Struct ChandelierExit 

pub struct ChandelierExit { /* private fields */ }

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.

long_stop  = highest_high(period) − multiplier · ATR(period)
short_stop = lowest_low(period)   + multiplier · ATR(period)

A long position is exited when price closes below long_stop; a short when it closes above short_stop. Because the stop hangs a fixed number of ATRs off the extreme of the window — like a chandelier off a ceiling — it follows price up but never loosens. LeBeau’s classic configuration is a 22-bar window with a 3.0 multiplier.

Example

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

let mut indicator = ChandelierExit::new(22, 3.0).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl ChandelierExit

pub fn new(period: usize, multiplier: f64) -> Result<ChandelierExit, Error>

Construct a Chandelier Exit with an explicit window and band multiplier.

Errors

Returns Error::PeriodZero if period == 0 and Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub fn classic() -> ChandelierExit

LeBeau’s classic configuration: a 22-bar window, 3.0 multiplier.

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

Configured (period, multiplier).

Trait Implementations

impl Clone for ChandelierExit

fn clone(&self) -> ChandelierExit

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChandelierExit

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

Formats the value using the given formatter.

impl Indicator for ChandelierExit

type Input = Candle

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

type Output = ChandelierExitOutput

Type of one output value.

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

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.