The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey. More...
Public Member Functions | |
| MassIndex (string name, int emaPeriod, int sumPeriod) | |
| Initializes a new instance of the MassIndex class. More... | |
| MassIndex (int emaPeriod=9, int sumPeriod=25) | |
| Initializes a new instance of the MassIndex class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _sum.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (TradeBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator | |
| TradeBarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| 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
The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey.
- See also
- TradeBarIndicator
Definition at line 27 of file MassIndex.cs.
Constructor & Destructor Documentation
◆ MassIndex() [1/2]
| QuantConnect.Indicators.MassIndex.MassIndex | ( | string | name, |
| int | emaPeriod, | ||
| int | sumPeriod | ||
| ) |
Initializes a new instance of the MassIndex class.
- Parameters
-
name The name for this instance. emaPeriod The period used by both EMA. sumPeriod The sum period.
Definition at line 39 of file MassIndex.cs.
◆ MassIndex() [2/2]
| QuantConnect.Indicators.MassIndex.MassIndex | ( | int | emaPeriod = 9, |
| int | sumPeriod = 25 |
||
| ) |
Initializes a new instance of the MassIndex class.
- Parameters
-
emaPeriod The period used by both EMA. sumPeriod The sum period.
Definition at line 53 of file MassIndex.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.MassIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 71 of file MassIndex.cs.
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 86 of file MassIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.MassIndex.IsReady => _sum.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 61 of file MassIndex.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 66 of file MassIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/MassIndex.cs
