Every indicator in quantedge-ta before the Stochastic Oscillator shares a design pattern: each new bar’s contribution decays over time. SMA: uniform average, old bars age out as the window slides. EMA: exponential weight, old contributions shrink but never hit zero. RSI: Wilder’s smoothing, same story. MACD: two EMAs composing. ATR: Wilder’s smoothing on True Range. None of… Continue reading
Posts Tagged → rust
quantedge-ta: Real-Time Technical Analysis for Rust
Most technical analysis libraries work on closed bars. Feed in 200 closing prices, get 200 SMA values back. Clean, simple, works for backtesting. But in a live environment, you get OHLCV updates every second before the bar closes. A naive implementation counts each update as a new bar and produces garbage. The safe alternative is… Continue reading