In the DeMarker strategy, for some period of size N, set: More...
Public Member Functions | |
| DeMarkerIndicator (int period, MovingAverageType type=MovingAverageType.Simple) | |
| Initializes a new instance of the DeMarkerIndicator class with the specified period More... | |
| DeMarkerIndicator (string name, int period, MovingAverageType type=MovingAverageType.Simple) | |
| Initializes a new instance of the DeMarkerIndicator class with the specified name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _maxMA.IsReady && _minMA.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 | |
| 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
In the DeMarker strategy, for some period of size N, set:
DeMax = High - Previous High, and DeMin = Previous Low - Low
where, in the prior, if either term is less than zero (DeMax or DeMin), set it to zero. We can now define the indicator itself, DEM, as: para> DEM = MA(DeMax)/(MA(DeMax)+MA(DeMin)) /para> where MA denotes a Moving Average of period N.
https://www.investopedia.com/terms/d/demarkerindicator.asp
Definition at line 36 of file DeMarkerIndicator.cs.
Constructor & Destructor Documentation
◆ DeMarkerIndicator() [1/2]
| QuantConnect.Indicators.DeMarkerIndicator.DeMarkerIndicator | ( | int | period, |
| MovingAverageType | type = MovingAverageType.Simple |
||
| ) |
Initializes a new instance of the DeMarkerIndicator class with the specified period
- Parameters
-
period The period of the DeMarker Indicator type The type of moving average to use in calculations
Definition at line 48 of file DeMarkerIndicator.cs.
◆ DeMarkerIndicator() [2/2]
| QuantConnect.Indicators.DeMarkerIndicator.DeMarkerIndicator | ( | string | name, |
| int | period, | ||
| MovingAverageType | type = MovingAverageType.Simple |
||
| ) |
Initializes a new instance of the DeMarkerIndicator class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the DeMarker Indicator type The type of moving average to use in calculations
Definition at line 59 of file DeMarkerIndicator.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.DeMarkerIndicator.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 82 of file DeMarkerIndicator.cs.
◆ 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 97 of file DeMarkerIndicator.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.DeMarkerIndicator.IsReady => _maxMA.IsReady && _minMA.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 72 of file DeMarkerIndicator.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 77 of file DeMarkerIndicator.cs.
The documentation for this class was generated from the following file:
- Indicators/DeMarkerIndicator.cs
