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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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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. | |
The three lines of Bollinger bands, each as long as the input.
Definition at line 199 of file indicators.hpp.
| 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().
| math::Vector algotradelib::analytics::BollingerBands::middle_ |
The trailing mean.
Definition at line 201 of file indicators.hpp.
Referenced by algotradelib::analytics::bollinger().
| 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().