Struct yata::indicators::IchimokuCloud

pub struct IchimokuCloud {
    pub l1: PeriodType,
    pub l2: PeriodType,
    pub l3: PeriodType,
    pub m: PeriodType,
    pub source: Source,
}

Ichimoku cloud

Links

• https://en.wikipedia.org/wiki/Ichimoku_Kink%C5%8D_Hy%C5%8D

4 values

• Tenkan Sen
• Kijun Sen
• Senkou Span A
• Senkou Span B

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

2 signals

• When Tenkan Sen crosses Kijun Sen upwards and source value is greter than both Senkou Span A and B and when Senkou Span A is greter than Senkou Span B, returns full buy signal. When Tenkan Sen crosses Kijun Sen downwards and source value is lower than both Senkou Span A and B and when Senkou Span A is lower than Senkou Span B, returns full sell signal.

• When source value crosses Kijun Sen upwards and source value is greter than both Senkou Span A and B and when Senkou Span A is greter than Senkou Span B, returns full buy signal. When source value crosses Kijun Sen downwards and source value is lower than both Senkou Span A and B and when Senkou Span A is lower than Senkou Span B, returns full sell signal.

Fields

l1: PeriodType

Tenkan Sen period. Default is 9.

Range in [1; l2).

l2: PeriodType

Kijun Sen period. Default is 26.

Range in (l1; l3).

l3: PeriodType

Senkou Span B period. Default is 52.

Range in (l2; PeriodType::MAX).

m: PeriodType

Move Senkou Span A and B forward by this period. Default is 26.

Range in [1; PeriodType::MAX).

source: Source

Source type. Default is Close.

Trait Implementations

impl Clone for IchimokuCloud

fn clone(&self) -> IchimokuCloud

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for IchimokuCloud

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

Formats the value using the given formatter.

impl Default for IchimokuCloud

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for IchimokuCloud

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for IchimokuCloud

type Instance = IchimokuCloudInstance

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 IchimokuCloud

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 IchimokuCloud