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The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices. More...
Public Member Functions | |
AdvanceDeclineIndicator (string name, Func< IEnumerable< TradeBar >, decimal > computeSub, Func< decimal, decimal, decimal > computeMain) | |
Initializes a new instance of the AdvanceDeclineRatio class More... | |
virtual void | Add (Symbol asset) |
Add tracking asset issue More... | |
void | AddStock (Symbol asset) |
Deprecated More... | |
virtual void | Remove (Symbol asset) |
Remove tracking asset issue More... | |
void | RemoveStock (Symbol asset) |
Deprecated More... | |
override void | Reset () |
Resets this indicator to its initial state More... | |
Public Attributes | |
override bool | IsReady => _previousPeriod.Keys.Any() |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
int | WarmUpPeriod => 2 |
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... | |
override IndicatorResult | ValidateAndComputeNextValue (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... | |
The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices.
Definition at line 28 of file AdvanceDeclineIndicator.cs.
QuantConnect.Indicators.AdvanceDeclineIndicator.AdvanceDeclineIndicator | ( | string | name, |
Func< IEnumerable< TradeBar >, decimal > | computeSub, | ||
Func< decimal, decimal, decimal > | computeMain | ||
) |
Initializes a new instance of the AdvanceDeclineRatio class
Definition at line 39 of file AdvanceDeclineIndicator.cs.
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virtual |
Add tracking asset issue
asset | tracking asset issue |
Definition at line 50 of file AdvanceDeclineIndicator.cs.
void QuantConnect.Indicators.AdvanceDeclineIndicator.AddStock | ( | Symbol | asset | ) |
Deprecated
Definition at line 62 of file AdvanceDeclineIndicator.cs.
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virtual |
Remove tracking asset issue
asset | tracking asset issue |
Definition at line 71 of file AdvanceDeclineIndicator.cs.
void QuantConnect.Indicators.AdvanceDeclineIndicator.RemoveStock | ( | Symbol | asset | ) |
Deprecated
Definition at line 80 of file AdvanceDeclineIndicator.cs.
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protected |
Computes the next value of this indicator from the given state
input | The input given to the indicator |
Definition at line 100 of file AdvanceDeclineIndicator.cs.
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protected |
Computes the next value of this indicator from the given state
input | The input given to the indicator |
Definition at line 130 of file AdvanceDeclineIndicator.cs.
override void QuantConnect.Indicators.AdvanceDeclineIndicator.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 146 of file AdvanceDeclineIndicator.cs.
override bool QuantConnect.Indicators.AdvanceDeclineIndicator.IsReady => _previousPeriod.Keys.Any() |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 88 of file AdvanceDeclineIndicator.cs.
int QuantConnect.Indicators.AdvanceDeclineIndicator.WarmUpPeriod => 2 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 93 of file AdvanceDeclineIndicator.cs.