pub struct Coppock { /* private fields */ }Expand description
Coppock Curve — Edwin Coppock’s long-term momentum indicator.
The Coppock Curve is a weighted moving average of the sum of two rates of change:
Coppock = WMA( ROC(long) + ROC(short), wma_period )Coppock designed it (1962) as a long-horizon buy signal for stock indices:
on a monthly chart with the conventional (long = 14, short = 11, wma_period = 10), a turn upward from below zero has historically marked
the start of a new bull phase. The two ROCs blend a slightly longer and a
slightly shorter momentum horizon; the WMA smooths the result.
§Example
use wickra_core::{Indicator, Coppock};
let mut indicator = Coppock::new(14, 11, 10).unwrap();
let mut last = None;
for i in 0..120 {
last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Coppock
impl Indicator for Coppock
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 Coppock
impl RefUnwindSafe for Coppock
impl Send for Coppock
impl Sync for Coppock
impl Unpin for Coppock
impl UnsafeUnpin for Coppock
impl UnwindSafe for Coppock
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