This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to determine the average price of an asset over a given period of time, taking into account both price and volume. More...
Public Member Functions | |
| VolumeWeightedMovingAverage (string name, int period) | |
| Initializes a new instance of the VolumeWeightedMovingAverage class using the specified name. More... | |
| VolumeWeightedMovingAverage (int period) | |
| Initializes a new instance of the VolumeWeightedMovingAverage class using the specified name. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _rollingSumPriceMultipliedByVolume.IsReady && _rollingSumVolume.IsReady |
| Gets a flag indicating when this indicator is 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 | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. 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
This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to determine the average price of an asset over a given period of time, taking into account both price and volume.
Definition at line 25 of file VolumeWeightedMovingAverage.cs.
Constructor & Destructor Documentation
◆ VolumeWeightedMovingAverage() [1/2]
| QuantConnect.Indicators.VolumeWeightedMovingAverage.VolumeWeightedMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the VolumeWeightedMovingAverage class using the specified name.
- Parameters
-
name The name of this indicator period The period of the SMA
Definition at line 45 of file VolumeWeightedMovingAverage.cs.
◆ VolumeWeightedMovingAverage() [2/2]
| QuantConnect.Indicators.VolumeWeightedMovingAverage.VolumeWeightedMovingAverage | ( | int | period | ) |
Initializes a new instance of the VolumeWeightedMovingAverage class using the specified name.
- Parameters
-
period The period of the SMA
Definition at line 57 of file VolumeWeightedMovingAverage.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 67 of file VolumeWeightedMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.VolumeWeightedMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 82 of file VolumeWeightedMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.VolumeWeightedMovingAverage.IsReady => _rollingSumPriceMultipliedByVolume.IsReady && _rollingSumVolume.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 39 of file VolumeWeightedMovingAverage.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 34 of file VolumeWeightedMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/VolumeWeightedMovingAverage.cs
