trade.h File Reference

#include "constants.h"
#include "core.h"
#include "ohlc.h"
#include <cassert>
#include <ranges>
#include <vector>

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Namespaces
namespace	fx
	Core routines that don't depend on any other fx routines.

Functions
constexpr auto	fx::to_atr (auto &&series)
	Calculate ATR of a series.
constexpr auto	fx::to_atr2 (auto &&series)
	Calculate ATR of a series.
constexpr double	fx::to_atr3 (auto &&series)
	Calculate ATR of a series.
constexpr double	fx::to_vwap (std::ranges::range auto &&xs)
	Calculate VWAP rolling average.
constexpr double	fx::to_vwap2 (std::ranges::range auto &&xs)
	Calculate VWAP rolling average.
auto	fx::is_recent_dip2 (auto &&series)
	Test if there has been a recent minimum.

Variables
constexpr auto	fx::to_average_func
constexpr auto	fx::to_average_func2
constexpr auto	fx::to_spot
	Calculate spot value, note we don't average all of the OHLC prices.
constexpr auto	fx::to_average_volume
	Calculate average volume over a series.
constexpr auto	fx::to_average_volume2
	Calculate average volume over a series.
auto	fx::to_exit
	Find an exit in a series.
auto	fx::to_exit2
	Find an exit in a series.
auto	fx::is_entry
	Calculate if the final price is an entry.
auto	fx::is_entry2
	Calculate if the final price is an entry.