ulcer

traquer::trend

Function ulcer 

Source 
pub fn ulcer<T: ToPrimitive>(
    data: &[T],
    window: usize,
) -> impl Iterator<Item = f64> + '_
Expand description

Ulcer Index

Measures downside risk in terms of both the depth and duration of price declines. The index increases in value as the price moves farther away from a recent high and falls as the price rises to new highs.

§Usage

Value decreases during uptrends.

§Sources

[1]

§Examples

use traquer::trend;

trend::ulcer(
    &[1.0,2.0,3.0,4.0,5.0,6.0,4.0,5.0],
    6).collect::<Vec<f64>>();