algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib::analytics::BollingerBands Struct Reference

The three lines of Bollinger bands, each as long as the input. More...

#include <algotradelib/src/analytics/indicators.hpp>

Public Attributes

math::Vector middle_
 The trailing mean.
math::Vector upper_
 middle_ plus multiplier trailing sample standard deviations.
math::Vector lower_
 middle_ minus multiplier trailing sample standard deviations.

Detailed Description

The three lines of Bollinger bands, each as long as the input.

Definition at line 199 of file indicators.hpp.

Member Data Documentation

◆ lower_

math::Vector algotradelib::analytics::BollingerBands::lower_

middle_ minus multiplier trailing sample standard deviations.

Definition at line 205 of file indicators.hpp.

Referenced by algotradelib::analytics::bollinger().

◆ middle_

math::Vector algotradelib::analytics::BollingerBands::middle_

The trailing mean.

Definition at line 201 of file indicators.hpp.

Referenced by algotradelib::analytics::bollinger().

◆ upper_

math::Vector algotradelib::analytics::BollingerBands::upper_

middle_ plus multiplier trailing sample standard deviations.

Definition at line 203 of file indicators.hpp.

Referenced by algotradelib::analytics::bollinger().


The documentation for this struct was generated from the following file: