QuantConnect.Indicators.IntradayVwap Class Reference

Defines the canonical intraday VWAP indicator More...

Inheritance diagram for QuantConnect.Indicators.IntradayVwap:

Public Member Functions
	IntradayVwap (string name)
	Initializes a new instance of the IntradayVwap class More...

Public Attributes
override bool	IsReady => _sumOfVolume > 0
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override IndicatorResult	ValidateAndComputeNextValue (BaseData input)
	Computes the new VWAP More...
override decimal	ComputeNextValue (BaseData input)
	Computes the next value of this indicator from the given state. NOTE: This must be overriden since it's abstract in the base, but will never be invoked since we've override the validate method above. More...
bool	TryGetVolumeAndAveragePrice (BaseData input, out decimal volume, out decimal averagePrice)
	Determines the volume and price to be used for the current input in the VWAP computation More...

Detailed Description

Defines the canonical intraday VWAP indicator

Definition at line 10 of file IntradayVwap.cs.

Constructor & Destructor Documentation

IntradayVwap()

QuantConnect.Indicators.IntradayVwap.IntradayVwap

(

string

name

)

Initializes a new instance of the IntradayVwap class

Parameters

name	The name of the indicator

Definition at line 25 of file IntradayVwap.cs.

Member Function Documentation

ValidateAndComputeNextValue()

override IndicatorResult QuantConnect.Indicators.IntradayVwap.ValidateAndComputeNextValue ( BaseData  input )

protected

Computes the new VWAP

Definition at line 33 of file IntradayVwap.cs.

Here is the call graph for this function:

ComputeNextValue()

override decimal QuantConnect.Indicators.IntradayVwap.ComputeNextValue ( BaseData  input )

protected

Computes the next value of this indicator from the given state. NOTE: This must be overriden since it's abstract in the base, but will never be invoked since we've override the validate method above.

Parameters

input

The input given to the indicator

Returns

A new value for this indicator

Definition at line 69 of file IntradayVwap.cs.

TryGetVolumeAndAveragePrice()

bool QuantConnect.Indicators.IntradayVwap.TryGetVolumeAndAveragePrice ( BaseData  input, out decimal  volume, out decimal  averagePrice  )

protected

Determines the volume and price to be used for the current input in the VWAP computation

Definition at line 77 of file IntradayVwap.cs.

Here is the caller graph for this function:

Member Data Documentation

IsReady

override bool QuantConnect.Indicators.IntradayVwap.IsReady => _sumOfVolume > 0

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 19 of file IntradayVwap.cs.

---

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

• Indicators/IntradayVwap.cs