public class Variation extends java.lang.Object implements Signal
Signal.Direction
Modifier and Type | Field and Description |
---|---|
protected int |
cpt |
protected int |
n |
protected int |
nbBaisses |
protected int |
nbHausses |
Constructor and Description |
---|
Variation(int nbHausses,
int nbBaisses,
int n) |
Modifier and Type | Method and Description |
---|---|
Signal.Direction |
update(OrderBook asset,
Day day)
Compte le nombre de variations successives de la somme des n derniers prix
Si cette somme a connu nbHausses hausses successives, on achete
Si cette somme a connu nbBaisses baisses successives, on vend
|
protected int nbHausses
protected int nbBaisses
protected int n
protected int cpt
public Signal.Direction update(OrderBook asset, Day day)