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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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| Ntzu | |
| CSignal | Trading signal generated by a strategy |
| COhlcv | Open-High-Low-Close-Volume candlestick data |
| CTick | |
| CSingleValue | |
| CPosition | |
| CTrade | |
| CPerformanceMetrics | |
| CBuyAndHoldMetrics | |
| CIndicator | Base indicator class using CRTP for static polymorphism |
| CSMA | Simple Moving Average (SMA) |
| CEMA | |
| CMVar | |
| CRSI | |
| CMACDResult | |
| CMACD | |
| CMDD | |
| CPortfolio | |
| CBasicPortfolio | |
| CRunner | |
| CBasicRunner | |
| CPortfolioStats | |
| CStrategy | |
| CSMACrossover | |
| CRSIStrat | |
| CMACDStrat | |
| CCsvParseTraits | |
| CCsvParseTraits< Ohlcv > | |
| CCsvParseTraits< Tick > | |
| CCsvParseTraits< SingleValue > | |
| CParseIterator | |
| CCsv |