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

Exponential Moving Average (XMA), different calc from EMA. Functor for calculating XMA 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

Exponential Moving Average (XMA), different calc from EMA. Functor for calculating XMA over a given period.