pub struct AdOscillator { /* private fields */ }Expand description
Williams A/D Oscillator — the volume-free Williams Accumulation/ Distribution line measured against its own moving average, so it oscillates around zero instead of drifting like the cumulative line.
The underlying line is Larry Williams’ volume-less A/D (1972), which uses a true high/low anchored on the prior close; the oscillator subtracts its 13-bar simple moving average:
TR_h_t = max(close_{t−1}, high_t)
TR_l_t = min(close_{t−1}, low_t)
WAD_t = WAD_{t−1} + (close_t − TR_l_t) if close_t > close_{t−1}
WAD_t = WAD_{t−1} + (close_t − TR_h_t) if close_t < close_{t−1}
WAD_t = WAD_{t−1} if close_t == close_{t−1}
ADOSC_t = WAD_t − SMA(WAD, 13)_tThis is distinct from the raw cumulative line, which Wickra ships as
Wad: Wad is the drifting line for divergence analysis,
while this oscillator is its zero-centred, mean-reverting form (positive
when accumulation is running ahead of its recent average, negative when
distribution is). The first bar only seeds the previous close; the first
oscillator value lands once the 13-bar average of the line is full.
§Example
use wickra_core::{Candle, Indicator, AdOscillator};
let mut indicator = AdOscillator::new();
let mut last = None;
for i in 0..80 {
let base = 100.0 + f64::from(i);
let candle =
Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
last = indicator.update(candle);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Clone for AdOscillator
impl Clone for AdOscillator
Source§fn clone(&self) -> AdOscillator
fn clone(&self) -> AdOscillator
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for AdOscillator
impl Debug for AdOscillator
Source§impl Default for AdOscillator
impl Default for AdOscillator
Source§impl Indicator for AdOscillator
impl Indicator for AdOscillator
Source§type Input = Candle
type Input = Candle
f64 for a price, or Candle / Tick).Source§fn update(&mut self, candle: Candle) -> Option<f64>
fn update(&mut self, candle: Candle) -> Option<f64>
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
None output can be produced.Auto Trait Implementations§
impl Freeze for AdOscillator
impl RefUnwindSafe for AdOscillator
impl Send for AdOscillator
impl Sync for AdOscillator
impl Unpin for AdOscillator
impl UnsafeUnpin for AdOscillator
impl UnwindSafe for AdOscillator
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>>
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
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>
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>
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