Dorsey’s range-expansion indicator.
MaxDrawdown: Rolling Maximum Drawdown — the deepest peak-to-trough decline within the trailing window.
McGinleyDynamic: John McGinley’s “Dynamic” — a self-adjusting moving average that speeds up in downtrends and slows down in uptrends to track price more closely than a fixed-period MA.
MedianAbsoluteDeviation: Median Absolute Deviation of the last period values.
MedianPrice: Median Price — the bar’s (high + low) / 2.
Mfi: Money Flow Index: a volume-weighted version of RSI.
Mom: Momentum: the raw price change over period bars, price_t − price_{t−period}.
MorningEveningStar: Morning Star / Evening Star — a 3-bar reversal pattern.
Natr: Normalized Average True Range — Atr expressed as a percentage of price.
Nvi: Negative Volume Index (Paul Dysart, popularised by Norman Fosback).
Obv: On-Balance Volume: a cumulative signed-volume series.
OmegaRatio: Rolling Omega Ratio.
OpeningRange: Session Opening Range (first N bars + breakout distance).
OpeningRangeOutput: Opening Range output: high, low and breakout distance from the OR midpoint.
PainIndex: Rolling Pain Index — Thomas Becker’s continuous-pain risk measure.
ParkinsonVolatility: Parkinson Volatility — a high-low realised-volatility estimator.
PearsonCorrelation: Rolling Pearson correlation between two synchronised series.
PercentB: Bollinger %b — where price sits within the Bollinger Bands.
PercentageTrailingStop: Percentage Trailing Stop — a fixed-percentage stop that ratchets with the trend and flips to the opposite side on a close-through.
Pgo: Mark Johnson’s Pretty Good Oscillator — displacement of the close from its period-bar SMA, normalised by the period-bar EMA of the True Range.
PiercingDarkCloud: Piercing Line / Dark Cloud Cover — a 2-bar reversal pattern.
Pmo: Price Momentum Oscillator — Carl Swenlin’s DecisionPoint PMO line.
Ppo: Percentage Price Oscillator — MACD expressed as a percentage.
ProfitFactor: Rolling Profit Factor.
Psar: Parabolic Stop And Reverse.
Pvi: Positive Volume Index (Paul Dysart, popularised by Norman Fosback).
RSquared: R² (coefficient of determination) of the rolling least-squares fit.
RecoveryFactor: Recovery Factor.
RenkoTrailingStop: Renko Trailing Stop — a trailing stop that follows a Renko-style brick anchor: the stop only moves when price has advanced (or fallen) by at least one full block_size, and then jumps the same fixed distance.
Roc: Rate of Change as a percentage: (close - close[period]) / close[period] * 100.
RogersSatchellVolatility: Rogers-Satchell Volatility — a drift-free OHLC realised-volatility estimator.
RollingVwap: Rolling-window VWAP: a finite-memory variant for bots that don’t want unbounded accumulation.
RoofingFilter: Ehlers’ Roofing Filter — a bandpass formed by feeding a 2-pole high-pass into a SuperSmoother.
Rsi: Relative Strength Index (Wilder, 1978).
Rvi: Relative Vigor Index — Donald Dorsey’s ratio of intra-bar drive (close − open) to intra-bar range (high − low), averaged over a period-bar window.
RviVolatility: Relative Volatility Index — Donald Dorsey’s RSI-shaped volatility gauge.
Rwi: Mike Poulos’ Random Walk Index — a trend-vs.-random-walk indicator that asks “how many standard deviations away from a random walk is the current move?”.
RwiOutput: Random Walk Index output: the bullish (high) and bearish (low) lines.
SharpeRatio: Rolling Sharpe Ratio over period period-returns.
ShootingStar: Shooting Star — a single-bar bearish reversal candidate.
SineWave: Ehlers’ Sine Wave indicator (sine + leadsine).
Skewness: Rolling Pearson skewness of the last period values.
Sma: Simple Moving Average over a fixed window.
Smi: William Blau’s Stochastic Momentum Index — a doubly-smoothed, ±100-bounded oscillator built from the close’s distance to the centre of the recent high-low range.
Smma: Smoothed Moving Average — Wilder’s running moving average, also known as RMA.
SortinoRatio: Rolling Sortino Ratio.
SpearmanCorrelation: Rolling Spearman rank correlation between two synchronised series.
SpinningTop: Spinning Top — a single-bar indecision candle with a small body and two long shadows.
StandardError: Standard Error of the regression line fit over the last period inputs.
StandardErrorBands: Standard Error Bands: linear-regression line wrapped by the standard error of the fit.
StandardErrorBandsOutput: Standard Error Bands output.
StarcBands: STARC Bands (Stoller Average Range Channel): a close-SMA centerline with bands sized by ATR.
