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Trading System API
3.0
Library for Simulating and Deploying Trading and Investment Strategies
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Trailing Stop (TrailStop). Functor for calculating TrailStop 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=10, size_t _atr_period=20, double _atr_multiplier=2.0) |