tsa::functor::commodity_channel_index Class Reference

CCI by Lambert. Functor for calculating Commodity Channel Index over a given period. More...

#include <TSAFunctors.h>

Inherits tsa::functor::parent< T >.

Public Member Functions
const parent &	operator() (const series< double > &hi, const series< double > &lo, const series< double > &cl, size_t period)

Detailed Description

CCI by Lambert. Functor for calculating Commodity Channel Index over a given period.

Member Function Documentation

const parent< double > & tsa::functor::commodity_channel_index::operator()	(	const series< double > &	hi,
		const series< double > &	lo,
		const series< double > &	cl,
		size_t	period
	)

Parameters

hi	series of highs
lo	series of lows
cl	series of closes
period	period