Struct McGinleyDynamic 

pub struct McGinleyDynamic { /* private fields */ }

John McGinley’s “Dynamic” — a self-adjusting moving average that speeds up in downtrends and slows down in uptrends to track price more closely than a fixed-period MA.

The recurrence is

MD_t = MD_{t-1} + (price_t - MD_{t-1}) / (K * period * (price_t / MD_{t-1})^4)

where K = 0.6 is McGinley’s original constant. The fourth-power ratio term shrinks the divisor when price falls below the indicator (faster catch-up) and inflates it when price runs above (more smoothing). The indicator is seeded with the simple average of the first period inputs.

Reference: John R. McGinley Jr., Technical Analysis of Stocks & Commodities, 1990.

Example

use wickra_core::{Indicator, McGinleyDynamic};

let mut md = McGinleyDynamic::new(10).unwrap();
let mut last = None;
for i in 0..40 {
    last = md.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl McGinleyDynamic

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

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

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

Current value if available.

Trait Implementations

impl Clone for McGinleyDynamic

fn clone(&self) -> McGinleyDynamic

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for McGinleyDynamic

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

Formats the value using the given formatter.

impl Indicator for McGinleyDynamic

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.