WU Trading Library 0.2.0
A backtesting and trading strategy library
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WU_CrossOverStrat Struct Reference

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

Detailed Description

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.

Field Documentation

◆ base

struct WU_Strategy_ WU_CrossOverStrat::base

Definition at line 40 of file strategies.h.

◆ last_signal

WU_Side WU_CrossOverStrat::last_signal

Definition at line 44 of file strategies.h.

◆ long_ma

WU_SMA WU_CrossOverStrat::long_ma

Definition at line 42 of file strategies.h.

◆ short_ma

WU_SMA WU_CrossOverStrat::short_ma

Definition at line 41 of file strategies.h.

◆ threshold

double WU_CrossOverStrat::threshold

Definition at line 43 of file strategies.h.


The documentation for this struct was generated from the following file: