Struct RviEngine 

pub struct RviEngine { /* private fields */ }

Vigor index: the close-open span relative to the range, averaged.

RVI = SMA(period)((close - open) / (high - low)), the range floored at 1e-8; extra["signal"] is SMA(4) of the RVI and extra["rvi"] repeats the value. This is a plain average, not the symmetrically weighted four-bar numerator and denominator of the usual Relative Vigor Index; on bars with open == close it is 0.

First output: once the signal exists, i.e. with the period + 3-th bar. Indicator::reset clears both averages.

Implementations

impl RviEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for RviEngine

fn clone(&self) -> RviEngine

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RviEngine

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

Formats the value using the given formatter.

impl Indicator for RviEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.