This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the optimal placement of a stop-loss order. More...
Public Member Functions | |
| ChandeKrollStop (int atrPeriod, decimal atrMult, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Initializes a new instance of the ChandeKrollStop class. More... | |
| ChandeKrollStop (string name, int atrPeriod, decimal atrMult, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Initializes a new instance of the ChandeKrollStop class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples >= WarmUpPeriod |
| 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< IndicatorDataPoint > | ShortStop [get] |
| Gets the short stop of ChandeKrollStop. More... | |
| IndicatorBase< IndicatorDataPoint > | LongStop [get] |
| Gets the long stop of ChandeKrollStop. 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
This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the optimal placement of a stop-loss order.
Definition at line 24 of file ChandeKrollStop.cs.
Constructor & Destructor Documentation
◆ ChandeKrollStop() [1/2]
| QuantConnect.Indicators.ChandeKrollStop.ChandeKrollStop | ( | int | atrPeriod, |
| decimal | atrMult, | ||
| int | period, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
||
| ) |
Initializes a new instance of the ChandeKrollStop class.
- Parameters
-
atrPeriod The period over which to compute the average true range. atrMult The ATR multiplier to be used to compute stops distance. period The period over which to compute the max of high stop and min of low stop. movingAverageType The type of smoothing used to smooth the true range values
Definition at line 59 of file ChandeKrollStop.cs.
◆ ChandeKrollStop() [2/2]
| QuantConnect.Indicators.ChandeKrollStop.ChandeKrollStop | ( | string | name, |
| int | atrPeriod, | ||
| decimal | atrMult, | ||
| int | period, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
||
| ) |
Initializes a new instance of the ChandeKrollStop class.
- Parameters
-
name The name. atrPeriod The period over which to compute the average true range. atrMult The ATR multiplier to be used to compute stops distance. period The period over which to compute the max of high stop and min of low stop. movingAverageType The type of smoothing used to smooth the true range values
Definition at line 72 of file ChandeKrollStop.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
- The input is returned unmodified.
Definition at line 91 of file ChandeKrollStop.cs.
◆ Reset()
| override void QuantConnect.Indicators.ChandeKrollStop.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 110 of file ChandeKrollStop.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.ChandeKrollStop.IsReady => Samples >= WarmUpPeriod |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 45 of file ChandeKrollStop.cs.
Property Documentation
◆ ShortStop
|
get |
Gets the short stop of ChandeKrollStop.
Definition at line 35 of file ChandeKrollStop.cs.
◆ LongStop
|
get |
Gets the long stop of ChandeKrollStop.
Definition at line 40 of file ChandeKrollStop.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 50 of file ChandeKrollStop.cs.
The documentation for this class was generated from the following file:
- Indicators/ChandeKrollStop.cs
