QuantConnect.Indicators.KeltnerChannels Class Reference

This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band.
More...

Inheritance diagram for QuantConnect.Indicators.KeltnerChannels:

Public Member Functions
	KeltnerChannels (int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the KeltnerChannels class More...
	KeltnerChannels (string name, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the KeltnerChannels class More...
override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
override bool	IsReady => MiddleBand.IsReady && UpperBand.IsReady && LowerBand.IsReady && AverageTrueRange.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (IBaseDataBar input)
	Computes the next value for this indicator from the given state. More...
Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator
	BarIndicator (string name)
	Creates a new TradeBarIndicator with the specified name More...

Properties
IndicatorBase< IndicatorDataPoint >	MiddleBand [get]
	Gets the middle band of the channel More...
IndicatorBase< IBaseDataBar >	UpperBand [get]
	Gets the upper band of the channel More...
IndicatorBase< IBaseDataBar >	LowerBand [get]
	Gets the lower band of the channel More...
IndicatorBase< IBaseDataBar >	AverageTrueRange [get]
	Gets the average true range More...
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

This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band.

Definition at line 24 of file KeltnerChannels.cs.

Constructor & Destructor Documentation

KeltnerChannels() [1/2]

QuantConnect.Indicators.KeltnerChannels.KeltnerChannels	(	int	period,
		decimal	k,
		MovingAverageType	movingAverageType = MovingAverageType.Simple
	)

Initializes a new instance of the KeltnerChannels class

Parameters

period	The period of the average true range and moving average (middle band)
k	The number of multiplies specifying the distance between the middle band and upper or lower bands
movingAverageType	The type of moving average to be used

Definition at line 53 of file KeltnerChannels.cs.

KeltnerChannels() [2/2]

QuantConnect.Indicators.KeltnerChannels.KeltnerChannels	(	string	name,
		int	period,
		decimal	k,
		MovingAverageType	movingAverageType = MovingAverageType.Simple
	)

Initializes a new instance of the KeltnerChannels class

Parameters

name	The name of this indicator
period	The period of the average true range and moving average (middle band)
k	The number of multiples specifying the distance between the middle band and upper or lower bands
movingAverageType	The type of moving average to be used

Definition at line 65 of file KeltnerChannels.cs.

Member Function Documentation

Reset()

override void QuantConnect.Indicators.KeltnerChannels.Reset

(

)

Resets this indicator to its initial state

Definition at line 102 of file KeltnerChannels.cs.

Here is the call graph for this function:

ComputeNextValue()

override decimal QuantConnect.Indicators.KeltnerChannels.ComputeNextValue ( IBaseDataBar  input )

protected

Computes the next value for this indicator from the given state.

Parameters

input

The TradeBar to this indicator on this time step

Returns

A new value for this indicator

Definition at line 116 of file KeltnerChannels.cs.

Member Data Documentation

IsReady

override bool QuantConnect.Indicators.KeltnerChannels.IsReady => MiddleBand.IsReady && UpperBand.IsReady && LowerBand.IsReady && AverageTrueRange.IsReady

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

Definition at line 92 of file KeltnerChannels.cs.

Property Documentation

MiddleBand

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.KeltnerChannels.MiddleBand

get

Gets the middle band of the channel

Definition at line 29 of file KeltnerChannels.cs.

UpperBand

IndicatorBase<IBaseDataBar> QuantConnect.Indicators.KeltnerChannels.UpperBand

get

Gets the upper band of the channel

Definition at line 34 of file KeltnerChannels.cs.

LowerBand

IndicatorBase<IBaseDataBar> QuantConnect.Indicators.KeltnerChannels.LowerBand

get

Gets the lower band of the channel

Definition at line 39 of file KeltnerChannels.cs.

AverageTrueRange

IndicatorBase<IBaseDataBar> QuantConnect.Indicators.KeltnerChannels.AverageTrueRange

get

Gets the average true range

Definition at line 44 of file KeltnerChannels.cs.

WarmUpPeriod

int QuantConnect.Indicators.KeltnerChannels.WarmUpPeriod

get

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

Definition at line 97 of file KeltnerChannels.cs.

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

• Indicators/KeltnerChannels.cs