Struct KamaEngine 

pub struct KamaEngine { /* private fields */ }

Kaufman’s Adaptive Moving Average (KAMA) over the closing price.

Over the last period + 1 closes the efficiency ratio is net movement over path length, ER = |close_t - close_{t-period}| / sum(|close_i - close_{i-1}|), and 0 when nothing moved. It places the smoothing constant between a fast and a slow exponential constant:

sc   = (ER * (2/(fast_period+1) - 2/(slow_period+1)) + 2/(slow_period+1))^2
KAMA = KAMA_{t-1} + sc * (close_t - KAMA_{t-1})

The first value is the close of the first bar with a full window; there is no separate seed. Registry defaults: period = 10, fast_period = 2, slow_period = 30.

First output: with the period + 1-th bar. Indicator::reset clears the window and the average.

Implementations

impl KamaEngine

pub fn new(period: usize, fast_period: usize, slow_period: usize) -> Self

Trait Implementations

impl Indicator for KamaEngine

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.