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WU Trading Library 0.2.0
A backtesting and trading strategy library
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The exponential moving average (WU_EMA) is a type of moving average that gives more weight to recent values, making it more responsive to recent value changes. More...
#include <indicators.h>
Data Fields | |
| double(* | update )(struct WU_EMA_ *self, double value) |
| void(* | delete )(struct WU_EMA_ *self) |
| double | value |
| double | prev_value |
| double | alpha |
| int | len |
| int | period |
The exponential moving average (WU_EMA) is a type of moving average that gives more weight to recent values, making it more responsive to recent value changes.
The WU_EMA is calculated using a smoothing factor that determines how much weight is given to the most recent value.
Definition at line 85 of file indicators.h.
| double WU_EMA::alpha |
Definition at line 90 of file indicators.h.
| void(* WU_EMA::delete) (struct WU_EMA_ *self) |
Definition at line 87 of file indicators.h.
| int WU_EMA::len |
Definition at line 91 of file indicators.h.
| int WU_EMA::period |
Definition at line 92 of file indicators.h.
| double WU_EMA::prev_value |
Definition at line 89 of file indicators.h.
Definition at line 86 of file indicators.h.
| double WU_EMA::value |
Definition at line 88 of file indicators.h.