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QuantConnect.Indicators.ArmsIndex Class Reference

The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume). More...

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Public Member Functions

 ArmsIndex (string name)
 Initializes a new instance of the ArmsIndex class More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 
void Add (Symbol asset)
 Add Tracking stock issue More...
 
void AddStock (Symbol asset)
 Deprecated More...
 
void Remove (Symbol asset)
 Remove Tracking stock issue More...
 
void RemoveStock (Symbol asset)
 Deprecated More...
 

Public Attributes

override bool IsReady => ADRatio.IsReady && ADVRatio.IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
int WarmUpPeriod => System.Math.Max(ADRatio.WarmUpPeriod, ADVRatio.WarmUpPeriod)
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Protected Member Functions

override decimal ComputeNextValue (TradeBar input)
 Computes the next value of this indicator from the given state More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
 TradeBarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Properties

AdvanceDeclineRatio ADRatio [get]
 Gets the Advance/Decline Ratio (ADR) indicator More...
 
AdvanceDeclineVolumeRatio ADVRatio [get]
 Gets the Advance/Decline Volume Ratio (ADVR) indicator 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...
 

Detailed Description

The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume).

Definition at line 26 of file ArmsIndex.cs.

Constructor & Destructor Documentation

◆ ArmsIndex()

QuantConnect.Indicators.ArmsIndex.ArmsIndex ( string  name)

Initializes a new instance of the ArmsIndex class

Definition at line 43 of file ArmsIndex.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.ArmsIndex.ComputeNextValue ( TradeBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
Returns
A new value for this indicator

Definition at line 66 of file ArmsIndex.cs.

◆ Reset()

override void QuantConnect.Indicators.ArmsIndex.Reset ( )

Resets this indicator to its initial state

Definition at line 82 of file ArmsIndex.cs.

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◆ Add()

void QuantConnect.Indicators.ArmsIndex.Add ( Symbol  asset)

Add Tracking stock issue

Parameters
assetthe tracking stock issue

Definition at line 95 of file ArmsIndex.cs.

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◆ AddStock()

void QuantConnect.Indicators.ArmsIndex.AddStock ( Symbol  asset)

Deprecated

Definition at line 105 of file ArmsIndex.cs.

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◆ Remove()

void QuantConnect.Indicators.ArmsIndex.Remove ( Symbol  asset)

Remove Tracking stock issue

Parameters
assetthe tracking stock issue

Definition at line 114 of file ArmsIndex.cs.

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◆ RemoveStock()

void QuantConnect.Indicators.ArmsIndex.RemoveStock ( Symbol  asset)

Deprecated

Definition at line 124 of file ArmsIndex.cs.

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Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.ArmsIndex.IsReady => ADRatio.IsReady && ADVRatio.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 54 of file ArmsIndex.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.ArmsIndex.WarmUpPeriod => System.Math.Max(ADRatio.WarmUpPeriod, ADVRatio.WarmUpPeriod)

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 59 of file ArmsIndex.cs.

Property Documentation

◆ ADRatio

AdvanceDeclineRatio QuantConnect.Indicators.ArmsIndex.ADRatio
get

Gets the Advance/Decline Ratio (ADR) indicator

Definition at line 33 of file ArmsIndex.cs.

◆ ADVRatio

AdvanceDeclineVolumeRatio QuantConnect.Indicators.ArmsIndex.ADVRatio
get

Gets the Advance/Decline Volume Ratio (ADVR) indicator

Definition at line 38 of file ArmsIndex.cs.


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