Struct yata::indicators::PivotReversalStrategy

pub struct PivotReversalStrategy {
    pub left: PeriodType,
    pub right: PeriodType,
}

Pivot Reversal Strategy

Simply seaches for pivot points and returns signal.

Links

• https://www.incrediblecharts.com/technical/pivot_point_reversal.php

No values

1 signal

• main pivot signal

When low pivot happens, returns full buy signal. When high pivot happens, returns full sell signal. Otherwise returns no signal.

Fields

left: PeriodType

How many periods should left before pivot point.

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

right: PeriodType

How many periods should appear after pivot point.

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

Trait Implementations

impl Clone for PivotReversalStrategy

fn clone(&self) -> PivotReversalStrategy

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for PivotReversalStrategy

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

Formats the value using the given formatter.

impl Default for PivotReversalStrategy

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PivotReversalStrategy

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for PivotReversalStrategy

type Instance = PivotReversalStrategyInstance

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 PivotReversalStrategy

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 PivotReversalStrategy