Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html More...
Public Member Functions | |
| HullMovingAverage (string name, int period) | |
| A Hull Moving Average More... | |
| HullMovingAverage (int period) | |
| A Hull Moving Average. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _hullMa.IsReady |
| Gets a flag indicating when this indicator is 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... | |
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
Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html
Definition at line 24 of file HullMovingAverage.cs.
Constructor & Destructor Documentation
◆ HullMovingAverage() [1/2]
| QuantConnect.Indicators.HullMovingAverage.HullMovingAverage | ( | string | name, |
| int | period | ||
| ) |
A Hull Moving Average
- Parameters
-
name string - a name for the indicator period int - the number of periods to calculate the HMA - the period of the slower LWMA
Definition at line 35 of file HullMovingAverage.cs.
◆ HullMovingAverage() [2/2]
| QuantConnect.Indicators.HullMovingAverage.HullMovingAverage | ( | int | period | ) |
A Hull Moving Average.
- Parameters
-
period int - the number of periods over which to calculate the HMA - the length of the slower LWMA
Definition at line 49 of file HullMovingAverage.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.HullMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 57 of file HullMovingAverage.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 82 of file HullMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.HullMovingAverage.IsReady => _hullMa.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 68 of file HullMovingAverage.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 73 of file HullMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/HullMovingAverage.cs
