pub fn frama<T: ToPrimitive>(
data: &[T],
window: usize,
) -> Result<impl Iterator<Item = f64> + '_, &'static str>Expand description
Fractal Adaptive Moving Average
Based on argument that market prices are fractal, this algorithm considers fractal shapes as self-similar because they tend to have the same roughness and sparseness regardless of the magnification used to view them.
§Sources
§Examples
use traquer::smooth;
match smooth::frama(&[1.0,2.0,3.0,4.0,5.0,2.0,3.0,4.0,2.0,3.0,4.0,2.0,3.0,4.0], 3){
Ok(iter) => {
let ma = iter.collect::<Vec<f64>>();
},
Err(e) => println!("Error: {}", e),
}