Struct ChannelCycle 

pub struct ChannelCycle { /* private fields */ }

Channel Cycle Indicator

Based on John Ehlers’ “Inferring Trading Strategies from Probability Distribution Functions”. Detrends price using a channel normalization, then applies a bandpass filter to extract a near sine wave, and computes a leading cosine-like function.

Implementations

impl ChannelCycle

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for ChannelCycle

fn clone(&self) -> ChannelCycle

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ChannelCycle

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

Formats the value using the given formatter.

impl Default for ChannelCycle

fn default() -> Self

Returns the “default value” for a type.

impl Next<f64> for ChannelCycle

type Output = (f64, f64)

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

Process the next input and return the updated output.