Struct yata::indicators::Kaufman

pub struct Kaufman {
    pub period1: PeriodType,
    pub period2: PeriodType,
    pub period3: PeriodType,
    pub filter_period: PeriodType,
    pub square_smooth: bool,
    pub k: ValueType,
    pub source: Source,
}

Kaufman Adaptive Moving Average (KAMA)

Links

• https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/kaufmans-adaptive-moving-average-kama/
• https://ru.wikipedia.org/wiki/%D0%90%D0%B4%D0%B0%D0%BF%D1%82%D0%B8%D0%B2%D0%BD%D0%B0%D1%8F_%D1%81%D0%BA%D0%BE%D0%BB%D1%8C%D0%B7%D1%8F%D1%89%D0%B0%D1%8F_%D1%81%D1%80%D0%B5%D0%B4%D0%BD%D1%8F%D1%8F_%D0%9A%D0%B0%D1%83%D1%84%D0%BC%D0%B0%D0%BD%D0%B0
• https://www.marketvolume.com/technicalanalysis/kama.asp

1 value

• KAMA value

Range of KAMA values is the same as the range of the source values.

1 signal

• if filter_period is less or equal than 0, then returns signal when KAMA crosses source value. When source crosses KAMA upwards, returns full buy signal. When source crosses KAMA downwards, returns full sell signal. Otherwise returns no signal.

• if filter_period is greater than 1, it uses same cross between source and KAMA, but with additional filtering using standard deviation.

Fields

period1: PeriodType

Volatility calculation period. Default is 10.

Range in [1; PeriodType::MAX).

period2: PeriodType

Fast period. Default is 2.

Range in [1; period3).

period3: PeriodType

Slow period. Default is 30.

Range in (period2; PeriodType::MAX).

filter_period: PeriodType

Filter period. Default is 10.

Range in [0; PeriodType::MAX)

square_smooth: bool

Apply double smoothing. Default is true.

k: ValueType

Standard deviation multiplier. Default is 0.3.

Range in (0.0; +inf)

source: Source

Source type. Default is Close

Trait Implementations

impl Clone for Kaufman

fn clone(&self) -> Kaufman

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Kaufman

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

Formats the value using the given formatter.

impl Default for Kaufman

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Kaufman

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

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for Kaufman

type Instance = KaufmanInstance

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 Serialize for Kaufman

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

Serialize this value into the given Serde serializer.

impl Copy for Kaufman