indicators.h File Reference

Technical indicators for financial analysis. More...

#include <cstddef>
#include <vector>
#include "defs.h"

Go to the source code of this file.

Classes
class	tzu::Indicator< T, In, Out >
	Base indicator class using CRTP for static polymorphism. More...
class	tzu::SMA
	Simple Moving Average (SMA). More...
class	tzu::EMA
class	tzu::MVar
class	tzu::RSI
struct	tzu::MACDResult
class	tzu::MACD
class	tzu::MDD

Namespaces
namespace	tzu

Detailed Description

Technical indicators for financial analysis.

This header defines several technical indicators commonly used in financial analysis. Each indicator is implemented as a class that maintains the necessary state to calculate the indicator values efficiently as new data points are added. All the indicators follow a similar interface, with a get() method to retrieve the current value and an update() method to add a new data point and recalculate the indicator.

Indicators use circular buffers and running calculations to achieve O(1) update complexity after initialization. They return NaN until enough data has been collected.