This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. More...
Public Member Functions | |
| WilderAccumulativeSwingIndex (decimal limitMove) | |
| Initializes a new instance of the WilderAccumulativeSwingIndex class using the specified name. More... | |
| WilderAccumulativeSwingIndex (string name, decimal limitMove) | |
| Initializes a new instance of the WilderAccumulativeSwingIndex class using the specified name. More... | |
| override void | Reset () |
| Resets this indicator to its initial state. 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 (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... | |
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 calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'.
ASIₜ = ASIₜ₋₁ + SIₜ
Where:
- ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period.
- SIₜ The WilderSwingIndex calculated for the current period.
- See also
- WilderSwingIndex
Definition at line 45 of file WilderAccumulativeSwingIndex.cs.
Constructor & Destructor Documentation
◆ WilderAccumulativeSwingIndex() [1/2]
| QuantConnect.Indicators.WilderAccumulativeSwingIndex.WilderAccumulativeSwingIndex | ( | decimal | limitMove | ) |
Initializes a new instance of the WilderAccumulativeSwingIndex class using the specified name.
- Parameters
-
limitMove A decimal representing the limit move value for the period.
Definition at line 56 of file WilderAccumulativeSwingIndex.cs.
◆ WilderAccumulativeSwingIndex() [2/2]
| QuantConnect.Indicators.WilderAccumulativeSwingIndex.WilderAccumulativeSwingIndex | ( | string | name, |
| decimal | limitMove | ||
| ) |
Initializes a new instance of the WilderAccumulativeSwingIndex class using the specified name.
- Parameters
-
name The name of this indicator limitMove A decimal representing the limit move value for the period.
Definition at line 66 of file WilderAccumulativeSwingIndex.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 87 of file WilderAccumulativeSwingIndex.cs.
◆ Reset()
| override void QuantConnect.Indicators.WilderAccumulativeSwingIndex.Reset | ( | ) |
Resets this indicator to its initial state.
Definition at line 106 of file WilderAccumulativeSwingIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.WilderAccumulativeSwingIndex.IsReady => Samples > 1 |
Gets a flag indicating when this indicator is ready and fully initialized.
Definition at line 75 of file WilderAccumulativeSwingIndex.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.WilderAccumulativeSwingIndex.WarmUpPeriod => 2 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 80 of file WilderAccumulativeSwingIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/WilderAccumulativeSwingIndex.cs
