Struct yata::indicators::RelativeVigorIndex

pub struct RelativeVigorIndex<M: MovingAverageConstructor = MA> {
    pub period1: PeriodType,
    pub period2: PeriodType,
    pub signal: M,
    pub zone: ValueType,
}

Relative Vigor Index

Links:

• https://www.investopedia.com/terms/r/relative_vigor_index.asp

2 values

• main value

Range in [-0.5; 0.5]

• signal line value

Range in [-0.5; 0.5]

2 signals

• Signal #1 on main value crosses signal line value.

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

• Signal #2 on main value crosses signal line value outside safe zone.

When main value is below -zone and crosses signal line upwards, returns full buy signal. When main value is above +zone and crosses signal line downwards, returns full sell signal. Otherwise returns no signal.

Fields

period1: PeriodType

Summarize period. Default is 10.

Range in [2; PeriodType::MAX)

period2: PeriodType

SWMA period. Default is 4.

Range in [2; PeriodType::MAX)

signal: M

Signal line moving average type.

Default is SWMA(4).

Period range in [2; PeriodType::MAX)

zone: ValueType

Signal zone filter. Default is 0.25.

Range in [0.0; 0.5)

Trait Implementations

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

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

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

Formats the value using the given formatter.

impl Default for RelativeVigorIndex

fn default() -> Self

Returns the “default value” for a type.

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

type Instance = RelativeVigorIndexInstance<M>

Type of State

const NAME: &'static str = "RelativeVigorIndex"

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 RelativeVigorIndex<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 RelativeVigorIndex<M>