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cpp_Indicator

C++ Indicator Base class


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


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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