QuantConnect.Indicators.FunctionalIndicator< T > Class Template Reference

The functional indicator is used to lift any function into an indicator. This can be very useful when trying to combine output of several indicators, or for expression a mathematical equation More...

Inheritance diagram for QuantConnect.Indicators.FunctionalIndicator< T >:

Public Member Functions
	FunctionalIndicator (string name, Func< T, decimal > computeNextValue, Func< IndicatorBase< T >, bool > isReady)
	Creates a new FunctionalIndicator using the specified functions as its implementation. More...
	FunctionalIndicator (string name, Func< T, decimal > computeNextValue, Func< IndicatorBase< T >, bool > isReady, Action reset)
	Creates a new FunctionalIndicator using the specified functions as its implementation. More...
override void	Reset ()
	Resets this indicator to its initial state, optionally using the reset action passed via the constructor More...

Protected Member Functions
override decimal	ComputeNextValue (T input)
	Computes the next value of this indicator from the given state More...

Properties
override bool	IsReady [get]
	Gets a flag indicating when this indicator is ready and fully initialized More...

Detailed Description

The functional indicator is used to lift any function into an indicator. This can be very useful when trying to combine output of several indicators, or for expression a mathematical equation

Template Parameters

T	The input type for this indicator

Type Constraints

T

:

IBaseData

Definition at line 26 of file FunctionalIndicator.cs.

Constructor & Destructor Documentation

FunctionalIndicator() [1/2]

QuantConnect.Indicators.FunctionalIndicator< T >.FunctionalIndicator	(	string	name,
		Func< T, decimal >	computeNextValue,
		Func< IndicatorBase< T >, bool >	isReady
	)

Creates a new FunctionalIndicator using the specified functions as its implementation.

Parameters

name	The name of this indicator
computeNextValue	A function accepting the input value and returning this indicator's output value
isReady	A function accepting this indicator and returning true if the indicator is ready, false otherwise

Definition at line 42 of file FunctionalIndicator.cs.

FunctionalIndicator() [2/2]

QuantConnect.Indicators.FunctionalIndicator< T >.FunctionalIndicator	(	string	name,
		Func< T, decimal >	computeNextValue,
		Func< IndicatorBase< T >, bool >	isReady,
		Action	reset
	)

Creates a new FunctionalIndicator using the specified functions as its implementation.

Parameters

name	The name of this indicator
computeNextValue	A function accepting the input value and returning this indicator's output value
isReady	A function accepting this indicator and returning true if the indicator is ready, false otherwise
reset	Function called to reset this indicator and any indicators this is dependent on

Definition at line 56 of file FunctionalIndicator.cs.

Member Function Documentation

ComputeNextValue()

override decimal QuantConnect.Indicators.FunctionalIndicator< T >.ComputeNextValue ( T  input )

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 77 of file FunctionalIndicator.cs.

Reset()

override void QuantConnect.Indicators.FunctionalIndicator< T >.Reset

(

)

Resets this indicator to its initial state, optionally using the reset action passed via the constructor

Definition at line 85 of file FunctionalIndicator.cs.

Property Documentation

IsReady

override bool QuantConnect.Indicators.FunctionalIndicator< T >.IsReady

get

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

Definition at line 68 of file FunctionalIndicator.cs.

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

• Indicators/FunctionalIndicator.cs