Struct yata::indicators::KlingerVolumeOscillator

pub struct KlingerVolumeOscillator<M: MovingAverageConstructor = MA> {
    pub ma1: M,
    pub ma2: M,
    pub signal: M,
}

Klinger Volume Oscillator

Links

• https://en.wikipedia.org/wiki/Volume_analysis#Klinger_Volume_Oscillator
• https://www.investopedia.com/terms/k/klingeroscillator.asp

2 values

• main value

Range in (-inf; +inf)

• signal line value

Range in (-inf; +inf)

2 signals

• When main value crosses 0.0 upwards, then returns full buy signal. When main value crosses 0.0 downwards, then returns full sell signal. Otherwise returns no signal.

• When main value crosses signal line value upwards, then returns full buy signal. When main value crosses signal line downwards, then returns full sell signal. Otherwise returns no signal.

Fields

ma1: M

Fast moving average type.

Default is EMA(34).

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

ma2: M

Slow moving average type.

Default is EMA(55).

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

signal: M

Signal line moving average type.

Default is EMA(13).

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

Trait Implementations

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

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

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

Formats the value using the given formatter.

impl Default for KlingerVolumeOscillator

fn default() -> Self

Returns the “default value” for a type.

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

type Instance = KlingerVolumeOscillatorInstance<M>

Type of State

const NAME: &'static str = "KlingerVolumeOscillator"

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 KlingerVolumeOscillator<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 KlingerVolumeOscillator<M>