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

Polarized Fractal Efficiency (PFE). Functor for calculating PFE 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 _ma_period)
 

Detailed Description

Polarized Fractal Efficiency (PFE). Functor for calculating PFE over a given period.