pub struct ElderRay { /* private fields */ }Expand description
Elder Ray — Alexander Elder’s Bull Power / Bear Power oscillator.
An EMA of the close marks the market’s consensus of value; the bar’s high and low relative to it measure how far the bulls and bears could push price away from that consensus:
ema = EMA(close, period)
BullPower = high - ema
BearPower = low - emaBull Power is normally positive (the high prints above the mean) and Bear Power normally negative (the low prints below it). Their behaviour relative to zero and to the EMA’s slope drives Elder’s signals: e.g. in an uptrend (rising EMA), a bounce in a negative-but-rising Bear Power is a buy setup.
The first reading lands once the inner EMA is seeded, at bar period.
§Example
use wickra_core::{Candle, ElderRay, Indicator};
let mut er = ElderRay::new(13).unwrap();
let mut last = None;
for i in 0..40 {
let base = 100.0 + f64::from(i);
let c = Candle::new(base, base + 2.0, base - 2.0, base + 0.5, 1.0, i64::from(i)).unwrap();
last = er.update(c);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for ElderRay
impl Indicator for ElderRay
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = ElderRayOutput
type Output = ElderRayOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<ElderRayOutput>
fn update(&mut self, candle: Candle) -> Option<ElderRayOutput>
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 ElderRay
impl RefUnwindSafe for ElderRay
impl Send for ElderRay
impl Sync for ElderRay
impl Unpin for ElderRay
impl UnsafeUnpin for ElderRay
impl UnwindSafe for ElderRay
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