QuantConnect.Indicators.CompositeIndicator Class Reference

This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function. More...

Inheritance diagram for QuantConnect.Indicators.CompositeIndicator:

Public Member Functions
delegate IndicatorResult	IndicatorComposer (IndicatorBase left, IndicatorBase right)
	Delegate type used to compose the output of two indicators into a new value. More...
override void	Reset ()
	Resets this indicator to its initial state More...
	CompositeIndicator (string name, IndicatorBase left, IndicatorBase right, IndicatorComposer composer)
	Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified More...
	CompositeIndicator (IndicatorBase left, IndicatorBase right, IndicatorComposer composer)
	Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified More...

Protected Member Functions
override IndicatorResult	ValidateAndComputeNextValue (IndicatorDataPoint input)
	Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class More...
override decimal	ComputeNextValue (IndicatorDataPoint _)
	Computes the next value of this indicator from the given state More...

Properties
IndicatorBase	Left [get]
	Gets the 'left' indicator for the delegate More...
IndicatorBase	Right [get]
	Gets the 'right' indicator for the delegate More...
override bool	IsReady [get]
	Gets a flag indicating when this indicator is ready and fully initialized More...

Detailed Description

This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function.

This type is initialized such that there is no need to call the Update function. This indicator will have its values automatically updated each time a new piece of data is received from both the left and right indicators.

Definition at line 29 of file CompositeIndicator.cs.

Constructor & Destructor Documentation

CompositeIndicator() [1/2]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	string	name,
		IndicatorBase	left,
		IndicatorBase	right,
		IndicatorComposer	composer
	)

Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified

Parameters

name	The name of this indicator
left	The left indicator for the 'composer'
right	The right indicator for the 'composer'
composer	Function used to compose the left and right indicators

Definition at line 81 of file CompositeIndicator.cs.

CompositeIndicator() [2/2]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	IndicatorBase	left,
		IndicatorBase	right,
		IndicatorComposer	composer
	)

Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified

Parameters

left	The left indicator for the 'composer'
right	The right indicator for the 'composer'
composer	Function used to compose the left and right indicators

Definition at line 97 of file CompositeIndicator.cs.

Member Function Documentation

IndicatorComposer()

delegate IndicatorResult QuantConnect.Indicators.CompositeIndicator.IndicatorComposer	(	IndicatorBase	left,
		IndicatorBase	right
	)

Delegate type used to compose the output of two indicators into a new value.

A simple example would be to compute the difference between the two indicators (such as with MACD) (left, right) => left - right

Parameters

left	The left indicator
right	The right indicator

Returns

And indicator result representing the composition of the two indicators

Reset()

override void QuantConnect.Indicators.CompositeIndicator.Reset

(

)

Resets this indicator to its initial state

Definition at line 67 of file CompositeIndicator.cs.

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ValidateAndComputeNextValue()

override IndicatorResult QuantConnect.Indicators.CompositeIndicator.ValidateAndComputeNextValue ( IndicatorDataPoint  input )

protected

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

Parameters

input

The input given to the indicator

Returns

An IndicatorResult object including the status of the indicator

Definition at line 107 of file CompositeIndicator.cs.

ComputeNextValue()

override decimal QuantConnect.Indicators.CompositeIndicator.ComputeNextValue ( IndicatorDataPoint  _ )

protected

Computes the next value of this indicator from the given state

Since this class overrides ValidateAndComputeNextValue, this method is a no-op

Parameters

_	The input given to the indicator

Returns

A new value for this indicator

Definition at line 120 of file CompositeIndicator.cs.

Property Documentation

Left

IndicatorBase QuantConnect.Indicators.CompositeIndicator.Left

get

Gets the 'left' indicator for the delegate

Definition at line 49 of file CompositeIndicator.cs.

Right

IndicatorBase QuantConnect.Indicators.CompositeIndicator.Right

get

Gets the 'right' indicator for the delegate

Definition at line 54 of file CompositeIndicator.cs.

IsReady

override bool QuantConnect.Indicators.CompositeIndicator.IsReady

get

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

Definition at line 60 of file CompositeIndicator.cs.

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

• Indicators/CompositeIndicator.cs