pub struct HtTrendMode { /* private fields */ }Expand description
Ehlers’ Hilbert Transform Trend Mode (HT_TRENDMODE).
Runs the same adaptive Hilbert-transform engine as
HilbertDominantCycle, derives the dominant
cycle phase, its sine / lead-sine, and an instantaneous trendline, then
classifies the market into trend mode (1) or cycle mode (0):
- it is a cycle shortly after the sine and lead-sine cross, while the phase advances at roughly the dominant-cycle rate;
- it is a trend otherwise, and is forced to trend whenever price separates from the trendline by more than 1.5%.
From Rocket Science for Traders (Ehlers 2001), aligned with TA-Lib’s
HT_TRENDMODE. The output is 1.0 or 0.0; the first value is emitted after
~50 inputs once the engine’s moving-average chain has filled.
§Example
use wickra_core::{Indicator, HtTrendMode};
let mut ht = HtTrendMode::new();
let mut last = None;
for i in 0..120 {
last = ht.update(100.0 + f64::from(i));
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for HtTrendMode
impl Clone for HtTrendMode
Source§fn clone(&self) -> HtTrendMode
fn clone(&self) -> HtTrendMode
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 HtTrendMode
impl Debug for HtTrendMode
Source§impl Default for HtTrendMode
impl Default for HtTrendMode
Source§fn default() -> HtTrendMode
fn default() -> HtTrendMode
Returns the “default value” for a type. Read more
Source§impl Indicator for HtTrendMode
impl Indicator for HtTrendMode
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 HtTrendMode
impl RefUnwindSafe for HtTrendMode
impl Send for HtTrendMode
impl Sync for HtTrendMode
impl Unpin for HtTrendMode
impl UnsafeUnpin for HtTrendMode
impl UnwindSafe for HtTrendMode
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