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

Ehlers' Laguerre RSI (LRSI). Functor for calculating LRSI over a given period. More...

#include <TSAFunctors2.h>

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

Public Member Functions

parent< double > & operator() (series< double > &_ser, double _damping)
 

Detailed Description

Ehlers' Laguerre RSI (LRSI). Functor for calculating LRSI over a given period.