RT::ITechnicalAnalysisHelper Class Reference

Abstract class, performs some technical analysis functions calculations. More...

#include <ITechnicalAnalysisHelper.h>

Public Member Functions
virtual void	setMarketDataHelper (IMarketDataHelper *)=0
virtual int	SimpleMovingAverage (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	ExponentialMovingAverage (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	TriangularMovingAverage (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	WeightedMovingAverage (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	RSquared (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	Slope (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	Forecast (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	Intercept (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	BollingerBands (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double optInNbDevUp, double optInNbDevDn, MAType optInMAType, double &outRealUpperBand, double &outRealMiddleBand, double &outRealLowerBand, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	MomentumOscillator (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	ChandeMomentumOscillator (const std::string &symbol, TAHistDataType type, int optInTimePeriod, MAType optInMAType, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	PriceOscillator (const std::string &symbol, TAHistDataType type, int optInFastPeriod, int optInSlowPeriod, MAType optInMAType, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	AbsolutePriceOscillator (const std::string &symbol, TAHistDataType type, int optInFastPeriod, int optInSlowPeriod, MAType optInMAType, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	TRIX (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	WilliamsPctR (const std::string &symbol, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	ChaikinADOscillator (const std::string &symbol, int optInFastPeriod, int optInSlowPeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	Aroon (const std::string &symbol, int optInTimePeriod, double &outAroonDown, double &outAroonUp, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	MACD (const std::string &symbol, TAHistDataType type, int optInFastPeriod, int optInSlowPeriod, int optInSignalPeriod, double &outMACD, double &outMACDSignal, double &outMACDHist, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	STOCH (const std::string &symbol, int optInFastK_Period, int optInSlowK_Period, MAType optInSlowK_MAType, int optInSlowD_Period, MAType optInSlowD_MAType, double &outSlowK, double &outSlowD, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	StandardDeviation (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double optInNbDev, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	MoneyFlowIndex (const std::string &symbol, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	RelativeStrengthIndex (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	DirectionalMovementIndex (const std::string &symbol, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	OnBalanceVolume (const std::string &symbol, TAHistDataType type, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	CommodityChannelIndex (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	ParabolicSAR (const std::string &symbol, double optInAcceleration, double optInMaximum, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	MEDIANPRICE (const std::string &symbol, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	WeightedClose (const std::string &symbol, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	VolumeRateOfChange (const std::string &symbol, TAHistDataType type, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	LowestLowValue (const std::string &symbol, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	HighestHighValue (const std::string &symbol, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	CorrelationAnalysis (const std::string &symbol0, TAHistDataType type0, const std::string &symbol1, TAHistDataType type1, int optInTimePeriod, double &outValue, int offset=0, ohlc_interv_t interval=ohlc_1_day)=0
virtual int	CandlestickPattern (const std::string &symbol, double optInPenetration, int optInTimePeriod, int outIntVector[], int offset=0, ohlc_interv_t interval=ohlc_1_day)=0

Detailed Description

Abstract class, performs some technical analysis functions calculations.

Most functions are using the same parameters see parameters description for SimpleMovingAverage for example

Member Function Documentation

virtual int RT::ITechnicalAnalysisHelper::AbsolutePriceOscillator	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInFastPeriod,
		int	optInSlowPeriod,
		MAType	optInMAType,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates TA_APO - Absolute Price Oscillator

virtual int RT::ITechnicalAnalysisHelper::Aroon	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outAroonDown,
		double &	outAroonUp,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Aroon

virtual int RT::ITechnicalAnalysisHelper::BollingerBands	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double	optInNbDevUp,
		double	optInNbDevDn,
		MAType	optInMAType,
		double &	outRealUpperBand,
		double &	outRealMiddleBand,
		double &	outRealLowerBand,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Bollinger Bands

virtual int RT::ITechnicalAnalysisHelper::CandlestickPattern	(	const std::string &	symbol,
		double	optInPenetration,
		int	optInTimePeriod,
		int	outIntVector[],
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Seeks for one of Candlestick Pattern

virtual int RT::ITechnicalAnalysisHelper::ChaikinADOscillator	(	const std::string &	symbol,
		int	optInFastPeriod,
		int	optInSlowPeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Chaikin A/D Oscillator

virtual int RT::ITechnicalAnalysisHelper::ChandeMomentumOscillator	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		MAType	optInMAType,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Chande Momentum Oscillator

virtual int RT::ITechnicalAnalysisHelper::CommodityChannelIndex	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Commodity Channel Index (CCI)

