Struct TwiggsMoneyFlow 

pub struct TwiggsMoneyFlow { /* private fields */ }

Twiggs Money Flow — a refinement of Chaikin Money Flow that uses true range boundaries and Wilder (exponential) smoothing instead of a simple sum.

TRH   = max(high, prev_close)          (true high)
TRL   = min(low,  prev_close)          (true low)
ad    = volume * (2*close − TRH − TRL) / (TRH − TRL)   (0 if TRH == TRL)
TMF   = WilderEMA(ad, period) / WilderEMA(volume, period)

Colin Twiggs’ money flow fixes two issues with Cmf: it replaces the bar’s raw high/low with the true high/low (folding in the prior close so gaps count), and it smooths the accumulated money flow and the volume with a Wilder exponential average rather than a flat period-sum, so the oscillator reacts faster and never jumps when a large bar drops out of a window. The output is bounded in roughly [−1, +1]: positive means buying pressure (closes biased toward the true high), negative means selling pressure.

The first candle seeds the reference close; the next period bars seed both Wilder averages, so the first value lands after period + 1 inputs. A stretch of zero volume makes the denominator average 0, in which case the oscillator reports 0 rather than 0 / 0. Each update is O(1).

Example

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

let mut indicator = TwiggsMoneyFlow::new(21).unwrap();
let mut last = None;
for i in 0..60 {
    let base = 100.0 + (f64::from(i) * 0.2).sin() * 5.0;
    let c = Candle::new(base, base + 1.0, base - 1.0, base + 0.5, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl TwiggsMoneyFlow

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

Construct a new Twiggs Money Flow with the given smoothing period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured smoothing period.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for TwiggsMoneyFlow

fn clone(&self) -> TwiggsMoneyFlow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TwiggsMoneyFlow

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

Formats the value using the given formatter.

impl Indicator for TwiggsMoneyFlow

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.