Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems. More...
Public Member Functions | |
| WilderMovingAverage (string name, int period) | |
| Initializes a new instance of the WilderMovingAverage class with the specified name and period More... | |
| WilderMovingAverage (int period) | |
| Initializes a new instance of the WilderMovingAverage class with the default name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples >= _period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => _period |
| Required period, in data points, for the indicator to be 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... | |
Additional Inherited Members | |
| 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 moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems.
Definition at line 22 of file WilderMovingAverage.cs.
Constructor & Destructor Documentation
◆ WilderMovingAverage() [1/2]
| QuantConnect.Indicators.WilderMovingAverage.WilderMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the WilderMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the Wilder Moving Average
Definition at line 33 of file WilderMovingAverage.cs.
◆ WilderMovingAverage() [2/2]
| QuantConnect.Indicators.WilderMovingAverage.WilderMovingAverage | ( | int | period | ) |
Initializes a new instance of the WilderMovingAverage class with the default name and period
- Parameters
-
period The period of the Wilder Moving Average
Definition at line 45 of file WilderMovingAverage.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.WilderMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 63 of file WilderMovingAverage.cs.
◆ 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 74 of file WilderMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.WilderMovingAverage.IsReady => Samples >= _period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 53 of file WilderMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.WilderMovingAverage.WarmUpPeriod => _period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 58 of file WilderMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/WilderMovingAverage.cs
