Struct yata::indicators::CoppockCurve

pub struct CoppockCurve {
    pub period1: PeriodType,
    pub period2: PeriodType,
    pub period3: PeriodType,
    pub s2_left: PeriodType,
    pub s2_right: PeriodType,
    pub s3_period: PeriodType,
    pub source: Source,
    pub method1: RegularMethods,
    pub method2: RegularMethods,
}

Coppock curve

Links

• https://en.wikipedia.org/wiki/Coppock_curve

2 values

• Main value

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

• Signal line value

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

3 signals

• Signal 1 appears when main value crosses zero line. When main value crosses zero line upwards, returns full buy signal. When main value crosses zero line downwards, returns full sell signal.
• Signal 2 appears on reverse points of main value. When top reverse point appears,
• Signal 3 appears on main value crosses signal line. When main value crosses signal line upwards, returns full buy signal. When main value crosses signal line downwards, returns full sell signal.

Fields

period1: PeriodType

MA period (using method1). Default is 10.

Range in [2; PeriodType::MAX).

period2: PeriodType

Long rate of change period. Default is 14.

Range in (period3; PeriodType::MAX).

period3: PeriodType

Short rate of change period. Default is 11.

Range in [1; period2).

s2_left: PeriodType

Signal 2 reverse points left limit. Default is 4.

Range in [1; PeriodType::MAX-s2_right).

s2_right: PeriodType

Signal 2 reverse points right limit. Default is 2

Range in [1; PeriodType::MAX-s2_left).

s3_period: PeriodType

Signal line period (using method2). Default is 5.

Range in [2; PeriodType::MAX).

source: Source

Source type. Default is Close.

method1: RegularMethods

Main MA type (using period1). Default is WMA

method2: RegularMethods

Signal line MA type (using s3_period). Default is EMA

Trait Implementations

impl Clone for CoppockCurve

fn clone(&self) -> CoppockCurve

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for CoppockCurve

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

Formats the value using the given formatter.

impl Default for CoppockCurve

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for CoppockCurve

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for CoppockCurve

type Instance = CoppockCurveInstance

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 CoppockCurve

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 CoppockCurve