Struct PriceVolumeTrend 

pub struct PriceVolumeTrend { /* private fields */ }

Price Volume Trend: volume weighted by the relative price change, accumulated.

PVT_t = PVT_{t-1} + volume_t * (close_t / close_{t-1} - 1)

The distinction to its neighbours is the weighting, and it is the whole point:

• OBV adds the full volume with the sign of the change — a one-cent move counts as much as a five-percent one.
• Elder’s Force Index weights by the absolute change, so the same percentage move counts more at a higher price level.
• PVT weights by the relative change, which makes its steps comparable across price levels within one series.

Unit: volume units. A cumulative total is only meaningful relative to itself — its level says nothing without the series it was accumulated over, and comparing the level between two instruments compares their volume conventions, not their flows.

The running total starts at zero on the first bar that has a predecessor. There is no output on the very first bar of a series: without a previous close there is no return, and a zero would claim one. Indicator::reset returns the total to zero, so a series switch starts a fresh accumulation rather than carrying a level across a boundary it has no meaning over.

Implementations

impl PriceVolumeTrend

pub fn new() -> Self

Trait Implementations

impl Clone for PriceVolumeTrend

fn clone(&self) -> PriceVolumeTrend

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PriceVolumeTrend

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

Formats the value using the given formatter.

impl Default for PriceVolumeTrend

fn default() -> PriceVolumeTrend

Returns the “default value” for a type.

impl Indicator for PriceVolumeTrend

fn name(&self) -> &str

fn warmup_period(&self) -> usize

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

fn reset(&mut self)

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

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

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