Struct yata::indicators::SMIErgodicIndicator

pub struct SMIErgodicIndicator<M: MovingAverageConstructor = MA> {
    pub period1: PeriodType,
    pub period2: PeriodType,
    pub signal: M,
    pub zone: ValueType,
    pub source: Source,
}

SMI Ergodic Indicator

Links

• http://www.motivewave.com/studies/smi_ergodic_indicator.htm
• https://en.wikipedia.org/wiki/Ergodic_theory

3 value

• SMI main value

Range in [-1.0; 1.0]

• Signal line value

Range in [-1.0; 1.0]

• Oscillator value

Range in [-2.0; 2.0]

1 signals

• Signal #1 on SMI crosses Signal

When Signal line value is below -zone and SMI value crosses Signal line upwards, returns full buy signal. When Signal line value is above +zone and SMI value crosses Signal line downwards, returns full sell signal. Otherwise returns no signal.

Fields

period1: PeriodType

Long TSI period. Default is 20.

Range in [period2, PeriodType::MAX).

period2: PeriodType

Short TSI period. Default is 5.

Range in (2, period1].

signal: M

Signal line moving average type.

Default is EMA(5).

Period range is in [2, PeriodType::MAX).

zone: ValueType

Signal zone size. Default is 0.2.

Range in [0.0; 1.0]

source: Source

Source type of values. Default is Close

Trait Implementations

impl<M: Clone + MovingAverageConstructor> Clone for SMIErgodicIndicator<M>

fn clone(&self) -> SMIErgodicIndicator<M>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<M: Debug + MovingAverageConstructor> Debug for SMIErgodicIndicator<M>

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

Formats the value using the given formatter.

impl Default for SMIErgodicIndicator

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M: MovingAverageConstructor> Deserialize<'de> for SMIErgodicIndicator<M> where
    M: Deserialize<'de>, 

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<M: MovingAverageConstructor> IndicatorConfig for SMIErgodicIndicator<M>

type Instance = SMIErgodicIndicatorInstance<M>

Type of State

const NAME: &'static str

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>(
    self,
    initial_value: &'a T
) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error> where
    Self: 'static, 

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error> where
    T: OHLCV,
    S: AsRef<[T]>,
    Self: Sized, 

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl<M: MovingAverageConstructor> Serialize for SMIErgodicIndicator<M> where
    M: Serialize, 

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl<M: Copy + MovingAverageConstructor> Copy for SMIErgodicIndicator<M>