Crate sliding_features[−][src]
Expand description
The sliding_features crate provides modular, chainable sliding windows for various signal processing function and technical indicators
Structs
| ALMA | ALMA - Arnaud Legoux Moving Average reference: https://forex-station.com/download/file.php?id=3326661&sid=d6b440bfbba5e1905b4c75188c2797ce |
| CenterOfGravity | John Ehlers Center of Gravity Indicator from: https://mesasoftware.com/papers/TheCGOscillator.pdf |
| CorrelationTrendIndicator | John Ehlers Correlation Trend Indicator from: https://financial-hacker.com/petra-on-programming-a-unique-trend-indicator/ |
| CyberCycle | John Ehlers Cyber Cycle Indicator from: https://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf |
| EMA | EMA - Exponential Moving Average |
| Echo | Echo always return the last value just like an echo |
| EhlersFisherTransform | John Ehlers Fisher Transform Indicator from: http://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf |
| Entropy | Shannon Entropy over bool values over a sliding window |
| HLNormalizer | A sliding High - Low Normalizer |
| LaguerreFilter | John Ehlers Laguerre Filter from: http://mesasoftware.com/papers/TimeWarp.pdf |
| LaguerreRSI | John Ehlers LaguerreRSI from: http://mesasoftware.com/papers/TimeWarp.pdf |
| Multiplier | Simply multiply the output of View by a certain number |
| MyRSI | John Ehlers MyRSI from: http://www.mesasoftware.com/papers/Noise%20Elimination%20Technology.pdf |
| NET | John Ehlers Noise elimination technology using kendall correlation from http://www.mesasoftware.com/papers/Noise%20Elimination%20Technology.pdf |
| PolarizedFractalEfficiency | A PolarizedFractalEfficiency indicator with output range [-1.0 and 1.0] rather than [-100, 100] it is also possible to use a custom moving average instead of the default EMA in the original |
| ROC | Rate of Change Indicator |
| RSI | Relative Strength Index Indicator |
| ReFlex | John Ehlers ReFlex Indicator from: https://financial-hacker.com/petra-on-programming-a-new-zero-lag-indicator/ |
| SMA | SMA - Simple Moving Average |
| SlidingWindow | A Sliding Window holding any number of Sliding Features (Views) |
| TrendFlex | John Ehlers TrendFlex Indicators from: https://financial-hacker.com/petra-on-programming-a-new-zero-lag-indicator/ |
| VSCT | Variance Stabilizing Centering Transform Sliding Window |
| VST | Variance Stabilizing Transform uses the standard deviation to normalize values |
| WelfordOnline | Welford online algorithm for computing mean and variance on-the-fly |
| WelfordOnlineSliding | Welford online algorithm for computing mean and variance on-the-fly over a sliding window |
Traits
| View | The most important Trait, defining methods which each sliding feature needs to implement |