cpp_BBands: C++ Bollinger Bands class

In QuantTools: Enhanced Quantitative Trading Modelling

Description

C++ class documentation

Arguments

n	indicator period
k	number of standard deviations

Details

R function bbands.

Usage

BBands( int n, double k )

Public Members and Methods

Name	Return Type	Description
Add( InputType value )	void	update indicator
Reset()	void	reset to initial state
IsFormed()	bool	is indicator value valid?
GetValue()	BBandsValue	has members double upper, lower, sma
GetUpperHistory()	std::vector< double >	return upper band history
GetLowerHistory()	std::vector< double >	return lower history
GetSmaHistory()	std::vector< double >	return sma history
GetHistory()	List	return values history data.table with columns upper, lower, sma

See Also

Other C++ indicators: Crossover, Ema, Indicator, RollLinReg, RollPercentRank, RollRange, RollSd, RollVolumeProfile, Rsi, Sma, Stochastic

Other C++ classes: Candle, Cost, Crossover, Ema, Indicator, Order, Processor, RollLinReg, RollPercentRank, RollRange, RollSd, RollVolumeProfile, Rsi, Sma, Stochastic, Tick

QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.