QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData Class Reference

Symbol Data for this Execution Model More...

Public Member Functions
	SymbolData (QCAlgorithm algorithm, Security security, int period, Resolution resolution)
	Initialize an instance of SymbolData More...

Properties
Security	Security [get]
	Security More...
StandardDeviation	STD [get]
	Standard Deviation More...
SimpleMovingAverage	SMA [get]
	Simple Moving Average More...
IDataConsolidator	Consolidator [get]
	Data Consolidator More...

Detailed Description

Symbol Data for this Execution Model

Definition at line 165 of file StandardDeviationExecutionModel.cs.

Constructor & Destructor Documentation

SymbolData()

QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData.SymbolData	(	QCAlgorithm	algorithm,
		Security	security,
		int	period,
		Resolution	resolution
	)

Initialize an instance of SymbolData

Parameters

algorithm	Algorithm for this security
security	The security we are using
period	Period of the SMA and STD
resolution	Resolution for this symbol

Definition at line 194 of file StandardDeviationExecutionModel.cs.

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Property Documentation

Security

Security QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData.Security

get

Security

Definition at line 170 of file StandardDeviationExecutionModel.cs.

STD

StandardDeviation QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData.STD

get

Standard Deviation

Definition at line 175 of file StandardDeviationExecutionModel.cs.

SMA

SimpleMovingAverage QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData.SMA

get

Simple Moving Average

Definition at line 180 of file StandardDeviationExecutionModel.cs.

Consolidator

IDataConsolidator QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData.Consolidator

get

Data Consolidator

Definition at line 185 of file StandardDeviationExecutionModel.cs.

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

• Algorithm.Framework/Execution/StandardDeviationExecutionModel.cs