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Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight. More...
Public Member Functions | |
RsiAlphaModel (int period=14, Resolution resolution=Resolution.Daily) | |
Initializes a new instance of the RsiAlphaModel class More... | |
override IEnumerable< Insight > | Update (QCAlgorithm algorithm, Slice data) |
Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities More... | |
override void | OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes) |
Cleans out old security data and initializes the RSI for any newly added securities. This functional also seeds any new indicators using a history request. More... | |
Public Member Functions inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
AlphaModel () | |
Initialize new AlphaModel More... | |
Additional Inherited Members | |
Properties inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
virtual string | Name [get, set] |
Defines a name for a framework model More... | |
Properties inherited from QuantConnect.Algorithm.Framework.Alphas.INamedModel | |
string | Name [get] |
Defines a name for a framework model More... | |
Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight.
Definition at line 29 of file RsiAlphaModel.cs.
QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel.RsiAlphaModel | ( | int | period = 14 , |
Resolution | resolution = Resolution.Daily |
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Initializes a new instance of the RsiAlphaModel class
period | The RSI indicator period |
resolution | The resolution of data sent into the RSI indicator |
Definition at line 41 of file RsiAlphaModel.cs.
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virtual |
Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities
algorithm | The algorithm instance |
data | The new data available |
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 58 of file RsiAlphaModel.cs.
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virtual |
Cleans out old security data and initializes the RSI for any newly added securities. This functional also seeds any new indicators using a history request.
algorithm | The algorithm instance that experienced the change in securities |
changes | The security additions and removals from the algorithm |
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 96 of file RsiAlphaModel.cs.