Struct VortexEngine 

pub struct VortexEngine { /* private fields */ }

Vortex Indicator: +VI and -VI.

From the second bar on, VM+ = |high - prev_low|, VM- = |low - prev_high| and the true range; +VI = sum(VM+) / sum(TR) and -VI = sum(VM-) / sum(TR) over the last period bars, the sum of true ranges floored at 1e-8.

value and extra["vi_plus"]: +VI; extra["vi_minus"]: -VI. First output: with the period + 1-th bar. Indicator::reset clears the windows.

Implementations

impl VortexEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for VortexEngine

fn clone(&self) -> VortexEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VortexEngine

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

Formats the value using the given formatter.

impl Indicator for VortexEngine

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.