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cpp_BBands

C++ Bollinger Bands class


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


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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