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, 0.5 · 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) -> Self

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 there is no value for this input.

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.