This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2 More...
Public Member Functions | |
| DoubleExponentialMovingAverage (string name, int period, decimal volumeFactor=1m) | |
| Initializes a new instance of the DoubleExponentialMovingAverage class using the specified name and period. More... | |
| DoubleExponentialMovingAverage (int period, decimal volumeFactor=1m) | |
| Initializes a new instance of the DoubleExponentialMovingAverage class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples > 2 * (_period - 1) |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => 1 + 2 * (_period - 1) |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
Additional Inherited Members | |
 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 Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2
Definition at line 26 of file DoubleExponentialMovingAverage.cs.
Constructor & Destructor Documentation
◆ DoubleExponentialMovingAverage() [1/2]
| QuantConnect.Indicators.DoubleExponentialMovingAverage.DoubleExponentialMovingAverage | ( | string | name, |
| int | period, | ||
| decimal | volumeFactor = 1m |
||
| ) |
Initializes a new instance of the DoubleExponentialMovingAverage class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the DEMA volumeFactor The volume factor of the DEMA (value must be in the [0,1] range, set to 1 for standard DEMA)
Definition at line 39 of file DoubleExponentialMovingAverage.cs.
◆ DoubleExponentialMovingAverage() [2/2]
| QuantConnect.Indicators.DoubleExponentialMovingAverage.DoubleExponentialMovingAverage | ( | int | period, |
| decimal | volumeFactor = 1m |
||
| ) |
Initializes a new instance of the DoubleExponentialMovingAverage class using the specified period.
- Parameters
-
period The period of the DEMA volumeFactor The volume factor of the DEMA (value must be in the [0,1] range, set to 1 for standard DEMA)
Definition at line 53 of file DoubleExponentialMovingAverage.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 73 of file DoubleExponentialMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.DoubleExponentialMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 88 of file DoubleExponentialMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.DoubleExponentialMovingAverage.IsReady => Samples > 2 * (_period - 1) |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 61 of file DoubleExponentialMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.DoubleExponentialMovingAverage.WarmUpPeriod => 1 + 2 * (_period - 1) |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 66 of file DoubleExponentialMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/DoubleExponentialMovingAverage.cs
