Provides extension methods for Indicator More...

Static Public Member Functions
static bool	Update (this IndicatorBase< IndicatorDataPoint > indicator, DateTime time, decimal value)
	Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise More...

static T	Of< T > (this T second, IIndicator first, bool waitForFirstToReady=true)
	Configures the second indicator to receive automatic updates from the first by attaching an event handler to first.DataConsolidated More...

static CompositeIndicator	WeightedBy< T, TWeight > (this IndicatorBase< T > value, TWeight weight, int period)
	Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one More...

static CompositeIndicator	Plus (this IndicatorBase left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the sum of the left and the constant More...

static CompositeIndicator	Plus (this IndicatorBase left, IndicatorBase right)
	Creates a new CompositeIndicator such that the result will be the sum of the left and right More...

static CompositeIndicator	Plus (this IndicatorBase left, IndicatorBase right, string name)
	Creates a new CompositeIndicator such that the result will be the sum of the left and right More...

static CompositeIndicator	Minus (this IndicatorBase left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the difference of the left and constant More...

static CompositeIndicator	Minus (this IndicatorBase left, IndicatorBase right)
	Creates a new CompositeIndicator such that the result will be the difference of the left and right More...

static CompositeIndicator	Minus (this IndicatorBase left, IndicatorBase right, string name)
	Creates a new CompositeIndicator such that the result will be the difference of the left and right More...

static CompositeIndicator	Over (this IndicatorBase left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the ratio of the left to the constant More...

static CompositeIndicator	Over (this IndicatorBase left, IndicatorBase right)
	Creates a new CompositeIndicator such that the result will be the ratio of the left to the right More...

static CompositeIndicator	Over (this IndicatorBase left, IndicatorBase right, string name)
	Creates a new CompositeIndicator such that the result will be the ratio of the left to the right More...

static CompositeIndicator	Times (this IndicatorBase left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the product of the left and the constant More...

static CompositeIndicator	Times (this IndicatorBase left, IndicatorBase right)
	Creates a new CompositeIndicator such that the result will be the product of the left to the right More...

static CompositeIndicator	Times (this IndicatorBase left, IndicatorBase right, string name)
	Creates a new CompositeIndicator such that the result will be the product of the left to the right More...

static ExponentialMovingAverage	EMA< T > (this IndicatorBase< T > left, int period, decimal? smoothingFactor=null, bool waitForFirstToReady=true)
	Creates a new ExponentialMovingAverage indicator with the specified period and smoothingFactor from the left indicator More...

static Maximum	MAX (this IIndicator left, int period, bool waitForFirstToReady=true)
	Creates a new Maximum indicator with the specified period from the left indicator More...

static Minimum	MIN< T > (this IndicatorBase< T > left, int period, bool waitForFirstToReady=true)
	Creates a new Minimum indicator with the specified period from the left indicator More...

static SimpleMovingAverage	SMA< T > (this IndicatorBase< T > left, int period, bool waitForFirstToReady=true)
	Initializes a new instance of the SimpleMovingAverage class with the specified name and period from the left indicator More...

static object	Of (PyObject second, PyObject first, bool waitForFirstToReady=true)
	The methods overloads bellow are due to python.net not being able to correctly solve generic methods overload. More...

static CompositeIndicator	WeightedBy (PyObject value, PyObject weight, int period)
	Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one More...

static ExponentialMovingAverage	EMA (PyObject left, int period, decimal? smoothingFactor=null, bool waitForFirstToReady=true)
	Creates a new ExponentialMovingAverage indicator with the specified period and smoothingFactor from the left indicator More...

static Maximum	MAX (PyObject left, int period, bool waitForFirstToReady=true)
	Creates a new Maximum indicator with the specified period from the left indicator More...

static Minimum	MIN (PyObject left, int period, bool waitForFirstToReady=true)
	Creates a new Minimum indicator with the specified period from the left indicator More...

