The ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction) More...
Public Member Functions | |
| ChoppinessIndex (string name, int period) | |
| Creates a new ChoppinessIndex indicator using the specified period and moving average type More... | |
| ChoppinessIndex (int period) | |
| Creates a new ChoppinessIndex indicator using the specified period 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 | |
| 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 ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction)
Definition at line 26 of file ChoppinessIndex.cs.
Constructor & Destructor Documentation
◆ ChoppinessIndex() [1/2]
| QuantConnect.Indicators.ChoppinessIndex.ChoppinessIndex | ( | string | name, |
| int | period | ||
| ) |
Creates a new ChoppinessIndex indicator using the specified period and moving average type
- Parameters
-
name The name of this indicator period The period used for rolling windows for highs and lows
Definition at line 50 of file ChoppinessIndex.cs.
◆ ChoppinessIndex() [2/2]
| QuantConnect.Indicators.ChoppinessIndex.ChoppinessIndex | ( | int | period | ) |
Creates a new ChoppinessIndex indicator using the specified period
- Parameters
-
period The period used for rolling windows for highs and lows
Definition at line 68 of file ChoppinessIndex.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 78 of file ChoppinessIndex.cs.
◆ Reset()
| override void QuantConnect.Indicators.ChoppinessIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 126 of file ChoppinessIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.ChoppinessIndex.IsReady => Samples >= WarmUpPeriod |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 38 of file ChoppinessIndex.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 43 of file ChoppinessIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/ChoppinessIndex.cs
