Struct DemaEngine 

pub struct DemaEngine { /* private fields */ }

Double Exponential Moving Average (DEMA) over the closing price.

DEMA = 2 * e1 - e2. e1 is this crate’s EMA of the closes (EmaEngine: seeded with the first close, published from the period-th bar on); e2 is the same EMA taken over the published values of e1, so the second stage starts with the first published value of the first rather than with the first close.

That chaining differs from super::tema::TemaEngine, whose three stages all run from the first close. The two produce different early values and converge as the seeds decay.

First output: once e2 publishes, i.e. with the 2 * period - 1-th bar. Indicator::reset clears both averages.

Implementations

impl DemaEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Indicator for DemaEngine

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.