Struct ProjectedMovingAverage 

pub struct ProjectedMovingAverage { /* private fields */ }

Projected Moving Average (PMA)

Based on John Ehlers’ “Removing Moving Average Lag” (TASC March 2025). Adds the linear regression slope multiplied by half the length to a simple moving average to compensate for the lag inherent in moving averages. Returns (PMA, Predict).

Implementations

impl ProjectedMovingAverage

pub fn new(length: usize) -> Self

Trait Implementations

impl Clone for ProjectedMovingAverage

fn clone(&self) -> ProjectedMovingAverage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ProjectedMovingAverage

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

Formats the value using the given formatter.

impl Default for ProjectedMovingAverage

fn default() -> Self

Returns the “default value” for a type.

impl Next<f64> for ProjectedMovingAverage

type Output = (f64, f64)

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

Process the next input and return the updated output.