Struct Ema 

pub struct Ema { /* private fields */ }

Exponential Moving Average indicator.

Computes a weighted moving average that gives more weight to recent prices. The weighting decreases exponentially for older prices.

Formula

multiplier = 2 / (period + 1) EMA_today = (Close - EMA_yesterday) * multiplier + EMA_yesterday

The first EMA value is the SMA of the first period candles.

Example

use quant_indicators::{Indicator, Ema};
use quant_primitives::Candle;
use chrono::Utc;
use rust_decimal_macros::dec;

let ts = Utc::now();
let candles: Vec<Candle> = (0..20).map(|i| {
    Candle::new(dec!(100), dec!(110), dec!(90), dec!(100) + rust_decimal::Decimal::from(i), dec!(1000), ts).unwrap()
}).collect();
let ema = Ema::new(20).unwrap();
let series = ema.compute(&candles).unwrap();

Implementations

impl Ema

pub fn new(period: usize) -> Result<Self, IndicatorError>

Create a new EMA indicator with the specified period.

Errors

Returns InvalidParameter if period is 0.

pub fn multiplier(&self) -> Decimal

Get the smoothing multiplier.

Trait Implementations

impl Clone for Ema

fn clone(&self) -> Ema

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Ema

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

Formats the value using the given formatter.

impl Indicator for Ema

fn name(&self) -> &str

The name of this indicator (e.g., “SMA(20)”).

fn warmup_period(&self) -> usize

Minimum number of candles required before output is valid.

fn compute(&self, candles: &[Candle]) -> Result<Series, IndicatorError>

Compute the indicator values from candle data.