Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history. More...
Public Member Functions | |
| ExponentialMovingAverage (string name, int period) | |
| Initializes a new instance of the ExponentialMovingAverage class with the specified name and period More... | |
| ExponentialMovingAverage (string name, int period, decimal smoothingFactor) | |
| Initializes a new instance of the ExponentialMovingAverage class with the specified name and period More... | |
| ExponentialMovingAverage (int period) | |
| Initializes a new instance of the ExponentialMovingAverage class with the default name and period More... | |
| ExponentialMovingAverage (int period, decimal smoothingFactor) | |
| Initializes a new instance of the ExponentialMovingAverage class with the default name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Static Public Member Functions | |
| static decimal | SmoothingFactorDefault (int period) |
| Calculates the default smoothing factor for an ExponentialMovingAverage indicator More... | |
Public Attributes | |
| int | WarmUpPeriod => _period |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| override bool | IsReady => Samples >= _period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.Indicator | |
| Indicator (string name) | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Indicators.Indicator | |
| static int | DefaultWindowSize = 2 [get] |
| The default size of the history window for the indicator 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
Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history.
Definition at line 27 of file ExponentialMovingAverage.cs.
Constructor & Destructor Documentation
◆ ExponentialMovingAverage() [1/4]
| QuantConnect.Indicators.ExponentialMovingAverage.ExponentialMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the ExponentialMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the EMA
Definition at line 44 of file ExponentialMovingAverage.cs.
◆ ExponentialMovingAverage() [2/4]
| QuantConnect.Indicators.ExponentialMovingAverage.ExponentialMovingAverage | ( | string | name, |
| int | period, | ||
| decimal | smoothingFactor | ||
| ) |
Initializes a new instance of the ExponentialMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the EMA smoothingFactor The percentage of data from the previous value to be carried into the next value
Definition at line 55 of file ExponentialMovingAverage.cs.
◆ ExponentialMovingAverage() [3/4]
| QuantConnect.Indicators.ExponentialMovingAverage.ExponentialMovingAverage | ( | int | period | ) |
Initializes a new instance of the ExponentialMovingAverage class with the default name and period
- Parameters
-
period The period of the EMA
Definition at line 67 of file ExponentialMovingAverage.cs.
◆ ExponentialMovingAverage() [4/4]
| QuantConnect.Indicators.ExponentialMovingAverage.ExponentialMovingAverage | ( | int | period, |
| decimal | smoothingFactor | ||
| ) |
Initializes a new instance of the ExponentialMovingAverage class with the default name and period
- Parameters
-
period The period of the EMA smoothingFactor The percentage of data from the previous value to be carried into the next value
Definition at line 77 of file ExponentialMovingAverage.cs.
Member Function Documentation
◆ SmoothingFactorDefault()
|
static |
Calculates the default smoothing factor for an ExponentialMovingAverage indicator
- Parameters
-
period The period of the EMA
- Returns
- The default smoothing factor
◆ Reset()
| override void QuantConnect.Indicators.ExponentialMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 97 of file ExponentialMovingAverage.cs.
◆ 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
Definition at line 108 of file ExponentialMovingAverage.cs.
Member Data Documentation
◆ WarmUpPeriod
| int QuantConnect.Indicators.ExponentialMovingAverage.WarmUpPeriod => _period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 37 of file ExponentialMovingAverage.cs.
◆ IsReady
| override bool QuantConnect.Indicators.ExponentialMovingAverage.IsReady => Samples >= _period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 92 of file ExponentialMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/ExponentialMovingAverage.cs
