tsa::functor Namespace Reference

Namespace for functors (stateful function objects). As these objects retain state between bars they have higher performance than regular functions. More...

Classes
class	aroon
class	auto_plot
	Parent class. More...
class	average
	Functor for calculating the average of all values in a series over a given period. More...
class	average_exp
	Functor for calculating the exponential average of all values in a series over a given period. More...
class	chaikin_volatility
class	ChaosAcc
	Chaos Accelerator Oscillator. Functor for calculating ChaosAcc over a given period. More...
class	ChaosAO
	Chaos Awesome Oscillator. Functor for calculating ChaosAcc over a given period. More...
class	ChopIndex
	Deiss Choppiness Index (ChopIndex). Functor for calculating ChopIndex over a given period. More...
class	CMO
	Chande Momentum Oscillator (CMO). Functor for calculating CMO over a given period. More...
class	commodity_channel_index
	CCI by Lambert. Functor for calculating Commodity Channel Index over a given period. More...
class	coppock
class	correlation
	Functor for calculating the correlation between two series over a given period. More...
class	DEMA
	Double Exponential Moving Average (DEMA). Functor for calculating DEMA over a given period. More...
class	DeMarker
	DeMark's DeMarker. Functor for calculating DeMarker over a given period. More...
class	DispIndex
	Disparity Index (DispIndex). Functor for calculating DispIndex over a given period. More...
class	DPO
	Detrended Price Oscillator (DPO). Functor for calculating DPO over a given period. More...
class	DStoch
	Double Stochastic (DStoch). Functor for calculating DStoch over a given period. More...
class	DynMI
	Dynamic Momentum Index (DynMI). Functor for calculating DynMI over a given period. More...
class	EffRatio
	Kaufman's Efficiency Ratio (EffRatio). Functor for calculating EffRatio over a given period. More...
class	Elliot
	Elliot Oscillator (Elliot). Functor for calculating Elliot over a given period. More...
class	Fisher
	Ehlers' Fisher Transform (Fisher). Functor for calculating Fisher over a given period. More...
class	HullMA
	Hull Moving Average (HullMA). Functor for calculating HullMA over a given period. More...
class	Inertia
	Inertia Oscillator (Inertia). Functor for calculating Inertia over a given period. More...
class	KalmanMA
	Kalman Filter. Functor for calculating Kalman Filter over a given period. More...
class	KAMA
	Kaufman's Adaptive Moving Average (KAMA). Functor for calculating KAMA over a given period. More...
class	KeltnerBands
	Keltner Bands (KeltnerBands). Functor for calculating KeltnerBands over a given period. More...
class	KeltnerChannel
	Keltner Channel (KeltnerChannel). Functor for calculating KeltnerChannel over a given period. More...
class	LinReg
	Linear Regression (LinReg). Functor for calculating LinReg over a given period. More...
class	LinRegSlope
	Linear Regression Slope (LinRegSlope). Functor for calculating LinRegSlope over a given period. More...
class	LRSI
	Ehlers' Laguerre RSI (LRSI). Functor for calculating LRSI over a given period. More...
class	max
	Functor for calculating the maximum value in a series over a given period. More...
class	MDMA
	McGinley Dynamic MA (MDMA). Functor for calculating MDMA over a given period. More...
class	min
	Functor for calculating the minimum value in a series over a given period. More...
class	Momentum
	Momentum. Functor for calculating Momentum over a given period. More...
class	negative_volume_index
	Nevative Volume Index by Fosback. More...
class	on_balance_volume
class	PFE
	Polarized Fractal Efficiency (PFE). Functor for calculating PFE over a given period. More...
class	PPO
	Percentage Price Oscillator (PPO). Functor for calculating PPO over a given period. More...
class	QStick
	Chande's QStick. Functor for calculating QStick over a given period. More...
class	R2
	R Squared (R2). Functor for calculating R2 over a given period. More...
class	RAVI
