Lean
$LEAN_TAG$
|
The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average. More...
Public Member Functions | |
AccelerationBands (string name, int period, decimal width, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
Initializes a new instance of the AccelerationBands class. More... | |
AccelerationBands (int period, decimal width) | |
Initializes a new instance of the AccelerationBands class. More... | |
AccelerationBands (int period) | |
Initializes a new instance of the AccelerationBands class. More... | |
override void | Reset () |
Resets this indicator to its initial state More... | |
Public Attributes | |
override bool | IsReady => MiddleBand.IsReady && LowerBand.IsReady && UpperBand.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
override decimal | ComputeNextValue (IBaseDataBar input) |
Computes the next value of this indicator from the given state More... | |
Properties | |
MovingAverageType | MovingAverageType [get] |
Gets the type of moving average More... | |
IndicatorBase< IndicatorDataPoint > | MiddleBand [get] |
Gets the middle acceleration band (moving average) More... | |
IndicatorBase< IndicatorDataPoint > | UpperBand [get] |
Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low))) More... | |
IndicatorBase< IndicatorDataPoint > | LowerBand [get] |
Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low))) More... | |
int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.
Definition at line 24 of file AccelerationBands.cs.
QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | string | name, |
int | period, | ||
decimal | width, | ||
MovingAverageType | movingAverageType = MovingAverageType.Simple |
||
) |
Initializes a new instance of the AccelerationBands class.
name | The name of this indicator. |
period | The period of the three moving average (middle, upper and lower band). |
width | A coefficient specifying the distance between the middle band and upper or lower bands. |
movingAverageType | Type of the moving average. |
Definition at line 55 of file AccelerationBands.cs.
QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | int | period, |
decimal | width | ||
) |
Initializes a new instance of the AccelerationBands class.
period | The period of the three moving average (middle, upper and lower band). |
width | A coefficient specifying the distance between the middle band and upper or lower bands. |
Definition at line 72 of file AccelerationBands.cs.
QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | int | period | ) |
Initializes a new instance of the AccelerationBands class.
period | The period of the three moving average (middle, upper and lower band). |
Definition at line 81 of file AccelerationBands.cs.
override void QuantConnect.Indicators.AccelerationBands.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 99 of file AccelerationBands.cs.
|
protected |
Computes the next value of this indicator from the given state
input | The input given to the indicator |
Definition at line 114 of file AccelerationBands.cs.
override bool QuantConnect.Indicators.AccelerationBands.IsReady => MiddleBand.IsReady && LowerBand.IsReady && UpperBand.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 89 of file AccelerationBands.cs.
|
get |
Gets the type of moving average
Definition at line 31 of file AccelerationBands.cs.
|
get |
Gets the middle acceleration band (moving average)
Definition at line 36 of file AccelerationBands.cs.
|
get |
Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))
Definition at line 41 of file AccelerationBands.cs.
|
get |
Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))
Definition at line 46 of file AccelerationBands.cs.
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 94 of file AccelerationBands.cs.