algotradelib::strategy::vanilla::DonchianBreakout::Params Struct Reference

The strategy's settings. More...

#include <algotradelib/src/strategy/vanilla/reversion.hpp>

Collaboration diagram for algotradelib::strategy::vanilla::DonchianBreakout::Params:

Public Attributes
InstrumentId	instrument_
	The instrument to trade; bars for any other instrument are ignored.
std::size_t	lookback_ {20}
	The number of prior closes the channel spans; zero disables the strategy.
Decimal64	quantity_
	The shares to hold while in a position.
std::string	tag_ {"donchian-breakout"}
	The tag on the targets.

Detailed Description

The strategy's settings.

Definition at line 208 of file reversion.hpp.

Member Data Documentation

instrument_

InstrumentId algotradelib::strategy::vanilla::DonchianBreakout::Params::instrument_

The instrument to trade; bars for any other instrument are ignored.

Definition at line 210 of file reversion.hpp.

Referenced by algotradelib::strategy::vanilla::DonchianBreakout::on_bar().

lookback_

std::size_t algotradelib::strategy::vanilla::DonchianBreakout::Params::lookback_ {20}

The number of prior closes the channel spans; zero disables the strategy.

Definition at line 212 of file reversion.hpp.

Referenced by algotradelib::strategy::vanilla::DonchianBreakout::on_bar(), and algotradelib::strategy::vanilla::DonchianBreakout::warmup_bars().

quantity_

Decimal64 algotradelib::strategy::vanilla::DonchianBreakout::Params::quantity_

The shares to hold while in a position.

Definition at line 214 of file reversion.hpp.

Referenced by algotradelib::strategy::vanilla::DonchianBreakout::on_bar().

tag_

std::string algotradelib::strategy::vanilla::DonchianBreakout::Params::tag_ {"donchian-breakout"}

The tag on the targets.

Definition at line 216 of file reversion.hpp.

Referenced by algotradelib::strategy::vanilla::DonchianBreakout::on_bar().

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

• algotradelib/src/strategy/vanilla/reversion.hpp