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Lean
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The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average. More...
Public Member Functions | |
| AccelerationBands (string name, int period, decimal width, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
| Initializes a new instance of the AccelerationBands class. More... | |
| AccelerationBands (int period, decimal width) | |
| Initializes a new instance of the AccelerationBands class. More... | |
| AccelerationBands (int period) | |
| Initializes a new instance of the AccelerationBands class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => MiddleBand.IsReady && LowerBand.IsReady && UpperBand.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
Properties | |
| MovingAverageType | MovingAverageType [get] |
| Gets the type of moving average More... | |
| IndicatorBase< IndicatorDataPoint > | MiddleBand [get] |
| Gets the middle acceleration band (moving average) More... | |
| IndicatorBase< IndicatorDataPoint > | UpperBand [get] |
| Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low))) More... | |
| IndicatorBase< IndicatorDataPoint > | LowerBand [get] |
| Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low))) More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.
Definition at line 24 of file AccelerationBands.cs.
| QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | string | name, |
| int | period, | ||
| decimal | width, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Simple |
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| ) |
Initializes a new instance of the AccelerationBands class.
| name | The name of this indicator. |
| period | The period of the three moving average (middle, upper and lower band). |
| width | A coefficient specifying the distance between the middle band and upper or lower bands. |
| movingAverageType | Type of the moving average. |
Definition at line 55 of file AccelerationBands.cs.
| QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | int | period, |
| decimal | width | ||
| ) |
Initializes a new instance of the AccelerationBands class.
| period | The period of the three moving average (middle, upper and lower band). |
| width | A coefficient specifying the distance between the middle band and upper or lower bands. |
Definition at line 72 of file AccelerationBands.cs.
| QuantConnect.Indicators.AccelerationBands.AccelerationBands | ( | int | period | ) |
Initializes a new instance of the AccelerationBands class.
| period | The period of the three moving average (middle, upper and lower band). |
Definition at line 81 of file AccelerationBands.cs.
| override void QuantConnect.Indicators.AccelerationBands.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 99 of file AccelerationBands.cs.
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protected |
Computes the next value of this indicator from the given state
| input | The input given to the indicator |
Definition at line 114 of file AccelerationBands.cs.
| override bool QuantConnect.Indicators.AccelerationBands.IsReady => MiddleBand.IsReady && LowerBand.IsReady && UpperBand.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 89 of file AccelerationBands.cs.
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get |
Gets the type of moving average
Definition at line 31 of file AccelerationBands.cs.
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get |
Gets the middle acceleration band (moving average)
Definition at line 36 of file AccelerationBands.cs.
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get |
Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))
Definition at line 41 of file AccelerationBands.cs.
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get |
Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))
Definition at line 46 of file AccelerationBands.cs.
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get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 94 of file AccelerationBands.cs.