HeikinAshiOscillator

The Heikin-Ashi candle body (ha_close − ha_open), optionally EMA-smoothed, as a zero-line oscillator — the HA colour/strength turned into a number.

Quick reference

Field	Value
Family	Ichimoku & Charts
Input type	Candle (open / high / low / close)
Output type	f64
Output range	zero-mean (price units)
Default parameters	(period = 5) (Python)
Warmup period	period
Interpretation	> 0 bullish HA candle; < 0 bearish; magnitude = strength.

Formula

body = ha_close − ha_open
HAO  = EMA(body, period)

A Heikin-Ashi candle is bullish when its close exceeds its open; the body size is conviction. Plotting the (smoothed) body as an oscillator converts the HA visual into a signal: positive = bullish HA candles, negative = bearish, zero-crosses = trend changes. period == 1 gives the raw body. Source: crates/wickra-core/src/indicators/heikin_ashi_oscillator.rs.

Parameters

Name	Type	Default	Valid range	Source	Description
period	usize	5 (Python)	>= 1	heikin_ashi_oscillator.rs:58	EMA smoothing of the HA body (1 = raw body). 0 errors with Error::PeriodZero.

The period getter returns the smoothing; value returns the current output if ready.

Inputs / Outputs

From crates/wickra-core/src/indicators/heikin_ashi_oscillator.rs:

use wickra::{Candle, Indicator, HeikinAshiOscillator};
// HeikinAshiOscillator: Input = Candle, Output = f64
const _: fn(&mut HeikinAshiOscillator, Candle) -> Option<f64> =
    <HeikinAshiOscillator as Indicator>::update;

A Candle in, an Option<f64> out. Python update(candle) / batch(open, high, low, close) → 1-D ndarray (NaN warmup); Node update(open, high, low, close) / batch(...).

Warmup

warmup_period() == period. The HA transform is ready on bar one; the body EMA seeds over period bars (first_emission_at_warmup_period pins this).

Edge cases

• Uptrend → positive. A clean rise gives a positive body (uptrend_is_positive pins this).
• Downtrend → negative. A clean fall gives a negative body (downtrend_is_negative pins this).
• Flat market → 0. A balanced bar yields a zero body (flat_market_near_zero pins this).
• Finiteness. Candle::new rejects non-finite fields, so no in-method guard is needed.
• Reset. h.reset() clears the HA state, the EMA and the last value (reset_clears_state).

Examples

Rust

use wickra::{BatchExt, Candle, Indicator, HeikinAshiOscillator};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut h = HeikinAshiOscillator::new(3)?;
    let candles: Vec<Candle> = (0..40)
        .map(|i| { let b = 100.0 + 2.0 * f64::from(i); Candle::new(b, b + 1.0, b - 1.0, b + 1.5, 1_000.0, 0).unwrap() })
        .collect();
    println!("last > 0: {}", h.batch(&candles).last().unwrap().unwrap() > 0.0);
    Ok(())
}

Output:

last > 0: true

Python

import numpy as np
import wickra as ta

h = ta.HeikinAshiOscillator(5)
o = np.arange(40.0)+100; hi = o+1; lo = o-1; c = o+0.5
print(h.batch(o, hi, lo, c)[-1])  # > 0 in an uptrend

Node

const ta = require('wickra');

const h = new ta.HeikinAshiOscillator(5);
console.log('warmupPeriod:', h.warmupPeriod()); // 5

Streaming

use wickra::{Candle, Indicator, HeikinAshiOscillator};

let mut h = HeikinAshiOscillator::new(5).unwrap();
let feed: Vec<Candle> = Vec::new(); // your live stream
for candle in feed {
    if let Some(v) = h.update(candle) {
        // v crossing zero -> HA colour flip
    }
}

Streaming update and batch are equivalent tick-for-tick (batch_equals_streaming pins this).

Interpretation

1. Trend strength. Rising magnitude = strengthening HA trend; shrinking toward zero = momentum fading.
2. Zero-cross signals. A cross from negative to positive is the HA bullish flip condensed to one line.
3. Divergence. Body magnitude falling while price extends warns of an exhausting move.

Common pitfalls

• Body, not price. It measures the synthetic HA body, not real returns.
• Smoothing lag. Larger period cleans signals but delays flips.
• Pair with structure. Use it as a trend filter, not a standalone entry.

References

Built on Heikin-Ashi (Japanese candlestick practice); the body-as-oscillator form is a common derivation.

See also

• Indicator-HeikinAshi — the candle transform.
• Indicator-SmoothedHeikinAshi — EMA-smoothed HA.
• Indicator-ElderImpulse — bar-colour trend/momentum system.
• Indicators-Overview — the full taxonomy.