static SimpleMovingAverage	SMA (PyObject left, int period, bool waitForFirstToReady=true)
	Initializes a new instance of the SimpleMovingAverage class with the specified name and period from the left indicator More...

static object	Over (PyObject left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the ratio of the left to the constant More...

static object	Over (PyObject left, PyObject right, string name="")
	Creates a new CompositeIndicator such that the result will be the ratio of the left to the right More...

static object	Minus (PyObject left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the difference of the left and constant More...

static object	Minus (PyObject left, PyObject right, string name="")
	Creates a new CompositeIndicator such that the result will be the difference of the left and right More...

static object	Times (PyObject left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the product of the left and the constant More...

static object	Times (PyObject left, PyObject right, string name="")
	Creates a new CompositeIndicator such that the result will be the product of the left to the right More...

static object	Plus (PyObject left, decimal constant)
	Creates a new CompositeIndicator such that the result will be the sum of the left and the constant More...

static object	Plus (PyObject left, PyObject right, string name="")
	Creates a new CompositeIndicator such that the result will be the sum of the left and right More...

Detailed Description

Provides extension methods for Indicator

Definition at line 29 of file IndicatorExtensions.cs.

Member Function Documentation

◆ Update()

static bool QuantConnect.Indicators.IndicatorExtensions.Update	(	this IndicatorBase< IndicatorDataPoint >	indicator,
		DateTime	time,
		decimal	value
	)

static

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters

indicator	The indicator to be updated
time	The time associated with the value
value	The value to use to update this indicator

Returns: True if this indicator is ready, false otherwise

Definition at line 39 of file IndicatorExtensions.cs.

◆ Of< T >()

static T QuantConnect.Indicators.IndicatorExtensions.Of< T >	(	this T	second,
		IIndicator	first,
		bool	waitForFirstToReady = `true`
	)

static

Configures the second indicator to receive automatic updates from the first by attaching an event handler to first.DataConsolidated

Parameters

second	The indicator that receives data from the first
first	The indicator that sends data via DataConsolidated even to the second
waitForFirstToReady	True to only send updates to the second if first.IsReady returns true, false to always send updates to second

Returns: The reference to the second indicator to allow for method chaining

Type Constraints

T

:

IIndicator

Definition at line 52 of file IndicatorExtensions.cs.

◆ WeightedBy< T, TWeight >()

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.WeightedBy< T, TWeight >	(	this IndicatorBase< T >	value,
		TWeight	weight,
		int	period
	)

static

Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one

Parameters

value	Indicator that will be averaged
weight	Indicator that provides the average weights
period	Average period

Returns: Indicator that results of the average of first by weights given by second

Type Constraints

T	:	IBaseData
TWeight	:	IndicatorBase<IndicatorDataPoint>

Definition at line 74 of file IndicatorExtensions.cs.

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◆ Plus() [1/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Plus	(	this IndicatorBase	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the sum of the left and the constant

value = left + constant

Parameters

left	The left indicator
constant	The addend

Returns: The sum of the left and right indicators

Definition at line 120 of file IndicatorExtensions.cs.

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◆ Plus() [2/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Plus	(	this IndicatorBase	left,
		IndicatorBase	right
	)

static

Creates a new CompositeIndicator such that the result will be the sum of the left and right

value = left + right

Parameters

left	The left indicator
right	The right indicator

Returns: The sum of the left and right indicators

Definition at line 135 of file IndicatorExtensions.cs.

◆ Plus() [3/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Plus	(	this IndicatorBase	left,
		IndicatorBase	right,
		string	name
	)

static

Creates a new CompositeIndicator such that the result will be the sum of the left and right

value = left + right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The sum of the left and right indicators

Definition at line 150 of file IndicatorExtensions.cs.

◆ Minus() [1/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Minus	(	this IndicatorBase	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the difference of the left and constant

value = left - constant

Parameters

left	The left indicator
constant	The subtrahend

Returns: The difference of the left and right indicators

Definition at line 164 of file IndicatorExtensions.cs.

