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)

void	RemoveConsolidators ()
	Remove Fast and Slow consolidators More...

Public Attributes
Symbol	Symbol => _security.Symbol

ExponentialMovingAverage	Fast => _fast

ExponentialMovingAverage	Slow => _slow

bool	SlowIsOverFast => !FastIsOverSlow

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.

Member Function Documentation

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

Remove Fast and Slow consolidators

Definition at line 184 of file EmaCrossAlphaModel.cs.

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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 151 of file EmaCrossAlphaModel.cs.

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