Struct TdMovingAverage 

pub struct TdMovingAverage { /* private fields */ }

Tom DeMark TD Moving Averages — a two-line trend ribbon (ST1 fast, ST2 slow) computed on the median price, whose relationship defines the trend.

price = (high + low) / 2          (median price)
st1   = SMA(price, period_st1)    (fast / "Sequential Trend 1")
st2   = SMA(price, period_st2)    (slow / "Sequential Trend 2")

DeMark’s moving-average pair frames the trend objectively: when st1 is above st2 the trend is up, below it down, and the cross marks the change. Using the median price rather than the close de-emphasises closing noise. This is a streaming dual-SMA implementation of the ST1/ST2 ribbon; read the lines and their crossover exactly as a fast/slow moving-average system.

period_st1 must be strictly smaller than period_st2. The first value lands once the slow average is seeded (period_st2 inputs). Each update is O(1).

Example

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

let mut indicator = TdMovingAverage::new(5, 13).unwrap();
let mut last = None;
for i in 0..40 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 1.0, base - 1.0, base, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl TdMovingAverage

pub fn new(period_st1: usize, period_st2: usize) -> Result<Self>

Construct TD Moving Averages with the given fast and slow periods.

Errors

Returns Error::PeriodZero if either period is 0, and Error::InvalidPeriod if period_st1 >= period_st2.

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

Configured (period_st1, period_st2).

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

Current value if available.

Trait Implementations

impl Clone for TdMovingAverage

fn clone(&self) -> TdMovingAverage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TdMovingAverage

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

Formats the value using the given formatter.

impl Indicator for TdMovingAverage

type Input = Candle

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

type Output = TdMovingAverageOutput

Type of one output value.

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

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.