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◆ Minus() [2/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Minus	(	this IndicatorBase	left,
		IndicatorBase	right
	)

static

Creates a new CompositeIndicator such that the result will be the difference of the left and right

value = left - right

Parameters

left	The left indicator
right	The right indicator

Returns: The difference of the left and right indicators

Definition at line 179 of file IndicatorExtensions.cs.

◆ Minus() [3/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Minus	(	this IndicatorBase	left,
		IndicatorBase	right,
		string	name
	)

static

Creates a new CompositeIndicator such that the result will be the difference of the left and right

value = left - right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The difference of the left and right indicators

Definition at line 194 of file IndicatorExtensions.cs.

◆ Over() [1/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Over	(	this IndicatorBase	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the ratio of the left to the constant

value = left/constant

Parameters

left	The left indicator
constant	The constant value denominator

Returns: The ratio of the left to the right indicator

Definition at line 208 of file IndicatorExtensions.cs.

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◆ Over() [2/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Over	(	this IndicatorBase	left,
		IndicatorBase	right
	)

static

Creates a new CompositeIndicator such that the result will be the ratio of the left to the right

value = left/right

Parameters

left	The left indicator
right	The right indicator

Returns: The ratio of the left to the right indicator

Definition at line 223 of file IndicatorExtensions.cs.

◆ Over() [3/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Over	(	this IndicatorBase	left,
		IndicatorBase	right,
		string	name
	)

static

Creates a new CompositeIndicator such that the result will be the ratio of the left to the right

value = left/right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The ratio of the left to the right indicator

Definition at line 238 of file IndicatorExtensions.cs.

◆ Times() [1/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Times	(	this IndicatorBase	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the product of the left and the constant

value = left*constant

Parameters

left	The left indicator
constant	The constant value to multiple by

Returns: The product of the left to the right indicators

Definition at line 252 of file IndicatorExtensions.cs.

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◆ Times() [2/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Times	(	this IndicatorBase	left,
		IndicatorBase	right
	)

static

Creates a new CompositeIndicator such that the result will be the product of the left to the right

value = left*right

Parameters

left	The left indicator
right	The right indicator

Returns: The product of the left to the right indicators

Definition at line 267 of file IndicatorExtensions.cs.

◆ Times() [3/5]

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.Times	(	this IndicatorBase	left,
		IndicatorBase	right,
		string	name
	)

static

Creates a new CompositeIndicator such that the result will be the product of the left to the right

value = left*right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The product of the left to the right indicators

Definition at line 282 of file IndicatorExtensions.cs.

◆ EMA< T >()

static ExponentialMovingAverage QuantConnect.Indicators.IndicatorExtensions.EMA< T >	(	this IndicatorBase< T >	left,
		int	period,
		decimal?	smoothingFactor = `null`,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new ExponentialMovingAverage indicator with the specified period and smoothingFactor from the left indicator

Parameters

left	The ExponentialMovingAverage indicator will be created using the data from left
period	The period of the ExponentialMovingAverage indicators
smoothingFactor	The percentage of data from the previous value to be carried into the next value
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the ExponentialMovingAverage indicator to allow for method chaining

Type Constraints

T

:

IBaseData

Definition at line 294 of file IndicatorExtensions.cs.

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◆ MAX() [1/2]

static Maximum QuantConnect.Indicators.IndicatorExtensions.MAX	(	this IIndicator	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new Maximum indicator with the specified period from the left indicator

Parameters

left	The Maximum indicator will be created using the data from left
period	The period of the Maximum indicator
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the Maximum indicator to allow for method chaining

Definition at line 307 of file IndicatorExtensions.cs.

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◆ MIN< T >()

static Minimum QuantConnect.Indicators.IndicatorExtensions.MIN< T >	(	this IndicatorBase< T >	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new Minimum indicator with the specified period from the left indicator

Parameters

left	The Minimum indicator will be created using the data from left
period	The period of the Minimum indicator
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the Minimum indicator to allow for method chaining

Type Constraints

T

:

IBaseData

Definition at line 318 of file IndicatorExtensions.cs.

