Struct Reflex 

pub struct Reflex { /* private fields */ }

Ehlers’ Reflex — a near-zero-lag oscillator that measures how far the smoothed price has deviated from the straight line connecting its endpoints over the lookback.

From John Ehlers, “Reflex: A New Zero-Lag Indicator” (Stocks & Commodities, Feb 2020):

Filt   = SuperSmoother(price, period)
slope  = (Filt[period] − Filt[0]) / period          (line over the window)
sum    = mean over i=1..period of ( Filt[0] + i·slope − Filt[i] )
ms     = 0.04·sum² + 0.96·ms[−1]                     (adaptive normaliser)
Reflex = sum / sqrt(ms)                              (0 if ms == 0)

Reflex fits a straight line across the SuperSmoothed price over period bars and averages the deviation of the curve from that line. Because the line uses both endpoints, the measure has almost no lag — it crosses zero essentially at the cycle turns. The adaptive mean-square normaliser rescales the output to a roughly ±3 range regardless of price, so the same thresholds work on any instrument. Its sibling Trendflex uses the deviation from the current value instead of the line, making it trend- rather than cycle-sensitive.

The first value lands after period + 1 SuperSmoothed samples. Each update is O(period).

Example

use wickra_core::{Indicator, Reflex};

let mut indicator = Reflex::new(20).unwrap();
let mut last = None;
for i in 0..120 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl Reflex

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

Construct a Reflex with the given lookback period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lookback period.

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

Current value if available.

Trait Implementations

impl Clone for Reflex

fn clone(&self) -> Reflex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Reflex

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

Formats the value using the given formatter.

impl Indicator for Reflex

type Input = f64

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, price: 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.

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.