This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function. More...

Inheritance diagram for QuantConnect.Indicators.CompositeIndicator:

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Public Member Functions
delegate IndicatorResult	IndicatorComposer (IndicatorBase left, IndicatorBase right)
	Delegate type used to compose the output of two indicators into a new value. More...

override void	Reset ()
	Resets this indicator to its initial state More...

	CompositeIndicator (string name, IndicatorBase left, IndicatorBase right, IndicatorComposer composer)
	Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified More...

	CompositeIndicator (IndicatorBase left, IndicatorBase right, IndicatorComposer composer)
	Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified More...

	CompositeIndicator (string name, PyObject left, PyObject right, PyObject handler)
	Initializes a new instance of CompositeIndicator using two indicators and a custom function. More...

	CompositeIndicator (PyObject left, PyObject right, PyObject handler)
	Initializes a new instance of CompositeIndicator using two indicators and a custom function. More...

Protected Member Functions
override IndicatorResult	ValidateAndComputeNextValue (IndicatorDataPoint input)
	Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class More...

override decimal	ComputeNextValue (IndicatorDataPoint _)
	Computes the next value of this indicator from the given state More...

Properties
IndicatorBase	Left `[get]`
	Gets the 'left' indicator for the delegate More...

IndicatorBase	Right `[get]`
	Gets the 'right' indicator for the delegate More...

override bool	IsReady `[get]`
	Gets a flag indicating when this indicator is ready and fully initialized More...

Detailed Description

This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function.

This type is initialized such that there is no need to call the Update function. This indicator will have its values automatically updated each time a new piece of data is received from both the left and right indicators.

Definition at line 32 of file CompositeIndicator.cs.

Constructor & Destructor Documentation

◆ CompositeIndicator() [1/4]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	string	name,
		IndicatorBase	left,
		IndicatorBase	right,
		IndicatorComposer	composer
	)

Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified

Parameters

name	The name of this indicator
left	The left indicator for the 'composer'
right	The right indicator for the 'composer'
composer	Function used to compose the left and right indicators

Definition at line 85 of file CompositeIndicator.cs.

◆ CompositeIndicator() [2/4]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	IndicatorBase	left,
		IndicatorBase	right,
		IndicatorComposer	composer
	)

Creates a new CompositeIndicator capable of taking the output from the left and right indicators and producing a new value via the composer delegate specified

Parameters

left	The left indicator for the 'composer'
right	The right indicator for the 'composer'
composer	Function used to compose the left and right indicators

Definition at line 102 of file CompositeIndicator.cs.

◆ CompositeIndicator() [3/4]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	string	name,
		PyObject	left,
		PyObject	right,
		PyObject	handler
	)

Initializes a new instance of CompositeIndicator using two indicators and a custom function.

Parameters

name	The name of the composite indicator.
left	The first indicator in the composition.
right	The second indicator in the composition.
handler	A Python function that processes the indicator values.

Exceptions

ArgumentException Thrown if the provided left or right indicator is not a valid QuantConnect Indicator object.

Definition at line 117 of file CompositeIndicator.cs.

◆ CompositeIndicator() [4/4]

QuantConnect.Indicators.CompositeIndicator.CompositeIndicator	(	PyObject	left,
		PyObject	right,
		PyObject	handler
	)

Initializes a new instance of CompositeIndicator using two indicators and a custom function.

Parameters

left	The first indicator in the composition.
right	The second indicator in the composition.
handler	A Python function that processes the indicator values.

Definition at line 134 of file CompositeIndicator.cs.

Member Function Documentation

◆ IndicatorComposer()

delegate IndicatorResult QuantConnect.Indicators.CompositeIndicator.IndicatorComposer	(	IndicatorBase	left,
		IndicatorBase	right
	)

Delegate type used to compose the output of two indicators into a new value.

A simple example would be to compute the difference between the two indicators (such as with MACD) (left, right) => left - right

Parameters

left	The left indicator
right	The right indicator

Returns: And indicator result representing the composition of the two indicators

◆ Reset()

override void QuantConnect.Indicators.CompositeIndicator.Reset ( )

Resets this indicator to its initial state

Definition at line 70 of file CompositeIndicator.cs.

Here is the caller graph for this function:

◆ ValidateAndComputeNextValue()

override IndicatorResult QuantConnect.Indicators.CompositeIndicator.ValidateAndComputeNextValue ( IndicatorDataPoint input )

protected

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

Parameters

input The input given to the indicator

Returns: An IndicatorResult object including the status of the indicator

Definition at line 144 of file CompositeIndicator.cs.

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.CompositeIndicator.ComputeNextValue ( IndicatorDataPoint _ )

protected

Computes the next value of this indicator from the given state

Since this class overrides ValidateAndComputeNextValue, this method is a no-op

Parameters

_	The input given to the indicator

Returns: A new value for this indicator

Definition at line 157 of file CompositeIndicator.cs.

Property Documentation

◆ Left

IndicatorBase QuantConnect.Indicators.CompositeIndicator.Left

get

Gets the 'left' indicator for the delegate

Definition at line 52 of file CompositeIndicator.cs.

◆ Right

IndicatorBase QuantConnect.Indicators.CompositeIndicator.Right

get

Gets the 'right' indicator for the delegate

Definition at line 57 of file CompositeIndicator.cs.

◆ IsReady

override bool QuantConnect.Indicators.CompositeIndicator.IsReady

get

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

Definition at line 63 of file CompositeIndicator.cs.

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

Indicators/CompositeIndicator.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ CompositeIndicator() [1/4]

◆ CompositeIndicator() [2/4]

◆ CompositeIndicator() [3/4]

◆ CompositeIndicator() [4/4]

Member Function Documentation

◆ IndicatorComposer()

◆ Reset()

◆ ValidateAndComputeNextValue()

◆ ComputeNextValue()

Property Documentation

◆ Left

◆ Right

◆ IsReady