WU_Downside Struct Reference

Tracks the average downside, calculate as the square root of the average of the squared negative values. More...

#include <indicators.h>

Data Fields
double(*	update )(struct WU_Downside_ *self, double value)
void(*	delete )(struct WU_Downside_ *self)
double	value
double	downside_m2
int64_t	count

Detailed Description

Tracks the average downside, calculate as the square root of the average of the squared negative values.

It is used with returns to measure the volatility of negative returns.

Definition at line 250 of file indicators.h.

Field Documentation

count

int64_t WU_Downside::count

Definition at line 255 of file indicators.h.

delete

void(* WU_Downside::delete) (struct WU_Downside_ *self)

Definition at line 252 of file indicators.h.

downside_m2

double WU_Downside::downside_m2

Definition at line 254 of file indicators.h.

update

double(* WU_Downside::update) (struct WU_Downside_ *self, double value)

Definition at line 251 of file indicators.h.

value

double WU_Downside::value

Definition at line 253 of file indicators.h.

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

• include/wu/indicators.h