This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100 More...
Public Member Functions | |
| NormalizedAverageTrueRange (string name, int period) | |
| Initializes a new instance of the NormalizedAverageTrueRange class using the specified name and period. More... | |
| NormalizedAverageTrueRange (int period) | |
| Initializes a new instance of the NormalizedAverageTrueRange class using the specified period. More... | |
| 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... | |
| int | WarmUpPeriod => _period + 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Additional Inherited Members | |
| 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
This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100
Definition at line 25 of file NormalizedAverageTrueRange.cs.
Constructor & Destructor Documentation
◆ NormalizedAverageTrueRange() [1/2]
| QuantConnect.Indicators.NormalizedAverageTrueRange.NormalizedAverageTrueRange | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the NormalizedAverageTrueRange class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the NATR
Definition at line 37 of file NormalizedAverageTrueRange.cs.
◆ NormalizedAverageTrueRange() [2/2]
| QuantConnect.Indicators.NormalizedAverageTrueRange.NormalizedAverageTrueRange | ( | int | period | ) |
Initializes a new instance of the NormalizedAverageTrueRange class using the specified period.
- Parameters
-
period The period of the NATR
Definition at line 49 of file NormalizedAverageTrueRange.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
- Returns
- A new value for this indicator
Definition at line 69 of file NormalizedAverageTrueRange.cs.
◆ Reset()
| override void QuantConnect.Indicators.NormalizedAverageTrueRange.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 97 of file NormalizedAverageTrueRange.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.NormalizedAverageTrueRange.IsReady => Samples > _period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 57 of file NormalizedAverageTrueRange.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.NormalizedAverageTrueRange.WarmUpPeriod => _period + 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 62 of file NormalizedAverageTrueRange.cs.
The documentation for this class was generated from the following file:
- Indicators/NormalizedAverageTrueRange.cs
