Lean
$LEAN_TAG$
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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...
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... | |
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.
QuantConnect.Indicators.HullMovingAverage.HullMovingAverage | ( | string | name, |
int | period | ||
) |
A Hull Moving Average
name | string - a name for the indicator |
period | int - the number of periods to calculate the HMA - the period of the slower LWMA |
Definition at line 35 of file HullMovingAverage.cs.
QuantConnect.Indicators.HullMovingAverage.HullMovingAverage | ( | int | period | ) |
A Hull Moving Average.
period | int - the number of periods over which to calculate the HMA - the length of the slower LWMA |
Definition at line 49 of file HullMovingAverage.cs.
override void QuantConnect.Indicators.HullMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 57 of file HullMovingAverage.cs.
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protected |
Computes the next value of this indicator from the given state
input | The input given to the indicator |
Definition at line 82 of file HullMovingAverage.cs.
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.
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get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 73 of file HullMovingAverage.cs.