Lean
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The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, More...
Public Member Functions | |
AwesomeOscillator (int fastPeriod, int slowPeriod, MovingAverageType type=MovingAverageType.Simple) | |
Creates a new Awesome Oscillator from the specified periods. More... | |
AwesomeOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType type=MovingAverageType.Simple) | |
Creates a new Awesome Oscillator from the specified periods. More... | |
override void | Reset () |
Resets this indicator More... | |
Public Attributes | |
override bool | IsReady => SlowAo.IsReady && FastAo.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... | |
Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
BarIndicator (string name) | |
Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
IndicatorBase< IndicatorDataPoint > | SlowAo [get] |
Gets the indicators slow period moving average. More... | |
IndicatorBase< IndicatorDataPoint > | FastAo [get] |
Gets the indicators fast period moving average. 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 Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically,
AO = MAfast[(H+L)/2] - MAslow[(H+L)/2]
where MAfast and MAslow denote simple moving averages wherein fast has a shorter period. https://www.barchart.com/education/technical-indicators/awesome_oscillator
Definition at line 29 of file AwesomeOscillator.cs.
QuantConnect.Indicators.AwesomeOscillator.AwesomeOscillator | ( | int | fastPeriod, |
int | slowPeriod, | ||
MovingAverageType | type = MovingAverageType.Simple |
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) |
Creates a new Awesome Oscillator from the specified periods.
fastPeriod | The period of the fast moving average associated with the AO |
slowPeriod | The period of the slow moving average associated with the AO |
type | The type of moving average used when computing the fast and slow term. Defaults to simple moving average. |
Definition at line 57 of file AwesomeOscillator.cs.
QuantConnect.Indicators.AwesomeOscillator.AwesomeOscillator | ( | string | name, |
int | fastPeriod, | ||
int | slowPeriod, | ||
MovingAverageType | type = MovingAverageType.Simple |
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) |
Creates a new Awesome Oscillator from the specified periods.
name | The name of this indicator |
fastPeriod | The period of the fast moving average associated with the AO |
slowPeriod | The period of the slow moving average associated with the AO |
type | The type of moving average used when computing the fast and slow term. Defaults to simple moving average. |
Definition at line 69 of file AwesomeOscillator.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 82 of file AwesomeOscillator.cs.
override void QuantConnect.Indicators.AwesomeOscillator.Reset | ( | ) |
Resets this indicator
Definition at line 94 of file AwesomeOscillator.cs.
override bool QuantConnect.Indicators.AwesomeOscillator.IsReady => SlowAo.IsReady && FastAo.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 44 of file AwesomeOscillator.cs.
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get |
Gets the indicators slow period moving average.
Definition at line 34 of file AwesomeOscillator.cs.
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get |
Gets the indicators fast period moving average.
Definition at line 39 of file AwesomeOscillator.cs.
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get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 49 of file AwesomeOscillator.cs.