Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/. More...
Public Member Functions | |
| MomersionIndicator (string name, int? minPeriod, int fullPeriod) | |
| Initializes a new instance of the MomersionIndicator class. More... | |
| MomersionIndicator (int? minPeriod, int fullPeriod) | |
| Initializes a new instance of the MomersionIndicator class. More... | |
| MomersionIndicator (int fullPeriod) | |
| Initializes a new instance of the MomersionIndicator class. 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... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value of 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... | |
Properties | |
| override bool | IsReady [get] |
| Gets a flag indicating when this indicator is ready and fully initialized 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... | |
Additional Inherited Members | |
| 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... | |
Detailed Description
Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/.
Definition at line 28 of file Momersion.cs.
Constructor & Destructor Documentation
◆ MomersionIndicator() [1/3]
| QuantConnect.Indicators.MomersionIndicator.MomersionIndicator | ( | string | name, |
| int? | minPeriod, | ||
| int | fullPeriod | ||
| ) |
Initializes a new instance of the MomersionIndicator class.
- Parameters
-
name The name. minPeriod The minimum period. fullPeriod The full period.
- Exceptions
-
System.ArgumentException The minimum period should be greater of 3.;minPeriod
Definition at line 48 of file Momersion.cs.
◆ MomersionIndicator() [2/3]
| QuantConnect.Indicators.MomersionIndicator.MomersionIndicator | ( | int? | minPeriod, |
| int | fullPeriod | ||
| ) |
Initializes a new instance of the MomersionIndicator class.
- Parameters
-
minPeriod The minimum period. fullPeriod The full period.
Definition at line 65 of file Momersion.cs.
◆ MomersionIndicator() [3/3]
| QuantConnect.Indicators.MomersionIndicator.MomersionIndicator | ( | int | fullPeriod | ) |
Initializes a new instance of the MomersionIndicator class.
- Parameters
-
fullPeriod The full period.
Definition at line 74 of file Momersion.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.MomersionIndicator.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 102 of file Momersion.cs.
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
window input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 116 of file Momersion.cs.
Property Documentation
◆ IsReady
|
get |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 83 of file Momersion.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 97 of file Momersion.cs.
The documentation for this class was generated from the following file:
- Indicators/Momersion.cs
