Struct DSMA 

pub struct DSMA { /* private fields */ }

Deviation Scaled Moving Average (DSMA)

Based on John Ehlers’ “Deviation Scaled Moving Average” (2018). DSMA is an adaptive moving average that modifies the alpha term of an EMA based on the amplitude of an oscillator scaled in Standard Deviations from the mean. This allows it to adapt rapidly to price variations while maintaining heavy smoothing when variations are small.

Implementations

impl DSMA

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for DSMA

fn clone(&self) -> DSMA

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DSMA

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

Formats the value using the given formatter.

impl Next<f64> for DSMA

type Output = f64

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

Process the next input and return the updated output.