Struct MidasCurveEngine 

pub struct MidasCurveEngine { /* private fields */ }

MIDAS curve with a Topfinder or Bottomfinder projection.

curve = cum(price * volume) / cum(volume) since the first bar, price taken from source. A new extreme is a high above the running one (Topfinder) or a low below it (Bottomfinder); the first bar sets the first. From the first bar after the latest extreme on, the projection is extreme - (extreme - curve_at_extreme) * sqrt(cum_volume_at_extreme / cum_volume); a new extreme restarts it. After maturity_bars bars without a new extreme the state is exhausted.

value: the curve; secondary: the projection, or the curve while there is none; extra["projection"] only while it exists; state: launch, projecting or exhausted. First output: with the first bar that carries volume. Indicator::reset clears the accumulation and the extreme.

Implementations

impl MidasCurveEngine

pub fn new(mode: MidasMode, source: Source, maturity_bars: u32) -> Self

pub fn with_defaults(mode: MidasMode) -> Self

Trait Implementations

impl Indicator for MidasCurveEngine

fn name(&self) -> &str

fn reset(&mut self)

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

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

fn warmup_period(&self) -> usize

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

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