RollVolumeProfile

indicator period in seconds, when to apply alpha correction

timeFrame

step

multiplication coefficient must be between (0,1]

alpha

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Stanislav Kovalevsky

QuantTools

Enhanced Quantitative Trading Modelling

RollVolumeProfile function

<code>RollVolumeProfile( int timeFrame, double step, double alpha, double cut )</code>

Usage

 <table><tr><td>
</td>
<td> <strong>Name</strong>                 </td>
</tr><tr><td> <strong>Return Type</strong>          </td>
<td> <strong>Description</strong>
</td>
</tr><tr><td> <code>Add( <a rd-options="" href="/link/Tick?package=QuantTools&version=0.5.3" data-mini-rdoc="QuantTools::Tick">Tick</a> tick )</code></td>
<td> <code>void</code>                   </td>
</tr><tr><td> update indicator
</td>
<td> <code>Reset()</code>                </td>
</tr><tr><td> <code>void</code>                   </td>
<td> reset to initial state
</td>
</tr><tr><td> <code>IsFormed()</code>             </td>
<td> <code>bool</code>                   </td>
</tr><tr><td> is indicator value valid?
</td>
<td> <code>GetValue()</code>             </td>
</tr><tr><td> <code>std::map<double,double></double,double></code></td>
<td> histogram where first is price and second is volume
</td>
</tr></table>

	Name
Return Type	Description
`Add( Tick tick )`	`void`
update indicator	`Reset()`
`void`	reset to initial state
`IsFormed()`	`bool`
is indicator value valid?	`GetValue()`
`std::map`	histogram where first is price and second is volume

RollVolumeProfile: c++ Rolling Volume Profile class

Description

Arguments

Usage

Public Members and Methods

Details

See Also