Indicator

InputType

ValueType

HistoryType

Download and organize historical market data from multiple sources like Yahoo (<https://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<https://www.finam.ru/profile/moex-akcii/sberbank/export/>), MOEX (<https://www.moex.com/en/derivatives/contracts.aspx>) and IQFeed (<https://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.

Stanislav Kovalevsky

QuantTools

Enhanced Quantitative Trading Modelling

Indicator function

<code>class AnyIndicator : public Indicator&lt; InputType, ValueType, HistoryType &gt; { }</code>

Usage

Following methods must be specified for <code>AnyIndicator</code><table><tr><td>
</td>
<td> Name </td>
<td> Return Type </td>
</tr><tr><td> Description
</td>
<td> <code>Add( InputType input )</code> </td>
<td> <code>void</code> </td>
</tr><tr><td> update indicator
</td>
<td> <code>Reset()</code> </td>
<td> <code>void</code> </td>
</tr><tr><td> reset to initial state
</td>
<td> <code>IsFormed()</code> </td>
<td> <code>bool</code> </td>
</tr><tr><td> is indicator value valid?
</td>
<td>
</td>
<td> Name </td>
</tr></table>

Public Members and Methods

C++ Indicator Base class — Indicator

C++ Indicator Base class

	Name	Return Type
Description	`Add( InputType input )`	`void`
update indicator	`Reset()`	`void`
reset to initial state	`IsFormed()`	`bool`
is indicator value valid?		Name

Indicator: C++ Indicator Base class

Description

Arguments

Usage

Public Members and Methods

See Also