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

Kaufman's Adaptive Moving Average (KAMA). Functor for calculating KAMA over a given period. More...

#include <TSAFunctors2.h>

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

Public Member Functions

parent< double > & operator() (series< double > &ser, size_t period, size_t fast_const, size_t slow_const)
 

Detailed Description

Kaufman's Adaptive Moving Average (KAMA). Functor for calculating KAMA over a given period.