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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... | |
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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... | |
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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... | |
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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 | |
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int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
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.
QuantConnect.Indicators.McGinleyDynamic.McGinleyDynamic | ( | string | name, |
int | period | ||
) |
Initializes a new instance of the McGinleyDynamic class with the specified name and period
name | The name of this indicator |
period | The period of the McGinley Dynamic |
Definition at line 51 of file McGinleyDynamic.cs.
QuantConnect.Indicators.McGinleyDynamic.McGinleyDynamic | ( | int | period | ) |
Initializes a new instance of the McGinleyDynamic class with the default name and period
period | The period of the McGinley Dynamic |
Definition at line 62 of file McGinleyDynamic.cs.
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protected |
Computes the next value for this indicator from the given state.
window | The window of data held in this indicator |
input | The input value to this indicator on this time step |
Definition at line 73 of file McGinleyDynamic.cs.
override void QuantConnect.Indicators.McGinleyDynamic.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 97 of file McGinleyDynamic.cs.
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.
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.