tsa::functor::stochastic Class Reference

Functor for calculating Stochastic indicator 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, size_t k_smooth_period=3, size_t d_smooth_period=3)

Detailed Description

Functor for calculating Stochastic indicator over a given period.

Member Function Documentation

const parent< double > & tsa::functor::stochastic::operator()	(	const series< double > &	hi,
		const series< double > &	lo,
		const series< double > &	cl,
		size_t	period,
		size_t	k_smooth_period = 3,
		size_t	d_smooth_period = 3
	)

Returns the components of the Stochastic Indicator as a tuple.

functor::stochastic   f_stoch; // member of strategy object
instrument            i;       // member of strategy object

void strategy::on_bar_close(void)
{
auto stoch = f_stoch(i.high, i.low, i.close, 50, 3, 3);
double stoch_fast = stoch.fast;
double stoch_slow = stoch.slow;
double stoch_raw  = stoch.raw;
}

Returns

Returns a tuple with the following values:

• tuple.k (the 'raw' stochastic)
• tuple.fast (the smoothed 'raw' stochastic)
• tuple.slow (the smoothed 'fast' stochastic)

Parameters

hi	series of highs
lo	Series of lows
cl	Series of closes
period	Indicator period
k_smooth_period	fast smooting