public class MixedMovingAverage extends java.lang.Object implements Signal
Signal.Direction
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_SEUIL |
protected int |
n1 |
protected int |
n2 |
protected double |
seuil |
Constructor and Description |
---|
MixedMovingAverage(int n1,
int n2) |
MixedMovingAverage(int n1,
int n2,
double seuil) |
Modifier and Type | Method and Description |
---|---|
void |
checkParameters() |
Signal.Direction |
update(OrderBook asset,
Day day)
Compare la moyenne des n1 derniers prix (moyenne courte) a la moyenne des n2 derniers prix (moyenne longue) (n1 |
public static final double DEFAULT_SEUIL
protected int n1
protected int n2
protected double seuil
public MixedMovingAverage(int n1, int n2)
public MixedMovingAverage(int n1, int n2, double seuil)
public void checkParameters()
public Signal.Direction update(OrderBook asset, Day day)