Struct FisherHighPass 

pub struct FisherHighPass { /* private fields */ }

Fisher HighPass Indicator

Based on John Ehlers’ “Inferring Trading Strategies from Probability Distribution Functions”. Applies a HighPass filter, normalizes the result to [-1, 1], smooths it with a 3-tap FIR, and then applies the Fisher Transform.

Implementations

impl FisherHighPass

pub fn new(hp_len: usize, norm_len: usize) -> Self

Trait Implementations

impl Clone for FisherHighPass

fn clone(&self) -> FisherHighPass

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FisherHighPass

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

Formats the value using the given formatter.

impl Default for FisherHighPass

fn default() -> Self

Returns the “default value” for a type.

impl Next<f64> for FisherHighPass

type Output = f64

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

Process the next input and return the updated output.