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WU Trading Library 0.2.0
A backtesting and trading strategy library
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MovingAverage is a simple moving average indicator that calculates the average of the last N values, where N is the window size. More...
#include <indicators.h>
Data Fields | |
| double(* | update )(struct WU_SMA_ *self, double value) |
| void(* | delete )(struct WU_SMA_ *self) |
| double | value |
| double * | prev_values |
| int | window_size |
| int | pos |
| int | len |
| double | sum |
MovingAverage is a simple moving average indicator that calculates the average of the last N values, where N is the window size.
Definition at line 62 of file indicators.h.
| void(* WU_SMA::delete) (struct WU_SMA_ *self) |
Definition at line 64 of file indicators.h.
| int WU_SMA::len |
Definition at line 69 of file indicators.h.
| int WU_SMA::pos |
Definition at line 68 of file indicators.h.
| double* WU_SMA::prev_values |
Definition at line 66 of file indicators.h.
| double WU_SMA::sum |
Definition at line 70 of file indicators.h.
Definition at line 63 of file indicators.h.
| double WU_SMA::value |
Definition at line 65 of file indicators.h.
| int WU_SMA::window_size |
Definition at line 67 of file indicators.h.