pub struct HMA { /* private fields */ }
Expand description
Hull Moving Average for last length
values for timeseries of type ValueType
HMA = WMA
from (2*WMA
over length
/2
− WMA
over length
) over sqrt(length
))
Parameters
Has a single parameter length
: PeriodType
length
should be > 1
Input type
Input type is ValueType
Output type
Output type is ValueType
Examples
use yata::prelude::*;
use yata::methods::HMA;
use yata::helpers::RandomCandles;
let mut candles = RandomCandles::default();
let mut hma = HMA::new(5, &candles.first().close).unwrap();
candles.take(5).enumerate().for_each(|(index, candle)| {
println!("HMA at #{} is {}", index, hma.next(&candle.close));
});
Performance
O(1)
See also
Trait Implementations
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
type Params = PeriodType
type Params = PeriodType
Method parameters
Static method for creating an instance of the method with given parameters
and initial value
(simply first input value)
Generates next output value based on the given input value
Creates an instance of the method with given parameters
and initial value
, wrapped by historical data holder
Creates an instance of the method with given parameters
and initial value
, wrapped by last produced value holder
Returns memory size of the method (size, align)
Iterates the Method
over the given inputs
slice and returns Vec
of output values. Read more
Applies method to the sequence in-place.
Creates new Method
instance and iterates it over the given inputs
slice and returns Vec
of output values. Read more
Creates new Method
instance and applies it to the sequence
.
Creates a function from the Method
instance
Auto Trait Implementations
impl RefUnwindSafe for HMA
impl UnwindSafe for HMA
Blanket Implementations
Mutably borrows from an owned value. Read more