Struct VolumeWeightedMacd 

pub struct VolumeWeightedMacd { /* private fields */ }

Volume-Weighted MACD — the MACD oscillator computed from volume-weighted moving averages instead of plain EMAs.

macd      = VWMA(close, fast) − VWMA(close, slow)
signal    = EMA(macd, signal_period)
histogram = macd − signal

Standard MacdIndicator smooths price with exponential averages that ignore volume. The volume-weighted variant (Buff Dormeier and others) replaces each average with a Vwma, so heavy-volume bars dominate the trend estimate and the oscillator leans toward where real participation occurred. Crossovers backed by volume therefore appear sooner and noise from thin bars is damped. The signal line keeps a standard EMA, matching the classic histogram construction.

fast must be strictly smaller than slow. The first output lands after slow + signal − 1 inputs: slow to seed the slow VWMA, then signal − 1 more to seed the signal EMA. Each update is O(1).

Example

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

let mut indicator = VolumeWeightedMacd::new(12, 26, 9).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    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 VolumeWeightedMacd

pub fn new(fast: usize, slow: usize, signal: usize) -> Result<Self>

Construct a volume-weighted MACD with the given periods.

Errors

Returns Error::PeriodZero if any period is zero, and Error::InvalidPeriod if fast >= slow.

pub const fn periods(&self) -> (usize, usize, usize)

Configured periods as (fast, slow, signal).

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

Most recent fully-computed output if available.

Trait Implementations

impl Clone for VolumeWeightedMacd

fn clone(&self) -> VolumeWeightedMacd

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeWeightedMacd

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

Formats the value using the given formatter.

impl Indicator for VolumeWeightedMacd

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = VolumeWeightedMacdOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<VolumeWeightedMacdOutput>

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.