Struct quantaxis_rs::indicators::AverageTrueRange

pub struct AverageTrueRange {
    pub cached: Vec<f64>,
    // some fields omitted
}

Average true range (ATR).

A technical analysis volatility indicator, originally developed by J. Welles Wilder. The average true range is an N-day smoothed moving average of the true range values. This implementation uses exponential moving average.

Formula

ATR(length)_t = EMA(length) of TR_t

Where:

• EMA(n) - exponential moving average with smoothing period length
• TR_t - true range for period t

Parameters

• length - smoothing period of EMA (integer greater than 0)

}

Fields

cached: Vec<f64>

Implementations

impl AverageTrueRange

pub fn new(length: u32) -> Result<Self>

Trait Implementations

impl Clone for AverageTrueRange

pub fn clone(&self) -> AverageTrueRange

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for AverageTrueRange

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

Formats the value using the given formatter.

impl Default for AverageTrueRange

pub fn default() -> Self

Returns the "default value" for a type.

impl Display for AverageTrueRange

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

Formats the value using the given formatter.

impl<'a, T: High + Low + Close> Next<&'a T> for AverageTrueRange

type Output = f64

pub fn next(&mut self, input: &'a T) -> Self::Output

impl Next<f64> for AverageTrueRange

type Output = f64

pub fn next(&mut self, input: f64) -> Self::Output

impl Reset for AverageTrueRange

pub fn reset(&mut self)

impl<'a, T: High + Low + Close> Update<&'a T> for AverageTrueRange

type Output = f64

pub fn update(&mut self, input: &'a T) -> Self::Output

impl Update<f64> for AverageTrueRange

type Output = f64

pub fn update(&mut self, input: f64) -> Self::Output