Struct Pgo 

pub struct Pgo { /* private fields */ }

Mark Johnson’s Pretty Good Oscillator — displacement of the close from its period-bar SMA, normalised by the period-bar EMA of the True Range.

PGO_t = (close_t − SMA(close, period)_t) / EMA(TR_t, period)

The numerator is positive when the close is above its mean of the last period bars and negative when below. The denominator is the EMA-smoothed volatility scale, so PGO is roughly “how many ATR-equivalents is the close away from its mean?”. Johnson’s heuristic: cross above +3 is a long entry, below −3 a short entry.

The first output lands once both inner indicators have warmed up — for the shared period parameter, that is exactly period candles in.

Example

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

let mut pgo = Pgo::new(14).unwrap();
let mut last = None;
for i in 0..40 {
    let p = 100.0 + f64::from(i);
    let candle = Candle::new(p, p + 1.0, p - 1.0, p, 1.0, i64::from(i)).unwrap();
    last = pgo.update(candle);
}
assert!(last.is_some());

Implementations

impl Pgo

pub fn new(period: usize) -> Result<Self>

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Pgo

fn clone(&self) -> Pgo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Pgo

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

Formats the value using the given formatter.

impl Indicator for Pgo

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.