pub struct TtmTrend { /* private fields */ }Expand description
TTM Trend: compares the current close to the simple moving average of the
recent median prices (high + low) / 2. A close above that reference colors
the bar as an uptrend (+1.0); a close at or below it as a downtrend
(-1.0).
reference = SMA((high + low) / 2, period)
TTM Trend = +1 if close > reference
-1 otherwiseThe classic TTM Trend uses the trailing six bars. The signal is a regime
label rather than a level: it stays None during warmup and then emits
±1.0 on every bar.
Reference: John Carter, Mastering the Trade, 2005.
§Example
use wickra_core::{Candle, Indicator, TtmTrend};
let mut indicator = TtmTrend::new(6).unwrap();
let mut last = None;
for i in 0..20 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 1.0, base - 1.0, base + 0.5, 1.0, i64::from(i)).unwrap();
last = indicator.update(candle);
}
assert_eq!(last, Some(1.0));Implementations§
Trait Implementations§
Source§impl Indicator for TtmTrend
impl Indicator for TtmTrend
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
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.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 TtmTrend
impl RefUnwindSafe for TtmTrend
impl Send for TtmTrend
impl Sync for TtmTrend
impl Unpin for TtmTrend
impl UnsafeUnpin for TtmTrend
impl UnwindSafe for TtmTrend
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