Struct DynamicMomentumIndex 

pub struct DynamicMomentumIndex { /* private fields */ }

Dynamic Momentum Index — Tushar Chande’s RSI whose lookback shrinks in volatile markets and lengthens in calm ones.

A standard RSI uses a fixed period; the DMI varies it from the recent volatility so the oscillator stays responsive when the market is fast and smooth when it is quiet:

vol     = StdDev(close, 5)
vol_avg = SMA(vol, 10)
Vi      = vol / vol_avg                       (volatility index)
td      = clamp(round(period / Vi), 5, 30)    (dynamic lookback)
avg_gain, avg_loss = simple means of the last `td` price changes
DMI     = 100 * avg_gain / (avg_gain + avg_loss)

High volatility (Vi > 1) shortens td toward 5 (faster); low volatility lengthens it toward 30 (slower). The averages of gains and losses are simple means over the last td changes (not Wilder-smoothed), recomputed as the window length flexes. Output is bounded in [0, 100]; a flat market returns the neutral 50.

The first value lands after MAX_PERIOD + 1 = 31 inputs, so the change buffer always holds enough history for any dynamic lookback up to 30.

Example

use wickra_core::{DynamicMomentumIndex, Indicator};

let mut dmi = DynamicMomentumIndex::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    last = dmi.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl DynamicMomentumIndex

pub fn new(period: usize) -> Result<DynamicMomentumIndex, Error>

Construct a DMI with the given base RSI period (Chande uses 14).

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured base period.

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

Current value if available.

Trait Implementations

impl Clone for DynamicMomentumIndex

fn clone(&self) -> DynamicMomentumIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DynamicMomentumIndex

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

Formats the value using the given formatter.

impl Indicator for DynamicMomentumIndex

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.