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

Keltner Channel (KeltnerChannel). Functor for calculating KeltnerChannel 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)
 

Detailed Description

Keltner Channel (KeltnerChannel). Functor for calculating KeltnerChannel over a given period.