Struct FRAMA 

pub struct FRAMA { /* private fields */ }

Fractal Adaptive Moving Average (FRAMA) As described by John Ehlers.

The FRAMA uses the fractal dimension of prices to dynamically adapt its smoothing constant (alpha). It rapidly follows major changes in price and slows down when prices are in congestion.

The length parameter specifies the period N. If an odd length is provided, it will be automatically converted to an even number (by adding 1) because the fractal dimension calculation requires splitting the period into two equal halves.

Implementations

impl FRAMA

pub fn new(length: usize) -> Self

Trait Implementations

impl Clone for FRAMA

fn clone(&self) -> FRAMA

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FRAMA

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

Formats the value using the given formatter.

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

type Output = f64

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

Process the next input and return the updated output.