StarcBandsOutput: STARC Bands output.
Stc: Doug Schaff’s Trend Cycle — a doubly-Stochastic-smoothed MACD that produces a bounded [0, 100] reading reacting faster than MACD itself.
StdDev: Rolling population standard deviation over the last period values.
StepTrailingStop: Step Trailing Stop — a stop that ratchets in fixed-size discrete steps and flips to the opposite side on a close-through.
StochRsi: Stochastic RSI — the Stochastic Oscillator formula applied to the RSI series instead of to price.
Stochastic: Fast Stochastic Oscillator.
StochasticOutput: Stochastic Oscillator output.
SuperSmoother: Ehlers’ 2-pole Butterworth-style “SuperSmoother” lowpass filter.
SuperTrend: SuperTrend — an ATR-banded trailing stop that flips sides on a close through the band.
SuperTrendOutput: SuperTrend output: the trailing-stop level and the trend direction.
T3: Tillson’s T3 — a six-fold cascaded EMA recombined with a volume factor v.
TdCombo: TD Combo — aggressive countdown variant.
TdCountdown: TD Countdown — standalone 13-bar countdown.
TdDeMarker: TD DeMarker bounded oscillator.
TdDifferential: TD Differential — 2-bar reversal pattern detector.
TdLines: TD Lines (TDST) — setup-derived horizontal support / resistance.
TdLinesOutput: Output of TdLines: the latest TDST resistance / support pair.
TdOpen: TD Open — gap-and-fade reversal detector.
TdPressure: TD Pressure volume-weighted pressure oscillator.
TdRangeProjection: TD Range Projection — next-bar high/low pivot.
TdRangeProjectionOutput: Output of TdRangeProjection: the projected high and low for the next bar.
TdRei: TD Range Expansion Index oscillator.
TdRiskLevel: TD Risk Level — setup-derived protective-stop levels.
TdRiskLevelOutput: Output of TdRiskLevel: the latest buy- and sell-side protective stop levels derived from the most-recently-completed setup in each direction. Either field is f64::NAN until the first setup in that direction completes.
TdSequential: TD Sequential state machine: combined Setup (1-9) + Countdown (1-13).
TdSequentialOutput: Output of TdSequential: setup count, countdown count, and active countdown direction.
TdSetup: TD Setup state machine: counts consecutive bars meeting DeMark’s setup comparison rule against the close lookback bars earlier.
Tema: Triple Exponential Moving Average: 3 * EMA1 - 3 * EMA2 + EMA3, where EMA2 = EMA(EMA1) and EMA3 = EMA(EMA2).
ThreeInside: Three Inside Up / Down — a confirmed Harami: the first two bars form a Harami and the third bar confirms direction by closing beyond the first bar’s body.
ThreeOutside: Three Outside Up / Down — a confirmed Engulfing: the first two bars form an Engulfing pattern and the third bar confirms direction.
ThreeSoldiersOrCrows: Three White Soldiers / Three Black Crows — a 3-bar continuation pattern of three consecutive long candles in the same direction, each opening inside the previous body and closing beyond it.
Tick: A single trade tick.
Tii: M.H. Pee’s Trend Intensity Index — a [0, 100] oscillator that measures what fraction of the recent SMA deviations are positive.
TreynorRatio: Rolling Treynor Ratio.
Trima: Triangular Moving Average — a simple moving average applied twice, which triangular-weights the window so the middle bars carry the most weight and the edges the least.
Trix: TRIX: the 1-period percent rate of change of a triple-smoothed EMA.
TrueRange: True Range — the single-bar building block of every ATR-based indicator.
Tsi: True Strength Index — William Blau’s double-smoothed momentum oscillator.
Tsv: Time Segmented Volume (Don Worden) — a rolling sum of signed volume weighted by the bar’s close-to-close move.
TtmSqueeze: TTM Squeeze (John Carter): a Bollinger-vs-Keltner volatility squeeze paired with a detrended-close momentum reading.
TtmSqueezeOutput: TTM Squeeze output.
Tweezer: Tweezer — a 2-bar reversal pattern where two consecutive candles share an extreme.
TypicalPrice: Typical Price — the bar’s (high + low + close) / 3.
UlcerIndex: Ulcer Index — Peter Martin’s downside-only volatility / risk measure.
UltimateOscillator: Ultimate Oscillator — Larry Williams’ three-timeframe momentum oscillator.
ValueArea: Rolling Value Area indicator over the last period candles.
ValueAreaOutput: Value Area output: Point of Control, Value Area High and Value Area Low.
ValueAtRisk: Rolling historical Value-at-Risk.
Variance: Rolling population variance over the last period values.
VerticalHorizontalFilter: Vertical Horizontal Filter — Adam White’s trend-versus-range gauge.
