Struct TrendQualityScoreEngine 

pub struct TrendQualityScoreEngine { /* private fields */ }

Trend Quality Score: a signed product of four trend factors, -100..=100.

All four inputs run on every bar with the same period:

• direction: +1 if the EMA(period) of the close (first-sample seeded, see EmaEngine) rose against the previous bar’s, ema > prev; otherwise -1. A flat EMA counts as -1, and so does the first output, which has no previous value to compare with.
• efficiency: the Kaufman Efficiency Ratio over period (LegEfficiencyEngine), 0..=1.
• strength: clamp(ADX / 50, 0, 1), the ADX from Adx::with_period(period): Wilder DI and ADX smoothing both over period.
• participation: clamp(RVOL / 2, 0.2, 1) with RvolEngine(period).

value = clamp(direction · efficiency · strength · participation · 100, -100, 100), the four factors in extra under their names. There is no separate persistence factor.

First output once all four inputs have one, which the ADX sets: with bar 2 · period.

Implementations

impl TrendQualityScoreEngine

pub fn new(period: usize) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for TrendQualityScoreEngine

fn clone(&self) -> TrendQualityScoreEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TrendQualityScoreEngine

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

Formats the value using the given formatter.

impl Indicator for TrendQualityScoreEngine

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.