cpp_Indicator: C++ Indicator Base class

In QuantTools: Enhanced Quantitative Trading Modelling

Description

C++ class documentation

Arguments

InputType	input type
ValueType	output type
HistoryType	history type

Usage

class AnyIndicator : public Indicator< InputType, ValueType, HistoryType > { }

Public Members and Methods

Following methods must be specified for AnyIndicator

Name	Return Type	Description
Add( InputType input )	void	update indicator
Reset()	void	reset to initial state
IsFormed()	bool	is indicator value valid?
GetHistory()	HistoryType	return values history

See Also

Other backtesting classes: Candle, Cost, Order, Processor, Tick

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

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

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