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...
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()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The 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.
◆ Add()
| void QuantConnect.Indicators.ArmsIndex.Add | ( | Symbol | asset | ) |
Add Tracking stock issue
- Parameters
-
asset the tracking stock issue
Definition at line 95 of file ArmsIndex.cs.
◆ AddStock()
| void QuantConnect.Indicators.ArmsIndex.AddStock | ( | Symbol | asset | ) |
◆ Remove()
| void QuantConnect.Indicators.ArmsIndex.Remove | ( | Symbol | asset | ) |
Remove Tracking stock issue
- Parameters
-
asset the tracking stock issue
Definition at line 114 of file ArmsIndex.cs.
◆ RemoveStock()
| void QuantConnect.Indicators.ArmsIndex.RemoveStock | ( | Symbol | asset | ) |
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
|
get |
Gets the Advance/Decline Ratio (ADR) indicator
Definition at line 33 of file ArmsIndex.cs.
◆ 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:
- Indicators/ArmsIndex.cs
