This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp More...
Public Member Functions | |
| KaufmanEfficiencyRatio (string name, int period) | |
| Initializes a new instance of the KaufmanEfficiencyRatio class using the specified name and period. More... | |
| KaufmanEfficiencyRatio (int period) | |
| Initializes a new instance of the KaufmanEfficiencyRatio class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples >= Period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. More... | |
Detailed Description
This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp
Definition at line 25 of file KaufmanEfficiencyRatio.cs.
Constructor & Destructor Documentation
◆ KaufmanEfficiencyRatio() [1/2]
| QuantConnect.Indicators.KaufmanEfficiencyRatio.KaufmanEfficiencyRatio | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the KaufmanEfficiencyRatio class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the Efficiency Ratio (ER)
Definition at line 41 of file KaufmanEfficiencyRatio.cs.
◆ KaufmanEfficiencyRatio() [2/2]
| QuantConnect.Indicators.KaufmanEfficiencyRatio.KaufmanEfficiencyRatio | ( | int | period | ) |
Initializes a new instance of the KaufmanEfficiencyRatio class using the specified period.
- Parameters
-
period The period of the Efficiency Ratio (ER)
Definition at line 50 of file KaufmanEfficiencyRatio.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator window The window for the input history
- Returns
- A new value for this indicator
Definition at line 61 of file KaufmanEfficiencyRatio.cs.
◆ Reset()
| override void QuantConnect.Indicators.KaufmanEfficiencyRatio.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 99 of file KaufmanEfficiencyRatio.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.KaufmanEfficiencyRatio.IsReady => Samples >= Period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 34 of file KaufmanEfficiencyRatio.cs.
The documentation for this class was generated from the following file:
- Indicators/KaufmanEfficiencyRatio.cs
