Lean  $LEAN_TAG$
QuantConnect.Indicators.HullMovingAverage Class Reference

Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html More...

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

 HullMovingAverage (string name, int period)
 A Hull Moving Average More...
 
 HullMovingAverage (int period)
 A Hull Moving Average. More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => _hullMa.IsReady
 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...
 

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

Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html

Definition at line 24 of file HullMovingAverage.cs.

Constructor & Destructor Documentation

◆ HullMovingAverage() [1/2]

QuantConnect.Indicators.HullMovingAverage.HullMovingAverage ( string  name,
int  period 
)

A Hull Moving Average

Parameters
namestring - a name for the indicator
periodint - the number of periods to calculate the HMA - the period of the slower LWMA

Definition at line 35 of file HullMovingAverage.cs.

◆ HullMovingAverage() [2/2]

QuantConnect.Indicators.HullMovingAverage.HullMovingAverage ( int  period)

A Hull Moving Average.

Parameters
periodint - the number of periods over which to calculate the HMA - the length of the slower LWMA

Definition at line 49 of file HullMovingAverage.cs.

Member Function Documentation

◆ Reset()

override void QuantConnect.Indicators.HullMovingAverage.Reset ( )

Resets this indicator to its initial state

Definition at line 57 of file HullMovingAverage.cs.

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.HullMovingAverage.ComputeNextValue ( IndicatorDataPoint  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 82 of file HullMovingAverage.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.HullMovingAverage.IsReady => _hullMa.IsReady

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

Definition at line 68 of file HullMovingAverage.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.HullMovingAverage.WarmUpPeriod
get

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

Definition at line 73 of file HullMovingAverage.cs.


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