Struct CyberCycle 

pub struct CyberCycle { /* private fields */ }

John Ehlers’ Cyber Cycle As described in “Cybernetic Analysis for Stocks and Futures” (2004), Chapter 4, Page 33-34.

The Cyber Cycle is an indicator that models the cyclical component of price movement. It uses a 4-bar symmetrical finite impulse response (FIR) filter for smoothing and an alpha calculation to isolate the cycle.

Implementations

impl CyberCycle

pub fn new(length: usize) -> Self

Trait Implementations

impl Clone for CyberCycle

fn clone(&self) -> CyberCycle

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CyberCycle

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

Formats the value using the given formatter.

impl Next<f64> for CyberCycle

type Output = (f64, f64)

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

Process the next input and return the updated output.