Lean  $LEAN_TAG$
QuantConnect.Indicators.AccumulationDistributionOscillator Class Reference

This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD) More...

Inheritance diagram for QuantConnect.Indicators.AccumulationDistributionOscillator:
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Public Member Functions

 AccumulationDistributionOscillator (int fastPeriod, int slowPeriod)
 Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters More...
 
 AccumulationDistributionOscillator (string name, int fastPeriod, int slowPeriod)
 Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => Samples >= _period
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
int WarmUpPeriod => _period
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Protected Member Functions

override decimal ComputeNextValue (TradeBar input)
 Computes the next value of this indicator from the given state More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
 TradeBarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Additional Inherited Members

- Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Detailed Description

This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD)

Definition at line 26 of file AccumulationDistributionOscillator.cs.

Constructor & Destructor Documentation

◆ AccumulationDistributionOscillator() [1/2]

QuantConnect.Indicators.AccumulationDistributionOscillator.AccumulationDistributionOscillator ( int  fastPeriod,
int  slowPeriod 
)

Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters

Parameters
fastPeriodThe fast moving average period
slowPeriodThe slow moving average period

Definition at line 38 of file AccumulationDistributionOscillator.cs.

◆ AccumulationDistributionOscillator() [2/2]

QuantConnect.Indicators.AccumulationDistributionOscillator.AccumulationDistributionOscillator ( string  name,
int  fastPeriod,
int  slowPeriod 
)

Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters

Parameters
nameThe name of this indicator
fastPeriodThe fast moving average period
slowPeriodThe slow moving average period

Definition at line 49 of file AccumulationDistributionOscillator.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.AccumulationDistributionOscillator.ComputeNextValue ( TradeBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
Returns
A new value for this indicator

Definition at line 73 of file AccumulationDistributionOscillator.cs.

◆ Reset()

override void QuantConnect.Indicators.AccumulationDistributionOscillator.Reset ( )

Resets this indicator to its initial state

Definition at line 85 of file AccumulationDistributionOscillator.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.AccumulationDistributionOscillator.IsReady => Samples >= _period

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 61 of file AccumulationDistributionOscillator.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.AccumulationDistributionOscillator.WarmUpPeriod => _period

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 66 of file AccumulationDistributionOscillator.cs.


The documentation for this class was generated from the following file: