This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low. More...
Public Member Functions | |
| TrueRange () | |
| Initializes a new instance of the TrueRange class using the specified name. More... | |
| TrueRange (string name) | |
| Initializes a new instance of the TrueRange class using the specified name. More... | |
Public Attributes | |
| override bool | IsReady => Samples > 1 |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => 2 |
| 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 True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low.
Definition at line 28 of file TrueRange.cs.
Constructor & Destructor Documentation
◆ TrueRange() [1/2]
| QuantConnect.Indicators.TrueRange.TrueRange | ( | ) |
Initializes a new instance of the TrueRange class using the specified name.
Definition at line 35 of file TrueRange.cs.
◆ TrueRange() [2/2]
| QuantConnect.Indicators.TrueRange.TrueRange | ( | string | name | ) |
Initializes a new instance of the TrueRange class using the specified name.
- Parameters
-
name The name of this indicator
Definition at line 44 of file TrueRange.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 64 of file TrueRange.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.TrueRange.IsReady => Samples > 1 |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 52 of file TrueRange.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.TrueRange.WarmUpPeriod => 2 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 57 of file TrueRange.cs.
The documentation for this class was generated from the following file:
- Indicators/TrueRange.cs