Vidya: Tushar Chande’s Variable Index Dynamic Average — an EMA whose smoothing factor is scaled by the absolute Chande Momentum Oscillator (CMO).
VoltyStop: Volty Stop — Cynthia Kase’s volatility-anchored trailing stop. The stop is hung off the extreme close recorded since the current trade was opened, not off the most recent bar, which keeps it tight without giving back gains when price pulls back inside the trend.
VolumeOscillator: Volume Oscillator — the percent difference between a fast and a slow SMA of the bar volume.
VolumePriceTrend: Volume-Price Trend — a cumulative volume line weighted by percentage price change.
Vortex: Vortex Indicator — Botes & Siepman’s pair of oscillators (VI+, VI−) that capture the relationship between two consecutive bars.
VortexOutput: Vortex Indicator output: the two directional movement lines.
Vwap: Cumulative session VWAP. Call Indicator::reset at the start of each session (e.g. trading-day boundary) to restart the accumulation.
VwapStdDevBands: VWAP with volume-weighted standard-deviation envelopes.
VwapStdDevBandsOutput: VWAP StdDev Bands output.
Vwma: Volume-Weighted Moving Average over a rolling window of period candles.
Vzo: Walid Khalil’s Volume Zone Oscillator — a normalised version of OBV-style volume flow that swings within [−100, 100].
WaveTrend: LazyBear’s Wave Trend Oscillator — a two-line momentum gauge built from the typical price and three cascaded EMAs.
WaveTrendOutput: Wave Trend Oscillator output: the two lines wt1 (the oscillator) and wt2 (the signal SMA).
WeightedClose: Weighted Close — the bar’s (high + low + 2·close) / 4.
WilliamsFractals: Williams Fractals — Bill Williams’ five-bar swing detector. A bar is an up fractal if its high is strictly above the highs of the two bars immediately before and the two bars immediately after. A bar is a down fractal if its low is strictly below the lows of those same four neighbours. Because confirmation requires two bars to the right of the candidate, the indicator inherently lags by two bars.
WilliamsFractalsOutput: Williams Fractals output for one bar.
WilliamsR: Williams %R: -100 * (HH - close) / (HH - LL) over the lookback window.
Wma: Weighted Moving Average with linear weights 1, 2, ..., period.
WoodiePivots: Woodie Pivot Points — Tom Williams’ close-weighted pivot variant.
WoodiePivotsOutput: Woodie Pivot Points output: two resistances, pivot, two supports.
YangZhangVolatility: Yang-Zhang Volatility — combines overnight, open-to-close and Rogers-Satchell volatilities into a single drift- and gap-robust estimator.
YoyoExit: Yo-Yo Exit — an ATR-based long-only trailing stop that “yo-yos” in and out of the market: when price closes below the trail it exits, and when price recovers multiplier · ATR above the same trail it re-enters long. The emitted level is always the trail itself (not a flip-to-short stop), so a consumer reads a single line on the chart and toggles the position depending on which side of it the close sits.
ZScore: Z-Score — how many standard deviations the latest price sits from its rolling mean.
ZeroLagMacd: Zero-Lag MACD — the standard MACD topology with ZLEMA substituted for EMA everywhere. ZLEMA’s de-lagged construction makes the MACD line react faster to trend changes at the cost of slightly noisier readings.
ZeroLagMacdOutput: Multi-output for Zero-Lag MACD: the MACD line, its signal line, and the histogram (line − signal).
ZigZag: ZigZag — a non-repainting percent-threshold swing detector. Tracks the most recent extreme (high or low) and confirms a reversal once price has moved the configured percentage away from it.
ZigZagOutput: ZigZag output: the price of the bar that completed the most recent swing and its direction (+1.0 for a high swing, -1.0 for a low swing).
Zlema: Zero-Lag Exponential Moving Average (Ehlers & Way).

Enums§

Error: Errors that can occur when constructing or operating on an indicator.

Constants§

FAMILIES: Family classification of every built-in indicator. The (family, indicators) list is the single source of truth used by family_tests below; README and Wiki taxonomy tables should be kept in sync with it.

Traits§

BatchExt: Blanket extension that adds batch evaluation to every Indicator.
Indicator: A streaming technical indicator.

Type Aliases§

Result: Convenience alias for Result<T, wickra_core::Error>.

Crate wickra

Crate wickra Copy item path

§Example

Modules§

Structs§

Enums§

Constants§

Traits§

Type Aliases§

Crate wickra