Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
tsa::functor::KeltnerBands Class Reference

Keltner Bands (KeltnerBands). Functor for calculating KeltnerBands over a given period. More...

#include <TSAFunctors2.h>

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

Public Member Functions

parent< double > & operator() (series< double > &_hi, series< double > &_lo, series< double > &_cl, size_t _period=10, double _multiplier=2.0)
 

Detailed Description

Keltner Bands (KeltnerBands). Functor for calculating KeltnerBands over a given period.