Struct yata::indicators::ChandeKrollStop

pub struct ChandeKrollStop {
    pub p: PeriodType,
    pub method: RegularMethods,
    pub x: ValueType,
    pub q: PeriodType,
    pub source: Source,
}

Chande Kroll Stop

Links

• https://tradingview.com/support/solutions/43000589105-chande-kroll-stop/

3 values

• stop long Range of values is the same as the range of the source values.

• source value

• stop short

Range of values is the same as the range of the source values.

2 signals

• signal 1 is calculated according to relative position of the source value between stop short and stop long values.

When source value goes above stop short, then returns full buy signal.

When source value goes below stop long, then returns full sell signal.

• signal 2 appears only when stop long crosses stop short upwards.

When cumulative move of stop short and stop long is upwards, then returns full buy.

When cumulative move of stop short and stop long is downwards, then returns full sell.

Fields

p: PeriodType

ATR period length. Default is 10.

Range in [1; PeriodType::MAX]

method: RegularMethods

ATR method. Default is SMA.

x: ValueType

ATR multiplier. Default is 1.0.

Range in [0; +inf)

q: PeriodType

multiplied highest/lowest period length. Default is 9.

Range in [1; PeriodType::MAX]

source: Source

Price source. Default is Close

Trait Implementations

impl Clone for ChandeKrollStop

fn clone(&self) -> ChandeKrollStop

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for ChandeKrollStop

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

Formats the value using the given formatter.

impl Default for ChandeKrollStop

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ChandeKrollStop

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for ChandeKrollStop

type Instance = ChandeKrollStopInstance

Type of State

const NAME: &'static str

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>(
    self,
    initial_value: &'a T
) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error> where
    Self: 'static, 

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error> where
    T: OHLCV,
    S: AsRef<[T]>,
    Self: Sized, 

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl Serialize for ChandeKrollStop

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl Copy for ChandeKrollStop