Struct yata::indicators::PriceChannelStrategy

pub struct PriceChannelStrategy {
    pub period: PeriodType,
    pub sigma: ValueType,
}

Price Channel Strategy

Calculates price channel by highest high and lowest low for last period candles.

Links

• https://www.investopedia.com/terms/p/price-channel.asp

2 values

• Upper bound value

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

• Lower bound value

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

1 signal

When current high price touches upper bound, returns full buy signal. When current low price touches lower bound, returns full sell signal. When both touches occure, or no toucher, then returns no signal.

Fields

period: PeriodType

Main period length. Default is 20.

Range in [2; PeriodType::MAX)

sigma: ValueType

Relative channel size. Default is 1.0.

Range in (0.0; 1.0]

Trait Implementations

impl Clone for PriceChannelStrategy

fn clone(&self) -> PriceChannelStrategy

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for PriceChannelStrategy

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

Formats the value using the given formatter.

impl Default for PriceChannelStrategy

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PriceChannelStrategy

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for PriceChannelStrategy

type Instance = PriceChannelStrategyInstance

Type of State

const NAME: &'static str = "PriceChannelStrategy"

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 PriceChannelStrategy

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 PriceChannelStrategy