algotradelib::strategy::vanilla::RsiThreshold::Params Struct Reference

The strategy's settings. More...

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

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

Public Attributes
InstrumentId	instrument_
	The instrument to trade; bars for any other instrument are ignored.
std::size_t	period_ {14}
	The RSI period; zero disables the strategy.
math::Scalar	oversold_ {30.0}
	Buy at or below this level.
math::Scalar	overbought_ {70.0}
	Sell at or above this level; must exceed oversold_, or nothing is traded.
Decimal64	quantity_
	The shares to hold while in a position.
std::string	tag_ {"rsi-threshold"}
	The tag on the targets.

Detailed Description

The strategy's settings.

Definition at line 124 of file reversion.hpp.

Member Data Documentation

instrument_

InstrumentId algotradelib::strategy::vanilla::RsiThreshold::Params::instrument_

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

Definition at line 126 of file reversion.hpp.

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

overbought_

math::Scalar algotradelib::strategy::vanilla::RsiThreshold::Params::overbought_ {70.0}

Sell at or above this level; must exceed oversold_, or nothing is traded.

Definition at line 132 of file reversion.hpp.

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

oversold_

math::Scalar algotradelib::strategy::vanilla::RsiThreshold::Params::oversold_ {30.0}

Buy at or below this level.

Definition at line 130 of file reversion.hpp.

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

period_

std::size_t algotradelib::strategy::vanilla::RsiThreshold::Params::period_ {14}

The RSI period; zero disables the strategy.

Definition at line 128 of file reversion.hpp.

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

quantity_

Decimal64 algotradelib::strategy::vanilla::RsiThreshold::Params::quantity_

The shares to hold while in a position.

Definition at line 134 of file reversion.hpp.

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

tag_

std::string algotradelib::strategy::vanilla::RsiThreshold::Params::tag_ {"rsi-threshold"}

The tag on the targets.

Definition at line 136 of file reversion.hpp.

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

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

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