QuantConnect.Indicators.WindowIndicator< T > Class Template Reference

Represents an indicator that acts on a rolling window of data More...

Inheritance diagram for QuantConnect.Indicators.WindowIndicator< T >:

Public Member Functions
override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
int	Period => _window.Size
	Gets the period of this window indicator More...
override bool	IsReady => _window.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...
virtual int	WarmUpPeriod => Period
	Required period, in data points, to the indicator to be ready and fully initialized More...

Protected Member Functions
	WindowIndicator (string name, int period)
	Initializes a new instance of the WindowIndicator class More...
override decimal	ComputeNextValue (T input)
	Computes the next value of this indicator from the given state More...
abstract decimal	ComputeNextValue (IReadOnlyWindow< T > window, T input)
	Computes the next value for this indicator from the given state. 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

Represents an indicator that acts on a rolling window of data

Type Constraints

T

:

IBaseData

Definition at line 23 of file WindowIndicator.cs.

Constructor & Destructor Documentation

WindowIndicator()

QuantConnect.Indicators.WindowIndicator< T >.WindowIndicator ( string  name, int  period  )

protected

Initializes a new instance of the WindowIndicator class

Parameters

name	The name of this indicator
period	The number of data points to hold in the window

Definition at line 39 of file WindowIndicator.cs.

Member Function Documentation

ComputeNextValue() [1/2]

override decimal QuantConnect.Indicators.WindowIndicator< T >.ComputeNextValue ( T  input )

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 60 of file WindowIndicator.cs.

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Reset()

override void QuantConnect.Indicators.WindowIndicator< T >.Reset

(

)

Resets this indicator to its initial state

Definition at line 69 of file WindowIndicator.cs.

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ComputeNextValue() [2/2]

abstract decimal QuantConnect.Indicators.WindowIndicator< T >.ComputeNextValue ( IReadOnlyWindow< T >  window, T  input  )

protectedpure virtual

Computes the next value for this indicator from the given state.

Parameters

window	The window of data held in this indicator
input	The input value to this indicator on this time step

Returns

A new value for this indicator

Member Data Documentation

Period

int QuantConnect.Indicators.WindowIndicator< T >.Period => _window.Size

Gets the period of this window indicator

Definition at line 32 of file WindowIndicator.cs.

IsReady

override bool QuantConnect.Indicators.WindowIndicator< T >.IsReady => _window.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 48 of file WindowIndicator.cs.

WarmUpPeriod

virtual int QuantConnect.Indicators.WindowIndicator< T >.WarmUpPeriod => Period

Required period, in data points, to the indicator to be ready and fully initialized

Definition at line 53 of file WindowIndicator.cs.

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The documentation for this class was generated from the following file:

• Indicators/WindowIndicator.cs