RollRange

probability value <code>[0, 1]</code>

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QuantTools

Enhanced Quantitative Trading Modelling

RollRange function

<code>RollRange( int n, double p = 0.5 )</code>

Usage

<table><tr><td>
 Name </td>
<td> Return Type </td>
<td> Description </td>
</tr><tr><td>
 <code>Add( InputType value )</code> </td>
<td> <code>void</code> </td>
<td> update indicator </td>
</tr><tr><td>
 <code>Reset()</code> </td>
<td> <code>void</code> </td>
<td> reset to initial state </td>
</tr><tr><td>
 <code>IsFormed()</code> </td>
<td> <code>bool</code> </td>
<td> is indicator value valid? </td>
</tr><tr><td>
 <code>GetValue()</code> </td>
<td> <code>Range</code> </td>
<td> has members <code>double min, max, quantile</code> </td>
</tr><tr><td>
 <code>GetMinHistory()</code> </td>
<td> <code>std::vector&lt; double &gt;</code></td>
<td> return min history </td>
</tr><tr><td>
 <code>GetMaxHistory()</code> </td>
<td> <code>std::vector&lt; double &gt;</code></td>
<td> return max history </td>
</tr><tr><td>
 <code>GetQuantileHistory()</code> </td>
<td> <code>std::vector&lt; double &gt;</code></td>
<td> return quantile history </td>
</tr></table>

Name	Return Type	Description
`Add( InputType value )`	`void`	update indicator
`Reset()`	`void`	reset to initial state
`IsFormed()`	`bool`	is indicator value valid?
`GetValue()`	`Range`	has members `double min, max, quantile`
`GetMinHistory()`	`std::vector< double >`	return min history
`GetMaxHistory()`	`std::vector< double >`	return max history
`GetQuantileHistory()`	`std::vector< double >`	return quantile history

RollRange: C++ Rolling Range / Quantile class

Description

Arguments

Usage

Public Members and Methods

Details

See Also