Simple Moving Average (SMA). More...

#include <indicators.h>

Inheritance diagram for tzu::SMA:

Public Member Functions
	SMA (size_t window_size)
double	get () const noexcept
double	update (double value)
Public Member Functions inherited from tzu::Indicator< SMA, double, double >
double	get () const noexcept
double	update (double value)

Detailed Description

Simple Moving Average (SMA).

Maintains a fixed-size window of the most recent values and calculates the average. Returns NaN until enough values have been added to fill the window. Once the window is full, it updates the average efficiently by keeping a running sum and subtracting the value that falls out of the window.

Usage: SMA sma(20); // 20-period moving average

double result = sma.update(price);

tzu::SMA::SMA
SMA(size_t window_size)
Definition indicators.h:66

Constructor & Destructor Documentation

◆ SMA()

tzu::SMA::SMA ( size_t window_size )

inline

Member Function Documentation

◆ get()

double tzu::SMA::get ( ) const

inlinenoexcept

◆ update()

double tzu::SMA::update ( double value )