The Fractal Adaptive Moving Average (FRAMA) by John Ehlers More...
Public Member Functions | |
| FractalAdaptiveMovingAverage (string name, int n, int longPeriod) | |
| Initializes a new instance of the average class More... | |
| FractalAdaptiveMovingAverage (int n, int longPeriod) | |
| Initializes a new instance of the average class More... | |
| FractalAdaptiveMovingAverage (int n) | |
| Initializes a new instance of the average class More... | |
| override void | Reset () |
| Resets the average to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _high.IsReady |
| Returns whether the indicator will return valid results More... | |
| int | WarmUpPeriod => _high.Size |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the average value More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name 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
The Fractal Adaptive Moving Average (FRAMA) by John Ehlers
Definition at line 25 of file FractalAdaptiveMovingAverage.cs.
Constructor & Destructor Documentation
◆ FractalAdaptiveMovingAverage() [1/3]
| QuantConnect.Indicators.FractalAdaptiveMovingAverage.FractalAdaptiveMovingAverage | ( | string | name, |
| int | n, | ||
| int | longPeriod | ||
| ) |
Initializes a new instance of the average class
- Parameters
-
name The name of the indicator instance n The window period (must be even). Example value: 16 longPeriod The average period. Example value: 198
Definition at line 38 of file FractalAdaptiveMovingAverage.cs.
◆ FractalAdaptiveMovingAverage() [2/3]
| QuantConnect.Indicators.FractalAdaptiveMovingAverage.FractalAdaptiveMovingAverage | ( | int | n, |
| int | longPeriod | ||
| ) |
Initializes a new instance of the average class
- Parameters
-
n The window period (must be even). Example value: 16 longPeriod The average period. Example value: 198
Definition at line 56 of file FractalAdaptiveMovingAverage.cs.
◆ FractalAdaptiveMovingAverage() [3/3]
| QuantConnect.Indicators.FractalAdaptiveMovingAverage.FractalAdaptiveMovingAverage | ( | int | n | ) |
Initializes a new instance of the average class
- Parameters
-
n The window period (must be even). Example value: 16
Definition at line 66 of file FractalAdaptiveMovingAverage.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the average value
- Parameters
-
input The data for the calculation
- Returns
- The average value
Definition at line 76 of file FractalAdaptiveMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.FractalAdaptiveMovingAverage.Reset | ( | ) |
Resets the average to its initial state
Definition at line 133 of file FractalAdaptiveMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.FractalAdaptiveMovingAverage.IsReady => _high.IsReady |
Returns whether the indicator will return valid results
Definition at line 123 of file FractalAdaptiveMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.FractalAdaptiveMovingAverage.WarmUpPeriod => _high.Size |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 128 of file FractalAdaptiveMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/FractalAdaptiveMovingAverage.cs
