Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low More...

Inheritance diagram for QuantConnect.Indicators.PivotPointsHighLow:

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Public Member Functions
	PivotPointsHighLow (int surroundingBarsCount, int lastStoredValues=100)
	Creates a new instance of PivotPointsHighLow indicator with an equal high and low length More...

	PivotPointsHighLow (int surroundingBarsCountForHighPoint, int surroundingBarsCountForLowPoint, int lastStoredValues=100)
	Creates a new instance of PivotPointsHighLow indicator More...

	PivotPointsHighLow (string name, int surroundingBarsCountForHighPoint, int surroundingBarsCountForLowPoint, int lastStoredValues=100)
	Creates a new instance of PivotPointsHighLow indicator More...

override void	Reset ()
	Resets this indicator to its initial state More...

PivotPoint[]	GetHighPivotPointsArray ()
	Get current high pivot points, in the order such that first element in collection is the nearest to the present date More...

PivotPoint[]	GetLowPivotPointsArray ()
	Get current low pivot points, in the order such that first element in collection is the nearest to the present date More...

PivotPoint[]	GetAllPivotPointsArray ()
	Get all pivot points, in the order such that first element in collection is the nearest to the present date More...

Public Attributes
override bool	IsReady => _windowHighs.IsReady && _windowLows.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 of this indicator from the given state More...

virtual PivotPoint	FindNextLowPivotPoint (RollingWindow< IBaseDataBar > windowLows, int midPointIndexOrSurroundingBarsCount)
	Looks for the next low pivot point. More...

virtual PivotPoint	FindNextHighPivotPoint (RollingWindow< IBaseDataBar > windowHighs, int midPointIndexOrSurroundingBarsCount)
	Looks for the next high pivot point. More...

virtual decimal	ConvertToComputedValue (PivotPoint highPoint, PivotPoint lowPoint)
	Method for converting high and low pivot points to a decimal value. More...

Properties
int	WarmUpPeriod `[get, protected set]`
	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...

Events
EventHandler< PivotPointsEventArgs >	NewPivotPointFormed
	Event informs of new pivot point formed with new data update More...

Detailed Description

Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low

Definition at line 27 of file PivotPointsHighLow.cs.

Constructor & Destructor Documentation

◆ PivotPointsHighLow() [1/3]

QuantConnect.Indicators.PivotPointsHighLow.PivotPointsHighLow	(	int	surroundingBarsCount,
		int	lastStoredValues = `100`
	)

Creates a new instance of PivotPointsHighLow indicator with an equal high and low length

Parameters

surroundingBarsCount	The length parameter here defines the number of surrounding bars that we compare against the current bar high and lows for the max/min
lastStoredValues	The number of last stored indicator values

Definition at line 56 of file PivotPointsHighLow.cs.

◆ PivotPointsHighLow() [2/3]

QuantConnect.Indicators.PivotPointsHighLow.PivotPointsHighLow	(	int	surroundingBarsCountForHighPoint,
		int	surroundingBarsCountForLowPoint,
		int	lastStoredValues = `100`
	)

Creates a new instance of PivotPointsHighLow indicator

Parameters

surroundingBarsCountForHighPoint	The number of surrounding bars whose high values should be less than the current bar's for the bar high to be marked as high pivot point
surroundingBarsCountForLowPoint	The number of surrounding bars whose low values should be more than the current bar's for the bar low to be marked as low pivot point
lastStoredValues	The number of last stored indicator values

Definition at line 66 of file PivotPointsHighLow.cs.

◆ PivotPointsHighLow() [3/3]

QuantConnect.Indicators.PivotPointsHighLow.PivotPointsHighLow	(	string	name,
		int	surroundingBarsCountForHighPoint,
		int	surroundingBarsCountForLowPoint,
		int	lastStoredValues = `100`
	)

Creates a new instance of PivotPointsHighLow indicator

Parameters

name	The name of an indicator
surroundingBarsCountForHighPoint	The number of surrounding bars whose high values should be less than the current bar's for the bar high to be marked as high pivot point
surroundingBarsCountForLowPoint	The number of surrounding bars whose low values should be more than the current bar's for the bar low to be marked as low pivot point
lastStoredValues	The number of last stored indicator values

Definition at line 78 of file PivotPointsHighLow.cs.

