MovingAverageCrossover with exponential averages. More...

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

Collaboration diagram for algotradelib::strategy::vanilla::EmaCrossover:

Public Member Functions
	EmaCrossover (MovingAverageCrossover::Params params={})
	Constructs the strategy.
std::size_t	warmup_bars () const
	Returns how many bars to load before the first live bar.
template<class Ctx>
void	on_bar (Ctx &ctx, const BarEvent &bar)
	Calls the general crossover's on_bar.

Public Attributes
MovingAverageCrossover	inner_
	The general crossover, with kind_ set to EXPONENTIAL.

Detailed Description

MovingAverageCrossover with exponential averages.

Definition at line 156 of file crossover.hpp.

Constructor & Destructor Documentation

◆ EmaCrossover()

algotradelib::strategy::vanilla::EmaCrossover::EmaCrossover ( MovingAverageCrossover::Params params = {} )

inlineexplicit

Constructs the strategy.

Parameters

params The settings; kind_ is overridden with EXPONENTIAL.

Definition at line 164 of file crossover.hpp.

Member Function Documentation

◆ on_bar()

template<class Ctx>

void algotradelib::strategy::vanilla::EmaCrossover::on_bar	(	Ctx &	ctx,
		const BarEvent &	bar )

inline

Calls the general crossover's on_bar.

Template Parameters

Ctx	The runner's context type.

Parameters

ctx	The context.
bar	The new bar.

Definition at line 179 of file crossover.hpp.

◆ warmup_bars()

std::size_t algotradelib::strategy::vanilla::EmaCrossover::warmup_bars ( ) const

inline

Returns how many bars to load before the first live bar.

Returns: slow_ + 1; the strategy acts only once that many closes are cached.

Definition at line 170 of file crossover.hpp.

Member Data Documentation

◆ inner_

MovingAverageCrossover algotradelib::strategy::vanilla::EmaCrossover::inner_

The general crossover, with kind_ set to EXPONENTIAL.

Definition at line 158 of file crossover.hpp.

Referenced by on_bar(), and warmup_bars().

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

algotradelib/src/strategy/vanilla/crossover.hpp

Public Member Functions

Public Attributes