Lean  $LEAN_TAG$
QuantConnect.Indicators.IchimokuKinkoHyo Class Reference

This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26) More...

Inheritance diagram for QuantConnect.Indicators.IchimokuKinkoHyo:
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Public Member Functions

 IchimokuKinkoHyo (int tenkanPeriod=9, int kijunPeriod=26, int senkouAPeriod=26, int senkouBPeriod=52, int senkouADelayPeriod=26, int senkouBDelayPeriod=26)
 Creates a new IchimokuKinkoHyo indicator from the specific periods More...
 
 IchimokuKinkoHyo (string name, int tenkanPeriod=9, int kijunPeriod=26, int senkouAPeriod=26, int senkouBPeriod=52, int senkouADelayPeriod=26, int senkouBDelayPeriod=26)
 Creates a new IchimokuKinkoHyo indicator from the specific periods More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => Tenkan.IsReady && Kijun.IsReady && SenkouA.IsReady && SenkouB.IsReady
 Returns true if all of the sub-components of the Ichimoku indicator is ready 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

IndicatorBase< IndicatorDataPointTenkan [get]
 The Tenkan-sen component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointKijun [get]
 The Kijun-sen component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointSenkouA [get]
 The Senkou A Span component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointSenkouB [get]
 The Senkou B Span component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointChikou [get]
 The Chikou Span component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointTenkanMaximum [get]
 The Tenkan-sen Maximum component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointTenkanMinimum [get]
 The Tenkan-sen Minimum component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointKijunMaximum [get]
 The Kijun-sen Maximum component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointKijunMinimum [get]
 The Kijun-sen Minimum component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointSenkouBMaximum [get]
 The Senkou B Maximum component of the Ichimoku indicator More...
 
IndicatorBase< IndicatorDataPointSenkouBMinimum [get]
 The Senkou B Minimum component of the Ichimoku indicator More...
 
WindowIndicator< IndicatorDataPointDelayedTenkanSenkouA [get]
 The Delayed Tenkan Senkou A component of the Ichimoku indicator More...
 
WindowIndicator< IndicatorDataPointDelayedKijunSenkouA [get]
 The Delayed Kijun Senkou A component of the Ichimoku indicator More...
 
WindowIndicator< IndicatorDataPointDelayedMaximumSenkouB [get]
 The Delayed Maximum Senkou B component of the Ichimoku indicator More...
 
WindowIndicator< IndicatorDataPointDelayedMinimumSenkouB [get]
 The Delayed Minimum Senkou B component of the Ichimoku indicator More...
 
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

This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)

Definition at line 28 of file IchimokuKinkoHyo.cs.

Constructor & Destructor Documentation

◆ IchimokuKinkoHyo() [1/2]

QuantConnect.Indicators.IchimokuKinkoHyo.IchimokuKinkoHyo ( int  tenkanPeriod = 9,
int  kijunPeriod = 26,
int  senkouAPeriod = 26,
int  senkouBPeriod = 52,
int  senkouADelayPeriod = 26,
int  senkouBDelayPeriod = 26 
)

Creates a new IchimokuKinkoHyo indicator from the specific periods

Parameters
tenkanPeriodThe Tenkan-sen period
kijunPeriodThe Kijun-sen period
senkouAPeriodThe Senkou A Span period
senkouBPeriodThe Senkou B Span period
senkouADelayPeriodThe Senkou A Span delay
senkouBDelayPeriodThe Senkou B Span delay

Definition at line 114 of file IchimokuKinkoHyo.cs.

◆ IchimokuKinkoHyo() [2/2]

QuantConnect.Indicators.IchimokuKinkoHyo.IchimokuKinkoHyo ( string  name,
int  tenkanPeriod = 9,
int  kijunPeriod = 26,
int  senkouAPeriod = 26,
int  senkouBPeriod = 52,
int  senkouADelayPeriod = 26,
int  senkouBDelayPeriod = 26 
)

Creates a new IchimokuKinkoHyo indicator from the specific periods

Parameters
nameThe name of this indicator
tenkanPeriodThe Tenkan-sen period
kijunPeriodThe Kijun-sen period
senkouAPeriodThe Senkou A Span period
senkouBPeriodThe Senkou B Span period
senkouADelayPeriodThe Senkou A Span delay
senkouBDelayPeriodThe Senkou B Span delay

Definition at line 138 of file IchimokuKinkoHyo.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.IchimokuKinkoHyo.ComputeNextValue ( IBaseDataBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator

Definition at line 211 of file IchimokuKinkoHyo.cs.

