Struct KlingerVolumeForceEngine 

pub struct KlingerVolumeForceEngine { /* private fields */ }

Klinger Volume Oscillator (KVO) over the volume force.

Per bar, with dm = high - low:

trend = +1 if high + low + close rose against the previous bar, -1 if it fell,
        the previous trend if unchanged, +1 on the first bar
cm    = dm on the first bar; cm + dm while the trend holds; prev_dm + dm when it flips
vf    = volume * |2 * dm / cm - 1| * trend * 100          (the ratio is 0 for cm ~ 0)
KVO   = Ema(fast_len)(vf) - Ema(slow_len)(vf)

Both averages are the shared Ema with its first-sample seed and run from the first bar; the line is published from the slow_len-th bar on. extra["signal"] is an Ema(signal_len) over the published KVO values, seeded with the first of them; extra["hist"] is KVO - signal and extra["volume_force"] this bar’s vf. Defaults 34/55/13.

First output: with the slow_len-th bar. Indicator::reset clears all state.

Implementations

impl KlingerVolumeForceEngine

pub fn new(fast_len: usize, slow_len: usize, signal_len: usize) -> Self

pub fn with_defaults() -> Self

pub fn fast_len(&self) -> usize

Trait Implementations

impl Clone for KlingerVolumeForceEngine

fn clone(&self) -> KlingerVolumeForceEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for KlingerVolumeForceEngine

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

Formats the value using the given formatter.

impl Indicator for KlingerVolumeForceEngine

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.