Struct yata::indicators::KeltnerChannel

pub struct KeltnerChannel<M: MovingAverageConstructor = MA> {
    pub ma: M,
    pub sigma: ValueType,
    pub source: Source,
}

Keltner Channel

Links

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

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 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 no signal.

Fields

ma: M

Middle moving average type.

Default is EMA(20).

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

sigma: ValueType

True range multiplier. Default is 1.0.

Range in (0.0; +inf)

source: Source

Middle moving average source value type. Default is Close

Trait Implementations

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

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

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

Formats the value using the given formatter.

impl Default for KeltnerChannel<MA>

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M> Deserialize<'de> for KeltnerChannel<M>

where M: Deserialize<'de> + MovingAverageConstructor,

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 KeltnerChannel<M>

type Instance = KeltnerChannelInstance<M>

Type of State

const NAME: &'static str = "KeltnerChannel"

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> Serialize for KeltnerChannel<M>

where M: Serialize + MovingAverageConstructor,

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 KeltnerChannel<M>