Lean
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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... | |
Contains data specific to a symbol required by this model
Definition at line 134 of file EmaCrossAlphaModel.cs.
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.
void QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.RemoveConsolidators | ( | ) |
Remove Fast and Slow consolidators
Definition at line 202 of file EmaCrossAlphaModel.cs.
Symbol QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Symbol => _security.Symbol |
Symbol associated with the data
Definition at line 146 of file EmaCrossAlphaModel.cs.
ExponentialMovingAverage QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Fast => _fast |
Fast Exponential Moving Average (EMA)
Definition at line 151 of file EmaCrossAlphaModel.cs.
ExponentialMovingAverage QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData.Slow => _slow |
Slow Exponential Moving Average (EMA)
Definition at line 156 of file EmaCrossAlphaModel.cs.
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.
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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.