Struct HullMa 

pub struct HullMa { /* private fields */ }

Hull Moving Average indicator.

A responsive moving average that reduces lag while maintaining smoothness. Developed by Alan Hull.

Formula

HullMA = WMA(2 * WMA(n/2) - WMA(n), sqrt(n))

Example

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

let ts = Utc::now();
let candles: Vec<Candle> = (0..25).map(|i| {
    Candle::new(dec!(100), dec!(110), dec!(90), dec!(100) + rust_decimal::Decimal::from(i), dec!(1000), ts).unwrap()
}).collect();
let hull = HullMa::new(20).unwrap();
let series = hull.compute(&candles).unwrap();

Implementations

impl HullMa

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

Create a new Hull MA indicator with the specified period.

Errors

Returns InvalidParameter if period < 2.

Trait Implementations

impl Clone for HullMa

fn clone(&self) -> HullMa

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HullMa

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

Formats the value using the given formatter.

impl Indicator for HullMa

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.