Class: Quant::Indicators::RoofingPoint

Inherits:
IndicatorPoint show all
Defined in:
lib/quant/indicators/roofing.rb

Overview

The ideal time to buy is when the cycle is at a trough, and the ideal time to exit a long position or to sell short is when the cycle is at a peak.These conditions are flagged by the filter crossing itself delayed by two bars, and are included as part of the indicator.

Instance Attribute Summary

Attributes inherited from IndicatorPoint

#indicator, #tick

Method Summary

Methods inherited from IndicatorPoint

#initialize, #initialize_data_points, #oc2

Methods included from Attributes

deregister, included, register, registry

Constructor Details

This class inherits a constructor from Quant::Indicators::IndicatorPoint