Struct DmiEngine 

pub struct DmiEngine { /* private fields */ }

Directional Movement Index: +DI and -DI over plain sums.

Per bar from the second one on, +DM, -DM and TR as in super::adx::Adx. Unlike the ADX they are summed over the last period bars rather than Wilder-smoothed: +DI = 100 * sum(+DM) / sum(TR), -DI = 100 * sum(-DM) / sum(TR) (0 without range).

value: +DI - -DI — the difference of the two lines, not the directional index DX that super::adx::Adx computes. extra["plus_di"] and extra["minus_di"] (each clamped to 0..=100) and extra["di_diff"]. Alerts fire when one line leads the other by more than 10.

First output: with the period + 1-th bar. Indicator::reset clears the windows.

Implementations

impl DmiEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Indicator for DmiEngine

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.