◆ SMA< T >()

static SimpleMovingAverage QuantConnect.Indicators.IndicatorExtensions.SMA< T >	(	this IndicatorBase< T >	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Initializes a new instance of the SimpleMovingAverage class with the specified name and period from the left indicator

Parameters

left	The SimpleMovingAverage indicator will be created using the data from left
period	The period of the SMA
waitForFirstToReady	True to only send updates to the second if first.IsReady returns true, false to always send updates to second

Returns: The reference to the SimpleMovingAverage indicator to allow for method chaining

Type Constraints

T

:

IBaseData

Definition at line 330 of file IndicatorExtensions.cs.

◆ Of()

static object QuantConnect.Indicators.IndicatorExtensions.Of	(	PyObject	second,
		PyObject	first,
		bool	waitForFirstToReady = `true`
	)

static

The methods overloads bellow are due to python.net not being able to correctly solve generic methods overload.

Configures the second indicator to receive automatic updates from the first by attaching an event handler to first.DataConsolidated

Parameters

second	The indicator that receives data from the first
first	The indicator that sends data via DataConsolidated even to the second
waitForFirstToReady	True to only send updates to the second if first.IsReady returns true, false to always send updates to second

Returns: The reference to the second indicator to allow for method chaining

Definition at line 348 of file IndicatorExtensions.cs.

◆ WeightedBy()

static CompositeIndicator QuantConnect.Indicators.IndicatorExtensions.WeightedBy	(	PyObject	value,
		PyObject	weight,
		int	period
	)

static

Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one

Parameters

value	Indicator that will be averaged
weight	Indicator that provides the average weights
period	Average period

Returns: Indicator that results of the average of first by weights given by second

Definition at line 363 of file IndicatorExtensions.cs.

◆ EMA()

static ExponentialMovingAverage QuantConnect.Indicators.IndicatorExtensions.EMA	(	PyObject	left,
		int	period,
		decimal?	smoothingFactor = `null`,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new ExponentialMovingAverage indicator with the specified period and smoothingFactor from the left indicator

Parameters

left	The ExponentialMovingAverage indicator will be created using the data from left
period	The period of the ExponentialMovingAverage indicators
smoothingFactor	The percentage of data from the previous value to be carried into the next value
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the ExponentialMovingAverage indicator to allow for method chaining

Definition at line 378 of file IndicatorExtensions.cs.

◆ MAX() [2/2]

static Maximum QuantConnect.Indicators.IndicatorExtensions.MAX	(	PyObject	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new Maximum indicator with the specified period from the left indicator

Parameters

left	The Maximum indicator will be created using the data from left
period	The period of the Maximum indicator
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the Maximum indicator to allow for method chaining

Definition at line 391 of file IndicatorExtensions.cs.

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◆ MIN()

static Minimum QuantConnect.Indicators.IndicatorExtensions.MIN	(	PyObject	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Creates a new Minimum indicator with the specified period from the left indicator

Parameters

left	The Minimum indicator will be created using the data from left
period	The period of the Minimum indicator
waitForFirstToReady	True to only send updates to the second if left.IsReady returns true, false to always send updates

Returns: A reference to the Minimum indicator to allow for method chaining

Definition at line 404 of file IndicatorExtensions.cs.

◆ SMA()

static SimpleMovingAverage QuantConnect.Indicators.IndicatorExtensions.SMA	(	PyObject	left,
		int	period,
		bool	waitForFirstToReady = `true`
	)

static

Initializes a new instance of the SimpleMovingAverage class with the specified name and period from the left indicator

Parameters

left	The SimpleMovingAverage indicator will be created using the data from left
period	The period of the SMA
waitForFirstToReady	True to only send updates to the second if first.IsReady returns true, false to always send updates to second

Returns: The reference to the SimpleMovingAverage indicator to allow for method chaining

Definition at line 417 of file IndicatorExtensions.cs.

