Struct PairsRotation 

pub struct PairsRotation { /* private fields */ }

Pairs Rotation (Ehlers Loops)

Based on John Ehlers’ “Pairs Rotation”. Filters two price streams using HighPass and SuperSmoother filters, then normalizes them by their RMS (calculated via EMA of squares). This allows visualizing the relative performance and rotation of two securities.

Implementations

impl PairsRotation

pub fn new(hp_len: usize, lp_len: usize) -> Self

Trait Implementations

impl Clone for PairsRotation

fn clone(&self) -> PairsRotation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PairsRotation

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

Formats the value using the given formatter.

impl Default for PairsRotation

fn default() -> Self

Returns the “default value” for a type.

impl Next<(f64, f64)> for PairsRotation

type Output = (f64, f64)

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

Process the next input and return the updated output.