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

Relative Volatility Index (RVX). Functor for calculating RVX over a given period. More...

#include <TSAFunctors2.h>

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

Public Member Functions

parent< double > & operator() (series< double > &_ser, size_t _sd_period, size_t _ma_period)
 

Detailed Description

Relative Volatility Index (RVX). Functor for calculating RVX over a given period.