Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
Public Member Functions | List of all members
tsa::functor::ChopIndex Class Reference

Deiss Choppiness Index (ChopIndex). Functor for calculating ChopIndex over a given period. More...

#include <TSAFunctors2.h>

Inherits tsa::functor::parent< T >.

Public Member Functions

parent< double > & operator() (series< double > &high, series< double > &low, series< double > &close, size_t period)
 

Detailed Description

Deiss Choppiness Index (ChopIndex). Functor for calculating ChopIndex over a given period.