pub struct Cmo { /* private fields */ }Expand description
Chande Momentum Oscillator — Tushar Chande’s bounded momentum gauge.
Over the last period price changes it sums the gains and the losses
separately and reports:
CMO = 100 · (Σ gains − Σ losses) / (Σ gains + Σ losses)The result is bounded in [−100, 100]: +100 is a window of pure gains,
−100 a window of pure losses, 0 a perfect balance. Unlike RSI the sums
are unsmoothed — every change in the window carries equal weight — so CMO
reacts faster and swings wider.
§Example
use wickra_core::{Indicator, Cmo};
let mut indicator = Cmo::new(14).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + f64::from(i));
}
assert_eq!(last, Some(100.0)); // pure uptrend saturates at +100Implementations§
Trait Implementations§
Source§impl Indicator for Cmo
impl Indicator for Cmo
Source§fn update(&mut self, input: f64) -> Option<f64>
fn update(&mut self, input: f64) -> Option<f64>
Feed one new data point into the indicator and return the freshly computed
output, or
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for Cmo
impl RefUnwindSafe for Cmo
impl Send for Cmo
impl Sync for Cmo
impl Unpin for Cmo
impl UnsafeUnpin for Cmo
impl UnwindSafe for Cmo
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more