C++ Rolling Range / Quantile class
C++ class documentation
n |
indicator period |
p |
probability value |
R functions roll_range, roll_quantile, roll_min, roll_max.
RollRange( int n, double p = 0.5 )
| 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
|
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,
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