This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe. More...
Public Member Functions | |
| DonchianChannel (int period) | |
| Initializes a new instance of the DonchianChannel class. More... | |
| DonchianChannel (int upperPeriod, int lowerPeriod) | |
| Initializes a new instance of the DonchianChannel class. More... | |
| DonchianChannel (string name, int period) | |
| Initializes a new instance of the DonchianChannel class. More... | |
| DonchianChannel (string name, int upperPeriod, int lowerPeriod) | |
| Initializes a new instance of the DonchianChannel class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => UpperBand.IsReady && LowerBand.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 > | UpperBand [get] |
| Gets the upper band of the Donchian Channel. More... | |
| IndicatorBase< IndicatorDataPoint > | LowerBand [get] |
| Gets the lower band of the Donchian Channel. 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... | |
Detailed Description
This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe.
Definition at line 28 of file DonchianChannel.cs.
Constructor & Destructor Documentation
◆ DonchianChannel() [1/4]
| QuantConnect.Indicators.DonchianChannel.DonchianChannel | ( | int | period | ) |
Initializes a new instance of the DonchianChannel class.
- Parameters
-
period The period for both the upper and lower channels.
Definition at line 44 of file DonchianChannel.cs.
◆ DonchianChannel() [2/4]
| QuantConnect.Indicators.DonchianChannel.DonchianChannel | ( | int | upperPeriod, |
| int | lowerPeriod | ||
| ) |
Initializes a new instance of the DonchianChannel class.
- Parameters
-
upperPeriod The period for the upper channel. lowerPeriod The period for the lower channel
Definition at line 54 of file DonchianChannel.cs.
◆ DonchianChannel() [3/4]
| QuantConnect.Indicators.DonchianChannel.DonchianChannel | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the DonchianChannel class.
- Parameters
-
name The name. period The period for both the upper and lower channels.
Definition at line 64 of file DonchianChannel.cs.
◆ DonchianChannel() [4/4]
| QuantConnect.Indicators.DonchianChannel.DonchianChannel | ( | string | name, |
| int | upperPeriod, | ||
| int | lowerPeriod | ||
| ) |
Initializes a new instance of the DonchianChannel class.
- Parameters
-
name The name. upperPeriod The period for the upper channel. lowerPeriod The period for the lower channel
Definition at line 75 of file DonchianChannel.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator, which by convention is the mean value of the upper band and lower band.
Definition at line 98 of file DonchianChannel.cs.
◆ Reset()
| override void QuantConnect.Indicators.DonchianChannel.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 108 of file DonchianChannel.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.DonchianChannel.IsReady => UpperBand.IsReady && LowerBand.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 86 of file DonchianChannel.cs.
Property Documentation
◆ UpperBand
|
get |
Gets the upper band of the Donchian Channel.
Definition at line 33 of file DonchianChannel.cs.
◆ LowerBand
|
get |
Gets the lower band of the Donchian Channel.
Definition at line 38 of file DonchianChannel.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 91 of file DonchianChannel.cs.
The documentation for this class was generated from the following file:
- Indicators/DonchianChannel.cs
