cpp_RollRange: C++ Rolling Range / Quantile class

In QuantTools: Enhanced Quantitative Trading Modelling

Description

C++ class documentation

Arguments

n	indicator period
p	probability value [0, 1]

Details

R functions roll_range, roll_quantile, roll_min, roll_max.

Usage

RollRange( int n, double p = 0.5 )

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()	Range	has members double min, max, quantile
GetMinHistory()	std::vector< double >	return min history
GetMaxHistory()	std::vector< double >	return max history
GetQuantileHistory()	std::vector< double >	return quantile history
GetHistory()	List	return values history data.table with columns min, max

See Also

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

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

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