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

Stochastic Momentum Index (SMI). Functor for calculating SMI 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=13, size_t _ma_period=25, size_t _dma_period=2)
 

Detailed Description

Stochastic Momentum Index (SMI). Functor for calculating SMI over a given period.