Struct UltimateOscillator 

pub struct UltimateOscillator { /* private fields */ }

Ultimate Oscillator — Larry Williams’ three-timeframe momentum oscillator.

A single-timeframe oscillator can give false divergence signals when the chosen lookback does not match the swing being measured. The Ultimate Oscillator blends three lookbacks into one bounded [0, 100] reading, weighting the fastest most heavily:

true_low_t   = min(low_t, close_{t−1})
BP_t         = close_t − true_low_t                       (buying pressure)
TR_t         = max(high_t, close_{t−1}) − true_low_t      (true range)
avg_n        = Σ BP over n / Σ TR over n
UO           = 100 · (4·avg_short + 2·avg_mid + avg_long) / 7

The conventional periods are 7, 14 and 28. A fully flat window (zero true range) contributes the neutral ratio 0.5, so a flat market reads 50.

Example

use wickra_core::{Candle, Indicator, UltimateOscillator};

let mut indicator = UltimateOscillator::new(7, 14, 28).unwrap();
let mut last = None;
for i in 0..80 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl UltimateOscillator

pub fn new(short: usize, mid: usize, long: usize) -> Result<Self>

Construct a new Ultimate Oscillator with the three lookback periods.

Errors

Returns Error::PeriodZero if any period is 0.

pub fn classic() -> Self

Classic Ultimate Oscillator: periods 7, 14, 28.

pub const fn periods(&self) -> (usize, usize, usize)

The (short, mid, long) periods.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for UltimateOscillator

fn clone(&self) -> UltimateOscillator

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for UltimateOscillator

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for UltimateOscillator

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

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.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.