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QuantConnect.Indicators.AwesomeOscillator Class Reference

The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, More...

Inheritance diagram for QuantConnect.Indicators.AwesomeOscillator:
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Public Member Functions

 AwesomeOscillator (int fastPeriod, int slowPeriod, MovingAverageType type=MovingAverageType.Simple)
 Creates a new Awesome Oscillator from the specified periods. More...
 
 AwesomeOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType type=MovingAverageType.Simple)
 Creates a new Awesome Oscillator from the specified periods. More...
 
override void Reset ()
 Resets this indicator More...
 

Public Attributes

override bool IsReady => SlowAo.IsReady && FastAo.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...
 
- Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator
 BarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Properties

IndicatorBase< IndicatorDataPointSlowAo [get]
 Gets the indicators slow period moving average. More...
 
IndicatorBase< IndicatorDataPointFastAo [get]
 Gets the indicators fast period moving average. 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...
 

Detailed Description

The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically,

AO = MAfast[(H+L)/2] - MAslow[(H+L)/2]

where MAfast and MAslow denote simple moving averages wherein fast has a shorter period. https://www.barchart.com/education/technical-indicators/awesome_oscillator

Definition at line 29 of file AwesomeOscillator.cs.

Constructor & Destructor Documentation

◆ AwesomeOscillator() [1/2]

QuantConnect.Indicators.AwesomeOscillator.AwesomeOscillator ( int  fastPeriod,
int  slowPeriod,
MovingAverageType  type = MovingAverageType.Simple 
)

Creates a new Awesome Oscillator from the specified periods.

Parameters
fastPeriodThe period of the fast moving average associated with the AO
slowPeriodThe period of the slow moving average associated with the AO
typeThe type of moving average used when computing the fast and slow term. Defaults to simple moving average.

Definition at line 57 of file AwesomeOscillator.cs.

◆ AwesomeOscillator() [2/2]

QuantConnect.Indicators.AwesomeOscillator.AwesomeOscillator ( string  name,
int  fastPeriod,
int  slowPeriod,
MovingAverageType  type = MovingAverageType.Simple 
)

Creates a new Awesome Oscillator from the specified periods.

Parameters
nameThe name of this indicator
fastPeriodThe period of the fast moving average associated with the AO
slowPeriodThe period of the slow moving average associated with the AO
typeThe type of moving average used when computing the fast and slow term. Defaults to simple moving average.

Definition at line 69 of file AwesomeOscillator.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.AwesomeOscillator.ComputeNextValue ( IBaseDataBar  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 82 of file AwesomeOscillator.cs.

◆ Reset()

override void QuantConnect.Indicators.AwesomeOscillator.Reset ( )

Resets this indicator

Definition at line 94 of file AwesomeOscillator.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.AwesomeOscillator.IsReady => SlowAo.IsReady && FastAo.IsReady

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

Definition at line 44 of file AwesomeOscillator.cs.

Property Documentation

◆ SlowAo

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.AwesomeOscillator.SlowAo
get

Gets the indicators slow period moving average.

Definition at line 34 of file AwesomeOscillator.cs.

◆ FastAo

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.AwesomeOscillator.FastAo
get

Gets the indicators fast period moving average.

Definition at line 39 of file AwesomeOscillator.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.AwesomeOscillator.WarmUpPeriod
get

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

Definition at line 49 of file AwesomeOscillator.cs.


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