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QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData Class Reference

Contains data specific to a symbol required by this model More...

Public Member Functions

 SymbolData (Security security, int fastPeriod, int slowPeriod, QCAlgorithm algorithm, Resolution resolution)
 Initializes an instance of the class SymbolData with the given arguments More...
 
void RemoveConsolidators ()
 Remove Fast and Slow consolidators More...
 

Public Attributes

Symbol Symbol => _security.Symbol
 Symbol associated with the data More...
 
ExponentialMovingAverage Fast => _fast
 Fast Exponential Moving Average (EMA) More...
 
ExponentialMovingAverage Slow => _slow
 Slow Exponential Moving Average (EMA) More...
 
bool SlowIsOverFast => !FastIsOverSlow
 Flag indicating if the Slow EMA is over the Fast one More...
 

Properties

bool FastIsOverSlow [get, set]
 True if the fast is above the slow, otherwise false. This is used to prevent emitting the same signal repeatedly More...
 

Detailed Description

Contains data specific to a symbol required by this model

Definition at line 134 of file EmaCrossAlphaModel.cs.

Constructor & Destructor Documentation

◆ SymbolData()

QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.SymbolData ( Security  security,
int  fastPeriod,
int  slowPeriod,
QCAlgorithm  algorithm,
Resolution  resolution 
)

Initializes an instance of the class SymbolData with the given arguments

Definition at line 172 of file EmaCrossAlphaModel.cs.

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Member Function Documentation

◆ RemoveConsolidators()

void QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.RemoveConsolidators ( )

Remove Fast and Slow consolidators

Definition at line 202 of file EmaCrossAlphaModel.cs.

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Member Data Documentation

◆ Symbol

Symbol QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Symbol => _security.Symbol

Symbol associated with the data

Definition at line 146 of file EmaCrossAlphaModel.cs.

◆ Fast

ExponentialMovingAverage QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Fast => _fast

Fast Exponential Moving Average (EMA)

Definition at line 151 of file EmaCrossAlphaModel.cs.

◆ Slow

ExponentialMovingAverage QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Slow => _slow

Slow Exponential Moving Average (EMA)

Definition at line 156 of file EmaCrossAlphaModel.cs.

◆ SlowIsOverFast

bool QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.SlowIsOverFast => !FastIsOverSlow

Flag indicating if the Slow EMA is over the Fast one

Definition at line 167 of file EmaCrossAlphaModel.cs.

Property Documentation

◆ FastIsOverSlow

bool QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.FastIsOverSlow
getset

True if the fast is above the slow, otherwise false. This is used to prevent emitting the same signal repeatedly

Definition at line 162 of file EmaCrossAlphaModel.cs.


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