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

#include <portfolios.h>

Data Fields

WU_ExecutionPolicyValue policy
double execution_mean
double execution_stdev
WU_TransactionCostType tx_cost_type
double tx_cost_value
double stop_loss_pct
double take_profit_pct

Detailed Description

Definition at line 75 of file portfolios.h.

Field Documentation

◆ execution_mean

double WU_ExecutionPolicy::execution_mean

Definition at line 77 of file portfolios.h.

◆ execution_stdev

double WU_ExecutionPolicy::execution_stdev

Definition at line 78 of file portfolios.h.

◆ policy

WU_ExecutionPolicyValue WU_ExecutionPolicy::policy

Definition at line 76 of file portfolios.h.

◆ stop_loss_pct

double WU_ExecutionPolicy::stop_loss_pct

Definition at line 81 of file portfolios.h.

◆ take_profit_pct

double WU_ExecutionPolicy::take_profit_pct

Definition at line 82 of file portfolios.h.

◆ tx_cost_type

WU_TransactionCostType WU_ExecutionPolicy::tx_cost_type

Definition at line 79 of file portfolios.h.

◆ tx_cost_value

double WU_ExecutionPolicy::tx_cost_value

Definition at line 80 of file portfolios.h.


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