StratForge.
The hot path, forged.

  1#include <stratforge/indicators.hpp>
  2#include <stratforge/strategy.hpp>
  3
  4template<size_t N = 20>
  5struct BollingerBreakout {
  6  SMA<N>        sma;        // zero-alloc
  7  StdDev<N>     sd;
  8  double         k = 2.0;
  9
 10  constexpr auto on_bar(const Bar& b)
 11      // std::expected<Signal, Err> — C++23
 12      -> std::expected<Signal, Err> {
 13    auto mu  = sma.push(b.close);
 14    auto sig = sd.push(b.close);
 15    const auto upper = mu + k * sig;
 16    const auto lower = mu - k * sig;
 17    if (b.close > upper) return Signal::Long;
 18    if (b.close < lower) return Signal::Short;
 19    return Signal::Flat;
 20  }
 21};