Struct yata::indicators::StochasticOscillator

pub struct StochasticOscillator<M: MovingAverageConstructor = MA> {
    pub period: PeriodType,
    pub ma: M,
    pub signal: M,
    pub zone: ValueType,
}

Stochastic Oscillator

Links

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

2 values

• main value

Range in [0.0; 1.0].

• signal line value

Range in [0.0; 1.0].

3 signals

• Signal #1

When main value crosses lower bound upwards, returns full buy signal. When main value crosses upper bound downwards, returns full sell signal. Otherwise returns no signal.

• Signal #2

When signal line value crosses lower bound upwards, returns full buy signal. When signal line value crosses upper bound downwards, returns full sell signal. Otherwise returns no signal.

• Signal #3

When main value crosses signal line upwards, returns full buy signal. When main value crosses signal line downwards, returns full sell signal. Otherwise returns no signal.

Fields

period: PeriodType

Period for searching highest high and lowest low. Default is 14.

Range in [2; PeriodType::MAX)

ma: M

Moving average for smoothing main value.

Default is SMA(14).

Usually it is equal to period.

Period range is in [2; PeriodType::MAX)

signal: M

Moving average type for smoothing signal line value.

Default is SMA(3).

Period range is in [2; PeriodType::MAX)

zone: ValueType

Zone size for #1 and #2 signals.

Range in [0.0; 0.5].

Trait Implementations

impl<M: Clone + MovingAverageConstructor> Clone for StochasticOscillator<M>

fn clone(&self) -> StochasticOscillator<M>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<M: Debug + MovingAverageConstructor> Debug for StochasticOscillator<M>

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

Formats the value using the given formatter.

impl Default for StochasticOscillator

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M: MovingAverageConstructor> Deserialize<'de> for StochasticOscillator<M> where
    M: Deserialize<'de>, 

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

Deserialize this value from the given Serde deserializer.

impl<M: MovingAverageConstructor> IndicatorConfig for StochasticOscillator<M>

type Instance = StochasticOscillatorInstance<M>

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<M: MovingAverageConstructor> Serialize for StochasticOscillator<M> where
    M: Serialize, 

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl<M: Copy + MovingAverageConstructor> Copy for StochasticOscillator<M>