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The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79cf4b240fb8709fdba43cdb363.htm More...
Public Member Functions  
LeastSquaresMovingAverage (string name, int period)  
Initializes a new instance of the LeastSquaresMovingAverage class. More...  
LeastSquaresMovingAverage (int period)  
Initializes a new instance of the LeastSquaresMovingAverage class. More...  
override void  Reset () 
Resets this indicator and all subindicators (Intercept, Slope) More...  
Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >  
override void  Reset () 
Resets this indicator to its initial state More...  
Public Attributes  
int  WarmUpPeriod => Period 
Required period, in data points, for the indicator to be 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...  
Properties  
IndicatorBase< IndicatorDataPoint >  Intercept [get] 
The point where the regression line crosses the yaxis (priceaxis) More...  
IndicatorBase< IndicatorDataPoint >  Slope [get] 
The regression line slope 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...  
The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79cf4b240fb8709fdba43cdb363.htm
Definition at line 29 of file LeastSquaresMovingAverage.cs.
QuantConnect.Indicators.LeastSquaresMovingAverage.LeastSquaresMovingAverage  (  string  name, 
int  period  
) 
Initializes a new instance of the LeastSquaresMovingAverage class.
name  The name of this indicator 
period  The number of data points to hold in the window 
Definition at line 56 of file LeastSquaresMovingAverage.cs.
QuantConnect.Indicators.LeastSquaresMovingAverage.LeastSquaresMovingAverage  (  int  period  ) 
Initializes a new instance of the LeastSquaresMovingAverage class.
period  The number of data points to hold in the window. 
Definition at line 68 of file LeastSquaresMovingAverage.cs.

protected 
Computes the next value of this indicator from the given state
window  
input  The input given to the indicator 
Definition at line 81 of file LeastSquaresMovingAverage.cs.
override void QuantConnect.Indicators.LeastSquaresMovingAverage.Reset  (  ) 
Resets this indicator and all subindicators (Intercept, Slope)
Definition at line 103 of file LeastSquaresMovingAverage.cs.
int QuantConnect.Indicators.LeastSquaresMovingAverage.WarmUpPeriod => Period 
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 49 of file LeastSquaresMovingAverage.cs.

get 
The point where the regression line crosses the yaxis (priceaxis)
Definition at line 39 of file LeastSquaresMovingAverage.cs.

get 
The regression line slope
Definition at line 44 of file LeastSquaresMovingAverage.cs.