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

Weighted Moving Average (WMA). Functor for calculating WMA 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

Weighted Moving Average (WMA). Functor for calculating WMA over a given period.