pub struct ElderImpulse { /* private fields */ }Expand description
Alexander Elder’s Impulse System — a tri-state momentum gauge combining the
slope of an EMA trend filter with the slope of the MACD histogram.
On each bar Wickra reports:
+1(“green / buy”) when both theEMAtrend and theMACDhistogram are rising bar-over-bar.−1(“red / sell”) when both are falling.0(“blue / neutral”) when the two disagree.
The defaults track Elder’s Come Into My Trading Room parameterisation:
EMA(13) for the trend, MACD(12, 26, 9) for the histogram.
§Example
use wickra_core::{ElderImpulse, Indicator};
let mut elder = ElderImpulse::classic();
let mut last = None;
for i in 0..120 {
last = elder.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for ElderImpulse
impl Clone for ElderImpulse
Source§fn clone(&self) -> ElderImpulse
fn clone(&self) -> ElderImpulse
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for ElderImpulse
impl Debug for ElderImpulse
Source§impl Indicator for ElderImpulse
impl Indicator for ElderImpulse
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 ElderImpulse
impl RefUnwindSafe for ElderImpulse
impl Send for ElderImpulse
impl Sync for ElderImpulse
impl Unpin for ElderImpulse
impl UnsafeUnpin for ElderImpulse
impl UnwindSafe for ElderImpulse
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