Struct Cci 

pub struct Cci { /* private fields */ }

Commodity Channel Index with a smoothed line, a signal and a context line.

Over the last cci_len typical prices (high + low + close) / 3 the raw CCI is (price - SMA) / (0.015 * mean_abs_deviation), 0 for a zero deviation. value is the line: an exponential average over avg_len of the raw CCI, seeded with its first value. extra["signal"] is the same average over sig_len of the line; the context line uses ctx_len. Alerts fire on line/signal and zero crosses and on divergences.

First output: with the cci_len-th bar. Indicator::reset clears windows and averages.

Implementations

impl Cci

pub fn new( cci_len: usize, avg_len: usize, sig_len: usize, lookback_extreme: usize, oversold: f64, overbought: f64, require_extreme_zone: bool, ctx_len: usize, div_len: usize, div_min: f64, ) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Indicator for Cci

fn name(&self) -> &str

fn warmup_period(&self) -> usize

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

fn reset(&mut self)

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.