Struct yata::indicators::BollingerBands

pub struct BollingerBands {
    pub avg_size: PeriodType,
    pub sigma: ValueType,
    pub source: Source,
}

Bollinger Bands

Links

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

3 values

• upper bound

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

• source value
• lower bound

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

1 digital signal

When source value goes above the upper bound, then returns full buy signal. When source value goes under the lower bound, then returns full sell signal. Otherwise returns signal according to relative position of the source value based on upper bound and lower bound values.

Fields

avg_size: PeriodType

Main period length. Default is 20

Range in [3; PeriodType::MAX)

sigma: ValueType

Standard deviation multiplier for bounds. Default is 2.0

Range in (0.0; +inf)

source: Source

Source type of values. Default is Close

Trait Implementations

impl Clone for BollingerBands

fn clone(&self) -> BollingerBands

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for BollingerBands

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

Formats the value using the given formatter.

impl Default for BollingerBands

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BollingerBands

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for BollingerBands

type Instance = BollingerBandsInstance

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 BollingerBands

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 BollingerBands