virtual int RT::ITechnicalAnalysisHelper::CorrelationAnalysis	(	const std::string &	symbol0,
		TAHistDataType	type0,
		const std::string &	symbol1,
		TAHistDataType	type1,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Pearson's Correlation Coefficient (r)

virtual int RT::ITechnicalAnalysisHelper::DirectionalMovementIndex	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Directional Movement Index

virtual int RT::ITechnicalAnalysisHelper::ExponentialMovingAverage	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Exponential Moving Average

virtual int RT::ITechnicalAnalysisHelper::Forecast	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Forecast

virtual int RT::ITechnicalAnalysisHelper::HighestHighValue	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates HighestHighValue

virtual int RT::ITechnicalAnalysisHelper::Intercept	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Intercept

virtual int RT::ITechnicalAnalysisHelper::LowestLowValue	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Lowest Low Value

virtual int RT::ITechnicalAnalysisHelper::MACD	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInFastPeriod,
		int	optInSlowPeriod,
		int	optInSignalPeriod,
		double &	outMACD,
		double &	outMACDSignal,
		double &	outMACDHist,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Moving Average Convergence / Divergence (MACD)

virtual int RT::ITechnicalAnalysisHelper::MEDIANPRICE	(	const std::string &	symbol,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Median Price

virtual int RT::ITechnicalAnalysisHelper::MomentumOscillator	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Momentum Oscillator

virtual int RT::ITechnicalAnalysisHelper::MoneyFlowIndex	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Money Flow Index

virtual int RT::ITechnicalAnalysisHelper::OnBalanceVolume	(	const std::string &	symbol,
		TAHistDataType	type,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates On Balance Volume

virtual int RT::ITechnicalAnalysisHelper::ParabolicSAR	(	const std::string &	symbol,
		double	optInAcceleration,
		double	optInMaximum,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Parabolic Stop and Reversal (Parabolic SAR)

virtual int RT::ITechnicalAnalysisHelper::PriceOscillator	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInFastPeriod,
		int	optInSlowPeriod,
		MAType	optInMAType,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Price Oscillator

virtual int RT::ITechnicalAnalysisHelper::RelativeStrengthIndex	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Relative Strength Index

virtual int RT::ITechnicalAnalysisHelper::RSquared	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates R2 (R-Squared)

virtual int RT::ITechnicalAnalysisHelper::SimpleMovingAverage	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Simple Moving Average

Parameters:

	symbol	Instrument, which you are interested in.
	type	data type (see TAHistDataType)
	optInTimePeriod	imple Moving Average time period
	outValue	calculated value
	offset	by default, all functions retrieves data up to the last available bar. if you want to get estimate for other point(in the past) specify appropriate offset value
	interval	Bars data interval. See ohlc_interv_t

virtual int RT::ITechnicalAnalysisHelper::Slope	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Slope

virtual int RT::ITechnicalAnalysisHelper::StandardDeviation	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double	optInNbDev,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Standard Deviation

virtual int RT::ITechnicalAnalysisHelper::STOCH	(	const std::string &	symbol,
		int	optInFastK_Period,
		int	optInSlowK_Period,
		MAType	optInSlowK_MAType,
		int	optInSlowD_Period,
		MAType	optInSlowD_MAType,
		double &	outSlowK,
		double &	outSlowD,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Stochastic Oscillator

virtual int RT::ITechnicalAnalysisHelper::TriangularMovingAverage	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Triangular Moving Average

virtual int RT::ITechnicalAnalysisHelper::TRIX	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

virtual int RT::ITechnicalAnalysisHelper::VolumeRateOfChange	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Volume Rate of Change

virtual int RT::ITechnicalAnalysisHelper::WeightedClose	(	const std::string &	symbol,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Weighted Close

virtual int RT::ITechnicalAnalysisHelper::WeightedMovingAverage	(	const std::string &	symbol,
		TAHistDataType	type,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Weighted Moving Average

virtual int RT::ITechnicalAnalysisHelper::WilliamsPctR	(	const std::string &	symbol,
		int	optInTimePeriod,
		double &	outValue,
		int	offset = `0`,
		ohlc_interv_t	interval = `ohlc_1_day`
	)			`[pure virtual]`

Calculates Williams R

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

dmitry_env/ATP/robotrader/robotrader/ITechnicalAnalysisHelper.h

RT::ITechnicalAnalysisHelper Class Reference

Public Member Functions

Detailed Description

Member Function Documentation