	Chande's Range Action Verification Index (RAVI). Functor for calculating RAVI over a given period. More...
class	REI
	DeMark's Range Expansion Index (REI). Functor for calculating REI over a given period. More...
class	relative_volatility
	Relative Volatility by Dorsey. More...
class	RMI
	Relative Momentum Index (RMI). Functor for calculating RMI over a given period. More...
class	RMTA
	Recursive Moving Trend Average (RMTA). Functor for calculating RMTA over a given period. More...
class	ROC
	Rate Of Change (ROC). Functor for calculating ROC over a given period. More...
class	ROCP
	Rate Of Change Percent (ROCP). Functor for calculating ROCP over a given period. More...
class	ROCR
	Rate Of Change Ratio (ROCR). Functor for calculating ROCR over a given period. More...
class	RVI
	Ehlers' Relative Vigor Index (RVI). Functor for calculating RVI over a given period. More...
class	RVX
	Relative Volatility Index (RVX). Functor for calculating RVX over a given period. More...
class	SMI
	Stochastic Momentum Index (SMI). Functor for calculating SMI over a given period. More...
class	STC
	Schaff Trend Cycle (STC). Functor for calculating STC over a given period. More...
class	stdev
	Functor for calculating the population standard deviation of all values in a series over a given period. More...
class	stochastic
	Functor for calculating Stochastic indicator over a given period. More...
class	StochRSI
	Stochastic RSI (StochRSI). Functor for calculating StochRSI over a given period. More...
class	sum
	Functor for calculating the sum of all values in a series over a given period. More...
class	sum_neg
	Functor for calculating the sum of all negative values in a series over a given period. More...
class	sum_pos
	Functor for calculating the sum of all positive values in a series over a given period. More...
class	sum_squares
	Functor for calculating the sum of all values in a series over a given period. More...
class	T3MA
	Tillson's T3 Average (T3MA). Functor for calculating T3MA over a given period. More...
class	TCF
	Trend Continuation Factor (TCF). Functor for calculating TCF over a given period. More...
class	TEMA
	Triple Exponential MA (TEMA). Functor for calculating TEMA over a given period. More...
class	TOSC
	Trend Oscillator (TOSC). Functor for calculating TOSC over a given period. More...
class	TrailStop
	Trailing Stop (TrailStop). Functor for calculating TrailStop over a given period. More...
class	TrendScore
	Chande's TrendScore. Functor for calculating TrendScore over a given period. More...
class	TTF
	Trend Trigger factor (TTF). Functor for calculating TTF over a given period. More...
class	TTI
	Trend Intensity Index (TTI). Functor for calculating TTI over a given period. More...
class	variance
	Functor for calculating the population standard deviation of all values in a series over a given period. More...
class	VIDYA
	Chande's VIDYA Moving Average. Functor for calculating VIDYA over a given period. More...
class	volatility
	Functor for calculating Volatitity over a given period. More...
class	vortex_indicator
	Vortex Indicator by Botes / Siepman. More...
class	VQI
	Volatility Quality Index (VQI). Functor for calculating VQI over a given period. More...
class	WilderMA
	Wilder's Moving Average (WilderMA). Functor for calculating WilderMA over a given period. More...
class	WMA
	Weighted Moving Average (WMA). Functor for calculating WMA over a given period. More...
class	XMA
	Exponential Moving Average (XMA), different calc from EMA. Functor for calculating XMA over a given period. More...

Typedefs
typedef correlation	CORR
	Typedef. Same as class functor::correlation.
typedef average_exp	EMA
	Typedef. Save as class functor::average_exp.
typedef max	highest
	Typedef. Same as class max;.
typedef min	lowest
	Typedef. Same as class max;.
typedef average	SMA
	Typedef. Save as class functor::average.

Detailed Description

Namespace for functors (stateful function objects). As these objects retain state between bars they have higher performance than regular functions.