Struct WaveTrendEngine 

pub struct WaveTrendEngine { /* private fields */ }

WaveTrend oscillator.

ap  = (high + low + close) / 3
esa = Ema(n1)(ap)          d = Ema(n1)(|ap - esa|)
ci  = (ap - esa) / (0.015 * d)                        (0 for d <= 1e-8)
wt1 = Ema(n2)(ci)          wt2 = SMA(4)(wt1)

All EMAs are the shared Ema with its first-sample seed, running from the first bar. value and extra["wt1"]: wt1; extra["wt2"], extra["hist"] (wt1 - wt2) and the two levels. First output: with the fourth bar, once wt2 exists. Indicator::reset clears all averages.

Implementations

impl WaveTrendEngine

pub fn new(n1: usize, n2: usize, ob_level: f64, os_level: f64) -> Self

pub fn with_defaults() -> Self

pub fn alerts(&self) -> WaveTrendAlerts

Trait Implementations

impl Clone for WaveTrendEngine

fn clone(&self) -> WaveTrendEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WaveTrendEngine

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

Formats the value using the given formatter.

impl Indicator for WaveTrendEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

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

fn reset(&mut self)

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.