◆ Reset()

override void QuantConnect.Indicators.IchimokuKinkoHyo.Reset ( )

Resets this indicator to its initial state

Definition at line 239 of file IchimokuKinkoHyo.cs.

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Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.IchimokuKinkoHyo.IsReady => Tenkan.IsReady && Kijun.IsReady && SenkouA.IsReady && SenkouB.IsReady

Returns true if all of the sub-components of the Ichimoku indicator is ready

Definition at line 200 of file IchimokuKinkoHyo.cs.

Property Documentation

◆ Tenkan

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.Tenkan
get

The Tenkan-sen component of the Ichimoku indicator

Definition at line 33 of file IchimokuKinkoHyo.cs.

◆ Kijun

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.Kijun
get

The Kijun-sen component of the Ichimoku indicator

Definition at line 38 of file IchimokuKinkoHyo.cs.

◆ SenkouA

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.SenkouA
get

The Senkou A Span component of the Ichimoku indicator

Definition at line 43 of file IchimokuKinkoHyo.cs.

◆ SenkouB

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.SenkouB
get

The Senkou B Span component of the Ichimoku indicator

Definition at line 48 of file IchimokuKinkoHyo.cs.

◆ Chikou

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.Chikou
get

The Chikou Span component of the Ichimoku indicator

Definition at line 53 of file IchimokuKinkoHyo.cs.

◆ TenkanMaximum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.TenkanMaximum
get

The Tenkan-sen Maximum component of the Ichimoku indicator

Definition at line 58 of file IchimokuKinkoHyo.cs.

◆ TenkanMinimum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.TenkanMinimum
get

The Tenkan-sen Minimum component of the Ichimoku indicator

Definition at line 63 of file IchimokuKinkoHyo.cs.

◆ KijunMaximum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.KijunMaximum
get

The Kijun-sen Maximum component of the Ichimoku indicator

Definition at line 68 of file IchimokuKinkoHyo.cs.

◆ KijunMinimum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.KijunMinimum
get

The Kijun-sen Minimum component of the Ichimoku indicator

Definition at line 73 of file IchimokuKinkoHyo.cs.

◆ SenkouBMaximum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.SenkouBMaximum
get

The Senkou B Maximum component of the Ichimoku indicator

Definition at line 78 of file IchimokuKinkoHyo.cs.

◆ SenkouBMinimum

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.SenkouBMinimum
get

The Senkou B Minimum component of the Ichimoku indicator

Definition at line 83 of file IchimokuKinkoHyo.cs.

◆ DelayedTenkanSenkouA

WindowIndicator<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.DelayedTenkanSenkouA
get

The Delayed Tenkan Senkou A component of the Ichimoku indicator

Definition at line 88 of file IchimokuKinkoHyo.cs.

◆ DelayedKijunSenkouA

WindowIndicator<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.DelayedKijunSenkouA
get

The Delayed Kijun Senkou A component of the Ichimoku indicator

Definition at line 93 of file IchimokuKinkoHyo.cs.

◆ DelayedMaximumSenkouB

WindowIndicator<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.DelayedMaximumSenkouB
get

The Delayed Maximum Senkou B component of the Ichimoku indicator

Definition at line 98 of file IchimokuKinkoHyo.cs.

◆ DelayedMinimumSenkouB

WindowIndicator<IndicatorDataPoint> QuantConnect.Indicators.IchimokuKinkoHyo.DelayedMinimumSenkouB
get

The Delayed Minimum Senkou B component of the Ichimoku indicator

Definition at line 103 of file IchimokuKinkoHyo.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.IchimokuKinkoHyo.WarmUpPeriod
get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 205 of file IchimokuKinkoHyo.cs.


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