pub struct DemarkPivots { /* private fields */ }Expand description
DeMark Pivot Points — Tom DeMark’s conditional pivot formulation, derived
from a sum X that depends on whether the bar closed up, down or flat.
X = 2·H + L + C if C < O (down bar)
H + 2·L + C if C > O (up bar)
H + L + 2·C if C == O (doji)
PP = X / 4
R1 = X / 2 − L
S1 = X / 2 − HUnlike the classic pivots, only one resistance and one support are
produced; DeMark’s intent is a tighter, condition-sensitive set rather than
a multi-tier fan. The branching means a bar’s open carries information that
other pivot variants discard.
§Example
use wickra_core::{Candle, DemarkPivots, Indicator};
// Up bar: O=100, H=120, L=80, C=110 -> X = H + 2·L + C = 390.
let up = Candle::new(100.0, 120.0, 80.0, 110.0, 1.0, 0).unwrap();
let lv = DemarkPivots::new().update(up).unwrap();
assert!((lv.pp - 97.5).abs() < 1e-9);Implementations§
Source§impl DemarkPivots
impl DemarkPivots
Trait Implementations§
Source§impl Clone for DemarkPivots
impl Clone for DemarkPivots
Source§fn clone(&self) -> DemarkPivots
fn clone(&self) -> DemarkPivots
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for DemarkPivots
impl Debug for DemarkPivots
Source§impl Default for DemarkPivots
impl Default for DemarkPivots
Source§fn default() -> DemarkPivots
fn default() -> DemarkPivots
Returns the “default value” for a type. Read more
Source§impl Indicator for DemarkPivots
impl Indicator for DemarkPivots
Source§type Input = Candle
type Input = Candle
Type of one input data point (typically
f64 for a price, or Candle / Tick).Source§type Output = DemarkPivotsOutput
type Output = DemarkPivotsOutput
Type of one output value.
Source§fn update(&mut self, candle: Candle) -> Option<DemarkPivotsOutput>
fn update(&mut self, candle: Candle) -> Option<DemarkPivotsOutput>
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 DemarkPivots
impl RefUnwindSafe for DemarkPivots
impl Send for DemarkPivots
impl Sync for DemarkPivots
impl Unpin for DemarkPivots
impl UnsafeUnpin for DemarkPivots
impl UnwindSafe for DemarkPivots
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