QuantConnect.Indicators.McClellanOscillator Class Reference

The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods. More...

Inheritance diagram for QuantConnect.Indicators.McClellanOscillator:

Public Member Functions
	McClellanOscillator (string name, int fastPeriod=19, int slowPeriod=39)
	Initializes a new instance of the McClellanOscillator class Parameters name The name of the indicator fastPeriod The fast period of EMA of advance decline difference slowPeriod The slow period of EMA of advance decline difference More...
	McClellanOscillator (int fastPeriod=19, int slowPeriod=39)
	Initializes a new instance of the McClellanOscillator class Parameters fastPeriod The fast period of EMA of advance decline difference slowPeriod The slow period of EMA of advance decline difference More...
override void	Reset ()
	Resets this indicator to its initial state More...
void	Add (Symbol asset)
	Add Tracking asset issue More...
void	Remove (Symbol asset)
	Remove Tracking asset issue More...

Public Attributes
override bool	IsReady => EMASlow.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...
int	WarmUpPeriod => EMASlow.WarmUpPeriod + ADDifference.WarmUpPeriod
	Required period, in data points, for the indicator to be 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
ExponentialMovingAverage	EMAFast [get]
	Fast period EMA of advance decline difference More...
ExponentialMovingAverage	EMASlow [get]
	Slow period EMA of advance decline difference More...
AdvanceDeclineDifference	ADDifference [get]
	The number of advance assets minus the number of decline assets 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 McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods.

Definition at line 26 of file McClellanOscillator.cs.

Constructor & Destructor Documentation

McClellanOscillator() [1/2]

QuantConnect.Indicators.McClellanOscillator.McClellanOscillator	(	string	name,
		int	fastPeriod = 19,
		int	slowPeriod = 39
	)

Initializes a new instance of the McClellanOscillator class

Parameters

name	The name of the indicator
fastPeriod	The fast period of EMA of advance decline difference
slowPeriod	The slow period of EMA of advance decline difference

Definition at line 61 of file McClellanOscillator.cs.

McClellanOscillator() [2/2]

QuantConnect.Indicators.McClellanOscillator.McClellanOscillator	(	int	fastPeriod = 19,
		int	slowPeriod = 39
	)

Initializes a new instance of the McClellanOscillator class

Parameters

fastPeriod	The fast period of EMA of advance decline difference
slowPeriod	The slow period of EMA of advance decline difference

Definition at line 79 of file McClellanOscillator.cs.

Member Function Documentation

ComputeNextValue()

override decimal QuantConnect.Indicators.McClellanOscillator.ComputeNextValue ( TradeBar  input )

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 89 of file McClellanOscillator.cs.

Reset()

override void QuantConnect.Indicators.McClellanOscillator.Reset

(

)

Resets this indicator to its initial state

Definition at line 99 of file McClellanOscillator.cs.

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Add()

void QuantConnect.Indicators.McClellanOscillator.Add

(

Symbol

asset

)

Add Tracking asset issue

Parameters

asset

the tracking asset issue

Definition at line 113 of file McClellanOscillator.cs.

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Remove()

void QuantConnect.Indicators.McClellanOscillator.Remove

(

Symbol

asset

)

Remove Tracking asset issue

Parameters

asset

the tracking asset issue

Definition at line 122 of file McClellanOscillator.cs.

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Member Data Documentation

IsReady

override bool QuantConnect.Indicators.McClellanOscillator.IsReady => EMASlow.IsReady

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

Definition at line 48 of file McClellanOscillator.cs.

WarmUpPeriod

int QuantConnect.Indicators.McClellanOscillator.WarmUpPeriod => EMASlow.WarmUpPeriod + ADDifference.WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 53 of file McClellanOscillator.cs.

Property Documentation

EMAFast

ExponentialMovingAverage QuantConnect.Indicators.McClellanOscillator.EMAFast

get

Fast period EMA of advance decline difference

Definition at line 33 of file McClellanOscillator.cs.

EMASlow

ExponentialMovingAverage QuantConnect.Indicators.McClellanOscillator.EMASlow

get

Slow period EMA of advance decline difference

Definition at line 38 of file McClellanOscillator.cs.

ADDifference

AdvanceDeclineDifference QuantConnect.Indicators.McClellanOscillator.ADDifference

get

The number of advance assets minus the number of decline assets

Definition at line 43 of file McClellanOscillator.cs.

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

• Indicators/McClellanOscillator.cs