◆ Over() [4/5]

static object QuantConnect.Indicators.IndicatorExtensions.Over	(	PyObject	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the ratio of the left to the constant

value = left/constant

Parameters

left	The left indicator
constant	The constant value denominator

Returns: The ratio of the left to the right indicator

Definition at line 432 of file IndicatorExtensions.cs.

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◆ Over() [5/5]

static object QuantConnect.Indicators.IndicatorExtensions.Over	(	PyObject	left,
		PyObject	right,
		string	name = `""`
	)

static

Creates a new CompositeIndicator such that the result will be the ratio of the left to the right

value = left/right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The ratio of the left to the right indicator

Definition at line 448 of file IndicatorExtensions.cs.

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◆ Minus() [4/5]

static object QuantConnect.Indicators.IndicatorExtensions.Minus	(	PyObject	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the difference of the left and constant

value = left - constant

Parameters

left	The left indicator
constant	The subtrahend

Returns: The difference of the left and right indicators

Definition at line 468 of file IndicatorExtensions.cs.

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◆ Minus() [5/5]

static object QuantConnect.Indicators.IndicatorExtensions.Minus	(	PyObject	left,
		PyObject	right,
		string	name = `""`
	)

static

Creates a new CompositeIndicator such that the result will be the difference of the left and right

value = left - right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The difference of the left and right indicators

Definition at line 484 of file IndicatorExtensions.cs.

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◆ Times() [4/5]

static object QuantConnect.Indicators.IndicatorExtensions.Times	(	PyObject	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the product of the left and the constant

value = left*constant

Parameters

left	The left indicator
constant	The constant value to multiple by

Returns: The product of the left to the right indicators

Definition at line 504 of file IndicatorExtensions.cs.

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◆ Times() [5/5]

static object QuantConnect.Indicators.IndicatorExtensions.Times	(	PyObject	left,
		PyObject	right,
		string	name = `""`
	)

static

Creates a new CompositeIndicator such that the result will be the product of the left to the right

value = left*right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The product of the left to the right indicators

Definition at line 520 of file IndicatorExtensions.cs.

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◆ Plus() [4/5]

static object QuantConnect.Indicators.IndicatorExtensions.Plus	(	PyObject	left,
		decimal	constant
	)

static

Creates a new CompositeIndicator such that the result will be the sum of the left and the constant

value = left + constant

Parameters

left	The left indicator
constant	The addend

Returns: The sum of the left and right indicators

Definition at line 540 of file IndicatorExtensions.cs.

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◆ Plus() [5/5]

static object QuantConnect.Indicators.IndicatorExtensions.Plus	(	PyObject	left,
		PyObject	right,
		string	name = `""`
	)

static

Creates a new CompositeIndicator such that the result will be the sum of the left and right

value = left + right

Parameters

left	The left indicator
right	The right indicator
name	The name of this indicator

Returns: The sum of the left and right indicators

Definition at line 556 of file IndicatorExtensions.cs.

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

Indicators/IndicatorExtensions.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ Update()

◆ Of< T >()

◆ WeightedBy< T, TWeight >()

◆ Plus() [1/5]

◆ Plus() [2/5]

◆ Plus() [3/5]

◆ Minus() [1/5]

◆ Minus() [2/5]

◆ Minus() [3/5]

◆ Over() [1/5]

◆ Over() [2/5]

◆ Over() [3/5]

◆ Times() [1/5]

◆ Times() [2/5]

◆ Times() [3/5]

◆ EMA< T >()

◆ MAX() [1/2]

◆ MIN< T >()

◆ SMA< T >()

◆ Of()

◆ WeightedBy()

◆ EMA()

◆ MAX() [2/2]

◆ MIN()

◆ SMA()

◆ Over() [4/5]

◆ Over() [5/5]

◆ Minus() [4/5]

◆ Minus() [5/5]

◆ Times() [4/5]

◆ Times() [5/5]

◆ Plus() [4/5]

◆ Plus() [5/5]