pub struct PivotReversal { /* private fields */ }Expand description
Pivot Reversal — emits a reversal breakout signal when price closes through the most recently confirmed swing pivot.
pivot high: a bar whose high is strictly above the `left` bars before and the
`right` bars after it (confirmed `right` bars late)
pivot low : the mirror on lows
signal = +1 when close crosses above the last confirmed pivot high
signal = −1 when close crosses below the last confirmed pivot low
signal = 0 otherwiseUnlike WilliamsFractals, which merely marks the
swing points, Pivot Reversal turns them into an actionable entry: once a swing
high is confirmed it becomes a breakout trigger — a close back above it signals
a bullish reversal — and likewise a close below a confirmed swing low signals a
bearish reversal. This is the logic of the classic “Pivot Reversal” strategy.
Signals fire only on the crossing bar, not while price sits beyond the
level.
The first signal can appear once left + right + 1 bars exist (a pivot needs
neighbours on both sides). The output is +1 / 0 / −1. Each update is
O(left + right).
§Example
use wickra_core::{Candle, Indicator, PivotReversal};
let mut indicator = PivotReversal::new(2, 2).unwrap();
let mut fired = false;
for i in 0..60 {
let base = 100.0 + (f64::from(i) * 0.4).sin() * 5.0;
let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
match indicator.update(c) {
Some(s) if s != 0.0 => fired = true,
_ => {}
}
}
let _ = fired;Implementations§
Source§impl PivotReversal
impl PivotReversal
Sourcepub fn new(left: usize, right: usize) -> Result<PivotReversal, Error>
pub fn new(left: usize, right: usize) -> Result<PivotReversal, Error>
Construct a Pivot Reversal with left bars before and right bars after
the pivot.
§Errors
Returns Error::PeriodZero if left or right is 0.
Sourcepub const fn pivot_high(&self) -> Option<f64>
pub const fn pivot_high(&self) -> Option<f64>
Most recent confirmed pivot-high level, if any.
Trait Implementations§
Source§impl Clone for PivotReversal
impl Clone for PivotReversal
Source§fn clone(&self) -> PivotReversal
fn clone(&self) -> PivotReversal
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for PivotReversal
impl Debug for PivotReversal
Source§impl Indicator for PivotReversal
impl Indicator for PivotReversal
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> Option<f64>
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for PivotReversal
impl RefUnwindSafe for PivotReversal
impl Send for PivotReversal
impl Sync for PivotReversal
impl Unpin for PivotReversal
impl UnsafeUnpin for PivotReversal
impl UnwindSafe for PivotReversal
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>>
None during warmup) per input.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
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>
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>
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