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WU Trading Library 0.2.0
A backtesting and trading strategy library
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WU_CrossOverStrat is a simple crossover strategy that generates buy and sell signals based on the crossover of two moving averages. More...
#include <strategies.h>
Data Fields | |
| struct WU_Strategy_ | base |
| WU_SMA | short_ma |
| WU_SMA | long_ma |
| double | threshold |
| WU_Side | last_signal |
WU_CrossOverStrat is a simple crossover strategy that generates buy and sell signals based on the crossover of two moving averages.
Definition at line 39 of file strategies.h.
| struct WU_Strategy_ WU_CrossOverStrat::base |
Definition at line 40 of file strategies.h.
| WU_Side WU_CrossOverStrat::last_signal |
Definition at line 44 of file strategies.h.
| WU_SMA WU_CrossOverStrat::long_ma |
Definition at line 42 of file strategies.h.
| WU_SMA WU_CrossOverStrat::short_ma |
Definition at line 41 of file strategies.h.
| double WU_CrossOverStrat::threshold |
Definition at line 43 of file strategies.h.