Struct Ehma 

pub struct Ehma { /* private fields */ }

Exponential Hull Moving Average: the Hull construction built from EMAs instead of WMAs.

EHMA = EMA( 2 · EMA(price, period/2) − EMA(price, period), round(sqrt(period)) )

Alan Hull’s Hma uses weighted moving averages; replacing them with exponential moving averages keeps the same lag-reduction trick — a fast half-length average minus a full-length one, smoothed over sqrt(period) — while inheriting the EMA’s strictly recursive O(1) update and infinite (exponentially decaying) memory. The result is marginally smoother than the WMA-based Hull at the cost of a little more lag.

The half period is (period / 2).max(1) and the smoothing period is round(sqrt(period)).max(1), matching the rounding used by [Hma].

Example

use wickra_core::{Indicator, Ehma};

let mut indicator = Ehma::new(9).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Ehma

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

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for Ehma

fn clone(&self) -> Ehma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Ehma

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

Formats the value using the given formatter.

impl Indicator for Ehma

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, input: 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.