Represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed. More...
Public Member Functions | |
| McGinleyDynamic (string name, int period) | |
| Initializes a new instance of the McGinleyDynamic class with the specified name and period More... | |
| McGinleyDynamic (int period) | |
| Initializes a new instance of the McGinleyDynamic class with the default name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _rollingSum.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| override int | WarmUpPeriod => Period |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. More... | |
Additional Inherited Members | |
| 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
Represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed.
Definition at line 27 of file McGinleyDynamic.cs.
Constructor & Destructor Documentation
◆ McGinleyDynamic() [1/2]
| QuantConnect.Indicators.McGinleyDynamic.McGinleyDynamic | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the McGinleyDynamic class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the McGinley Dynamic
Definition at line 51 of file McGinleyDynamic.cs.
◆ McGinleyDynamic() [2/2]
| QuantConnect.Indicators.McGinleyDynamic.McGinleyDynamic | ( | int | period | ) |
Initializes a new instance of the McGinleyDynamic class with the default name and period
- Parameters
-
period The period of the McGinley Dynamic
Definition at line 62 of file McGinleyDynamic.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- Parameters
-
window The window of data held in this indicator input The input value to this indicator on this time step
- Returns
- A new value for this indicator
Definition at line 73 of file McGinleyDynamic.cs.
◆ Reset()
| override void QuantConnect.Indicators.McGinleyDynamic.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 97 of file McGinleyDynamic.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.McGinleyDynamic.IsReady => _rollingSum.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 39 of file McGinleyDynamic.cs.
◆ WarmUpPeriod
| override int QuantConnect.Indicators.McGinleyDynamic.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 44 of file McGinleyDynamic.cs.
The documentation for this class was generated from the following file:
- Indicators/McGinleyDynamic.cs
