Represents the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time. More...
Public Member Functions | |
| ZeroLagExponentialMovingAverage (string name, int period) | |
| Initializes a new instance of the ZeroLagMovingAverage class with the specified name and period More... | |
| ZeroLagExponentialMovingAverage (int period) | |
| Initializes a new instance of the ZeroLagMovingAverage class with the default name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _delayedPrice.IsReady && _ema.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| override int | WarmUpPeriod => _period + (int)Math.Floor(((float)_period) / 2) |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| 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 the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time.
Definition at line 25 of file ZeroLagExponentialMovingAverage.cs.
Constructor & Destructor Documentation
◆ ZeroLagExponentialMovingAverage() [1/2]
| QuantConnect.Indicators.ZeroLagExponentialMovingAverage.ZeroLagExponentialMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the ZeroLagMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the ZLEMA
Definition at line 49 of file ZeroLagExponentialMovingAverage.cs.
◆ ZeroLagExponentialMovingAverage() [2/2]
| QuantConnect.Indicators.ZeroLagExponentialMovingAverage.ZeroLagExponentialMovingAverage | ( | int | period | ) |
Initializes a new instance of the ZeroLagMovingAverage class with the default name and period
- Parameters
-
period The period of the ZLEMA
Definition at line 61 of file ZeroLagExponentialMovingAverage.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.ZeroLagExponentialMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 69 of file ZeroLagExponentialMovingAverage.cs.
◆ ComputeNextValue()
|
protected |
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
Definition at line 82 of file ZeroLagExponentialMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.ZeroLagExponentialMovingAverage.IsReady => _delayedPrice.IsReady && _ema.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 37 of file ZeroLagExponentialMovingAverage.cs.
◆ WarmUpPeriod
| override int QuantConnect.Indicators.ZeroLagExponentialMovingAverage.WarmUpPeriod => _period + (int)Math.Floor(((float)_period) / 2) |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 42 of file ZeroLagExponentialMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/ZeroLagExponentialMovingAverage.cs
