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

Recursive Moving Trend Average (RMTA). Functor for calculating RMTA 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)
 

Detailed Description

Recursive Moving Trend Average (RMTA). Functor for calculating RMTA over a given period.