Skip to main content

pullback_range

Function pullback_range 

Source
pub fn pullback_range(bar: &Bar, flow: &Footprint) -> Option<(i64, i64)>
Expand description

The rows of a bar between its close and the extreme it reached beyond the close: from the close up to the highest traded row when the bar closed at or above its open, and from the lowest traded row up to the close when it closed below. Returns inclusive level keys of flow, or None when the bar has no executions or closed on its extreme row. The range follows the bar as it develops, and it only selects rows: their executed volume is never changed.