pub struct MassIndex { /* private fields */ }Expand description
Mass Index — Donald Dorsey’s range-expansion indicator.
The Mass Index watches the high–low range, not direction. It smooths the range with an EMA, smooths that again, takes the ratio of the two, and sums the ratio over a window:
range_t = high_t − low_t
ratio_t = EMA(range, ema_period) / EMA(EMA(range, ema_period), ema_period)
MassIndex = Σ ratio over sum_periodWhen the range widens, the single EMA pulls ahead of the double EMA, the
ratio rises above 1, and the sum climbs. Dorsey’s “reversal bulge” is the
Mass Index rising above 27 and then falling back below 26.5 — a sign
that a range expansion is about to resolve into a trend reversal. With the
conventional (ema_period = 9, sum_period = 25) a flat-range market sits at
25.
§Example
use wickra_core::{Candle, Indicator, MassIndex};
let mut indicator = MassIndex::new(9, 25).unwrap();
let mut last = None;
for i in 0..80 {
let base = 100.0 + i as f64;
let candle =
Candle::new(base, base + 2.0, base - 2.0, base, 10.0, i64::from(i)).unwrap();
last = indicator.update(candle);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for MassIndex
impl Indicator for MassIndex
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> 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 MassIndex
impl RefUnwindSafe for MassIndex
impl Send for MassIndex
impl Sync for MassIndex
impl Unpin for MassIndex
impl UnsafeUnpin for MassIndex
impl UnwindSafe for MassIndex
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