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QuantConnect.Indicators.SuperTrend Class Reference

Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/ More...

Inheritance diagram for QuantConnect.Indicators.SuperTrend:
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Public Member Functions

 SuperTrend (string name, int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders)
 Creates a new SuperTrend indicator using the specified name, period, multiplier and moving average type More...
 
 SuperTrend (int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders)
 Creates a new SuperTrend indicator using the specified period, multiplier and moving average type More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => _averageTrueRange.IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
int WarmUpPeriod => _period
 Required period, in data points, for the indicator to be 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...
 
- Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator
 BarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Properties

decimal BasicUpperBand [get]
 Basic Upper Band More...
 
decimal BasicLowerBand [get]
 Basic Lower band More...
 
decimal CurrentTrailingUpperBand [get]
 Current Trailing Upper Band More...
 
decimal CurrentTrailingLowerBand [get]
 Current Trailing Lower Band 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

Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/

Definition at line 25 of file SuperTrend.cs.

Constructor & Destructor Documentation

◆ SuperTrend() [1/2]

QuantConnect.Indicators.SuperTrend.SuperTrend ( string  name,
int  period,
decimal  multiplier,
MovingAverageType  movingAverageType = MovingAverageType.Wilders 
)

Creates a new SuperTrend indicator using the specified name, period, multiplier and moving average type

Parameters
nameThe name of this indicator
periodThe smoothing period used by average true range
multiplierThe coefficient used in calculations of basic upper and lower bands
movingAverageTypeThe type of smoothing used to smooth the true range values

Definition at line 78 of file SuperTrend.cs.

◆ SuperTrend() [2/2]

QuantConnect.Indicators.SuperTrend.SuperTrend ( int  period,
decimal  multiplier,
MovingAverageType  movingAverageType = MovingAverageType.Wilders 
)

Creates a new SuperTrend indicator using the specified period, multiplier and moving average type

Parameters
periodThe smoothing period used in average true range
multiplierThe coefficient used in calculations of basic upper and lower bands
movingAverageTypeThe type of smoothing used to smooth the true range values

Definition at line 93 of file SuperTrend.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.SuperTrend.ComputeNextValue ( IBaseDataBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
Returns
A new value for this indicator

Definition at line 103 of file SuperTrend.cs.

◆ Reset()

override void QuantConnect.Indicators.SuperTrend.Reset ( )

Resets this indicator to its initial state

Definition at line 139 of file SuperTrend.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.SuperTrend.IsReady => _averageTrueRange.IsReady

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

Definition at line 64 of file SuperTrend.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.SuperTrend.WarmUpPeriod => _period

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

Definition at line 69 of file SuperTrend.cs.

Property Documentation

◆ BasicUpperBand

decimal QuantConnect.Indicators.SuperTrend.BasicUpperBand
get

Basic Upper Band

Definition at line 44 of file SuperTrend.cs.

◆ BasicLowerBand

decimal QuantConnect.Indicators.SuperTrend.BasicLowerBand
get

Basic Lower band

Definition at line 49 of file SuperTrend.cs.

◆ CurrentTrailingUpperBand

decimal QuantConnect.Indicators.SuperTrend.CurrentTrailingUpperBand
get

Current Trailing Upper Band

Definition at line 54 of file SuperTrend.cs.

◆ CurrentTrailingLowerBand

decimal QuantConnect.Indicators.SuperTrend.CurrentTrailingLowerBand
get

Current Trailing Lower Band

Definition at line 59 of file SuperTrend.cs.


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