Uses of Class
com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
Packages that use AbstractWindowSeriesRTIndicator
Package
Description
Moving average indicators.
Pro moving-average indicators (pro tier).
Momentum and oscillator indicators (free tier).
Pro statistical indicators.
Risk-adjusted performance ratios.
Volatility estimators.
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Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.averages
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Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.averages.pro
Subclasses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.averages.proModifier and TypeClassDescriptionclassWeighted Moving Average (WMA) with O(1) incremental updates. -
Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.momentum
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Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Subclasses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.proModifier and TypeClassDescriptionclassRolling Hurst Exponent with O(n) per-tick updates.classRolling Excess Kurtosis with O(1) per-tick updates.classRolling Linear Regression Slope with O(1) per-tick updates.classFull rolling OLS regression with O(1) per-tick updates.classRolling Skewness with O(1) per-tick updates.classRolling parametric (Gaussian) Value at Risk with O(1) per-tick updates.classRolling variance with O(1) per-tick updates using a single window. -
Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Subclasses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratiosModifier and TypeClassDescriptionclassRolling Information Ratio with O(1) per-tick updates.classRolling Sharpe Ratio with O(1) per-tick updates. -
Uses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Subclasses of AbstractWindowSeriesRTIndicator in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatilityModifier and TypeClassDescriptionclassGarman-Klass Volatility estimator with O(1) per-tick updates.classParkinson Volatility estimator with O(1) per-tick updates.classRolling Realized Volatility with O(1) per-tick updates.classRogers-Satchell Volatility estimator with O(1) per-tick updates.