This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2 More...
Public Member Functions | |
| AverageDirectionalMovementIndexRating (string name, int period) | |
| Initializes a new instance of the AverageDirectionalMovementIndexRating class using the specified name and period. More... | |
| AverageDirectionalMovementIndexRating (int period) | |
| Initializes a new instance of the AverageDirectionalMovementIndexRating class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _adxHistory.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => _period * 3 - 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| AverageDirectionalIndex | ADX [get] |
| The Average Directional Index indicator instance being used 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 Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2
Definition at line 25 of file AverageDirectionalMovementIndexRating.cs.
Constructor & Destructor Documentation
◆ AverageDirectionalMovementIndexRating() [1/2]
| QuantConnect.Indicators.AverageDirectionalMovementIndexRating.AverageDirectionalMovementIndexRating | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the AverageDirectionalMovementIndexRating class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the ADXR
Definition at line 35 of file AverageDirectionalMovementIndexRating.cs.
◆ AverageDirectionalMovementIndexRating() [2/2]
| QuantConnect.Indicators.AverageDirectionalMovementIndexRating.AverageDirectionalMovementIndexRating | ( | int | period | ) |
Initializes a new instance of the AverageDirectionalMovementIndexRating class using the specified period.
- Parameters
-
period The period of the ADXR
Definition at line 47 of file AverageDirectionalMovementIndexRating.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 72 of file AverageDirectionalMovementIndexRating.cs.
◆ Reset()
| override void QuantConnect.Indicators.AverageDirectionalMovementIndexRating.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 87 of file AverageDirectionalMovementIndexRating.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.AverageDirectionalMovementIndexRating.IsReady => _adxHistory.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 60 of file AverageDirectionalMovementIndexRating.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.AverageDirectionalMovementIndexRating.WarmUpPeriod => _period * 3 - 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 65 of file AverageDirectionalMovementIndexRating.cs.
Property Documentation
◆ ADX
|
get |
The Average Directional Index indicator instance being used
Definition at line 55 of file AverageDirectionalMovementIndexRating.cs.
The documentation for this class was generated from the following file:
- Indicators/AverageDirectionalMovementIndexRating.cs
