Summary: Represents the results of a swing analysis, storing detected
swing highs and lows along with their corresponding dates.
Members:
swing_high_values = An array of detected swing high prices.
swing_high_dates = An array of corresponding dates for swing highs.
swing_low_values = An array of detected swing low prices.
swing_low_dates = An array of corresponding dates for swing lows.
Notes:
- The struct is used as the return type for compute_swings, which
identifies turning points in a price series.
- Swing highs represent local peaks where the price reaches a high
before reversing downward.
- Swing lows represent local troughs where the price reaches a low
before reversing upward.
- The arrays should be of equal length, ensuring each detected swing
high/low has an associated date.
- Useful for technical analysis, trend identification, and support/resistance
level detection in financial markets.
Summary: Represents the results of a swing analysis, storing detected swing highs and lows along with their corresponding dates.
Members: swing_high_values = An array of detected swing high prices. swing_high_dates = An array of corresponding dates for swing highs. swing_low_values = An array of detected swing low prices. swing_low_dates = An array of corresponding dates for swing lows.
Notes: - The struct is used as the return type for compute_swings, which identifies turning points in a price series. - Swing highs represent local peaks where the price reaches a high before reversing downward. - Swing lows represent local troughs where the price reaches a low before reversing upward. - The arrays should be of equal length, ensuring each detected swing high/low has an associated date. - Useful for technical analysis, trend identification, and support/resistance level detection in financial markets.