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QuantConnect.Indicators.ForceIndex Class Reference

The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period. More...

Inheritance diagram for QuantConnect.Indicators.ForceIndex:
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Public Member Functions

 ForceIndex (string name, int period, MovingAverageType movingAverageType=MovingAverageType.Exponential)
 Creates a new ForceIndex indicator using the specified period and moving average type More...
 
 ForceIndex (int period, MovingAverageType movingAverageType=MovingAverageType.Exponential)
 Creates a new ForceIndex indicator using the specified period and moving average type More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => _smoother.IsReady
 Gets a flag indicating when this indicator is 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...
 
- Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
 TradeBarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Properties

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

The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period.

Definition at line 24 of file ForceIndex.cs.

Constructor & Destructor Documentation

◆ ForceIndex() [1/2]

QuantConnect.Indicators.ForceIndex.ForceIndex ( string  name,
int  period,
MovingAverageType  movingAverageType = MovingAverageType.Exponential 
)

Creates a new ForceIndex indicator using the specified period and moving average type

Parameters
nameThe name of this indicator
periodThe smoothing period used to smooth the instantaneous force index values
movingAverageTypeThe type of smoothing used to smooth the true range values

Definition at line 52 of file ForceIndex.cs.

◆ ForceIndex() [2/2]

QuantConnect.Indicators.ForceIndex.ForceIndex ( int  period,
MovingAverageType  movingAverageType = MovingAverageType.Exponential 
)

Creates a new ForceIndex indicator using the specified period and moving average type

Parameters
periodThe smoothing period used to smooth the instantenous force index values
movingAverageTypeThe type of smoothing used to smooth the instantenous force index values

Definition at line 65 of file ForceIndex.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.ForceIndex.ComputeNextValue ( TradeBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
Returns
A new value for this indicator

Definition at line 75 of file ForceIndex.cs.

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◆ Reset()

override void QuantConnect.Indicators.ForceIndex.Reset ( )

Resets this indicator to its initial state

Definition at line 94 of file ForceIndex.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.ForceIndex.IsReady => _smoother.IsReady

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

Definition at line 39 of file ForceIndex.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.ForceIndex.WarmUpPeriod
get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 44 of file ForceIndex.cs.


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