This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx More...
Public Member Functions | |
| AverageDirectionalIndex (int period) | |
| Initializes a new instance of the AverageDirectionalIndex class. More... | |
| AverageDirectionalIndex (string name, int period) | |
| Initializes a new instance of the AverageDirectionalIndex class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _averageDirectionalIndex.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => _period * 2 |
| Required period, in data points, for the indicator to be 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... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | PositiveDirectionalIndex [get] |
| Gets the index of the Plus Directional Indicator More... | |
| IndicatorBase< IndicatorDataPoint > | NegativeDirectionalIndex [get] |
| Gets the index of the Minus Directional 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
This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx
Definition at line 30 of file AverageDirectionalIndex.cs.
Constructor & Destructor Documentation
◆ AverageDirectionalIndex() [1/2]
| QuantConnect.Indicators.AverageDirectionalIndex.AverageDirectionalIndex | ( | int | period | ) |
Initializes a new instance of the AverageDirectionalIndex class.
- Parameters
-
period The period.
Definition at line 72 of file AverageDirectionalIndex.cs.
◆ AverageDirectionalIndex() [2/2]
| QuantConnect.Indicators.AverageDirectionalIndex.AverageDirectionalIndex | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the AverageDirectionalIndex class.
- Parameters
-
name The name. period The period.
Definition at line 82 of file AverageDirectionalIndex.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 224 of file AverageDirectionalIndex.cs.
◆ Reset()
| override void QuantConnect.Indicators.AverageDirectionalIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 249 of file AverageDirectionalIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.AverageDirectionalIndex.IsReady => _averageDirectionalIndex.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 45 of file AverageDirectionalIndex.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.AverageDirectionalIndex.WarmUpPeriod => _period * 2 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 66 of file AverageDirectionalIndex.cs.
Property Documentation
◆ PositiveDirectionalIndex
|
get |
Gets the index of the Plus Directional Indicator
The index of the Plus Directional Indicator.
Definition at line 53 of file AverageDirectionalIndex.cs.
◆ NegativeDirectionalIndex
|
get |
Gets the index of the Minus Directional Indicator
The index of the Minus Directional Indicator.
Definition at line 61 of file AverageDirectionalIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/AverageDirectionalIndex.cs