Member Function Documentation

◆ ComputeNextValue()

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

protected

Computes the next value of this indicator from the given state

Parameters

input The input given to the indicator

Returns: A new value for this indicator

Definition at line 94 of file PivotPointsHighLow.cs.

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◆ FindNextLowPivotPoint()

virtual PivotPoint QuantConnect.Indicators.PivotPointsHighLow.FindNextLowPivotPoint	(	RollingWindow< IBaseDataBar >	windowLows,
		int	midPointIndexOrSurroundingBarsCount
	)

protectedvirtual

Looks for the next low pivot point.

Parameters

windowLows	rolling window that tracks the lows
midPointIndexOrSurroundingBarsCount	The midpoint index or surrounding bars count for lows

Returns: pivot point if found else null

Definition at line 123 of file PivotPointsHighLow.cs.

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◆ FindNextHighPivotPoint()

virtual PivotPoint QuantConnect.Indicators.PivotPointsHighLow.FindNextHighPivotPoint	(	RollingWindow< IBaseDataBar >	windowHighs,
		int	midPointIndexOrSurroundingBarsCount
	)

protectedvirtual

Looks for the next high pivot point.

Parameters

windowHighs	rolling window that tracks the highs
midPointIndexOrSurroundingBarsCount	The midpoint index or surrounding bars count for highs

Returns: pivot point if found else null

Definition at line 152 of file PivotPointsHighLow.cs.

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◆ ConvertToComputedValue()

virtual decimal QuantConnect.Indicators.PivotPointsHighLow.ConvertToComputedValue	(	PivotPoint	highPoint,
		PivotPoint	lowPoint
	)

protectedvirtual

Method for converting high and low pivot points to a decimal value.

Parameters

highPoint	new high point or null
lowPoint	new low point or null

Returns: a decimal value representing the values of high and low pivot points

Definition at line 183 of file PivotPointsHighLow.cs.

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◆ Reset()

override void QuantConnect.Indicators.PivotPointsHighLow.Reset ( )

Resets this indicator to its initial state

Definition at line 206 of file PivotPointsHighLow.cs.

◆ GetHighPivotPointsArray()

PivotPoint [] QuantConnect.Indicators.PivotPointsHighLow.GetHighPivotPointsArray ( )

Get current high pivot points, in the order such that first element in collection is the nearest to the present date

Returns: An array of high pivot points.

Returned array can be empty if no points have been registered yet/

Definition at line 219 of file PivotPointsHighLow.cs.

◆ GetLowPivotPointsArray()

PivotPoint [] QuantConnect.Indicators.PivotPointsHighLow.GetLowPivotPointsArray ( )

Get current low pivot points, in the order such that first element in collection is the nearest to the present date

Returns: An array of low pivot points.

Returned array can be empty if no points have been registered yet/

Definition at line 229 of file PivotPointsHighLow.cs.

◆ GetAllPivotPointsArray()

PivotPoint [] QuantConnect.Indicators.PivotPointsHighLow.GetAllPivotPointsArray ( )

Get all pivot points, in the order such that first element in collection is the nearest to the present date

Returns: An array of low and high pivot points. Ordered by time in descending order.

Returned array can be empty if no points have been registered yet/

Definition at line 239 of file PivotPointsHighLow.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.PivotPointsHighLow.IsReady => _windowHighs.IsReady && _windowLows.IsReady

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

Definition at line 44 of file PivotPointsHighLow.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.PivotPointsHighLow.WarmUpPeriod

getprotected set

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

Definition at line 49 of file PivotPointsHighLow.cs.

Event Documentation

◆ NewPivotPointFormed

EventHandler<PivotPointsEventArgs> QuantConnect.Indicators.PivotPointsHighLow.NewPivotPointFormed

Event informs of new pivot point formed with new data update

Definition at line 39 of file PivotPointsHighLow.cs.

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

Indicators/PivotPointsHighLow.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ PivotPointsHighLow() [1/3]

◆ PivotPointsHighLow() [2/3]

◆ PivotPointsHighLow() [3/3]

Member Function Documentation

◆ ComputeNextValue()

◆ FindNextLowPivotPoint()

◆ FindNextHighPivotPoint()

◆ ConvertToComputedValue()

◆ Reset()

◆ GetHighPivotPointsArray()

◆ GetLowPivotPointsArray()

◆ GetAllPivotPointsArray()

Member Data Documentation

◆ IsReady

Property Documentation

◆ WarmUpPeriod

Event Documentation

◆ NewPivotPointFormed