algotradelib::strategy::vanilla::MovingAverageCrossover::Params Struct Reference

The strategy's settings. More...

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

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

Public Attributes
InstrumentId	instrument_
	The instrument to trade; bars for any other instrument are ignored.
std::size_t	fast_ {20}
	The fast span; must be nonzero and less than slow_, or the strategy does nothing.
std::size_t	slow_ {50}
	The slow span.
AverageKind	kind_ {AverageKind::SIMPLE}
	Which average to use; see AverageKind.
Decimal64	quantity_
	The shares to hold while the fast average is above the slow one.
std::string	tag_ {"ma-crossover"}
	The tag on the targets.

Detailed Description

The strategy's settings.

Definition at line 49 of file crossover.hpp.

Member Data Documentation

fast_

std::size_t algotradelib::strategy::vanilla::MovingAverageCrossover::Params::fast_ {20}

The fast span; must be nonzero and less than slow_, or the strategy does nothing.

Definition at line 53 of file crossover.hpp.

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

instrument_

InstrumentId algotradelib::strategy::vanilla::MovingAverageCrossover::Params::instrument_

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

Definition at line 51 of file crossover.hpp.

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

kind_

AverageKind algotradelib::strategy::vanilla::MovingAverageCrossover::Params::kind_ {AverageKind::SIMPLE}

Which average to use; see AverageKind.

Definition at line 57 of file crossover.hpp.

quantity_

Decimal64 algotradelib::strategy::vanilla::MovingAverageCrossover::Params::quantity_

The shares to hold while the fast average is above the slow one.

Definition at line 59 of file crossover.hpp.

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

slow_

std::size_t algotradelib::strategy::vanilla::MovingAverageCrossover::Params::slow_ {50}

The slow span.

Definition at line 55 of file crossover.hpp.

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

tag_

std::string algotradelib::strategy::vanilla::MovingAverageCrossover::Params::tag_ {"ma-crossover"}

The tag on the targets.

Definition at line 61 of file crossover.hpp.

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

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

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