QuantConnect.Indicators.PivotPoint Class Reference
Represents the points identified by Pivot Point High/Low Indicator. More...
Inheritance diagram for QuantConnect.Indicators.PivotPoint:
Public Member Functions | |
| PivotPoint (PivotPointType type, decimal price, DateTime time) | |
| Creates a new instance of PivotPoint More... | |
 Public Member Functions inherited from QuantConnect.Data.BaseData | |
| BaseData () | |
| Constructor for initialising the dase data class More... | |
| virtual BaseData | Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) |
| Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More... | |
| virtual BaseData | Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) |
| Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More... | |
| virtual SubscriptionDataSource | GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode) |
| Return the URL string source of the file. This will be converted to a stream More... | |
| virtual bool | RequiresMapping () |
| Indicates if there is support for mapping More... | |
| virtual bool | IsSparseData () |
| Indicates that the data set is expected to be sparse More... | |
| virtual bool | ShouldCacheToSecurity () |
| Indicates whether this contains data that should be stored in the security cache More... | |
| virtual Resolution | DefaultResolution () |
| Gets the default resolution for this data and security type More... | |
| virtual List< Resolution > | SupportedResolutions () |
| Gets the supported resolution for this data and security type More... | |
| virtual DateTimeZone | DataTimeZone () |
| Specifies the data time zone for this data type. This is useful for custom data types More... | |
| void | UpdateTrade (decimal lastTrade, decimal tradeSize) |
| Updates this base data with a new trade More... | |
| void | UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize) |
| Updates this base data with new quote information More... | |
| void | UpdateBid (decimal bidPrice, decimal bidSize) |
| Updates this base data with the new quote bid information More... | |
| void | UpdateAsk (decimal askPrice, decimal askSize) |
| Updates this base data with the new quote ask information More... | |
| virtual void | Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) |
| Update routine to build a bar/tick from a data update. More... | |
| virtual BaseData | Clone (bool fillForward) |
| Return a new instance clone of this object, used in fill forward More... | |
| virtual BaseData | Clone () |
| Return a new instance clone of this object, used in fill forward More... | |
| override string | ToString () |
| Formats a string with the symbol and value. More... | |
| virtual BaseData | Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed) |
| Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More... | |
| virtual string | GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) |
| Return the URL string source of the file. This will be converted to a stream More... | |
Properties | |
| PivotPointType | PivotPointType [get, set] |
| Represents pivot point type : High or Low More... | |
| sealed override decimal | Value [get, set] |
| Peak value More... | |
| Properties inherited from QuantConnect.Data.BaseData | |
| MarketDataType | DataType = MarketDataType.Base [get, set] |
| Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More... | |
| bool | IsFillForward [get] |
| True if this is a fill forward piece of data More... | |
| DateTime | Time [get, set] |
| Current time marker of this data packet. More... | |
| virtual DateTime | EndTime [get, set] |
| The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More... | |
| Symbol | Symbol = Symbol.Empty [get, set] |
| Symbol representation for underlying Security More... | |
| virtual decimal | Value [get, set] |
| Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More... | |
| Properties inherited from QuantConnect.Data.IBaseData | |
| MarketDataType | DataType [get, set] |
| Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More... | |
| DateTime | Time [get, set] |
| Time keeper of data – all data is timeseries based. More... | |
| DateTime | EndTime [get, set] |
| End time of data More... | |
| Symbol | Symbol [get, set] |
| Symbol for underlying Security More... | |
| decimal | Value [get, set] |
| All timeseries data is a time-value pair: More... | |
| decimal | Price [get] |
| Alias of Value. More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Data.BaseData | |
| static IEnumerable< BaseData > | DeserializeMessage (string serialized) |
| Deserialize the message from the data server More... | |
| Public Attributes inherited from QuantConnect.Data.BaseData | |
| virtual decimal | Price => Value |
| As this is a backtesting platform we'll provide an alias of value as price. More... | |
| Static Protected Attributes inherited from QuantConnect.Data.BaseData | |
| static readonly List< Resolution > | AllResolutions |
| A list of all Resolution More... | |
| static readonly List< Resolution > | DailyResolution = new List<Resolution> { Resolution.Daily } |
| A list of Resolution.Daily More... | |
| static readonly List< Resolution > | MinuteResolution = new List<Resolution> { Resolution.Minute } |
| A list of Resolution.Minute More... | |
| static readonly List< Resolution > | HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick } |
| A list of high Resolution, including minute, second, and tick. More... | |
| static readonly List< Resolution > | OptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute } |
| A list of resolutions support by Options More... | |
Detailed Description
Represents the points identified by Pivot Point High/Low Indicator.
Definition at line 261 of file PivotPointsHighLow.cs.
Constructor & Destructor Documentation
◆ PivotPoint()
| QuantConnect.Indicators.PivotPoint.PivotPoint | ( | PivotPointType | type, |
| decimal | price, | ||
| DateTime | time | ||
| ) |
Creates a new instance of PivotPoint
Definition at line 276 of file PivotPointsHighLow.cs.
Property Documentation
◆ PivotPointType
|
getset |
Represents pivot point type : High or Low
Definition at line 266 of file PivotPointsHighLow.cs.
◆ Value
|
getset |
Peak value
Definition at line 271 of file PivotPointsHighLow.cs.
The documentation for this class was generated from the following file:
- Indicators/PivotPointsHighLow.cs
