Struct VPNIndicator 

pub struct VPNIndicator { /* private fields */ }

Volume Positive Negative (VPN) Indicator

Developed by Markos Katsanos, the VPN indicator attempts to identify high-volume breakouts by comparing volume on “up” days versus “down” days. It is normalized to oscillate between -100 and 100.

Formula: TypicalPrice = (High + Low + Close) / 3 MF = TypicalPrice - TypicalPrice[1] MC = 0.1 * ATR(Period) VMP = If MF > MC then Volume else 0 VMN = If MF < -MC then Volume else 0 VP = Sum(VMP, Period) VN = Sum(VMN, Period) MAV = Average(Volume, Period) VPN = (VP - VN) / (MAV * Period) * 100

This implementation uses an UltimateSmoother for the final VPN value to minimize lag, as per QuantWave’s preference for Ehlers-style smoothing.

Implementations

impl VPNIndicator

pub fn new(period: usize, smooth_period: usize) -> Self

Trait Implementations

impl Clone for VPNIndicator

fn clone(&self) -> VPNIndicator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VPNIndicator

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

Formats the value using the given formatter.

impl Next<(f64, f64, f64, f64)> for VPNIndicator

type Output = f64

fn next( &mut self, (high, low, close, volume): (f64, f64, f64, f64), ) -> Self::Output

Process the next input and return the updated output.