Struct EvenBetterSinewave 

pub struct EvenBetterSinewave { /* private fields */ }

Ehlers’ Even Better Sinewave (EBSW) — a self-normalising cycle oscillator that swings cleanly in [−1, +1] regardless of price amplitude.

From John Ehlers’ Cycle Analytics for Traders (2013, ch. 12):

alpha1 = (1 − sin(2π/hp_period)) / cos(2π/hp_period)
HP_t   = 0.5·(1 + alpha1)·(price_t − price_{t−1}) + alpha1·HP_{t−1}   (one-pole highpass)
Filt   = SuperSmoother(HP, ssf_length)
Wave   = (Filt_t + Filt_{t−1} + Filt_{t−2}) / 3
Pwr    = (Filt_t² + Filt_{t−1}² + Filt_{t−2}²) / 3
EBSW   = Wave / sqrt(Pwr)

The price is first highpass-filtered to remove the trend, then SuperSmoothed to remove noise, leaving the dominant cycle. Dividing a 3-bar average of that cycle by its RMS power normalises the amplitude, so the output reads like a clean sine wave bounded in [−1, +1] whatever the instrument. Unlike the classic SineWave (which derives in-phase/quadrature components from the Hilbert transform and can whip in trends), the EBSW stays well-behaved and is read directly: crossing up through 0/−0.9 is a buy cue, crossing down through 0/+0.9 a sell cue.

The first value lands once three SuperSmoothed samples exist (warmup_period == 3). Each update is O(1).

Example

use wickra_core::{Indicator, EvenBetterSinewave};

let mut indicator = EvenBetterSinewave::new(40, 10).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 EvenBetterSinewave

pub fn new(hp_period: usize, ssf_length: usize) -> Result<Self>

Construct an EBSW with the given highpass hp_period and SuperSmoother ssf_length.

Errors

Returns Error::PeriodZero if either argument is 0.

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

Configured (hp_period, ssf_length).

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

Current value if available.

Trait Implementations

impl Clone for EvenBetterSinewave

fn clone(&self) -> EvenBetterSinewave

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EvenBetterSinewave

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

Formats the value using the given formatter.

impl Indicator for EvenBetterSinewave

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.