Struct Trendflex 

pub struct Trendflex { /* private fields */ }

Ehlers’ Trendflex — the trend-sensitive companion to Reflex: it averages how far the SuperSmoothed price sits above or below its values over the lookback, then self-normalises.

From John Ehlers, “Reflex: A New Zero-Lag Indicator” (Stocks & Commodities, Feb 2020):

Filt      = SuperSmoother(price, period)
sum       = mean over i=1..period of ( Filt[0] − Filt[i] )
ms        = 0.04·sum² + 0.96·ms[−1]                (adaptive normaliser)
Trendflex = sum / sqrt(ms)                         (0 if ms == 0)

Where Reflex measures deviation from the straight line across the window (cycle sensitive, near zero lag), Trendflex measures deviation from the window’s values (trend sensitive). It stays pinned to one side of zero during a trend and oscillates through zero in a range, so it doubles as a trend/range gauge. The adaptive mean-square normaliser keeps the output near a ±3 band on any instrument.

The first value lands after period + 1 SuperSmoothed samples. Each update is O(period).

Example

use wickra_core::{Indicator, Trendflex};

let mut indicator = Trendflex::new(20).unwrap();
let mut last = None;
for i in 0..120 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl Trendflex

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

Construct a Trendflex with the given lookback period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lookback period.

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

Current value if available.

Trait Implementations

impl Clone for Trendflex

fn clone(&self) -> Trendflex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Trendflex

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

Formats the value using the given formatter.

impl Indicator for Trendflex

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.