Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation More...
Public Member Functions | |
| RelativeStrengthIndex (int period, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Initializes a new instance of the RelativeStrengthIndex class with the specified name and period More... | |
| RelativeStrengthIndex (string name, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Initializes a new instance of the RelativeStrengthIndex class with the specified name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => AverageGain.IsReady && AverageLoss.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.Indicator | |
| Indicator (string name) | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
Properties | |
| MovingAverageType | MovingAverageType [get] |
| Gets the type of indicator used to compute AverageGain and AverageLoss More... | |
| IndicatorBase< IndicatorDataPoint > | AverageLoss [get] |
| Gets the EMA for the down days More... | |
| IndicatorBase< IndicatorDataPoint > | AverageGain [get] |
| Gets the indicator for average gain More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.Indicator | |
| static int | DefaultWindowSize = 2 [get] |
| The default size of the history window for the indicator 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
Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation
Definition at line 24 of file RelativeStrengthIndex.cs.
Constructor & Destructor Documentation
◆ RelativeStrengthIndex() [1/2]
| QuantConnect.Indicators.RelativeStrengthIndex.RelativeStrengthIndex | ( | int | period, |
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
||
| ) |
Initializes a new instance of the RelativeStrengthIndex class with the specified name and period
- Parameters
-
period The period used for up and down days movingAverageType The type of moving average to be used for computing the average gain/loss values
Definition at line 48 of file RelativeStrengthIndex.cs.
◆ RelativeStrengthIndex() [2/2]
| QuantConnect.Indicators.RelativeStrengthIndex.RelativeStrengthIndex | ( | string | name, |
| int | period, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
||
| ) |
Initializes a new instance of the RelativeStrengthIndex class with the specified name and period
- Parameters
-
name The name of this indicator period The period used for up and down days movingAverageType The type of moving average to be used for computing the average gain/loss values
Definition at line 59 of file RelativeStrengthIndex.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 83 of file RelativeStrengthIndex.cs.
◆ Reset()
| override void QuantConnect.Indicators.RelativeStrengthIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 118 of file RelativeStrengthIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.RelativeStrengthIndex.IsReady => AverageGain.IsReady && AverageLoss.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 71 of file RelativeStrengthIndex.cs.
Property Documentation
◆ MovingAverageType
|
get |
Gets the type of indicator used to compute AverageGain and AverageLoss
Definition at line 31 of file RelativeStrengthIndex.cs.
◆ AverageLoss
|
get |
Gets the EMA for the down days
Definition at line 36 of file RelativeStrengthIndex.cs.
◆ AverageGain
|
get |
Gets the indicator for average gain
Definition at line 41 of file RelativeStrengthIndex.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 76 of file RelativeStrengthIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/RelativeStrengthIndex.cs
