Struct yata::indicators::DonchianChannel

pub struct DonchianChannel {
    pub period: PeriodType,
}

Donchian Channel

Links

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

3 values

• Lower bound

Range is the same as high values.

• Middle value

It is always middle value between upper bound and lower bound

Range is the same as high and low values.

• Upper bound

Range is the same as low values.

1 signal

• When high value hits upper bound, returns full buy signal. When low value hits lower bound, returns full sell signal. Otherwise returns no signal. If both values hit both bounds, returns no signal.

Fields

period: PeriodType

Main period. Default is 20.

Range in [2; PeriodType::MAX)

Trait Implementations

impl Clone for DonchianChannel

fn clone(&self) -> DonchianChannel

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for DonchianChannel

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

Formats the value using the given formatter.

impl Default for DonchianChannel

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DonchianChannel

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for DonchianChannel

type Instance = DonchianChannelInstance

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 DonchianChannel

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 DonchianChannel