Expand description
Bar-series transformations that derive alternative candles from observed ones. Bar-series transformations: alternative candles derived from observed ones.
What separates these from indicators is what they produce. An indicator answers with a number
about a bar; a transformation answers with another bar. The prices in that bar were never
traded, which is the whole reason this lives in its own type rather than in crate::Bar:
a synthetic price must not reach fill, slippage or risk arithmetic by accident.
Structsยง
- Heikin
Ashi - Streaming Heikin-Ashi transformation.
- Heikin
Ashi Bar - One Heikin-Ashi candle together with the observed bar it was derived from.