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

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)
 

Detailed Description

Trailing Stop (TrailStop). Functor for calculating TrailStop over a given period.